# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001145549-25-053099
**Filing Date:** 2025-8
**Character Count:** 486985
**Document Hash:** 5af81f11f0d7b5c65c69ed617d91cdb3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-053099.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001145549-25-053099

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03857
- **FILM NUMBER:** 251249271

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1582331890.97

**Total Liabilities:** $31599251.23

**Net Assets:** $1550732639.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -184.202088800000 | **1-Year:** -3581.953185000000 | **5-Year:** -8208.388175000000 | **10-Year:** -8264.551046000000 | **30-Year:** -4369.314243000000

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

- **3-Month:** -60.337468000000 | **1-Year:** -2677.234357000000 | **5-Year:** -1251.629569000000 | **10-Year:** -1003.946290000000 | **30-Year:** -50.075965200000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000140604 | 0.31%                | 3.31%                | 2.99%                |
| Class ID C000140605 | 0.31%                | 3.31%                | 2.93%                |
| Class ID C000140606 | 0.31%                | 3.24%                | 2.95%                |
| Class ID C000176252 | 0.39%                | 3.23%                | 2.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5513478.84              | $-6192916.43                               |
| Month 2  | $7190738.38              | $36054932.87                               |
| Month 3  | $7451391.70              | $31971496.58                               |

**Designated Index Information**

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

- **Index Identifier:** 70MXWO30LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 RJ1215 04-01-54                                                                | CUSIP: 3142GRK58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8718 | PA      | $8742.86      | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 CB8328 04-01-54                                                                | CUSIP: 3140QUHE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    947885 | PA      | $954735.47    | 0.06%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 BV8976 08-01-52                                                                | CUSIP: 3140MN6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53484 | PA      | $53026.91     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.5 SD4116 12-01-52                                                                | CUSIP: 3132E0SD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    437113 | PA      | $419219.88    | 0.03%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 RJ1512 05-01-54                                                                | CUSIP: 3142GRVE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    270216 | PA      | $272086.39    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 MA5388 06-01-54                                                                | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70843 | PA      | $70895.53     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.0 SD2602 12-01-52                                                                | CUSIP: 3132DP3K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22584 | PA      | $19566.82     | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 RJ1768 06-01-54                                                                | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23887 | PA      | $24019.05     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 FS8153 06-01-54                                                                | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    395178 | PA      | $404617.37    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8447 07-01-54                                                                | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    358465 | PA      | $364668.76    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5421 07-01-54                                                                | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    842864 | PA      | $857368.53    | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD5303 04-01-54                                                                | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    449984 | PA      | $460748.09    | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 BU4699 07-01-54                                                                | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    152698 | PA      | $152951.76    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 BU4700 07-01-54                                                                | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    184533 | PA      | $188012.65    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 QI8872 07-01-54                                                                | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     76480 | PA      | $76607.19     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 QI8874 07-01-54                                                                | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     76017 | PA      | $77448.93     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RJ1964 07-01-54                                                                | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    291360 | PA      | $299602.11    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 FS8318 07-01-54                                                                | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     97420 | PA      | $99981.68     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RJ1975 07-01-54                                                                | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    251713 | PA      | $256455.18    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 CB8858 07-01-54                                                                | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    165036 | PA      | $168555.29    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                          | STACR 2024-DNA3 M2 144A FRN 10-25-44                                                         | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90229.23     | 0.01%             | 2044-10-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                           | SWCH 2025-DATA D 144A FRN 03-15-42                                                           | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    597000 | PA      | $592511.16    | 0.04%             | 2042-03-15      | Variable      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                      | TPMT 17-6 A1 144A FRN 10-25-57                                                               | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17650 | PA      | $17305.21     | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                              | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49                                | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    135000 | PA      | $138853.44    | 0.01%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                      | GILEAD SCIENCES INC                                                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    117805 | NS      | $13061040.35  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                        | GENERAL MILLS INC                                                                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     42990 | NS      | $2227311.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GIVAUDAN SA                                                              | GIVAUDAN SA                                                                                  | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |       110 | NS      | $532497.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                  | GSK PLC                                                                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     43796 | NS      | $835620.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC                                                    | GREAT-WEST LIFECO INC                                                                        | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     17173 | NS      | $653122.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL TECHNOLOGIES LTD                                                     | HCL TECHNOLOGIES LTD                                                                         | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |    134835 | NS      | $2717767.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                           | HOME DEPOT INC                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     19698 | NS      | $7222074.72   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51927.40     | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMORGAN CHASE & CO SR UNSEC 4.995% 07-22-30/29                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    198000 | PA      | $201659.63    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| HOULIHAN LOKEY INC                                                       | HOULIHAN LOKEY INC CL A                                                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      3658 | NS      | $658257.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                              | HONEYWELL INTERNATIONAL INC                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     16873 | NS      | $3929384.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMORGAN CHASE & CO SR UNSEC 5.294% 07-22-35/34                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    328000 | PA      | $333914.82    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| IBERDROLA SA                                                             | IBERDROLA SA (BEARER)                                                                        | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    391173 | NS      | $7506142.59   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| INTACT FINANCIAL CORP                                                    | INTACT FINANCIAL CORP                                                                        | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     34475 | NS      | $8016529.28   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LTD                                                                  | ITC LTD                                                                                      | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |    710417 | NS      | $3449780.31   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                            | INDUSTRIA DE DISENO TEXTIL SA                                                                | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    154521 | NS      | $8041555.74   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMORGAN CHASE & CO                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     85808 | NS      | $24876597.28  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                                                        | KIMCO REALTY CORP (REIT)                                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      5095 | NS      | $107096.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                             | KKR & CO INC CV PFD CL D 6.250% 03-01-28                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     13000 | NS      | $696800.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                 | KLA CORP                                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      3797 | NS      | $3401124.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                      | KIMBERLY-CLARK CORP                                                                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     19552 | NS      | $2520643.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                                                             | COCA-COLA CO                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     42247 | NS      | $2988975.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE KPN NV                                                       | KONINKLIJKE KPN NV                                                                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    881213 | NS      | $4293270.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KASPI.KZ JSC                                                             | KASPI.KZ JSC                                                                                 | CUSIP: N/A<br>LEI: 2549003YU6FARG8OAZ13       | Long             | EC               | CORP              | KZ        |     21756 | NS      | $1915638.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY (NEW)                                       | LINDE PUBLIC LIMITED COMPANY (NEW)                                                           | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |      8566 | NS      | $4018995.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LINEAGE INC                                                              | LINEAGE INC (REIT)                                                                           | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9785 | NS      | $425843.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                 | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.15% 01-16-26                   | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150468.45    | 0.01%             | 2026-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                       | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                              | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $320177.40    | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                 | ENGIE SA (LOYALTY BONUS DIV) (NOT LISTED OR TRADING)                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     36900 | NS      | $866067.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EBOS GROUP LTD                                                           | EBOS GROUP LTD (AU) 144A                                                                     | CUSIP: N/A<br>LEI: 254900KJ40C7HBYTWC21       | Long             | EC               | CORP              | AU        |      5238 | NS      | $122692.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                  | NEW FORTRESS ENERGY INC CL A (DRS)                                                           | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |       950 | NS      | $3154.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                                                  | SBERBANK OF RUSSIA PJSC (USD)                                                                | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    204176 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EFG INTERNATIONAL AG                                                     | EFG INTERNATIONAL AG                                                                         | CUSIP: N/A<br>LEI: 506700PR1R98BSF81139       | Long             | EC               | CORP              | CH        |    105100 | NS      | $1947154.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                     | EDISON INTERNATIONAL                                                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     21128 | NS      | $1090204.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBASSY OFFICE PARKS REIT                                                | EMBASSY OFFICE PARKS REIT (REIT)                                                             | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |    140661 | NS      | $638846.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                      | EASTMAN CHEMICAL CO                                                                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     11125 | NS      | $830592.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                                                 | ENEL SPA                                                                                     | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    230994 | NS      | $2192032.61   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                 | ENGIE SA                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    311334 | NS      | $7307212.49   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT NV                                                              | EURONEXT NV                                                                                  | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |     22802 | NS      | $3897330.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                        | EOG RESOURCES INC                                                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     42410 | NS      | $5072660.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA SA                                                      | ESSILORLUXOTTICA SA                                                                          | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      6880 | NS      | $1887490.53   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                             | ENTERGY CORP                                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     37644 | NS      | $3128969.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EVONIK INDUSTRIES AG                                                     | EVONIK INDUSTRIES AG                                                                         | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |     27512 | NS      | $567135.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION AB                                                             | EVOLUTION AB                                                                                 | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     39788 | NS      | $3160868.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                                                    | EAST WEST BANCORP INC                                                                        | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31456 | NS      | $3176426.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                  | EXTRA SPACE STORAGE INC (REIT)                                                               | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |     23759 | NS      | $3503026.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                | AESOP 23-6 A 144A 5.81% 12-20-29/28                                                          | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339000 | PA      | $352656.95    | 0.02%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                             | AFFRM 24-A A 144A 5.61% 02-15-29/09-15-26                                                    | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $216023.40    | 0.01%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| AXIS 2024-2A                                                             | AXIS 24-2 A2 144 5.19% 07-21-31/04-20-28                                                     | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    344018 | PA      | $347308.58    | 0.02%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                            | AVCCT 24-2 A 144A 5.38% 05-15-29/11-16-26                                                    | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $398994.80    | 0.03%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AERO CAPITAL SOLUTIONS FUND IV LP                                        | AERO CAPITAL SOLUTIONS INC TL (TSFR1M+300) FRN 11-17-29                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    263870 | PA      | $261890.87    | 0.02%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                | AESOP 2020-2A B 144A 2.96% 02-20-27                                                          | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99110.80     | 0.01%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                | AESOP 2020-2A A 144A 2.02% 02-20-27                                                          | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $194771.73    | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                               | CPS 24-C B 144A 5.68% 12-15-28/06-15-26                                                      | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497000 | PA      | $500934.75    | 0.03%             | 2028-12-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                                                  | E.ON SE                                                                                      | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    386133 | NS      | $7106958.85   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EPIROC AB                                                                | EPIROC AB CL A                                                                               | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |     60943 | NS      | $1323097.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CPTRS 2024-1A                                                            | CPTRS 24-1 A2 144A 5.58% 07-20-32/11-20-28                                                   | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    662274 | PA      | $671625.65    | 0.04%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                           | CLARUS 24-1 A2 144A 4.71% 08-20-32/05-20-27                                                  | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300619 | PA      | $301028.62    | 0.02%             | 2032-08-20      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-2                                                             | DRIVE 24-2 A2 4.94% 12-15-27/25                                                              | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139439 | PA      | $139572.96    | 0.01%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                  | EFF 24-1 A2 144A 5.23% 03-20-30/05-20-27                                                     | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393722 | PA      | $396664.31    | 0.03%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-3                                                               | EFF 24-3 A2 144A 5.31% 04-20-27                                                              | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322840 | PA      | $324190.91    | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-4                                                               | EFF 24-4 A2 144A 4.69% 07-20-27/01-20-27                                                     | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206000 | PA      | $206330.42    | 0.01%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                 | EQS 24-2M B 144A 6.43% 12-20-32/12-22-31                                                     | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149164 | PA      | $151330.38    | 0.01%             | 2032-12-20      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP                                            | FIRST AMERICAN FINANCIAL CORP                                                                | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      6638 | NS      | $407506.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                      | NSLT 2021-CA AFL 144A FRN 04-20-62                                                           | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114290 | PA      | $113767.53    | 0.01%             | 2062-04-20      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2024-A                                                              | NMEF 24 A2 144A 5.15% 12-15-31/10-15-27                                                      | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444891 | PA      | $447067.93    | 0.03%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                                    | NAVSL 21-A A 144A 0.84% 05-15-69/03-15-29                                                    | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26197 | PA      | $23896.30     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                            | OPTN 21-B A 144A 1.47% 05-08-31/05-01-24                                                     | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36431 | PA      | $35546.98     | 0.00%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                          | ONDK 24-2 A 144A 4.98% 10-17-31/10-18-27                                                     | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127000 | PA      | $126416.05    | 0.01%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                            | OLWEF 24-1 A2 144A 5.05% 03-15-29/01-15-27                                                   | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78367 | PA      | $78522.93     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                            | PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25                                                    | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99952.40     | 0.01%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                            | PFSFC 23-B A 144A 5.27% 05-15-28/26                                                          | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176194.20    | 0.01%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PREF 2024-1A                                                             | PREF 24-1 A2 144A 5.59% 11-15-29/08-17-26                                                    | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102127 | PA      | $102647.83    | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                             | PEAC 24-1A A2 144A 5.79% 06-21-27/12-21-26                                                   | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214159 | PA      | $215888.91    | 0.01%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                             | PKAIR 24-2 A 144A 5.052% 10-15-39/05-15-30                                                   | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197894 | PA      | $197519.60    | 0.01%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                             | PEAC 24-2 A2 144A 4.74% 04-20-27/09-21-26                                                    | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152557 | PA      | $152628.31    | 0.01%             | 2027-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| EPIROC AB                                                                | EPIROC AB B                                                                                  | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |      4933 | NS      | $94375.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                              | EQUINIX INC (REIT)                                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1676 | NS      | $1333207.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REACH 2024-2A                                                            | REACH 24-2 A 144A 5.88% 07-15-31/06-15-26                                                    | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194560 | PA      | $195070.49    | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                          | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                    | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $242810.17    | 0.02%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                         | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                                 | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78388 | PA      | $75110.04     | 0.00%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                        | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                                    | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488565 | PA      | $490187.76    | 0.03%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                            | SCFET 24-1A A2 144A 5.88% 11-20-29/05-20-26                                                  | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71621 | PA      | $72127.20     | 0.00%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-4                                                             | SDART 24-4 A2 5.41% 07-15-27/11-17-25                                                        | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93697 | PA      | $93795.52     | 0.01%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                        | SORT 20-1 A1 144A 1.69% 07-15-60/25                                                          | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350786 | PA      | $347095.66    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                        | SORT 20-1 B1 144A 2.28% 07-15-60/25                                                          | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89945 | PA      | $89012.47     | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                | SMB 21-A APT2 144A 1.07% 01-15-53                                                            | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42794 | PA      | $38560.04     | 0.00%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                        | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                                    | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315720 | PA      | $303913.27    | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                      | TPMT 2018-2 A1 144A FRN 03-25-58                                                             | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15983 | PA      | $15799.32     | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-5                                      | TPMT 2018-5 A1A 144A FRN 07-25-58                                                            | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8746 | PA      | $8653.91      | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_21-1                          | TALNT 2021-1A A 144A FRN 02-27-34                                                            | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $327714.42    | 0.02%             | 2034-02-27      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                        | USRE 21-1 A1 144A 1.91% 10-20-61/26                                                          | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $881046.76    | 0.06%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                          | USCLN 25-SUP1 B 144A 5.582% 02-25-32                                                         | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256756 | PA      | $257015.71    | 0.02%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| VERD 2024-1A                                                             | VERD 24-1 A2 144A 5.68% 12-12-31/08-14-28                                                    | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84439 | PA      | $85863.19     | 0.01%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                                 | WFLF 24-2 A1 144A 4.87% 06-21-39                                                             | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    799347 | PA      | $804132.24    | 0.05%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                                 | WFLF 24-3 A1 144A 4.8% 09-19-39/05-18-28                                                     | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $216157.35    | 0.01%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                          | ONDK 24-1 A 144A 6.27% 06-17-31/27                                                           | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101238.50    | 0.01%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                      | XCAP 2024-1A A2 144A 5.84% 03-15-27                                                          | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276536 | PA      | $277994.56    | 0.02%             | 2027-03-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                  | ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34                                               | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50991.40     | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | ABBVIE INC SR UNSEC 5.35% 03-15-44                                                           | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24522.95     | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | ABBVIE INC SR UNSEC 5.5% 03-15-64                                                            | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24263.85     | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                            | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233534.16    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                           | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178244.85    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                  | ARTHUR J GALLAGHER & CO SR UNSEC 5.0% 02-15-32                                               | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50719.70     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT CAPITAL CORP SR UNSEC 4.7% 04-02-27                                                      | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105543.69    | 0.01%             | 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        |    290000 | PA      | $285201.66    | 0.02%             | 2030-04-09      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSEC 5.805% 05-01-50                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    136000 | PA      | $130549.53    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSEC 2.75% 02-01-26                                                            | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89976.89     | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSEC 3.625% 02-01-31                                                           | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    178000 | PA      | $167776.93    | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                 | EQT CORP                                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     62823 | NS      | $3663837.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-1                                  | FORDR 23-1 A 144A 4.85% 08-15-35/02-15-28                                                    | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176000 | PA      | $178692.45    | 0.01%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_23-1                      | FORDF 23-1 A1 144A 4.92% 05-15-28/26                                                         | CUSIP: 34528QHV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188000 | PA      | $188878.34    | 0.01%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                                  | FORDR 23-2 A 144A 5.28% 02-15-36/8-15-28                                                     | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181000 | PA      | $186612.99    | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                               | GCI 21-1 A 144A 2.38% 06-18-46/09-18-31                                                      | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64081 | PA      | $58959.41     | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                      | GMREV 22-1 A 5.91% 10-11-35/11-12-27                                                         | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184000 | PA      | $190976.54    | 0.01%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-2            | GMCAR 23-2 A3 4.47% 02-16-28                                                                 | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17759 | PA      | $17757.14     | 0.00%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-2            | GMCAR 23-2 A4 4.43% 10-16-28                                                                 | CUSIP: 362583AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48000 | PA      | $48136.42     | 0.00%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-1                      | GMREV 23-1 A 144A 5.12% 04-11-35/05-11-28                                                    | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $291769.32    | 0.02%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                             | GCAR 24-3 A2 144A 5.35% 08-16-27                                                             | CUSIP: 37989AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59471 | PA      | $59539.42     | 0.00%             | 2027-08-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                             | GSAR 24-4 A2 144A 4.43% 12-17-29/01-18-28                                                    | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88125 | PA      | $88097.00     | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                               | GCI 20-1 A 144A 2.82% 10-18-45/30                                                            | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345303 | PA      | $325613.94    | 0.02%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                         | FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30                                                     | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    393000 | PA      | $361018.84    | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                         | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                                     | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    107000 | PA      | $95072.82     | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                               | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27                                | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    249000 | PA      | $249527.63    | 0.02%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 0.75% 03-31-26                                                   | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       800 | PA      | $780.42       | 0.00%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 2.375% 05-15-51                                                  | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    196500 | PA      | $124685.40    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 0.75% 05-31-26                                                   | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3736755.72   | 0.24%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.0% 02-29-28                                                    | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    745000 | PA      | $750628.10    | 0.05%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.0% 01-15-27                                                    | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6541000 | PA      | $6557202.71   | 0.42%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                         | ARRW 2021-1R A1 144A FRN 10-25-48                                                            | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86312 | PA      | $77966.05     | 0.01%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                       | AH4R 15-SFR2 A 144A 3.732% 10-17-52/25                                                       | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82430 | PA      | $82071.96     | 0.01%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                       | AH4R 15-SFR2 B 144A 4.295% 10-17-52/25                                                       | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99615.20     | 0.01%             | 2052-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ATLX 2024-RPL1                                                           | ATLX 2024-RPL1 A1 144A 3.85% 04-25-64/08-01-28                                               | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    514536 | PA      | $497595.71    | 0.03%             | 2064-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                           | AHPT 2024-ATRM A 144A FRN 11-10-29                                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296000 | PA      | $302184.03    | 0.02%             | 2029-11-10      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                   | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                                   | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268000 | PA      | $257853.52    | 0.02%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                   | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                                   | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95684.90     | 0.01%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                  | BX 2021-SOAR D 144A FRN 06-15-38                                                             | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87674 | PA      | $87677.73     | 0.01%             | 2038-06-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                  | BX 2021-SOAR A 144A FRN 06-15-38                                                             | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152552 | PA      | $152534.99    | 0.01%             | 2038-06-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                  | BX 2021-VOLT A 144A FRN 09-15-36                                                             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    627801 | PA      | $626035.88    | 0.04%             | 2036-09-15      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                      | BX 2021-ARIA C 144A FRN 10-15-36                                                             | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99912.80     | 0.01%             | 2036-10-15      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                      | BX 2021-ACNT C 144A FRN 11-15-38                                                             | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85730 | PA      | $85670.70     | 0.01%             | 2038-11-15      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST BINOM_22-RPL1                                 | BINOM 2022-RPL1 A1 144A FRN 02-25-61                                                         | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59919 | PA      | $55897.66     | 0.00%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                       | BX 2022-IND A 144A FRN 04-15-37                                                              | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96690 | PA      | $96842.31     | 0.01%             | 2037-04-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                   | BX 2022-CSMO A 144A FRN 06-15-27                                                             | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    332000 | PA      | $334508.26    | 0.02%             | 2027-06-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                       | BX 2022-PSB A 144A FRN 08-15-39                                                              | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39087 | PA      | $39123.18     | 0.00%             | 2039-08-15      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V5                                                            | BMARK 24-V5 AM 6.4171% 01-10-57/01-10-29                                                     | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41000 | PA      | $42764.80     | 0.00%             | 2057-01-10      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5                                                             | BMO 2024-5C5 AS FRN 02-15-57                                                                 | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    122000 | PA      | $127854.90    | 0.01%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                          | CMLTI 2020-EXP1 A1A 144A FRN 05-25-60                                                        | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6204 | PA      | $5807.44      | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                      | CIM 2022-R2 A1 144A FRN 12-25-61                                                             | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    139570 | PA      | $133012.42    | 0.01%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R01                                                             | CAS 2023-R01 1M1 144A FRN 12-25-42                                                           | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28183 | PA      | $28923.34     | 0.00%             | 2042-12-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                        | CGCMT 23-SMRT A 144A FRN 10-12-40                                                            | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237000 | PA      | $244945.19    | 0.02%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                             | CAS 2023-R05 1M1 144A FRN 06-25-43                                                           | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    244037 | PA      | $246469.55    | 0.02%             | 2043-06-25      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06                | CAS 2023-R06 1M1 144A FRN 07-25-43                                                           | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82002 | PA      | $82488.07     | 0.01%             | 2043-07-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                             | CAS 2024-R04 1M1 144A FRN 05-25-44                                                           | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65973 | PA      | $65978.99     | 0.00%             | 2044-05-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CONE 2024-DFW1                                                           | CONE 2024-DFW1 A 144A FRN 08-15-41                                                           | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $119740.56    | 0.01%             | 2041-08-15      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                            | CALI 2024-SUN A 144A FRN 07-15-41                                                            | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100292.50    | 0.01%             | 2041-07-15      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                           | CFMT 2024-HB15 A 144A FRN 08-25-34/27                                                        | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |    174824 | PA      | $173320.69    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R06                                                             | CAS 2024-R06 1M2 144A FRN 09-25-44                                                           | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87000 | PA      | $87404.99     | 0.01%             | 2044-09-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-RM5                                                            | CFMT 2024-RM5 A 144A FRN 10-25-54                                                            | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-CBDO         | CORP              | US        |    398049 | PA      | $389638.73    | 0.03%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MORTGAGE TRUST DATA_23-CNTR                                              | DATA 2023-CNTR A 144A FRN 08-12-43                                                           | CUSIP: 238021AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    574000 | PA      | $581972.86    | 0.04%             | 2043-08-12      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                     | ELM 2024-ELM B10 144A FRN 06-10-39                                                           | CUSIP: 26860XBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    213000 | PA      | $214843.52    | 0.01%             | 2039-06-10      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                     | ELM 2024-ELM D10 144A FRN 06-10-39                                                           | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100461.60    | 0.01%             | 2039-06-10      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                     | ELM 2024-ELM C15 144A FRN 06-10-39                                                           | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    133000 | PA      | $133620.45    | 0.01%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                     | ELM 2024-ELM D15 144A FRN 06-10-39                                                           | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100463.00    | 0.01%             | 2039-06-10      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                     | ELM 2024-ELM B15 144A FRN 06-10-39                                                           | CUSIP: 26860XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    191000 | PA      | $192199.86    | 0.01%             | 2039-06-10      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                     | ELM 2024-ELM C10 144A FRN 06-10-39                                                           | CUSIP: 26860XBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $120580.80    | 0.01%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.5 MA5070 07-01-53                                                                | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     98554 | PA      | $94478.14     | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 MA5165 10-01-53                                                                | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8496 | PA      | $8510.18      | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD3175 06-01-53                                                                | CUSIP: 3132DQQ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78641 | PA      | $80065.54     | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 BX9827 05-01-53                                                                | CUSIP: 3140NE4M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    232015 | PA      | $228366.57    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 CB5986 03-01-53                                                                | CUSIP: 3140QRUL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89967 | PA      | $88640.58     | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 BU4112 07-01-53                                                                | CUSIP: 3140M5SA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     93403 | PA      | $92001.46     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 MA5177 10-01-53                                                                | CUSIP: 31418EXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    910834 | PA      | $848236.68    | 0.05%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5191 11-01-53                                                                | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    669294 | PA      | $681536.48    | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                   | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                                                   | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95943.80     | 0.01%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_23-A                                 | HART 23-A A4 4.48% 07-17-28                                                                  | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28000 | PA      | $28048.13     | 0.00%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD8367 10-01-53                                                                | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    214334 | PA      | $214684.30    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.5 FS5313 01-01-50                                                                | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1853496 | PA      | $1701586.95   | 0.11%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.5 FS5372 07-01-49                                                                | CUSIP: 3140XL6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    162245 | PA      | $149485.13    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.0 QE9222 09-01-52                                                                | CUSIP: 3133BKG78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    585554 | PA      | $577136.91    | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5166 10-01-53                                                                | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44847 | PA      | $45667.17     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD8372 11-01-53                                                                | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45148 | PA      | $45264.01     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD8362 09-01-53                                                                | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17266 | PA      | $17294.39     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5139 09-01-53                                                                | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    408950 | PA      | $416430.66    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 7.0 SD8386 12-01-53                                                                | CUSIP: 3132DWJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    242643 | PA      | $255990.76    | 0.02%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8402 02-01-54                                                                | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1189717 | PA      | $1210794.97   | 0.08%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.0 SD4977 11-01-53                                                                | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    849658 | PA      | $834981.02    | 0.05%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD8408 03-01-54                                                                | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    874034 | PA      | $874676.55    | 0.06%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_23-A                                 | HART 23-A A3 4.58% 04-15-27                                                                  | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14544 | PA      | $14548.37     | 0.00%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                   | HERTZ 24-1 A 144A 5.44% 01-25-29/28                                                          | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187000 | PA      | $190083.63    | 0.01%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 CB8151 03-01-54                                                                | CUSIP: 3140QUBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    868562 | PA      | $871031.98    | 0.06%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 CB8168 03-01-54                                                                | CUSIP: 3140QUCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    116815 | PA      | $119021.59    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 RJ1216 04-01-54                                                                | CUSIP: 3142GRK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18279 | PA      | $18411.34     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8454 08-01-54                                                                | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    175595 | PA      | $178582.23    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5445 08-01-54                                                                | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    357704 | PA      | $363895.17    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 DB6878 06-01-54                                                                | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    125068 | PA      | $127273.45    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB1                                                            | OBX 2024-HYB1 A1 144A FRN 03-25-53                                                           | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151732 | PA      | $149581.57    | 0.01%             | 2053-03-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                     | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                                        | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    172610 | PA      | $174504.17    | 0.01%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM8                                                            | OBX 2024-NQM8 A1 144A 6.233% 05-25-64                                                        | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-CBDO         | CORP              | US        |    386783 | PA      | $391271.96    | 0.03%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                                             | HORZN 24-1 A 144A 5.375% 09-15-49/31                                                         | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363825 | PA      | $364666.53    | 0.02%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_24-1                                     | MFF 24-1 A 144A 5.82% 04-20-37/07-20-27                                                      | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171682 | PA      | $172843.60    | 0.01%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                              | MLANE 2025-B A 144A 5.4% 09-15-31                                                            | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246000 | PA      | $246148.56    | 0.02%             | 2031-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                      | NSLT 21-A APT1 144A 1.36% 04-20-62                                                           | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110545 | PA      | $104035.44    | 0.01%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                          | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                                                    | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47513 | PA      | $42794.40     | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                      | NSLT 21-B AFX 144A 1.42% 04-20-62                                                            | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220161 | PA      | $206017.05    | 0.01%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | ENERGY TRANSFER LP SR UNSEC 5.25% 07-01-29                                                   | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23569.99     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                     | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                 | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98949.60     | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                        | SORT 20-1 A2 144A 1.99% 07-15-60/27                                                          | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86880 | PA      | $80393.61     | 0.01%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                        | SORT 20-1 B2 144A 2.6% 07-15-60/27                                                           | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89945 | PA      | $80926.39     | 0.01%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                               | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                                   | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314235 | PA      | $299689.31    | 0.02%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                     | BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33                                                 | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5597.28      | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | 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        |      2000 | PA      | $1687.68      | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                            | BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28                                       | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $150274.20    | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.7% 04-01-32                                          | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23314.78     | 0.00%             | 2032-04-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                             | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2960.05      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                             | BROADCOM INC 144A SR UNSEC 4.15% 04-15-32                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10605.85     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                 | BAXTER INTERNATIONAL INC SR UNSEC 3.132% 12-01-51                                            | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15980.40     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                           | BHP BILLITON FINANCE USA LTD SR UNSEC 4.75% 02-28-28                                         | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $35561.61     | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                           | BHP BILLITON FINANCE USA LTD SR UNSEC 4.9% 02-28-33                                          | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     16000 | PA      | $16072.34     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                           | BHP BILLITON FINANCE USA LTD SR UNSEC 4.875% 02-27-26                                        | CUSIP: 055451AY4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $35103.99     | 0.00%             | 2026-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | BANK OF AMERICA CORP SR UNSEC 5.288% 04-25-34/33                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120407.20    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                     | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                  | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40703.05     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT CAPITAL CORP SR UNSEC 7.079% 08-02-43                                                    | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     31000 | PA      | $34168.45     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT CAPITAL CORP SR UNSEC 7.081% 08-02-53                                                    | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $76906.92     | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                                    | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     38000 | PA      | $41288.75     | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT CAPITAL CORP SR UNSEC 6.343% 08-02-30                                                    | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9706.00      | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                           | BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-33                                         | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      7000 | PA      | $7171.29      | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                               | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34                                       | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99066.48     | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | CITIGROUP INC SR UNSEC 5.174% 02-13-30/29                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51022.85     | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                        | CISCO SYSTEMS INC SR UNSEC 5.35% 02-26-64                                                    | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10626.21     | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                        | CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31                                                    | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11318.82     | 0.00%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                        | CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34                                                    | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4095.94      | 0.00%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                        | CISCO SYSTEMS INC SR UNSEC 5.3% 02-26-54                                                     | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7764.78      | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                              | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                           | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $18194.53     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | 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        |     80000 | PA      | $52640.00     | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                         | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23728.80     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | CITIGROUP INC SR UNSEC 3.057% 01-25-33/32                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31290.46     | 0.00%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                 | CELANESE US HOLDINGS LLC SR UNSEC 6.879% 07-15-32                                            | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10490.72     | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                 | CSX CORP SR UNSEC 4.5% 11-15-52                                                              | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29545.81     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                         | CROWN CASTLE INC SR UNSEC 5.0% 01-11-28                                                      | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54551.83     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS HEALTH CORP SR UNSEC 5.125% 02-21-30                                                     | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50918.55     | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | ENERGY TRANSFER LP SR UNSEC 6.4% 12-01-30                                                    | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36655.30     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | ENERGY TRANSFER LP SR UNSEC 6.1% 12-01-28                                                    | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43085.26     | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSEC 5.918% 03-20-28                                            | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    622000 | PA      | $628439.57    | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                          | FAIR ISAAC CORP 144A LIFE SR UNSEC 6.0% 05-15-33                                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101166.60    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26                                              | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    306000 | PA      | $298005.75    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                             | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    604000 | PA      | $600264.86    | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                 | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.1% 04-01-33                                       | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35795.52     | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                      | FIFTH THIRD BANCORP SR UNSEC 6.339% 07-27-29/28                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5267.37      | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS HEALTH CORP SR UNSEC 5.25% 02-21-33                                                      | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23162.52     | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS HEALTH CORP SR UNSEC 5.625% 02-21-53                                                     | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50912.51     | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                            | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207273.20    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                          | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62470.02     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                          | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 09-06-34                                      | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26480.47     | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSEC 5.536% 01-28-36/35                                          | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    197000 | PA      | $202098.16    | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSEC 5.218% 04-23-31/30                                          | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41017.28     | 0.00%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSEC 4.937% 04-23-28/27                                          | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45368.19     | 0.00%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                        | SEACO 19-1A B 144A 4.81% 09-17-39                                                            | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83333 | PA      | $80941.50     | 0.01%             | 2039-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                      | GILEAD SCIENCES INC SR UNSEC 1.65% 10-01-30                                                  | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6995.79      | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                               | HUMANA INC SR UNSEC 5.375% 04-15-31                                                          | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35813.93     | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                      | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.875% 05-15-34                                       | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383550.80    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27                                        | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55719.68     | 0.00%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                             | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.875% 03-01-28                              | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35543.59     | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                        | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.25% 06-15-33                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94360.59     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC SR UNSEC 2.375% 07-15-31                                                             | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15672.91     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                               | HUMANA INC SR UNSEC 3.7% 03-23-29                                                            | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11636.48     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                        | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.5% 02-15-31                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    530000 | PA      | $505376.20    | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMORGAN CHASE & CO SR UNSEC 4.979% 07-22-28/27                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65847.34     | 0.00%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMORGAN CHASE & CO SR UNSEC 5.103% 04-22-31/30                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53303.02     | 0.00%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    162000 | PA      | $167950.91    | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17349.62     | 0.00%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| HJ HEINZ CO                                                              | KRAFT HEINZ FOODS CO SR UNSEC 4.875% 10-01-49                                                | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    235000 | PA      | $201940.91    | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                       | KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31                                                    | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    550000 | PA      | $496207.25    | 0.03%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                     | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 7.0% 07-15-31                        | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20926.90     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                    | BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35                                               | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155778.30    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                        | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51                                   | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    102000 | PA      | $68302.87     | 0.00%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                | L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33                                             | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15414.89     | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                 | COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29                                             | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176443.74    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                 | COREBRIDGE FINANCIAL INC SR UNSEC 4.35% 04-05-42                                             | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5890.79      | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                | L3HARRIS TECHNOLOGIES INC SR UNSEC 5.6% 07-31-53                                             | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12735.45     | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                      | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29                                 | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390842.92    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSEC 5.652% 04-13-28/27                                                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25564.88     | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145446.42    | 0.01%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSEC 5.32% 07-19-35/34                                                    | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57718.88     | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | META PLATFORMS INC SR UNSEC 4.3% 08-15-29                                                    | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40373.52     | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | META PLATFORMS INC SR UNSEC 4.75% 08-15-34                                                   | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53267.12     | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | META PLATFORMS INC SR UNSEC 5.55% 08-15-64                                                   | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39123.20     | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | META PLATFORMS INC SR UNSEC 5.4% 08-15-54                                                    | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28302.41     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.5% 08-15-39                                                    | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1045000 | PA      | $1040879.04   | 0.07%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.75% 02-15-41                                                   | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1730000 | PA      | $1752839.11   | 0.11%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 1.875% 06-30-26                                                  | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3855000 | PA      | $3775415.07   | 0.24%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 1.25% 03-31-28                                                   | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1264065.48   | 0.08%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-KING                                  | BX 2024-KING A 144A FRN 05-15-34                                                             | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105610 | PA      | $105751.82    | 0.01%             | 2034-05-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-AIRC                                                             | BX 2024-AIRC A 144A FRN 08-15-39                                                             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175700 | PA      | $176618.26    | 0.01%             | 2039-08-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-BIO2                                                             | BX 2024-BIO2 A 144A FRN 08-13-41                                                             | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    590000 | PA      | $598547.33    | 0.04%             | 2041-08-13      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                 | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                              | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30057.98     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                               | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.377% 06-08-34/33                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47924.64     | 0.00%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                  | SCRT 18-3 MA 3.5% 08-25-57                                                                   | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     13481 | PA      | $13001.95     | 0.00%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.5 AE0311 08-01-40                                                                | CUSIP: 31419AKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6212 | PA      | $5855.29      | 0.00%             | 2040-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 MA4978 04-01-53                                                                | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71060 | PA      | $69909.77     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 DB6901 07-01-54                                                                | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79855 | PA      | $81263.35     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 DC0296 08-01-54                                                                | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9475 | PA      | $9698.19      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P                     | GSMS 2024-70P A 144A FRN 03-10-41                                                            | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    592000 | PA      | $595598.18    | 0.04%             | 2041-03-10      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                           | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                                       | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97248 | PA      | $98103.21     | 0.01%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2SF 4.0 MA8723 03-20-53                                                                     | CUSIP: 36179XVQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    207841 | PA      | $194217.55    | 0.01%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2RF 5.683 694836 09-20-59                                                                   | CUSIP: 36296L4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $3.47         | 0.00%             | 2059-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2RF 5.2 725893 09-20-64                                                                     | CUSIP: 3620ACNJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        45 | PA      | $45.24        | 0.00%             | 2064-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2SF 4.0 MA9776 07-20-54                                                                     | CUSIP: 36179Y2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25030 | PA      | $23310.78     | 0.00%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2SF 5.5 TBA 07-01-55                                                                        | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    609000 | PA      | $609989.63    | 0.04%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_22-1                                  | HPA 22-1 A 144A 3.93% 04-17-39/04-19-27                                                      | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     58987 | PA      | $58169.78     | 0.00%             | 2039-04-17      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                             | HTL 2024-T53 A 144A FRN 05-10-39                                                             | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101093.40    | 0.01%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                             | HTL 2024-T53 B 144A FRN 05-10-39                                                             | CUSIP: 404300AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    243000 | PA      | $245278.37    | 0.02%             | 2039-05-10      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2024-NQM1                                                          | HOMES 24-NQM1 A1 144A 5.915% 07-25-69/07-01-28                                               | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |    765122 | PA      | $770232.31    | 0.05%             | 2069-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                             | HY 2025-SPRL A 144A FRN 01-13-40                                                             | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    541000 | PA      | $558257.36    | 0.04%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                    | HGMT 2025-HGLR A 144A FRN 02-05-45                                                           | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    329000 | PA      | $338209.04    | 0.02%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                  | LMAT 2021-GS2 A1 144A 5.75% 04-25-61                                                         | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56624 | PA      | $56653.64     | 0.00%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                  | LMAT 2021-GS5 A1 144A 5.25% 07-25-67                                                         | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95905 | PA      | $95794.61     | 0.01%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2024-NQM2                                                           | MSRM 2024-NQM2 A1 144A 6.386% 05-25-69/05-01-28                                              | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    118638 | PA      | $119958.02    | 0.01%             | 2069-05-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2024-01                                                             | MCAS 2024-01 M7 144A FRN 07-25-54                                                            | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |    110095 | PA      | $111106.11    | 0.01%             | 2054-07-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM2                                                           | MFRA 2024-NQM2 A1 144A 5.272% 08-25-69                                                       | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-CBDO         | CORP              | US        |    515641 | PA      | $514270.64    | 0.03%             | 2069-08-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM11                                                           | OBX 2024-NQM11 A1 144A 5.875% 06-25-64                                                       | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-CBDO         | CORP              | US        |    969277 | PA      | $975210.09    | 0.06%             | 2064-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                           | PROG 22-SFR3 A 144A 3.2% 04-17-39                                                            | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95744 | PA      | $93455.76     | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                  | PROG 2024-SFR5 B 144A 3.25% 08-09-29                                                         | CUSIP: 74332HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    554000 | PA      | $519798.26    | 0.03%             | 2029-08-09      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                  | SCRT 2017-1 HA FRN 01-25-56                                                                  | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     88990 | PA      | $83612.87     | 0.01%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                  | SCRT 2017-2 HA FRN 08-25-56                                                                  | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    180409 | PA      | $169200.45    | 0.01%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                  | SCRT 17-2 MA 3.0% 08-25-56                                                                   | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    186664 | PA      | $174390.55    | 0.01%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                  | SCRT 17-4 MT 3.5% 06-25-57                                                                   | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     67997 | PA      | $61044.21     | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                  | SCRT 2017-4 HT FRN 06-25-57                                                                  | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     81273 | PA      | $73325.44     | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                             | SLST 18-2 A1 3.5% 11-25-28                                                                   | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    687854 | PA      | $668909.45    | 0.04%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                  | SCRT 19-2 MA 3.5% 08-25-58                                                                   | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    456670 | PA      | $436678.26    | 0.03%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                  | SCRT 19-1 MA 3.5% 07-25-58                                                                   | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    288560 | PA      | $277680.95    | 0.02%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-2                                             | SLST 19-2 A1C 2.75% 09-25-29                                                                 | CUSIP: 35564CCZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    995296 | PA      | $946502.51    | 0.06%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                            | STACR 2020-DNA1 M2 144A FRN 01-25-50                                                         | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |      6711 | PA      | $6713.11      | 0.00%             | 2050-01-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                                  | SCRT 19-3 MT 3.5% 10-25-58                                                                   | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      8306 | PA      | $7442.77      | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-3SC                               | SCRT 19-3 MA 3.5% 10-25-58                                                                   | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     12517 | PA      | $12072.09     | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                  | SCRT 19-1 MT 3.5% 07-25-58                                                                   | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    837084 | PA      | $748597.60    | 0.05%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                              | STACR 2022-DNA6 M1B 144A FRN 09-25-42                                                        | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |     64000 | PA      | $67466.62     | 0.00%             | 2042-09-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                              | STACR 2022-DNA6 M1A 144A FRN 09-25-42                                                        | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |     11486 | PA      | $11575.34     | 0.00%             | 2042-09-25      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                          | STACR 2024-DNA2 M1 144A FRN 05-25-44                                                         | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |    208297 | PA      | $208738.57    | 0.01%             | 2044-05-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| STAR 2024-SFR4                                                           | STAR 2024-SFR4 A 144A FRN 10-17-41                                                           | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    139788 | PA      | $140712.05    | 0.01%             | 2041-10-17      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                      | TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30                                                    | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    328922 | PA      | $298558.77    | 0.02%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                 | COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 5.927% 08-15-30                       | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9505.90      | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                 | CELANESE US HOLDINGS LLC SR UNSEC 7.05% 11-15-30                                             | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28435.75     | 0.00%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                           | TCN 21-SFR1 A 144A 1.943% 07-17-38/26                                                        | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195150 | PA      | $189707.91    | 0.01%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR2                                                            | TCN 24-SFR2 A 144A 4.75% 06-17-40/06-20-28                                                   | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166677 | PA      | $167214.56    | 0.01%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 2.5 UMBS TBA 07-01-55                                                                   | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1951000 | PA      | $1617931.13   | 0.10%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 3.5 UMBS TBA 07-01-55                                                                   | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1431000 | PA      | $1288529.64   | 0.08%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                 | CELANESE US HOLDINGS LLC SR UNSEC 7.2% 11-15-33                                              | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24430.26     | 0.00%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                 | CELANESE US HOLDINGS LLC SR UNSEC 6.85% 11-15-28                                             | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37852.06     | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                             | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29                                     | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124315.20    | 0.01%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                               | DOW CHEMICAL CO SR UNSEC 5.15% 02-15-34                                                      | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19004.98     | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                               | DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54                                                       | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48303.03     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                 | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 09-25-27                   | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152184.00    | 0.01%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                       | DEUTSCHE BANK AG SR NON PREF 4.999% 09-11-30/29                                              | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151174.65    | 0.01%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                         | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                                    | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $149024.40    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                              | EQUINIX INC SR UNSEC 1.55% 03-15-28                                                          | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23311.35     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                               | MONDELEZ INTERNATIONAL INC SR UNSEC 4.75% 08-28-34                                           | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125605.03    | 0.01%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                              | NETFLIX INC SR UNSEC 4.9% 08-15-34                                                           | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16315.82     | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                        | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                   | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148129 | PA      | $67372.77     | 0.00%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| LOGISTA INTEGRAL SA                                                      | LOGISTA INTEGRAL SA                                                                          | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |     23729 | NS      | $777053.80    | 0.05%             |  |  |  | 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        |      6411 | NS      | $3357546.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                             | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 3.0% 01-10-28                     | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146056.05    | 0.01%             | 2028-01-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                             | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                          | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149497.80    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                    | NORTHROP GRUMMAN CORP SR UNSEC 4.95% 03-15-53                                                | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18893.41     | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                             | NISOURCE INC SR UNSEC 5.4% 06-30-33                                                          | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25583.55     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | DOMINION ENERGY INC                                                                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    124159 | NS      | $7017466.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                                                | DANONE SA                                                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     45261 | NS      | $3697941.91   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                                         | DEUTSCHE BANK AG                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     53468 | NS      | $1585272.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                   | DBS GROUP HOLDINGS LTD                                                                       | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    213416 | NS      | $7537957.18   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                                                      | DOLLAR GENERAL CORP                                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     10394 | NS      | $1188865.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE POST AG                                                         | DEUTSCHE POST AG                                                                             | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    170160 | NS      | $7859251.28   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                                                  | DOW INC                                                                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     31474 | NS      | $833431.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                   | DARDEN RESTAURANTS INC                                                                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      9659 | NS      | $2105372.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                            | DTE ENERGY CO                                                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     37944 | NS      | $5026062.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                      | DEUTSCHE TELEKOM AG                                                                          | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    135327 | NS      | $4936879.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                                         | DT MIDSTREAM INC                                                                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10047 | NS      | $1104265.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                         | DUKE ENERGY CORP                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     33133 | NS      | $3909694.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EBOS GROUP LTD                                                           | EBOS GROUP LTD (AU)                                                                          | CUSIP: N/A<br>LEI: 254900KJ40C7HBYTWC21       | Long             | EC               | CORP              | AU        |     75840 | NS      | $1776442.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.375% 02-15-33                                     | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56821.77     | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                    | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.65% 05-19-30                                | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     10000 | PA      | $10141.31     | 0.00%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                    | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     23000 | PA      | $22940.18     | 0.00%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                    | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                 | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     17000 | PA      | $16060.82     | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                               | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                                     | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87479.61     | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                                    | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52294.00     | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                         | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.582% 06-12-29/28                                 | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51791.10     | 0.00%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 09-07-33                                     | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31449.63     | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.5% 09-07-30                                       | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73203.48     | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | TRUIST FINANCIAL CORP SR UNSEC 5.153% 08-05-32/31                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50988.65     | 0.00%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                 | TOTALENERGIES CAPITAL SA SR UNSEC 4.724% 09-10-34                                            | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     17000 | PA      | $16899.17     | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                           | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                        | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     89000 | PA      | $64103.76     | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 5.5 UMBS TBA 07-01-55                                                                   | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    191000 | PA      | $190986.06    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 4.0 UMBS TBA 07-01-55                                                                   | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     88212 | PA      | $82033.72     | 0.01%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 6.0 UMBS TBA 08-01-55                                                                   | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156000 | PA      | $158387.27    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 6.5 UMBS TBA 08-01-55                                                                   | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    154000 | PA      | $158790.79    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                             | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48755.08     | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                      | NOVA CHEMICALS CORP 144A LIFE SR SEC 1ST LIEN 8.5% 11-15-28                                  | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10573.95     | 0.00%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                        | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.95% 02-15-35                                    | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5981.98      | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                      | ELEVANCE HEALTH INC SR UNSEC 4.95% 11-01-31                                                  | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30436.65     | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.55% 10-01-34                                            | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    124000 | PA      | $121756.59    | 0.01%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                     | ONEMAIN FINANCE CORP SR UNSEC 6.625% 05-15-29                                                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349622.34    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | ORACLE CORP SR UNSEC 5.5% 08-03-35                                                           | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18406.87     | 0.00%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                        | POST HOLDINGS INC 144A LIFE SR UNSEC 6.375% 03-01-33                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333833.61    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 10-01-54                                    | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22695.35     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                       | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89634.60     | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.7% 03-01-35                                    | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    377000 | PA      | $373822.27    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                                   | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95739.78     | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | 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        |    256000 | PA      | $164361.73    | 0.01%             | 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        |    375000 | PA      | $325716.38    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28                                   | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101915.63    | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    162000 | PA      | $130734.16    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                     | LAS VEGAS SANDS CORP                                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     26266 | NS      | $1142833.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                                           | MCDONALDS CORP                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     33201 | NS      | $9700336.17   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                      | ELEVANCE HEALTH INC SR UNSEC 5.2% 02-15-35                                                   | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13142.58     | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                     | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                 | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    389000 | PA      | $369270.31    | 0.02%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                 | MICROCHIP TECHNOLOGY INC CV PFD SER A CUMULATIVE DEP SHARES (1/20TH 7.5% SER A PFD) 03-15-28 | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     44749 | NS      | $2982073.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                               | MONDELEZ INTERNATIONAL INC CL A                                                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    220906 | NS      | $14897900.64  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                            | MEDTRONIC PLC                                                                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     82172 | NS      | $7162933.24   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                          | CAPITAL GROUP CENTRAL CASH FUND                                                              | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |   1207347 | NS      | $120734651.00 | 7.79%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                        | EOG RESOURCES INC SR UNSEC 5.95% 07-15-55                                                    | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112110.24    | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                     | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    132000 | PA      | $127462.50    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                           | COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     92890 | NS      | $3451099.71   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MINDSPACE BUSINESS PARKS REIT                                            | MINDSPACE BUSINESS PARKS REIT (REIT)                                                         | CUSIP: N/A<br>LEI: 335800KNDFQZVN5X6W64       | Long             | EC               | CORP              | IN        |    399976 | NS      | $1865792.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                              | EQUINIX INC SR UNSEC 3.2% 11-18-29                                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    144000 | PA      | $136697.76    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    488000 | PA      | $489025.29    | 0.03%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                           | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                              | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24113.38     | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                           | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                              | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25006.08     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                              | MEXICO GOVERNMENT INTERNATIONAL BOND 7.375% 05-13-55                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    245000 | PA      | $253511.30    | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSEC 5.587% 01-18-36/35                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39022.66     | 0.00%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                 | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25339.10     | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                 | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167059.20    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                 | MARS INC 144A LIFE SR UNSEC 5.65% 05-01-45                                                   | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71213.28     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                 | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144749.15    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                 | MARS INC 144A LIFE SR UNSEC 5.8% 05-01-65                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23977.34     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSEC 4.994% 04-12-29/28                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10146.82     | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSEC 5.664% 04-17-36/35                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95370.51     | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                             | MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27                                          | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    475000 | PA      | $439150.80    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                   | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    284000 | PA      | $282481.45    | 0.02%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                                     | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43874.06     | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                           | MERCK & CO INC SR UNSEC 3.4% 03-07-29                                                        | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107336.13    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                 | MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27                                                   | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53830.32     | 0.00%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                    | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 05-15-32                                     | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36435.96     | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                                                           | MERCK & CO INC SR UNSEC 1.7% 06-10-27                                                        | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113140.17    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                           | MCDONALD'S CORP SR UNSEC 5.15% 09-09-52                                                      | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9167.23      | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                           | MASTERCARD INC SR UNSEC 4.875% 03-09-28                                                      | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31710.55     | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                           | MERCK & CO INC SR UNSEC 4.5% 05-17-33                                                        | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34932.80     | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                           | MERCK & CO INC SR UNSEC 4.9% 05-17-44                                                        | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32752.51     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSEC 5.424% 07-21-34/33                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35867.13     | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                              | NETFLIX INC SR UNSEC 5.4% 08-15-54                                                           | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5925.87      | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                      | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16922.74     | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-15-30                                     | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57636.88     | 0.00%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US BANCORP SR UNSEC 5.775% 06-12-29/28                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72699.27     | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US BANCORP SR UNSEC 5.384% 01-23-30/29                                                       | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87532.92     | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                       | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.75% 05-01-35                  | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81246.90     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                               | VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31                                           | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    142000 | PA      | $122395.91    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                        | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    595000 | PA      | $551158.62    | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                         | WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100161.29    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                     | WASTE MANAGEMENT INC SR UNSEC 5.35% 10-15-54                                                 | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24081.93     | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                     | WASTE MANAGEMENT INC SR UNSEC 4.95% 03-15-35                                                 | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16074.00     | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                         | WELLS FARGO & CO SR UNSEC 5.211% 12-03-35/34                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25106.08     | 0.00%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                         | WELLS FARGO & CO SR UNSEC 5.15% 04-23-31/30                                                  | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56345.19     | 0.00%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                         | WELLS FARGO & CO SR UNSEC 5.605% 04-23-36/35                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57826.05     | 0.00%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC ENERGY GROUP INC SR UNSEC 5.15% 10-01-27                                                 | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25480.05     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                                     | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24158.23     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                              | MEXICO GOVERNMENT INTERNATIONAL BOND 3.25% 04-16-30                                          | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $184380.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                     | WASTE MANAGEMENT INC SR UNSEC 4.625% 02-15-30                                                | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60847.86     | 0.00%             | 2030-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                         | WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    104000 | PA      | $113716.82    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                          | XCEL ENERGY INC SR UNSEC 4.75% 03-21-28                                                      | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    264000 | PA      | $266638.94    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                 | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                      | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $226085.00    | 0.01%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                              | EQUINOR ASA SR UNSEC 2.375% 05-22-30                                                         | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    365000 | PA      | $335241.55    | 0.02%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                      | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29                                        | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $312782.60    | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                      | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    176500 | PA      | $182971.20    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                      | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                                   | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     20000 | PA      | $19585.38     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                     | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54                                       | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $187960.00    | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDEX CORP                                                               | FEDEX CORP                                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     17546 | NS      | $3988381.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.75% 06-30-27                                                   | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6889800 | PA      | $6894374.83   | 0.44%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.875% 06-30-30                                                  | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2105000 | PA      | $2113141.09   | 0.14%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 2.0% 11-15-26                                                    | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2730484.68   | 0.18%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 6.25% 05-15-30                                                   | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $382410.94    | 0.02%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.0 G67711 03-01-48                                                                    | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    180575 | PA      | $171289.26    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 932606 02-01-40                                                                    | CUSIP: 31412RDK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1586 | PA      | $1606.89      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 BH3122 06-01-47                                                                | CUSIP: 3140GRPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1205 | PA      | $1140.88      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS AE1283 12-01-41                                                                    | CUSIP: 31419BM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1861 | PA      | $1886.92      | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.5 BK9761 08-01-48                                                                | CUSIP: 3140HPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3309 | PA      | $3258.36      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 AE1274 10-01-41                                                                | CUSIP: 31419BMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4065 | PA      | $4119.70      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 AE1277 11-01-41                                                                | CUSIP: 31419BM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2988 | PA      | $3025.08      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 BJ5015 12-01-47                                                                | CUSIP: 3140H6SD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26345 | PA      | $24959.76     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 BK9743 08-01-48                                                                | CUSIP: 3140HPZH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6079 | PA      | $5740.85      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 AE1290 02-01-42                                                                | CUSIP: 31419BNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4063 | PA      | $4093.05      | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 931768 08-01-39                                                                | CUSIP: 31412QFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1005 | PA      | $1018.03      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS AT0300 03-01-43                                                                    | CUSIP: 3138WMKN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1019 | PA      | $960.93       | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 AD3566 10-01-35                                                                | CUSIP: 31418Q6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       635 | PA      | $644.86       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 695412 06-01-33                                                                | CUSIP: 31400RR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        82 | PA      | $84.11        | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 BK5232 05-01-48                                                                | CUSIP: 3140HJY62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15405 | PA      | $14589.78     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.0 Q56175 05-01-48                                                                    | CUSIP: 3132XY2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11776 | PA      | $11169.04     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 AE1248 06-01-41                                                                | CUSIP: 31419BL60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6992 | PA      | $7065.69      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.0 Q15874 02-01-43                                                                    | CUSIP: 3132J66L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       758 | PA      | $726.39       | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                       | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.783% 01-23-31                                       | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    190000 | PA      | $170648.50    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                              | SAUDI GOVERNMENT INTERNATIONAL BOND REG S 3.625% 03-04-28                                    | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $196670.20    | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.5 Q58378 09-01-48                                                                    | CUSIP: 3132Y2JY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13907 | PA      | $13522.08     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.5 AY1829 12-01-44                                                                | CUSIP: 3138YFA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1696 | PA      | $1591.44      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.5 AT3954 04-01-43                                                                | CUSIP: 3138WRMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1455 | PA      | $1366.88      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.0 Q56599 06-01-48                                                                    | CUSIP: 3132Y0KM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22791 | PA      | $21558.80     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.5 Q57242 07-01-48                                                                    | CUSIP: 3132Y1BL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9871 | PA      | $9593.01      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.5 Q58411 09-01-48                                                                    | CUSIP: 3132Y2KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41293 | PA      | $40218.37     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.0 Q55970 05-01-48                                                                    | CUSIP: 3132XYT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7035 | PA      | $6612.65      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 AJ1873 10-01-41                                                                | CUSIP: 3138ATCK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4823 | PA      | $4661.39      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.5 Q58436 09-01-48                                                                    | CUSIP: 3132Y2LS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19436 | PA      | $18919.68     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 CA5540 04-01-50                                                                | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2584043 | PA      | $2279304.12   | 0.15%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNMDI6 3.0 BF0497 07-01-60                                                                   | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    368130 | PA      | $317420.78    | 0.02%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.5 ZT1704 01-01-49                                                                | CUSIP: 3132AD3M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    946425 | PA      | $922528.48    | 0.06%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNMDI4 5.5 BF0342 01-01-59                                                                   | CUSIP: 3140FXLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    217748 | PA      | $220261.77    | 0.01%             | 2059-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNMDI4 5.5 BF0142 08-01-56                                                                   | CUSIP: 3140FXEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    327632 | PA      | $337877.29    | 0.02%             | 2056-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 FM7909 06-01-51                                                                | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14399 | PA      | $12582.03     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 FM5166 12-01-50                                                                | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     81720 | PA      | $71117.08     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 0.5% 04-30-27                                                    | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2375000 | PA      | $2239634.98   | 0.14%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 1.125% 10-31-26                                                  | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    995000 | PA      | $959575.11    | 0.06%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                                           | AIR LIQUIDE SA                                                                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      2512 | NS      | $518241.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                                           | ALBEMARLE CORP CV PFD SER A CUMULATIVE DEP SHS (1/20TH 7.25% SER A CV PFD) 03-01-27          | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     30256 | NS      | $971217.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                                   | ARISTOCRAT LEISURE LTD                                                                       | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     49212 | NS      | $2110783.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 2.0% 11-15-41                                                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $206390.58    | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 2.625% 05-31-27                                                  | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $78354.85     | 0.01%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    152000 | PA      | $132999.70    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.125% 11-15-32                                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9000 | PA      | $9061.05      | 0.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.0% 02-15-26                                                    | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2369000 | PA      | $2366455.22   | 0.15%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.625% 03-31-28                                                  | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3500 | PA      | $3494.03      | 0.00%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                                      | AMADEUS IT GROUP SA A (BEARER)                                                               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |     33725 | NS      | $2839640.47   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC                                                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     49129 | NS      | $13717308.09  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                                  | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1211861.16   | 0.08%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                                  | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18000 | PA      | $18288.26     | 0.00%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.0% 07-31-29                                                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $25235.00     | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3276200 | PA      | $3188920.07   | 0.21%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                           | BNP PARIBAS SA                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     36399 | NS      | $3272311.73   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                                   | BP PLC                                                                                       | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     99480 | NS      | $499367.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $308185.20    | 0.02%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3046000 | PA      | $3050050.88   | 0.20%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 5.0% 05-15-45                                                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    585000 | PA      | $600860.23    | 0.04%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.875% 05-31-27                                                  | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7663000 | PA      | $7680806.51   | 0.50%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC                                       | BROADRIDGE FINANCIAL SOLUTIONS INC                                                           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     13014 | NS      | $3162792.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                        | BRIGHTSTAR LOTTERY PLC                                                                       | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |     17882 | NS      | $282714.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTP NV                                                                   | CTP NV                                                                                       | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |     75076 | NS      | $1577694.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                                       | CENOVUS ENERGY INC (USD)                                                                     | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     93424 | NS      | $1270566.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS HEALTH CORP                                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     31588 | NS      | $2178940.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                             | CHEVRON CORP                                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18330 | NS      | $2624672.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDEA GROUP CO LTD                                                       | MIDEA GROUP CO LTD A (SZSE NORTH)                                                            | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |    484566 | NS      | $4882515.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER ASSETS HOLDINGS LTD                                                | POWER ASSETS HOLDINGS LTD                                                                    | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    127000 | NS      | $816202.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG FIRE & MARINE INSURANCE CO LTD                                   | SAMSUNG FIRE & MARINE INSURANCE CO LTD                                                       | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |      5329 | NS      | $1713682.57   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                                           | GALAXY ENTERTAINMENT GROUP LTD                                                               | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |    283000 | NS      | $1256383.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD                                                             | WH GROUP LTD                                                                                 | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | HK        |   2022500 | NS      | $1945219.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG EXCHANGES AND CLEARING LTD                                     | HONG KONG EXCHANGES AND CLEARING LTD                                                         | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     28000 | NS      | $1493818.43   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LINK REIT                                                                | LINK REIT (REIT)                                                                             | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |    302148 | NS      | $1612749.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HANA FINANCIAL GROUP INC                                                 | HANA FINANCIAL GROUP INC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     69407 | NS      | $4438221.77   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LONGFOR GROUP HOLDINGS LTD                                               | LONGFOR GROUP HOLDINGS LTD                                                                   | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | CN        |    357634 | NS      | $421874.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KB FINANCIAL GROUP INC                                                   | KB FINANCIAL GROUP INC                                                                       | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     66758 | NS      | $5485671.46   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                                    | CK ASSET HOLDINGS LTD                                                                        | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | HK        |    322500 | NS      | $1421474.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA GROUP LTD                                                            | AIA GROUP LTD                                                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    400000 | NS      | $3587284.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC PROPERTY & CASUALTY CO LTD                                          | PICC PROPERTY & CASUALTY CO LTD H                                                            | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |   1252000 | NS      | $2424270.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                                    | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    821800 | NS      | $29820210.87  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIATEK INC                                                             | MEDIATEK INC                                                                                 | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     50000 | NS      | $2139531.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNTORY BEVERAGE & FOOD LTD                                              | SUNTORY BEVERAGE & FOOD LTD                                                                  | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |     51300 | NS      | $1642255.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NITTO DENKO CORP                                                         | NITTO DENKO CORP                                                                             | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |    218938 | NS      | $4244056.99   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NINTENDO CO LTD                                                          | NINTENDO CO LTD                                                                              | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     18200 | NS      | $1754216.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORP                                                              | ITOCHU CORP                                                                                  | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     41500 | NS      | $2177521.61   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUBENI CORP                                                            | MARUBENI CORP                                                                                | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |    211300 | NS      | $4274274.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO ELECTRON LTD                                                       | TOKYO ELECTRON LTD                                                                           | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |     23200 | NS      | $4459400.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CORP                                                          | MITSUBISHI CORP                                                                              | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |    228781 | NS      | $4588170.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONA HOLDINGS INC                                                      | RESONA HOLDINGS INC                                                                          | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     62400 | NS      | $577179.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                               | MIZUHO FINANCIAL GROUP INC                                                                   | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     64500 | NS      | $1788469.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                                | TOKIO MARINE HOLDINGS INC                                                                    | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |    104800 | NS      | $4447295.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NETEASE INC                                                              | NETEASE INC                                                                                  | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | CN        |     86600 | NS      | $2327734.57   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN PLC                                                       | ANGLO AMERICAN PLC                                                                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     75013 | NS      | $2213781.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB LTD                                                                  | ABB LTD                                                                                      | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     11891 | NS      | $709009.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                               | ABBVIE INC                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    112534 | NS      | $20888561.08  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                               | ANHEUSER-BUSCH INBEV SA/NV                                                                   | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |     12112 | NS      | $830929.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                      | ABBOTT LABORATORIES                                                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    124644 | NS      | $16952830.44  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                                            | ACCENTURE PLC CL A                                                                           | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     24540 | NS      | $7334760.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.12% 05-31-32                                                   | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7572000 | PA      | $7635276.93   | 0.49%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.0% 05-31-30                                                    | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9055100 | PA      | $9142459.08   | 0.59%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                         | AMERICAN INTERNATIONAL GROUP INC                                                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     43446 | NS      | $3718543.14   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                                | AIRBUS SE                                                                                    | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     12725 | NS      | $2657023.47   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                                       | ANALOG DEVICES INC                                                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      7300 | NS      | $1737546.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                            | AUTOMATIC DATA PROCESSING INC                                                                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     12139 | NS      | $3743667.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                  | ARTHUR J GALLAGHER & CO SR UNSEC 4.85% 12-15-29                                              | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126912.00    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                 | APA CORP 144A SR UNSEC 4.25% 01-15-30                                                        | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    385000 | PA      | $368736.83    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AES CORP (THE)                                                           | AES CORP (THE)                                                                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    132318 | NS      | $1391985.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | AMERICAN EXPRESS CO SR UNSEC 5.085% 01-30-31/30                                              | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51186.40     | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 CA6349 07-01-50                                                                | CUSIP: 3140QEBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    114841 | PA      | $99946.65     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 CA7381 10-01-50                                                                | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127297 | PA      | $110760.18    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | AMERICAN EXPRESS CO SR UNSEC 5.442% 01-30-36/35                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28593.21     | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                         | ALTRIA GROUP INC SR UNSEC 5.625% 02-06-35                                                    | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48965.76     | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.0 RA3506 09-01-50                                                                | CUSIP: 3133KJ3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    135687 | PA      | $118703.36    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.0 RA5901 09-01-51                                                                | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     63870 | PA      | $55811.35     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 CA6740 08-01-50                                                                | CUSIP: 3140QEP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     76509 | PA      | $66578.00     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.0 RA6347 11-01-51                                                                | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    128818 | PA      | $112564.90    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                         | ALTRIA GROUP INC SR UNSEC 4.875% 02-04-28                                                    | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13181.78     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                         | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.85% 05-07-30                                     | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100624.69    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.5 CB3179 03-01-52                                                                | CUSIP: 3140QNQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    268772 | PA      | $243821.47    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 FS0752 03-01-52                                                                | CUSIP: 3140XFZS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    460130 | PA      | $402734.00    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T INC SR UNSEC 3.5% 06-01-41                                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58877.78     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                   | ADVANCE AUTO PARTS INC SR UNSEC 3.9% 04-15-30                                                | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16879.64     | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 DB7687 08-01-54                                                                | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9359 | PA      | $9591.23      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 DB7039 07-01-54                                                                | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19663 | PA      | $20080.08     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                             | AEP TRANSMISSION CO LLC SR UNSEC 2.75% 08-15-51                                              | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30685.15     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                  | AMERICA MOVIL SAB DE CV MXN SR UNSEC 8.46% 12-18-36                                          | CUSIP: 02364WAM7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $60583.62     | 0.00%             | 2036-12-18      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 DB7690 08-01-54                                                                | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9294 | PA      | $9512.64      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 QI3333 04-01-54                                                                | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9338 | PA      | $9545.90      | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC SR UNSEC 4.2% 02-22-52                                                             | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14887.07     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                   | ADVANCE AUTO PARTS INC SR UNSEC 3.5% 03-15-32                                                | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10516.66     | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD5692 05-01-54                                                                | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16742 | PA      | $17179.25     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 FS8219 06-01-54                                                                | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18712 | PA      | $19192.06     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.0 CB2527 12-01-51                                                                | CUSIP: 3140QMYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    171248 | PA      | $136004.01    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.5 SD5845 11-01-52                                                                | CUSIP: 3132DTP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2429751 | PA      | $2191504.07   | 0.14%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | AMERICAN TOWER CORP SR UNSEC 4.05% 03-15-32                                                  | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10526.69     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC SR UNSEC 4.05% 08-18-29                                                            | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98865.80     | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD8446 07-01-54                                                                | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     64032 | PA      | $64079.24     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 DB4399 06-01-54                                                                | CUSIP: 3140AD3H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20951 | PA      | $21700.99     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | 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        |    133000 | PA      | $127716.44    | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC SR UNSEC 4.875% 03-01-53                                                           | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21850.08     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 QI5199 05-01-54                                                                | CUSIP: 3133WBX43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     25419 | PA      | $26330.79     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.5 DC9197 12-01-54                                                                | CUSIP: 3140AXGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    574708 | PA      | $550941.23    | 0.04%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | AMERICAN EXPRESS CO SR UNSEC 4.9% 02-13-26                                                   | CUSIP: 025816DC0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28088.42     | 0.00%             | 2026-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC SR UNSEC 5.15% 03-02-28                                                            | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56213.80     | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 QX1414 12-01-54                                                                | CUSIP: 31425VSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    338551 | PA      | $338720.31    | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.0 FS1086 04-01-51                                                                | CUSIP: 3140XGF46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21581 | PA      | $17107.16     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC SR UNSEC 5.25% 03-02-30                                                            | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    124000 | PA      | $127803.33    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC SR UNSEC 5.507% 03-02-26                                                           | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30004.59     | 0.00%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC SR UNSEC 5.25% 03-02-33                                                            | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72730.48     | 0.00%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC SR UNSEC 5.6% 03-02-43                                                             | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104226.15    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.0 FM6332 02-01-51                                                                | CUSIP: 3140XABA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    184982 | PA      | $146637.72    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 2.0 SD1406 08-01-52                                                                | CUSIP: 3132DNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43634 | PA      | $34615.77     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC SR UNSEC 5.65% 03-02-53                                                            | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36151.52     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC SR UNSEC 5.75% 03-02-63                                                            | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82699.65     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5587 01-01-55                                                                | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44321 | PA      | $45072.40     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.5 RJ3264 02-01-55                                                                | CUSIP: 3142GTTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36748 | PA      | $35189.20     | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | BANK OF AMERICA CORP SR UNSEC 5.511% 01-24-36/35                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77144.63     | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | BANK OF AMERICA CORP SR UNSEC 5.162% 01-24-31/30                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    238000 | PA      | $243998.55    | 0.02%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8507 02-01-55                                                                | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     84086 | PA      | $85503.08     | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8516 03-01-55                                                                | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12357 | PA      | $12565.88     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT CAPITAL CORP SR UNSEC 5.35% 08-15-32                                                     | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    413000 | PA      | $422701.37    | 0.03%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5615 02-01-55                                                                | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    628008 | PA      | $638613.88    | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5647 03-01-55                                                                | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24952 | PA      | $25370.86     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5674 04-01-55                                                                | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32017 | PA      | $32558.59     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8525 04-01-55                                                                | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    349680 | PA      | $355555.96    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 7.0 FS9819 07-01-54                                                                | CUSIP: 3140XR4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    464938 | PA      | $490514.18    | 0.03%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCI UMBS 2.5 CB3701 05-01-37                                                                | CUSIP: 3140QPDF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    272993 | PA      | $255010.20    | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCI UMBS 2.5 SB1388 01-01-38                                                                | CUSIP: 3132CXRH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    114671 | PA      | $107145.37    | 0.01%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCI UMBS 2.5 SB0649 04-01-37                                                                | CUSIP: 3132CWWJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400554 | PA      | $374690.66    | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 CB4021 06-01-52                                                                | CUSIP: 3140QPPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8586 | PA      | $8011.99      | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 CB3379 04-01-52                                                                | CUSIP: 3140QNXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4207 | PA      | $3925.76      | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                | TEGNA INC SR UNSEC 5.0% 09-15-29                                                             | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    360000 | PA      | $344129.04    | 0.02%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                                     | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    203000 | PA      | $181825.27    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 MA5699 05-01-55                                                                | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19864 | PA      | $19480.54     | 0.00%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.0 SD8532 05-01-55                                                                | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19857 | PA      | $19475.20     | 0.00%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                          | IFS PAYFIX USD CPURNSA 3.17% 06-23-25/06-23-26 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-461.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                          | OIS PAYFIX USD 3.055% 04-06-23/04-06-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $142066.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.875% 06-15-28                                                  | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7447100 | PA      | $7486368.56   | 0.48%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 BK6840 06-01-48                                                                | CUSIP: 3140HLS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21784 | PA      | $20628.31     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                          | OIS PAYFIX USD 2.91% 04-07-23/09-18-50 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $99261.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                  | NATIONAL BANK OF CANADA                                                                      | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     33144 | NS      | $3420154.13   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                       | NEXTERA ENERGY INC                                                                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     18420 | NS      | $1278716.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                       | NEXTERA ENERGY INC CV PFD EQUITY UNITS 7.234% 11-01-27                                       | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     31400 | NS      | $1389450.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                                | NESTLE SA                                                                                    | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     60265 | NS      | $5987384.15   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                                        | NATIONAL GRID PLC                                                                            | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    446695 | NS      | $6508649.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                    | NORTHROP GRUMMAN CORP                                                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      4914 | NS      | $2456901.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                                              | NOVARTIS AG                                                                                  | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      9389 | NS      | $1137992.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK AS                                                          | NOVO NORDISK AS CL B                                                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |    105825 | NS      | $7344885.73   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                        | NATWEST GROUP PLC                                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   1714879 | NS      | $12037991.18  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 AC0794 10-01-39                                                                | CUSIP: 31417J3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4473 | PA      | $4531.08      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.0 Q55971 05-01-48                                                                    | CUSIP: 3132XYT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14683 | PA      | $13805.16     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                                                                 | NEXT PLC                                                                                     | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |     12951 | NS      | $2211482.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                                        | OMNICOM GROUP INC                                                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     12215 | NS      | $878747.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 360 ONE WAM LTD                                                          | 360 ONE WAM LTD                                                                              | CUSIP: N/A<br>LEI: 335800DDYMCDBO5OLL32       | Long             | EC               | CORP              | IN        |    213984 | NS      | $2980455.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAP SA                                                                  | OPAP - GREEK ORG OF FOOTBALL PROGNOSTICS                                                     | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |     26284 | NS      | $596003.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    625000 | PA      | $607202.50    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                           | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                      | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    362000 | PA      | $364356.98    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PATRIA INVESTMENTS LTD                                                   | PATRIA INVESTMENTS LTD CL A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     70098 | NS      | $985577.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                              | PAYCHEX INC                                                                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     35883 | NS      | $5219541.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                               | PACCAR INC                                                                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     12078 | NS      | $1148134.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                | PG&E CORP CL A CV PFD 6.00% 12-01-27                                                         | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     18300 | NS      | $688080.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.5 RA7556 06-01-52                                                                | CUSIP: 3133KPMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    752999 | PA      | $722042.01    | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.5 SD1584 09-01-52                                                                | CUSIP: 3132DNXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    164806 | PA      | $160153.45    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNMDI4 4.5 BM6737 11-01-59                                                                   | CUSIP: 3140JBPX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    534894 | PA      | $514430.78    | 0.03%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.0 QE4383 06-01-52                                                                | CUSIP: 3133BD2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    313223 | PA      | $291957.31    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                              | PEPSICO INC                                                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      8237 | NS      | $1087613.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                                                         | PERNOD RICARD SA                                                                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      5475 | NS      | $545608.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                      | PROCTER & GAMBLE CO                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      9712 | NS      | $1547315.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                   | PROGRESSIVE CORP (THE)                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     11438 | NS      | $3052344.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                   | SAP SE                                                                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     12964 | NS      | $3942194.13   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                                                   | SANOFI                                                                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |    108546 | NS      | $10511515.32  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                  | SBA COMMUNICATIONS CORP (REIT) CL A                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      4761 | NS      | $1118073.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                                           | STARBUCKS CORP                                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     74312 | NS      | $6809208.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                                                      | SUN COMMUNITIES INC (REIT)                                                                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      5902 | NS      | $746543.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SULZER AG                                                                | SULZER AG                                                                                    | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |      5386 | NS      | $972052.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                     | SMURFIT WESTROCK PLC                                                                         | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |    140333 | NS      | $6055368.95   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                               | SYSCO CORP                                                                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     52837 | NS      | $4001874.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                 | AT&T INC                                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    208493 | NS      | $6033787.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                 | MOLSON COORS BEVERAGE CO CL B (LIMITED VOTING)                                               | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     15116 | NS      | $726928.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                              | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33             | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100000.00    | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                 | TOYOTA MOTOR CREDIT CORP SR UNSEC 5.4% 11-10-25                                              | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    228000 | PA      | $228831.97    | 0.01%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN GROUP                                                         | TRANSURBAN GROUP STAPLED SECURITY                                                            | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |    121112 | OU      | $1114343.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                | TORONTO-DOMINION BANK/THE                                                                    | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     38971 | NS      | $2866411.13   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                                      | TE CONNECTIVITY PLC                                                                          | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |     10940 | NS      | $1845249.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | TRUIST FINANCIAL CORP                                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    133958 | NS      | $5758854.42   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TELKOM INDONESIA PERSERO TBK PT                                          | TELKOM INDONESIA PERSERO TBK PT CL B                                                         | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |   2242000 | NS      | $383908.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                          | T-MOBILE US INC                                                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     30317 | NS      | $7223328.42   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG INC                                                                  | TPG INC CL A                                                                                 | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |     68006 | NS      | $3566914.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                   | TRINITY INDUSTRIES INC                                                                       | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     51776 | NS      | $1398469.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                           | TC ENERGY CORP                                                                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    195019 | NS      | $9520736.64   | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| TRACTOR SUPPLY CO                                                        | TRACTOR SUPPLY CO                                                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     42150 | NS      | $2224255.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                         | TOTALENERGIES SE                                                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    100624 | NS      | $6175415.11   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                    | TEXAS INSTRUMENTS INC                                                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     21302 | NS      | $4422721.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                  | UDR INC (REIT)                                                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     34393 | NS      | $1404266.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UL SOLUTIONS INC                                                         | UL SOLUTIONS INC CL A                                                                        | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     16361 | NS      | $1192062.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | SOFR 90DAY FUT SFRM5 09-16-25                                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       269 | NC      | $44210.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 5YR FUT FVU5 09-30-25                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       375 | NC      | $428915.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                           | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.875% 09-15-29                      | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $655273.20    | 0.04%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10450.61     | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.5 CB2787 12-01-51                                                                | CUSIP: 3140QNCZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18334 | PA      | $16635.47     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.0 SD8286 01-01-53                                                                | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    754399 | PA      | $703218.63    | 0.05%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-MOBILE USA INC SR UNSEC 6.0% 06-15-54                                                      | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70291.82     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | TRUIST FINANCIAL CORP SR UNSEC 5.435% 01-24-30/29                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11331.95     | 0.00%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.0 SD8220 06-01-52                                                                | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    454839 | PA      | $394068.29    | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.0 SD8242 09-01-52                                                                | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    110962 | PA      | $96239.06     | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.5 BV0790 01-01-52                                                                | CUSIP: 3140MD2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71132 | PA      | $64203.32     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.0 SD8225 07-01-52                                                                | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    146005 | PA      | $126633.21    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | TRUIST FINANCIAL CORP SR UNSEC 5.711% 01-24-35/34                                            | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41478.68     | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29                                           | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $207721.20    | 0.01%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 MA4842 12-01-52                                                                | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    147683 | PA      | $148190.48    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.0 SD1156 04-01-52                                                                | CUSIP: 3132DNH97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    110000 | PA      | $95388.00     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                       | UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32                                                    | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15344.25     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                       | UNION PACIFIC CORP SR UNSEC 3.5% 02-14-53                                                    | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14175.66     | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 2.0 RA6973 03-01-52                                                                | CUSIP: 3133KNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    243033 | PA      | $192759.66    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                              | FIVE 23-V1 A3 5.6679% 02-10-56/02-11-28                                                      | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73000 | PA      | $74839.02     | 0.00%             | 2056-02-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                        | UNION ELECTRIC CO SR SEC 1ST LIEN 3.9% 04-01-52                                              | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19106.05     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                             | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                       | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334391.70    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 4.5 UMBS TBA 07-01-55                                                                   | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    163660 | PA      | $156566.32    | 0.01%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 6.0 UMBS TBA 07-01-55                                                                   | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1827990 | PA      | $1857747.85   | 0.12%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 MA4919 02-01-53                                                                | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     93095 | PA      | $93378.80     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.0 QF2223 10-01-52                                                                | CUSIP: 3133BPPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     25953 | PA      | $24181.55     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 5.0 UMBS TBA 07-01-55                                                                   | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    162000 | PA      | $158781.87    | 0.01%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | UMBS  30YR TBA(REG A) 7.0 UMBS TBA 07-01-55                                                  | CUSIP: 01F070674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3754353 | PA      | $3953093.43   | 0.25%             | 2055-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 FS0647 02-01-52                                                                | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    805672 | PA      | $709691.76    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.5 FM3280 05-01-49                                                                | CUSIP: 3140X6UE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29432 | PA      | $27364.81     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 CA6309 07-01-50                                                                | CUSIP: 3140QEAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    295567 | PA      | $263454.13    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.0 SD8213 05-01-52                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    796327 | PA      | $690752.73    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 MA4626 06-01-52                                                                | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104900 | PA      | $97805.01     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 CB6486 06-01-53                                                                | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    229148 | PA      | $234171.48    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 CB6465 06-01-53                                                                | CUSIP: 3140QSFF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    173183 | PA      | $177295.24    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 CB6485 06-01-53                                                                | CUSIP: 3140QSF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    369424 | PA      | $375927.79    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 RA9287 06-01-53                                                                | CUSIP: 3133KRJ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8481 | PA      | $8868.22      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 RA9288 06-01-53                                                                | CUSIP: 3133KRJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12378 | PA      | $12932.13     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD8324 05-01-53                                                                | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    390854 | PA      | $391694.47    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 MA5010 05-01-53                                                                | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    252832 | PA      | $253375.74    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 RA9289 06-01-53                                                                | CUSIP: 3133KRKA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12276 | PA      | $12820.51     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 RA9290 06-01-53                                                                | CUSIP: 3133KRKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6057 | PA      | $6321.95      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 RA9291 06-01-53                                                                | CUSIP: 3133KRKC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4133 | PA      | $4283.44      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 RA9292 06-01-53                                                                | CUSIP: 3133KRKD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12683 | PA      | $13197.40     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 RA9294 06-01-53                                                                | CUSIP: 3133KRKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15182 | PA      | $15797.62     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 RA9295 06-01-53                                                                | CUSIP: 3133KRKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3274 | PA      | $3462.84      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 FM5509 01-01-51                                                                | CUSIP: 3140X9DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    125020 | PA      | $109879.70    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 CA7048 09-01-50                                                                | CUSIP: 3140QEZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42272 | PA      | $37134.59     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 3.0 UMBS TBA 08-01-55                                                                   | CUSIP: 01F030686<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    872000 | PA      | $754470.97    | 0.05%             | 2055-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 7.0 UMBS TBA 08-01-55                                                                   | CUSIP: 01F070682<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    243000 | PA      | $254914.29    | 0.02%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156                      | FHMS K156 A2 (MF) 4.43% 02-25-33                                                             | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    160000 | PA      | $160016.32    | 0.01%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCT UMBS 2.0 RB0544 06-01-41                                                                | CUSIP: 3133KTS92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    108846 | PA      | $93953.72     | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 FM8477 08-01-51                                                                | CUSIP: 3140XCM39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    109903 | PA      | $96215.19     | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD8342 07-01-53                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31727 | PA      | $31809.50     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD8331 06-01-53                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    978737 | PA      | $980716.40    | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 MA5072 07-01-53                                                                | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    815348 | PA      | $816891.87    | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD8316 04-01-53                                                                | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    516527 | PA      | $517638.34    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 CB0191 04-01-51                                                                | CUSIP: 3140QKF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    157076 | PA      | $137261.72    | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 CB0193 04-01-51                                                                | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19286 | PA      | $16856.46     | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD2948 11-01-52                                                                | CUSIP: 3132DQHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    102850 | PA      | $103219.80    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.0 RA3384 08-01-50                                                                | CUSIP: 3133KJXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12161 | PA      | $10643.85     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 CA7052 09-01-50                                                                | CUSIP: 3140QEZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11883 | PA      | $10405.30     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 4.0 UMBS TBA 08-01-55                                                                   | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    186640 | PA      | $173531.53    | 0.01%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 2.0 UMBS TBA 08-01-55                                                                   | CUSIP: 01F020687<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51000 | PA      | $40400.62     | 0.00%             | 2055-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCT UMBS 2.0 SC0149 03-01-41                                                                | CUSIP: 3132D9EW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     62536 | PA      | $54006.86     | 0.00%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5011 05-01-53                                                                | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1377877 | PA      | $1405743.29   | 0.09%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD3432 07-01-53                                                                | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18395 | PA      | $18888.64     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD5896 07-01-54                                                                | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16082 | PA      | $16395.15     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 FS8223 06-01-54                                                                | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26314 | PA      | $26811.17     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RJ2210 08-01-54                                                                | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5221 | PA      | $5321.58      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RJ2216 08-01-54                                                                | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17664 | PA      | $17997.60     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 CB9071 08-01-54                                                                | CUSIP: 3140QVCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17862 | PA      | $18606.90     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 SD4693 01-01-54                                                                | CUSIP: 3132DSGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7620 | PA      | $7901.65      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RJ2314 09-01-54                                                                | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     38021 | PA      | $38736.95     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RJ2309 09-01-54                                                                | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8936 | PA      | $9104.63      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RJ2306 09-01-54                                                                | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19054 | PA      | $19551.39     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RJ2308 09-01-54                                                                | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18347 | PA      | $18829.26     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RJ2312 09-01-54                                                                | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18792 | PA      | $19227.09     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 FS6767 01-01-54                                                                | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27216 | PA      | $28285.26     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 RJ0326 11-01-53                                                                | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9296 | PA      | $9653.84      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 FS8756 08-01-54                                                                | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9615 | PA      | $9837.57      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD6029 08-01-54                                                                | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9385 | PA      | $9602.47      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 BU4916 08-01-54                                                                | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7159 | PA      | $7294.49      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD5813 07-01-54                                                                | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18229 | PA      | $18686.78     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 FS8757 08-01-54                                                                | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2754823 | PA      | $2820462.08   | 0.18%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 MA5470 09-01-54                                                                | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    239718 | PA      | $239894.14    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD8401 02-01-54                                                                | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16670 | PA      | $16682.21     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5295 03-01-54                                                                | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     61962 | PA      | $63052.84     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8439 06-01-54                                                                | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       837 | PA      | $851.61       | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5354 05-01-54                                                                | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    115015 | PA      | $117005.12    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.0 SD8392 12-01-53                                                                | CUSIP: 3132DWKD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     52675 | PA      | $49038.78     | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 DB6905 07-01-54                                                                | CUSIP: 3140AGU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    109256 | PA      | $111182.19    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCI UMBS 2.5 FM2499 02-01-35                                                                | CUSIP: 3140X5X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    801746 | PA      | $756932.59    | 0.05%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 CB7626 12-01-53                                                                | CUSIP: 3140QTPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24352 | PA      | $25345.82     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 CB7426 11-01-53                                                                | CUSIP: 3140QTHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     67967 | PA      | $70537.15     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                             | VERUS 2024-4 A1 144A 6.218% 06-25-69/05-01-28                                                | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     77242 | PA      | $78133.35     | 0.01%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                             | VERUS 2024-8 A1 144A FRN 10-25-69                                                            | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |     97734 | PA      | $97748.57     | 0.01%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 MA5039 06-01-53                                                                | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    312689 | PA      | $313321.58    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 BW1243 10-01-52                                                                | CUSIP: 3140MSLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     96866 | PA      | $97311.02     | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                      | STATE OF ILLINOIS 5.1% 06-01-33                                                              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    196324 | PA      | $197079.18    | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 FS4563 05-01-53                                                                | CUSIP: 3140XLB98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59127 | PA      | $58422.74     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.0 SD2716 04-01-53                                                                | CUSIP: 3132DQAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     92640 | PA      | $91555.62     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.0 SD8329 06-01-53                                                                | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31289 | PA      | $30748.06     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 BW1289 10-01-52                                                                | CUSIP: 3140MSNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    106554 | PA      | $106920.36    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 MA5071 07-01-53                                                                | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    123470 | PA      | $121384.48    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 QF0924 09-01-52                                                                | CUSIP: 3133BNAZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    287395 | PA      | $288427.44    | 0.02%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 MA5089 07-01-53                                                                | CUSIP: 31418EUP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    267753 | PA      | $249407.22    | 0.02%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.0 BR4104 01-01-51                                                                | CUSIP: 3140L2R21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42869 | PA      | $34285.60     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 FS9001 09-01-54                                                                | CUSIP: 3140XRAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34021 | PA      | $34319.94     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.0 FS3056 10-01-52                                                                | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    150085 | PA      | $119061.79    | 0.01%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 2.5 SD2629 01-01-52                                                                | CUSIP: 3132DP4N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     48038 | PA      | $39896.77     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 BU5165 11-01-54                                                                | CUSIP: 3140M6W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    237030 | PA      | $237424.24    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.5 RJ2851 11-01-54                                                                | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     82367 | PA      | $78870.37     | 0.01%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.0 RJ2860 11-01-54                                                                | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     53147 | PA      | $52130.54     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 RJ2917 11-01-54                                                                | CUSIP: 3142GTG34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     63191 | PA      | $63337.46     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RJ2922 11-01-54                                                                | CUSIP: 3142GTG83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17908 | PA      | $18212.84     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8432 05-01-54                                                                | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     52526 | PA      | $53450.58     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 CB6012 04-01-53                                                                | CUSIP: 3140QRVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    798100 | PA      | $742924.37    | 0.05%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 MA5552 12-01-54                                                                | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    199719 | PA      | $195913.47    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.5 SD8489 12-01-54                                                                | CUSIP: 3132DWNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    567545 | PA      | $543228.76    | 0.04%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 MA5583 01-01-55                                                                | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1177215 | PA      | $1095414.67   | 0.07%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 QI7522 06-01-54                                                                | CUSIP: 3133WELB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    116200 | PA      | $116402.00    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 MA5735 06-01-55                                                                | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       995 | PA      | $995.96       | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 RQ0013 06-01-55                                                                | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       995 | PA      | $995.94       | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5701 05-01-55                                                                | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    133997 | PA      | $136248.66    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 MA5734 06-01-55                                                                | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13950 | PA      | $13680.23     | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.0 RQ0012 06-01-55                                                                | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14975 | PA      | $14684.98     | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.0 SL1094 04-01-55                                                                | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11973 | PA      | $11741.39     | 0.00%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SL0797 02-01-55                                                                | CUSIP: 31427M3F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    171255 | PA      | $175163.35    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 SD8515 03-01-55                                                                | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7930 | PA      | $7934.16      | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.5 MA5671 04-01-55                                                                | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    334253 | PA      | $319932.44    | 0.02%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.5 MA5644 03-01-55                                                                | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    318197 | PA      | $304564.32    | 0.02%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8534 05-01-55                                                                | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     91903 | PA      | $93442.81     | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.0 BU1450 01-01-52                                                                | CUSIP: 3140M2TG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3765 | PA      | $2988.14      | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 MA5762 07-01-55                                                                | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    206625 | PA      | $213525.86    | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 SD8517 03-01-55                                                                | CUSIP: 3132DWPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3033002 | PA      | $3134298.25   | 0.20%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.0 QD3812 01-01-52                                                                | CUSIP: 3133B1GV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    102327 | PA      | $88656.69     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RQ0028 07-01-55                                                                | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     79000 | PA      | $80324.12     | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2SF 4.5 MA5764 02-20-49                                                                     | CUSIP: 36179UMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    159770 | PA      | $156112.58    | 0.01%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2SF 4.0 MA8346 10-20-52                                                                     | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58811 | PA      | $55102.17     | 0.00%             | 2052-10-20      | Fixed         | 4.00%                 | 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        |    191162 | NS      | $6334676.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                             | TAKEDA PHARMACEUTICAL CO LTD                                                                 | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    106625 | NS      | $3276383.63   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK CORP                                                                 | TDK CORP                                                                                     | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |    140100 | NS      | $1649522.93   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT TRUST & HKT LTD                                                      | HKT TRUST SHARE STAPLED UNITS                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    984240 | OU      | $1469473.41   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AON CORP                                                                 | AON CORP SR UNSEC 5.35% 02-28-33                                                             | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21630.42     | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                         | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33                                    | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17293.76     | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                               | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302243.14    | 0.02%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31                                               | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269361.56    | 0.02%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | BRISTOL-MYERS SQUIBB CO SR UNSEC 4.9% 02-22-29                                               | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97293.59     | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.5% 02-22-44                                               | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24804.43     | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                              | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317290.03    | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64                                              | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97177.20     | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                       | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32                                        | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $573425.40    | 0.04%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                          | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34                                             | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204561.40    | 0.01%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                             | BROADCOM INC SR UNSEC 5.15% 11-15-31                                                         | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107033.47    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | BROADCOM INC SR UNSEC 5.05% 07-12-27                                                         | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40587.32     | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | BROADCOM INC SR UNSEC 5.05% 07-12-29                                                         | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46098.05     | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                     | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                 | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95663.01     | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | BROADCOM INC SR UNSEC 4.8% 10-15-34                                                          | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11860.30     | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSEC 6.528% 05-01-34                                                           | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    921000 | PA      | $1001295.54   | 0.06%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSEC 6.259% 05-01-27                                                           | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    376000 | PA      | $386989.35    | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSEC 6.388% 05-01-31                                                           | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     92000 | PA      | $98912.88     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSEC 6.298% 05-01-29                                                           | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12689.71     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47                                                     | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44467.56     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49                                                    | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    121000 | PA      | $99837.10     | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | BANK OF AMERICA CORP SR UNSEC 2.884% 10-22-30/29                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24341.20     | 0.00%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                    | CDX NA IG S44 1.0% 03-20-25/06-20-30 ICE                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $11787.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                           | MARSH & MCLENNAN COMPANIES INC                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3782 | NS      | $826896.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                         | ALTRIA GROUP INC                                                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     58605 | NS      | $3436011.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                           | MERCK & CO INC                                                                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     28632 | NS      | $2266509.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    105303 | NS      | $14832980.58  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                           | MICROSOFT CORP                                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     47315 | NS      | $23534954.15  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                         | VAIL RESORTS INC                                                                             | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     12620 | NS      | $1982980.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                   | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35676.34     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                             | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                        | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $413797.60    | 0.03%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                             | CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34                                        | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $209367.80    | 0.01%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                       | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99917.37     | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS HEALTH CORP SR UNSEC 6.0% 06-01-44                                                       | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49457.35     | 0.00%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS HEALTH CORP SR UNSEC 6.05% 06-01-54                                                      | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49037.00     | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                     | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.1% 06-01-29                           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42936.47     | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                              | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.375% 01-15-33                               | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    270000 | PA      | $258332.22    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | CITIGROUP INC SR UNSEC 4.542% 09-19-30/29                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35844.30     | 0.00%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                        | CONOCOPHILLIPS CO SR UNSEC 5.5% 01-15-55                                                     | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47489.95     | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | CITIGROUP INC SUB 6.02% 01-24-36/35                                                          | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45207.58     | 0.00%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                            | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179160.98    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                     | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.5% 09-15-31                                        | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120662.50    | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                        | CISCO SYSTEMS INC SR UNSEC 5.1% 02-24-35                                                     | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14335.85     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                    | CHEVRON PHILLIPS CHEMICAL CO LLC 144A LIFE SR UNSEC 4.75% 05-15-30                           | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20274.72     | 0.00%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | CITIGROUP INC SR UNSEC 5.333% 03-27-36/35                                                    | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55452.49     | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                       | CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47                                                    | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $39102.80     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                 | CSX CORP SR UNSEC 4.75% 11-15-48                                                             | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44453.00     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                           | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    374000 | PA      | $366317.29    | 0.02%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                             | CENTENE CORP SR UNSEC 4.625% 12-15-29                                                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    530000 | PA      | $515847.41    | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                             | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34299.72     | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                         | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $583481.86    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                           | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 5.625% 10-15-28                            | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    750000 | PA      | $646701.00    | 0.04%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                      | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 7.75% 03-31-30                                 | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265848.75    | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                               | DOW CHEMICAL CO SR UNSEC 5.35% 03-15-35                                                      | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10946.99     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                               | DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48                                                      | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13717.71     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                               | DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50                                                       | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50807.78     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                 | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31                    | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130224.15    | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                     | DTE ELECTRIC CO SR SEC 1ST LIEN 3.0% 03-01-32                                                | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38221.18     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                           | DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27                                     | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $199349.80    | 0.01%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                               | DOW CHEMICAL CO SR UNSEC 6.9% 05-15-53                                                       | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6461.70      | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                  | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.95% 11-15-52                                       | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25701.63     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | AMERICAN TOWER CORP (REIT)                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     14128 | NS      | $3122570.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                  | AMERICA MOVIL SAB DE CV CL B ADR                                                             | CUSIP: 02390A101<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |     82076 | NS      | $1472443.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                                          | ANTOFAGASTA PLC                                                                              | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | CL        |     47581 | NS      | $1181821.73   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                             | AIR PRODUCTS & CHEMICALS INC                                                                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     28543 | NS      | $8050838.58   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                             | APOLLO GLOBAL MANAGEMENT INC                                                                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     17756 | NS      | $2519043.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                                        | ATMOS ENERGY CORP                                                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     15655 | NS      | $2412592.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                               | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23951.35     | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                              | PROLOGIS LP SR UNSEC 5.0% 03-15-34                                                           | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40123.12     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | BROADCOM INC                                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    218318 | NS      | $60179356.70  | 3.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                          | ASTRAZENECA PLC (GBP)                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     88789 | NS      | $12333873.56  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO BUILDING PRODUCTS INC.                                               | QXO BUILDING PRODUCTS INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-30-32                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196213.38    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                       | RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-01-32                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100850.60    | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                    | REPUBLIC SERVICES INC SR UNSEC 5.0% 04-01-34                                                 | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13199.72     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                 | RTX CORP SR UNSEC 6.0% 03-15-31                                                              | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37620.94     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                 | RTX CORP SR UNSEC 6.1% 03-15-34                                                              | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     27000 | PA      | $29202.80     | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                 | RTX CORP SR UNSEC 6.4% 03-15-54                                                              | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24135.50     | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                 | SERVICE PROPERTIES TRUST SR UNSEC 8.375% 06-15-29                                            | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    680000 | PA      | $707775.96    | 0.05%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                            | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                  | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27470.22     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                             | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                         | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    780000 | PA      | $786512.22    | 0.05%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                             | SYNOPSYS INC SR UNSEC 4.65% 04-01-28                                                         | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40415.28     | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                             | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                          | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378086.70    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                             | SYNOPSYS INC SR UNSEC 5.0% 04-01-32                                                          | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40533.84     | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                             | SYNOPSYS INC SR UNSEC 4.85% 04-01-30                                                         | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40567.92     | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                            | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                  | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    206000 | PA      | $141955.42    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                      | BARRICK MINING CORP (USD)                                                                    | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     34519 | NS      | $718685.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                                                 | JUMBO SA                                                                                     | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |     13271 | NS      | $458034.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                               | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 3.2% 09-23-26                            | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      7000 | PA      | $6911.74      | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                           | SERVICENOW INC SR UNSEC 1.4% 09-01-30                                                        | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46817.78     | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                      | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.0% 07-15-28                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    780000 | PA      | $749688.42    | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                            | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34                                  | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38820.64     | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                                             | 3I GROUP PLC                                                                                 | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     35575 | NS      | $2011879.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                      | IMPERIAL BRANDS PLC                                                                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    229612 | NS      | $9067639.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                                             | ING GROEP NV                                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    431972 | NS      | $9477680.21   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                   | INTERNATIONAL PAPER CO                                                                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     55076 | NS      | $2579209.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                          | BAE SYSTEMS PLC                                                                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    287802 | NS      | $7452644.95   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                  | BASF SE                                                                                      | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     23462 | NS      | $1156887.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                             | BRITISH AMERICAN TOBACCO PLC                                                                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    501602 | NS      | $23843585.63  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                                                 | BANK CENTRAL ASIA TBK PT                                                                     | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |   1673400 | NS      | $894163.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                       | BANCO BILBAO VIZCAYA ARGENTARIA SA                                                           | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |    178297 | NS      | $2741875.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                                            | BHP GROUP LTD CDI                                                                            | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     19509 | NS      | $467695.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                            | BLACKROCK INC                                                                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      8807 | NS      | $9240744.75   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                                              | BANK MANDIRI TBK PT                                                                          | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |   1301701 | NS      | $391272.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | BRISTOL-MYERS SQUIBB CO                                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     85101 | NS      | $3939325.29   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                             | BRITISH AMERICAN TOBACCO PLC ADR                                                             | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     40836 | NS      | $1932767.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BUREAU VERITAS SA                                                        | BUREAU VERITAS SA                                                                            | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |     58499 | NS      | $1994223.47   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                                                           | BLACKSTONE INC                                                                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     13386 | NS      | $2002277.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LTD                                                             | BRAMBLES LIMITED                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     40818 | NS      | $629163.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SE                                                             | CAPGEMINI SE                                                                                 | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      2349 | NS      | $401354.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLSBERG A/S                                                            | CARLSBERG A/S CL B                                                                           | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     21785 | NS      | $3086616.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                                      | CARRIER GLOBAL CORP                                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     43991 | NS      | $3219701.29   | 0.21%             |  |  |  | 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        |   3804137 | NS      | $32106913.63  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                             | CITIZENS FINANCIAL GROUP INC                                                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     17188 | NS      | $769163.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                        | COMPAGNIE FINANCIERE RICHEMONT SA CL A                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |     11374 | NS      | $2142345.83   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                       | CANADIAN IMPERIAL BANK OF COMMERCE (CAD)                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     12050 | NS      | $855335.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                             | COMCAST CORP CL A                                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    108926 | NS      | $3887568.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                            | CME GROUP INC CL A                                                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      9068 | NS      | $2499322.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                   | CENTERPOINT ENERGY INC                                                                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    124795 | NS      | $4584968.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                           | CANADIAN NATURAL RESOURCES LTD                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    372833 | NS      | $11718195.26  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                             | CANADIAN NATIONAL RAILWAY CO                                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     23624 | NS      | $2461545.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                           | CONOCOPHILLIPS                                                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     52067 | NS      | $4672492.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTERSHARE LTD                                                        | COMPUTERSHARE LTD                                                                            | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |     22570 | NS      | $592543.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                            | UNICREDIT SPA                                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     38177 | NS      | $2559276.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2SF 4.0 MA8267 09-20-52                                                                     | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2792223 | PA      | $2611105.23   | 0.17%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2SF 5.0 MA9016 07-20-53                                                                     | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1021872 | PA      | $1006902.91   | 0.06%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2SF 5.0 MA8947 06-20-53                                                                     | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    379690 | PA      | $374965.17    | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                            | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                                | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |     20430 | NS      | $13250474.45  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                          | IFS RECFIX USD CPURNSA 3.16% 06-23-25/06-23-26 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $200.59       | 0.00%             |  |  |  | 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        |    616919 | NS      | $2157346.18   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                                             | PROLOGIS INC (REIT)                                                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     37913 | NS      | $3985414.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTERNATIONAL INC                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    232304 | NS      | $42309527.52  | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                         | PNC FINANCIAL SERVICES GROUP INC                                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     33774 | NS      | $6296149.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                               | PINNACLE WEST CAPITAL CORP                                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     56998 | NS      | $5099611.06   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORP OF CANADA                                                     | POWER CORP OF CANADA S/V                                                                     | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     71810 | NS      | $2804900.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| PUBLICIS GROUPE SA                                                       | PUBLICIS GROUPE SA                                                                           | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |     59664 | NS      | $6724506.04   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC                                      | RESTAURANT BRANDS INTERNATIONAL INC (USD)                                                    | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     27181 | NS      | $1801828.49   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                              | ROYAL CARIBBEAN CRUISES LTD                                                                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |     11474 | NS      | $3592968.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                 | RELX PLC                                                                                     | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    110698 | NS      | $5982256.14   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCALIZA RENT A CAR SA                                                   | LOCALIZA RENT A CAR SA                                                                       | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |    272638 | NS      | $2033331.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC                                            | REXFORD INDUSTRIAL REALTY INC (REIT)                                                         | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     84140 | NS      | $2992859.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INC                                                          | ROBERT HALF INC                                                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     41739 | NS      | $1713385.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                            | RIO TINTO PLC                                                                                | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    117196 | NS      | $6828892.85   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                                         | ROCHE HOLDING AG                                                                             | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      4650 | NS      | $1514348.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                       | ROYALTY PHARMA PLC CL A                                                                      | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | US        |     22537 | NS      | $812008.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                 | RTX CORP                                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    200678 | NS      | $29303001.56  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMPO OYJ                                                                | SAMPO OYJ CL A                                                                               | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |    278219 | NS      | $2992157.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                       | BANCO SANTANDER SA                                                                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    392996 | NS      | $3253006.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                    | SCHNEIDER ELECTRIC SE                                                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      5014 | NS      | $1333629.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                                                  | SEMBCORP INDUSTRIES LTD                                                                      | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |    268900 | NS      | $1448655.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISSCOM AG                                                              | SWISSCOM AG                                                                                  | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |       566 | NS      | $401254.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDOZ GROUP AG                                                          | SANDOZ GROUP AG                                                                              | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |     18029 | NS      | $986601.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                         | SKANDINAVISKA ENSKILDA BANKEN AB A                                                           | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |    105131 | NS      | $1834617.01   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                                   | SGS SA                                                                                       | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |     11681 | NS      | $1185103.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                | SHELL PLC ADR                                                                                | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | NL        |      9821 | NS      | $691496.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                | SHELL PLC (LONDON)                                                                           | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | NL        |    187059 | NS      | $6556533.52   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG                                                               | SIEMENS AG                                                                                   | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     34165 | NS      | $8759250.60   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER NV                                                          | SCHLUMBERGER NV                                                                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     17806 | NS      | $601842.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO/THE                                                          | SOUTHERN CO/THE                                                                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     41174 | NS      | $3781008.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CORP                                                           | SOUTH BOW CORP                                                                               | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |    156968 | NS      | $4074770.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| SEMPRA                                                                   | SEMPRA                                                                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     39487 | NS      | $2991929.99   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE AG                                                              | SWISS RE AG                                                                                  | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |     10267 | NS      | $1774679.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORP                                                          | SOUTHSTATE CORP                                                                              | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     12116 | NS      | $1115035.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                  | SSE PLC                                                                                      | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |    209134 | NS      | $5256211.15   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC                                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     87032 | NS      | $1441936.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                   | SINGAPORE TECHNOLOGIES ENGINEERING LTD                                                       | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    716900 | NS      | $4392175.38   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                         | SINGAPORE TELECOM LTD                                                                        | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |   3454300 | NS      | $10377841.92  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                                           | SCANDINAVIAN TOBACCO GROUP A/S                                                               | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               | CORP              | DK        |      9184 | NS      | $121800.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                        | STATE STREET CORP                                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     14738 | NS      | $1567238.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                                          | SEAGATE TECHNOLOGY HOLDINGS PLC                                                              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |     33236 | NS      | $4796951.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | CONSTELLATION BRANDS INC CL A                                                                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1891 | NS      | $307627.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 10YR FUT TYU5 09-19-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       147 | NC      | $312990.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 2YR FUT TUU5 09-30-25                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       217 | NC      | $177820.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 30YR FUT ULTRA WNU5 09-19-25                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        72 | NC      | $332172.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 10YR FUT ULTRA UXYU5 09-19-25                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        25 | NC      | $-72041.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 20YR FUT USU5 09-19-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        44 | NC      | $185377.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                             | UNILEVER PLC                                                                                 | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     16272 | NS      | $988357.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UNITEDHEALTH GROUP INC                                                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     14130 | NS      | $4408136.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                       | UNION PACIFIC CORP                                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     10554 | NS      | $2428264.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                  | VALE SA ON ADR                                                                               | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     91722 | NS      | $890620.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                  | VALE SA ON                                                                                   | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    211978 | NS      | $2054194.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VALTERRA PLATINUM LTD                                                    | VALTERRA PLATINUM LTD                                                                        | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |      3257 | NS      | $143063.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                                                      | VICI PROPERTIES INC (REIT)                                                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    627033 | NS      | $20441275.80  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                                 | VOLVO AB CL B                                                                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    331726 | NS      | $9305677.09   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTOBEL HOLDING AG                                                      | VONTOBEL HOLDING AG                                                                          | CUSIP: N/A<br>LEI: 529900G69W5VR3DDPW23       | Long             | EC               | CORP              | CH        |      9350 | NS      | $755353.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                               | VERIZON COMMUNICATIONS INC                                                                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     65877 | NS      | $2850497.79   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                   | WEBSTER FINANCIAL CORP                                                                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     33891 | NS      | $1850448.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                                            | WELLTOWER INC (REIT)                                                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     45047 | NS      | $6925075.31   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                         | WELLS FARGO & CO                                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    100287 | NS      | $8034994.44   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                               | WATSCO INC                                                                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       300 | NS      | $132486.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO                                                         | WESTERN UNION CO                                                                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     98671 | NS      | $830809.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                         | EXXON MOBIL CORP                                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    134162 | NS      | $14462663.60  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                                          | YUM! BRANDS INC                                                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     33673 | NS      | $4989665.14   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                | ZURICH INSURANCE GROUP AG                                                                    | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     17253 | NS      | $12059378.41  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO | INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO                     | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |  15786027 | PA      | $15786027.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst