# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001193125-26-074844
**Filing Date:** 2026-2
**Character Count:** 520301
**Document Hash:** 081bb7a71dad0b13a28656dcc208b521
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-074844.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001193125-26-074844

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**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:** 26683892

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1705426960.81

**Total Liabilities:** $44198719.76

**Net Assets:** $1661228241.05

**Cash Not Reported:** $1404228.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -179.892375700000 | **1-Year:** -3991.590000000000 | **5-Year:** -8422.070000000000 | **10-Year:** -8137.590000000000 | **30-Year:** -4638.600000000000

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

- **3-Month:** -110.376044900000 | **1-Year:** -1911.590000000000 | **5-Year:** -864.908374900000 | **10-Year:** -1312.370000000000 | **30-Year:** -123.074810900000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000140604 | -0.00%               | 2.74%                | 0.35%                |
| Class ID C000140605 | 0.07%                | 2.67%                | 0.35%                |
| Class ID C000140606 | 0.00%                | 2.67%                | 0.36%                |
| Class ID C000176252 | -0.00%               | 2.74%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6111015.79              | $-8485030.55                               |
| Month 2  | $9525509.40              | $30505681.99                               |
| Month 3  | $5243264.64              | $-3326314.70                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HUMANA INC                                                               | HUMANA INC SR UNSEC 3.7% 03-23-29                                                            | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11785.94     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                               | INTEL CORP SR UNSEC 5.6% 02-21-54                                                            | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38801.66     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                               | INTEL CORP SR UNSEC 3.1% 02-15-60                                                            | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $61559.41     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | 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      | $31872.84     | 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      | $73677.73     | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | 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      | $23348.65     | 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      | $40806.20     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | 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      | $198591.61    | 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      | $102240.80    | 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      | $13354.04     | 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      | $37713.38     | 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      | $29554.52     | 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      | $24226.64     | 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      | $684219.40    | 0.04%             | 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      | $29000.25     | 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      | $793033.02    | 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      | $40562.84     | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | 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        |     20642 | PA      | $20004.59     | 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        |      9668 | PA      | $9586.38      | 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        |     39043 | PA      | $38873.00     | 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        |      5945 | PA      | $5728.73      | 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        |      4667 | PA      | $4571.25      | 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        |     18420 | PA      | $18324.82     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | 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      | $-1241.47     | -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      | $136917.18    | 0.01%             |  |  |  | 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      | $117655.89    | 0.01%             |  |  |  | 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        |     35507 | PA      | $36609.07     | 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        |      8099 | PA      | $8347.81      | 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        |     18031 | PA      | $18763.90     | 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        |     16586 | PA      | $17265.88     | 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        |     16896 | PA      | $17472.02     | 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        |     23480 | PA      | $24620.74     | 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        |      8548 | PA      | $8912.31      | 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        |      8849 | PA      | $9150.07      | 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        |      8550 | PA      | $8841.05      | 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        |      6295 | PA      | $6488.07      | 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        |     15901 | PA      | $16404.43     | 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        |   2560934 | PA      | $2659663.59   | 0.16%             | 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        |    216581 | PA      | $219842.10    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |    167505 | PA      | $135731.85    | 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        |   2336915 | PA      | $2167053.77   | 0.13%             | 2052-11-01      | Fixed         | 3.50%                 | 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        |     58489 | PA      | $59352.17     | 0.00%             | 2054-07-01      | 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        |     15209 | PA      | $15449.91     | 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        |     54143 | PA      | $55640.21     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 SD8464 09-01-54                                                                | CUSIP: 3132DWMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43567 | PA      | $45287.06     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | 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        |       718 | PA      | $738.08       | 0.00%             | 2054-06-01      | 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        |     51139 | PA      | $48588.83     | 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        |     93571 | PA      | $96148.30     | 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        |    729275 | PA      | $697458.49    | 0.04%             | 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        |     21757 | PA      | $22894.70     | 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        |     57053 | PA      | $59566.80     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | 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        |     31861 | PA      | $32644.64     | 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        |    144987 | PA      | $117760.03    | 0.01%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.5 FS7879 07-01-52                                                                | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    142754 | PA      | $121055.30    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 7.0 CB8089 12-01-53                                                                | CUSIP: 3140QT7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    396160 | PA      | $416796.23    | 0.03%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.5 FS8677 04-01-52                                                                | CUSIP: 3140XQUB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    129440 | PA      | $109892.11    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | 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        |     45988 | PA      | $39045.67     | 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        |    226074 | PA      | $230277.15    | 0.01%             | 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        |     80113 | PA      | $78286.52     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  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      | $71610.39     | 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      | $144541.80    | 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      | $24126.53     | 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      | $10199.19     | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSEC 4.892% 10-22-36/35                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127907.24    | 0.01%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | META PLATFORMS INC SR UNSEC 5.625% 11-15-55                                                  | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    287000 | PA      | $275671.54    | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | META PLATFORMS INC SR UNSEC 4.875% 11-15-35                                                  | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324690.60    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | META PLATFORMS INC SR UNSEC 5.5% 11-15-45                                                    | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    134000 | PA      | $130197.62    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | META PLATFORMS INC SR UNSEC 5.75% 11-15-65                                                   | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    138000 | PA      | $131748.60    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | 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      | $460384.73    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | 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      | $108290.38    | 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      | $54512.15     | 0.00%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                    | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                     | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285408.14    | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | 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      | $36404.48     | 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      | $114974.48    | 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      | $9288.69      | 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      | $31717.62     | 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      | $35321.48     | 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      | $32957.54     | 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      | $36423.00     | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | 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      | $4117.53      | 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      | $7674.31      | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | 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      | $35818.20     | 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      | $415618.00    | 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      | $213264.40    | 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      | $101682.38    | 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      | $50290.70     | 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      | $49746.20     | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                 | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 8.25% 06-30-32                            | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209118.00    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  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      | $42809.58     | 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      | $256395.24    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  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      | $47878.85     | 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      | $46103.55     | 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      | $180795.13    | 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        |    545000 | PA      | $575334.70    | 0.03%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  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      | $318097.33    | 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      | $189335.26    | 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      | $20332.50     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                      | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                  | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $304838.10    | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                               | FEDEX CORP                                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      9893 | NS      | $2857691.98   | 0.17%             |  |  |  | No            |                  1 | 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      | $189275.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | 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      | $175807.00    | 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      | $198511.60    | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | Yes           |                  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      | $2763414.08   | 0.17%             | 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      | $380443.37    | 0.02%             | 2030-05-15      | Fixed         | 6.25%                 | 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        |     51412 | PA      | $51364.25     | 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        |     59838 | PA      | $60778.56     | 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        |     15376 | PA      | $15821.97     | 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        |     44778 | PA      | $46002.19     | 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        |    762004 | PA      | $726205.84    | 0.04%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8495 12-01-54                                                                | CUSIP: 3132DWNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     46487 | PA      | $47757.82     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | 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      | $1048347.24   | 0.06%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 MA5552 12-01-54                                                                | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    191801 | PA      | $191429.80    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | 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        |    131753 | PA      | $136953.31    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 2.0 QB6480 12-01-50                                                                | CUSIP: 3133ADFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     67247 | PA      | $54592.71     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | 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        |    101090 | PA      | $89567.28     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                        | NEWELL BRANDS INC SR UNSEC 6.375% 05-15-30                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156459.52    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | 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      | $42957.41     | 0.00%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                      | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.125% 09-30-30                            | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150131.25    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | 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      | $133835.64    | 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      | $100296.30    | 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      | $192121.74    | 0.01%             | 2039-06-10      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.0 AC0794 10-01-39                                                                | CUSIP: 31417J3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3705 | PA      | $3808.24      | 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        |     12487 | PA      | $12016.34     | 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        |      6843 | PA      | $7025.74      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | 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        |    150977 | PA      | $134821.58    | 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        |     18230 | PA      | $16324.63     | 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        |     98286 | PA      | $100061.16    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | 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        |    586405 | PA      | $603551.56    | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | 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        |    197840 | PA      | $201075.93    | 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        |   1759151 | PA      | $1653144.40   | 0.10%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RQ0041 08-01-55                                                                | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3719 | PA      | $3819.42      | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 MA5792 08-01-55                                                                | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    149743 | PA      | $151916.72    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 QJ3296 08-01-54                                                                | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1730 | PA      | $1780.38      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 DC3459 09-01-54                                                                | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1690 | PA      | $1736.31      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 DC3262 09-01-54                                                                | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2642 | PA      | $2714.40      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 CC0879 08-01-55                                                                | CUSIP: 3140Y66R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1939 | PA      | $2018.08      | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 BT1267 06-01-51                                                                | CUSIP: 3140LPMR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    150660 | PA      | $133871.74    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 CB4360 08-01-52                                                                | CUSIP: 3140QPZ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    614920 | PA      | $545046.63    | 0.03%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.0 RQ0026 07-01-55                                                                | CUSIP: 3142J6A45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    491668 | PA      | $490601.19    | 0.03%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 RQ0050 09-01-55                                                                | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36679 | PA      | $37691.70     | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 RQ0027 07-01-55                                                                | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    227585 | PA      | $230888.65    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 2.5 SL2621 07-01-52                                                                | CUSIP: 31427P4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    765272 | PA      | $647803.70    | 0.04%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.5 FA2839 07-01-52                                                                | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    172343 | PA      | $145888.00    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 FP0128 06-01-54                                                                | CUSIP: 3140XTEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39548 | PA      | $41108.69     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 FA2842 07-01-55                                                                | CUSIP: 3140W3EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    168621 | PA      | $175378.29    | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 FA2843 03-01-55                                                                | CUSIP: 3140W3ER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    236030 | PA      | $245488.57    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 7.0 MA5649 03-01-55                                                                | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2010550 | PA      | $2115200.88   | 0.13%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 190445 03-01-55                                                                | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    420752 | PA      | $437357.93    | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 5.5 MA5822 09-01-55                                                                | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    246524 | PA      | $250103.11    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 MA5036 04-01-53                                                                | CUSIP: 31418ES27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    174314 | PA      | $154438.02    | 0.01%             | 2053-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 DE6152 08-01-55                                                                | CUSIP: 3140BJZS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104135 | PA      | $108286.20    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 RQ0049 09-01-55                                                                | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1000 | PA      | $1014.23      | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 QY4677 06-01-55                                                                | CUSIP: 31426PFT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    260982 | PA      | $271361.23    | 0.02%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 RJ5151 08-01-55                                                                | CUSIP: 3142GVWM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    449570 | PA      | $467322.55    | 0.03%             | 2055-08-01      | Fixed         | 6.50%                 | 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        |    151228 | PA      | $149883.40    | 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        |     55604 | PA      | $52924.06     | 0.00%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | 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        |   2646808 | PA      | $2522807.32   | 0.15%             | 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        |    963258 | PA      | $965442.17    | 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        |    357918 | PA      | $359033.33    | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | 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      | $599097.49    | 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        |     80444 | PA      | $81340.43     | 0.00%             | 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        |    199371 | PA      | $190080.24    | 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        |         4 | PA      | $3.55         | 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        |        44 | PA      | $44.52        | 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        |     24491 | PA      | $23279.95     | 0.00%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2SF 5.5 MB0259 03-20-55                                                                     | CUSIP: 3618N5JD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     95085 | PA      | $96233.70     | 0.01%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2SF 5.5 MB0205 02-20-55                                                                     | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    431709 | PA      | $436687.46    | 0.03%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 7.0 SL2928 01-01-55                                                                | CUSIP: 31427QHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    452050 | PA      | $475590.90    | 0.03%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 7.0 FA2203 08-01-55                                                                | CUSIP: 3140W2NV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    768070 | PA      | $808198.90    | 0.05%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 SL2625 07-01-55                                                                | CUSIP: 31427P4K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    132443 | PA      | $137670.02    | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  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      | $246745.36    | 0.01%             | 2039-05-10      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2024-NQM1                                                          | HOMES 2024-NQM1 A1 144A 5.915% 07-25-69                                                      | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |    669490 | PA      | $676572.76    | 0.04%             | 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      | $561362.70    | 0.03%             | 2040-01-13      | Variable      | 5.47%                 | 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      | $341496.74    | 0.02%             | 2045-02-05      | Variable      | 5.46%                 | 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        |     53896 | PA      | $53955.11     | 0.00%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| IBERDROLA SA                                                             | IBERDROLA SA                                                                                 | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    368808 | NS      | $7982894.71   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                    | INTACT FINANCIAL CORP                                                                        | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     16137 | NS      | $3359312.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                                             | 3I GROUP PLC                                                                                 | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     50253 | NS      | $2186375.06   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                      | IMPERIAL BRANDS PLC                                                                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    193418 | NS      | $8131633.46   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                             | ING GROEP NV                                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    336786 | NS      | $9467455.73   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| NYC 2025-28L                                                             | NYC 2025-28L A 144A FRN 11-05-38                                                             | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    312000 | PA      | $312895.13    | 0.02%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  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        |    138408 | PA      | $138132.44    | 0.01%             | 2053-03-25      | Variable      | 3.64%                 | 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        |    141199 | PA      | $142897.23    | 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        |    317395 | PA      | $321371.50    | 0.02%             | 2064-05-25      | Variable      | 6.23%                 | 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        |    814235 | PA      | $822636.52    | 0.05%             | 2064-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                           | PROG 2022-SFR3 A 144A 3.2% 04-17-39                                                          | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95164 | PA      | $93885.83     | 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      | $526805.80    | 0.03%             | 2029-08-09      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                  | SCRT 2017-1 HA 3.0% 01-25-56                                                                 | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     84704 | PA      | $80953.59     | 0.00%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 3.0 UMBS TBA 01-01-56                                                                   | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    260686 | PA      | $230615.35    | 0.01%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 7.0 UMBS TBA 01-01-56                                                                   | CUSIP: 01F070617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1166272 | PA      | $1227449.96   | 0.07%             | 2056-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 3.5 UMBS TBA 01-01-56                                                                   | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1168 | PA      | $1079.99      | 0.00%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NITTO DENKO CORP                                                         | NITTO DENKO CORP                                                                             | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |    245538 | NS      | $5834219.47   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST BANK CO LTD                                                   | JAPAN POST BANK CO LTD                                                                       | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |     98700 | NS      | $1388116.76   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                 | WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    374000 | PA      | $264137.50    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                         | WULF COMPUTE LLC 144A LIFE SR SEC 1ST LIEN 7.75% 10-15-30                                    | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77325.60     | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  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      | $25508.93     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC                                            | REXFORD INDUSTRIAL REALTY INC (REIT)                                                         | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     98470 | NS      | $3812758.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                     | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                           | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9595.22      | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ROBERT HALF INC                                                          | ROBERT HALF INC                                                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     16144 | NS      | $438471.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                            | RIO TINTO PLC                                                                                | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     66849 | NS      | $5333539.36   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                                         | ROCHE HOLDING AG                                                                             | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      2615 | NS      | $1080695.99   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP                                                     | SOUTHSTATE BANK CORP                                                                         | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     10883 | NS      | $1024199.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                  | SSE PLC                                                                                      | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |    303935 | NS      | $8912085.10   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC                                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     56936 | NS      | $1390434.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                   | SINGAPORE TECHNOLOGIES ENGINEERING LTD                                                       | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    657600 | NS      | $4290427.89   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                         | SINGAPORE TELECOM LTD                                                                        | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |   3937700 | NS      | $13951452.76  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                        | STATE STREET CORP                                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     12200 | NS      | $1573922.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                                          | SEAGATE TECHNOLOGY HOLDINGS PLC                                                              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |     21770 | NS      | $5995240.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                     | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.62% 01-15-34                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41831.44     | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                 | COTY INC 144A LIFE SR UNSEC 5.6% 01-15-31                                                    | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120194.88    | 0.01%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | CONSTELLATION BRANDS INC CL A                                                                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      4173 | NS      | $575707.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                                                      | SUN COMMUNITIES INC (REIT)                                                                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      5902 | NS      | $731316.82    | 0.04%             |  |  |  | No            |                  1 | 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      | $40260.44     | 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      | $44589.65     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SULZER AG                                                                | SULZER AG                                                                                    | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |      3498 | NS      | $648617.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                     | SMURFIT WESTROCK PLC                                                                         | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |    158869 | NS      | $6143464.23   | 0.37%             |  |  |  | No            |                  1 | 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      | $370565.18    | 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      | $514441.32    | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                   | SKYWORKS SOLUTIONS INC                                                                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     17043 | NS      | $1080696.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                               | SYSCO CORP                                                                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     57332 | NS      | $4224795.08   | 0.25%             |  |  |  | No            |                  1 | 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      | $34434.16     | 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      | $557551.72    | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T INC                                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    248999 | NS      | $6185135.16   | 0.37%             |  |  |  | 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      | $705614.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSURBAN GROUP                                                         | TRANSURBAN GROUP UNIT                                                                        | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |    121112 | OU      | $1145387.57   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                | TORONTO-DOMINION BANK/THE                                                                    | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     39762 | NS      | $3747486.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                                      | TE CONNECTIVITY PLC                                                                          | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |     11194 | NS      | $2546746.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | TRUIST FINANCIAL CORP                                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    133958 | NS      | $6592073.18   | 0.40%             |  |  |  | No            |                  1 | 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      | $488437.50    | 0.03%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  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      | $18753.08     | 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      | $53134.40     | 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      | $22867.05     | 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      | $32070.96     | 0.00%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                 | CELANESE US HOLDINGS LLC SR UNSEC 7.379% 07-15-32                                            | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10414.19     | 0.00%             | 2032-07-15      | Variable      | 6.88%                 | 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      | $29726.59     | 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      | $54879.17     | 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      | $51383.50     | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | 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      | $23687.38     | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | 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      | $177174.54    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                                          | NINTENDO CO LTD                                                                              | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     23700 | NS      | $1600919.54   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                                              | ITOCHU CORP                                                                                  | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |    307500 | NS      | $3881461.20   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    238000 | PA      | $212889.57    | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  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      | $5793.86      | 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      | $1723.08      | 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      | $151230.30    | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-2            | GMCAR 2023-2 A4 4.43% 10-16-28                                                               | CUSIP: 362583AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48000 | PA      | $48282.00     | 0.00%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-1                      | GMREV 2023-1 A 144A 5.12% 04-11-35                                                           | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $292951.79    | 0.02%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                             | GSAR 2024-4A A2 144A 4.43% 12-17-29                                                          | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65092 | PA      | $65345.22     | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  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      | $40737.28     | 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      | $46343.16     | 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      | $97757.85     | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | 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      | $96949.28     | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    970000 | PA      | $916383.25    | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                   | DBS GROUP HOLDINGS LTD                                                                       | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    201816 | NS      | $8832349.83   | 0.53%             |  |  |  | No            |                  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      | $303107.99    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                     | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                                          | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    440000 | PA      | $434282.20    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                      | DOLLAR GENERAL CORP                                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      8654 | NS      | $1148991.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE POST AG                                                         | DEUTSCHE POST AG                                                                             | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    105963 | NS      | $5803829.26   | 0.35%             |  |  |  | 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      | $505602.51    | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                               | INTEL CORP SR UNSEC 3.05% 08-12-51                                                           | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6153.96      | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                   | DARDEN RESTAURANTS INC                                                                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      3355 | NS      | $617387.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                            | DTE ENERGY CO                                                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     38794 | NS      | $5003650.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                      | DEUTSCHE TELEKOM AG                                                                          | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     44105 | NS      | $1430649.19   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                         | DT MIDSTREAM INC                                                                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10692 | NS      | $1279618.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                         | DUKE ENERGY CORP                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     33977 | NS      | $3982444.17   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EBOS GROUP LTD                                                           | EBOS GROUP LTD (AU)                                                                          | CUSIP: N/A<br>LEI: 254900KJ40C7HBYTWC21       | Long             | EC               | CORP              | AU        |     82604 | NS      | $1302073.55   | 0.08%             |  |  |  | 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      | $970233.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                  | EXTRA SPACE STORAGE INC (REIT)                                                               | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |     19058 | NS      | $2481732.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                | AESOP 2023-6A A 144A 5.81% 12-20-29                                                          | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339000 | PA      | $352948.83    | 0.02%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                             | AFFRM 2024-A A 144A 5.61% 02-15-29                                                           | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $215341.85    | 0.01%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  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      | $377360.14    | 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      | $40905.68     | 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      | $40865.96     | 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      | $148979.82    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                | SUNOCO LP 144A LIFE SR UNSEC 5.875% 03-15-34                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20007.64     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                | SUNOCO LP 144A LIFE SR UNSEC 5.625% 03-15-31                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20156.94     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                              | ORACLE CORP SR UNSEC 5.875% 09-26-45                                                         | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36145.08     | 0.00%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | ORACLE CORP SR UNSEC 5.2% 09-26-35                                                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    405000 | PA      | $388168.20    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | ORACLE CORP SR UNSEC 5.95% 09-26-55                                                          | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84232.42     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | 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      | $84971.90     | 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      | $54016.90     | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                 | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 0.0% 09-30-27                             | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40720.77     | 0.00%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  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      | $763484.28    | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  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      | $51869.75     | 0.00%             | 2029-06-12      | Variable      | 5.58%                 | 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        |    893771 | PA      | $890478.12    | 0.05%             | 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        |    212983 | PA      | $218449.98    | 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        |    311394 | PA      | $322463.40    | 0.02%             | 2056-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.5 SD8214 05-01-52                                                                | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    216749 | PA      | $200994.79    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | 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        |     13782 | PA      | $12307.26     | 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        |     78348 | PA      | $69596.17     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | 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        |    767790 | PA      | $695070.68    | 0.04%             | 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        |     28001 | PA      | $26606.06     | 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        |    281135 | PA      | $255537.97    | 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        |    733269 | PA      | $651300.85    | 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        |    100477 | PA      | $95945.30     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                             | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                        | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114395.63    | 0.01%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  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      | $40235.04     | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | 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      | $51683.55     | 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      | $17156.13     | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | TRUIST FINANCIAL CORP SR UNSEC 4.964% 10-23-36/35                                            | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96003.52     | 0.01%             | 2036-10-23      | Variable      | 4.96%                 | 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      | $67421.51     | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | 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      | $357112.44    | 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      | $185515.20    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    625000 | PA      | $614729.38    | 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      | $366384.18    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | 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      | $70505.24     | 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      | $11390.25     | 0.00%             | 2030-01-24      | Variable      | 5.43%                 | 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      | $42097.04     | 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      | $208986.60    | 0.01%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.7% 04-01-32                                          | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23807.15     | 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      | $2988.20      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 4.5 RA7556 06-01-52                                                                | CUSIP: 3133KPMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    710155 | PA      | $696418.94    | 0.04%             | 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        |    159092 | PA      | $157258.68    | 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        |    505113 | PA      | $495715.47    | 0.03%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.5 FS1885 02-01-52                                                                | CUSIP: 3140XHCX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    148466 | PA      | $125975.27    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 2.5 QE2352 05-01-52                                                                | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    439576 | PA      | $373589.81    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 2.5 SD0854 01-01-52                                                                | CUSIP: 3132DM5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11483 | PA      | $9720.41      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX 2024-AIRC                                                             | BX 2024-AIRC A 144A FRN 08-15-41                                                             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169451 | PA      | $169995.61    | 0.01%             | 2041-08-15      | Variable      | 5.44%                 | Yes           |                  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        |     15805 | PA      | $16529.35     | 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        |      6421 | PA      | $6698.55      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | 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        |     98726 | PA      | $101425.64    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 2.5 SD5368 07-01-52                                                                | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    353817 | PA      | $300037.41    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.5 CB3353 04-01-52                                                                | CUSIP: 3140QNWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    214033 | PA      | $181504.94    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | 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        |     78315 | PA      | $71653.19     | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                             | SLST 2018-2 A1 3.5% 11-25-28                                                                 | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    643642 | PA      | $634046.78    | 0.04%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                  | SCRT 2019-2 MA 3.5% 08-26-58                                                                 | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    425913 | PA      | $415222.79    | 0.02%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                  | SCRT 2019-1 MA 3.5% 07-25-58                                                                 | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    267641 | PA      | $262014.16    | 0.02%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-2                                             | SLST 2019-2 A1C 2.75% 09-25-29                                                               | CUSIP: 35564CCZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    926585 | PA      | $892903.94    | 0.05%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                                  | SCRT 2019-3 MT 3.5% 10-25-58                                                                 | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7987 | PA      | $7187.56      | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-3SC                               | SCRT 2019-3 MA 3.5% 10-25-58                                                                 | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     11470 | PA      | $11244.95     | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                  | SCRT 2019-1 MT 3.5% 07-25-58                                                                 | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    808389 | PA      | $725802.12    | 0.04%             | 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      | $66797.50     | 0.00%             | 2042-09-25      | Variable      | 7.57%                 | 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        |      6771 | PA      | $6806.72      | 0.00%             | 2042-09-25      | Variable      | 6.02%                 | 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        |    159982 | PA      | $160257.84    | 0.01%             | 2044-05-25      | Variable      | 5.07%                 | 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        |    139691 | PA      | $140247.67    | 0.01%             | 2041-10-17      | Variable      | 5.50%                 | Yes           |                  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      | $89990.73     | 0.01%             | 2044-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                           | SWCH 2025-DATA D 144A FRN 02-15-42                                                           | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    597000 | PA      | $592552.35    | 0.04%             | 2042-02-15      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                      | TPMT 2017-6 A1 144A FRN 10-25-57                                                             | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12931 | PA      | $12773.32     | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                      | TPMT 2020-4 A1 144A 1.75% 10-25-60                                                           | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    304022 | PA      | $279139.94    | 0.02%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                           | TCN 2021-SFR1 A 144A 1.943% 07-17-38                                                         | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195005 | PA      | $192586.53    | 0.01%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR2                                                            | TCN 2024-SFR2 A 144A 4.75% 06-17-40                                                          | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166473 | PA      | $167112.29    | 0.01%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 4.5 UMBS TBA 01-01-56                                                                   | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    247660 | PA      | $241809.53    | 0.01%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 6.5 UMBS TBA 01-01-56                                                                   | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    402684 | PA      | $418548.54    | 0.03%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 5.0 UMBS TBA 01-01-56                                                                   | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78000 | PA      | $77798.92     | 0.00%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 2.0 UMBS TBA 01-01-56                                                                   | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    212000 | PA      | $171421.08    | 0.01%             | 2056-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                              | FNCL 3.5 UMBS TBA 02-01-56                                                                   | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    173363 | PA      | $159744.47    | 0.01%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                             | VERUS 2024-4 A1 144A 6.218% 06-25-69                                                         | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     64227 | PA      | $65101.95     | 0.00%             | 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        |     87144 | PA      | $87665.82     | 0.01%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  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      | $201293.07    | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  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      | $139734.59    | 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        |    110674 | NS      | $13584126.76  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                        | GENERAL MILLS INC                                                                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     42990 | NS      | $1999035.00   | 0.12%             |  |  |  | No            |                  1 | 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        |    284058 | PA      | $271122.51    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | 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        |     18138 | PA      | $16895.30     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN SA                                                              | GIVAUDAN SA                                                                                  | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |       110 | NS      | $437316.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                  | GSK PLC                                                                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     43796 | NS      | $1076310.44   | 0.06%             |  |  |  | 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        |    727187 | PA      | $694165.48    | 0.04%             | 2053-01-01      | Fixed         | 4.00%                 | 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        |    140553 | PA      | $124635.09    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | HOME DEPOT INC                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     19641 | NS      | $6758468.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                                                       | HOULIHAN LOKEY INC CL A                                                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2796 | NS      | $487035.24    | 0.03%             |  |  |  | No            |                  1 | 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        |    138332 | PA      | $141060.92    | 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        |    107250 | PA      | $95076.03     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 3.0 BU8803 02-01-52                                                                | CUSIP: 3140MAX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     99226 | PA      | $87953.32     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | 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        |    235193 | PA      | $190593.21    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                              | F1VE 2023-V1 A3 FRN 02-10-56                                                                 | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73000 | PA      | $74863.98     | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | 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        |     85913 | PA      | $87235.55     | 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        |     25647 | PA      | $24453.53     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | 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        |    362483 | PA      | $368984.59    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                              | HONEYWELL INTERNATIONAL INC                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     17528 | NS      | $3419537.52   | 0.21%             |  |  |  | No            |                  1 | 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        |    233032 | PA      | $237265.07    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | 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      | $161040.96    | 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        |    102465 | PA      | $89401.97     | 0.01%             | 2041-06-01      | 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        |     59183 | PA      | $51259.59     | 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        |   1221727 | PA      | $1261262.26   | 0.08%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  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        |    287411 | PA      | $292566.32    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | 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        |    211412 | PA      | $217922.15    | 0.01%             | 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        |    154795 | PA      | $160448.08    | 0.01%             | 2053-06-01      | 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        |     42018 | PA      | $42639.03     | 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        |     15944 | PA      | $16218.99     | 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        |    355311 | PA      | $365735.16    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | 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        |   1009005 | PA      | $1037495.78   | 0.06%             | 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        |    586798 | PA      | $587538.36    | 0.04%             | 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        |    801846 | PA      | $814166.43    | 0.05%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 FS8318 07-01-54                                                                | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89070 | PA      | $92721.30     | 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        |    235399 | PA      | $243437.58    | 0.01%             | 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        |    152930 | PA      | $158064.16    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  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      | $10773.84     | 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      | $15748.90     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | 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      | $15637.55     | 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      | $14218.02     | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | 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      | $35564.31     | 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      | $16335.04     | 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      | $35041.23     | 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      | $121523.13    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | 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        |      1414 | PA      | $1352.28      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | 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        |    334907 | PA      | $344733.37    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | 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      | $40941.58     | 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      | $34962.39     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | 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        |      7552 | PA      | $7978.90      | 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        |     10963 | PA      | $11575.18     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | 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      | $78308.72     | 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      | $41975.10     | 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      | $9737.32      | 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      | $7281.31      | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                            | B&G FOODS INC 144A LIFE SR SEC 1ST LIEN 8.0% 09-15-28                                        | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256131.20    | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  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      | $101174.43    | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19682.54     | 0.00%             | 2031-10-24      | Variable      | 1.92%                 | 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      | $90896.53     | 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      | $171074.55    | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | 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        |     86000 | PA      | $88270.23     | 0.01%             | 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      | $10399.44     | 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      | $11412.56     | 0.00%             | 2031-02-26      | Fixed         | 4.95%                 | 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        |     10987 | PA      | $11587.24     | 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        |      5661 | PA      | $5962.15      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | 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      | $2283790.50   | 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      | $975177.71    | 0.06%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | 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      | $209775.45    | 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      | $79042.43     | 0.00%             | 2027-05-31      | Fixed         | 2.62%                 | 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        |      3713 | PA      | $3868.32      | 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        |     11437 | PA      | $11982.04     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                        | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.5% 03-01-34                                     | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4945.40      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | 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      | $21219.46     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                 | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 7.0% 09-15-30                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203512.73    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                        | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.875% 01-15-36                                   | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31862.43     | 0.00%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                        | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.125% 01-15-31                                   | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2008.54      | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | 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      | $65836.21     | 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      | $15628.41     | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | 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      | $12908.82     | 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      | $393304.18    | 0.02%             | 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      | $25498.83     | 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      | $145899.74    | 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      | $58695.98     | 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      | $40494.08     | 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      | $53459.88     | 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      | $37134.08     | 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      | $27003.29     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | 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      | $126758.19    | 0.01%             | 2034-08-28      | Fixed         | 4.75%                 | 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      | $494011.67    | 0.03%             | 2030-10-18      | Variable      | 4.65%                 | 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      | $132086.77    | 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      | $9107.58      | 0.00%             | 2032-11-15      | Fixed         | 4.12%                 | 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      | $24087.30     | 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      | $25334.65     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | 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      | $2369555.29   | 0.14%             | 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      | $3509.98      | 0.00%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | 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      | $1210781.28   | 0.07%             | 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      | $18410.66     | 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      | $25328.16     | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.75% 08-31-31                                                   | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    297000 | PA      | $296121.06    | 0.02%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.75% 08-15-55                                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8883800 | PA      | $8753268.55   | 0.53%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.5% 09-30-27                                                    | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1811000 | PA      | $1811535.51   | 0.11%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    809000 | PA      | $806061.06    | 0.05%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.0% 11-15-35                                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6687000 | PA      | $6596098.26   | 0.40%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.625% 11-15-55                                                  | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2038000 | PA      | $1967625.41   | 0.12%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 4.625% 11-15-45                                                  | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    679000 | PA      | $664359.13    | 0.04%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.375% 11-30-27                                                  | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8900 | PA      | $8883.00      | 0.00%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.5% 12-15-28                                                    | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10890600 | PA      | $10878263.13  | 0.65%             | 2028-12-15      | Fixed         | 3.50%                 | 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        |     13690 | PA      | $14330.76     | 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        |      3137 | PA      | $3348.60      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | 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      | $1763628.26   | 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      | $3824656.91   | 0.23%             | 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      | $1285136.69   | 0.08%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  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      | $794.69       | 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      | $124144.63    | 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      | $3806311.74   | 0.23%             | 2026-05-31      | Fixed         | 0.75%                 | 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        |    119356 | PA      | $107434.09    | 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        |     40338 | PA      | $36312.20     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | 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      | $752857.44    | 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      | $6573194.15   | 0.40%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.625% 12-31-30                                                  | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12351600 | PA      | $12295149.48  | 0.74%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.875% 12-31-32                                                  | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6955000 | PA      | $6927288.50   | 0.42%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                   | UNITED STATES TREASURY NOTE 3.375% 12-31-27                                                  | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17720800 | PA      | $17686880.62  | 1.06%             | 2027-12-31      | Fixed         | 3.38%                 | 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        |     72305 | PA      | $65579.24     | 0.00%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| ATLX 2024-RPL1                                                           | ATLX 2024-RPL1 A1 144A 3.85% 04-25-64                                                        | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    489340 | PA      | $478951.24    | 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      | $302266.62    | 0.02%             | 2029-11-10      | Variable      | 5.59%                 | 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        |     78016 | PA      | $77951.06     | 0.00%             | 2038-11-15      | Variable      | 5.37%                 | 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        |     56370 | PA      | $53056.05     | 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        |     79134 | PA      | $79268.51     | 0.00%             | 2037-04-15      | Variable      | 5.24%                 | 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      | $332952.18    | 0.02%             | 2027-06-15      | Variable      | 5.86%                 | Yes           |                  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        |    104108 | PA      | $93693.01     | 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        |     29571 | PA      | $30087.64     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                            | BMARK 2024-V5 AM FRN 01-10-57                                                                | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41000 | PA      | $42777.51     | 0.00%             | 2057-01-10      | Variable      | 6.42%                 | 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      | $105735.24    | 0.01%             | 2034-05-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| SOUTH BOW CORP                                                           | SOUTH BOW CORP                                                                               | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |    155157 | NS      | $4267368.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| SPIE SA                                                                  | SPIE SA                                                                                      | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |     24869 | NS      | $1431523.72   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                   | SEMPRA                                                                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     49773 | NS      | $4394458.17   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE AG                                                              | SWISS RE AG                                                                                  | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |     10507 | NS      | $1752084.32   | 0.11%             |  |  |  | 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        |    905552 | PA      | $921170.25    | 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        |    754711 | PA      | $768074.22    | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                       | ANALOG DEVICES INC                                                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      5814 | NS      | $1576756.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADNOC GAS PLC                                                            | ADNOC GAS PLC                                                                                | CUSIP: N/A<br>LEI: 254900O5NS03BDOOM362       | Long             | EC               | CORP              | AE        |    656312 | NS      | $634378.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                            | AUTOMATIC DATA PROCESSING INC                                                                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     12517 | NS      | $3219747.91   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP (THE)                                                           | AES CORP (THE)                                                                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    138163 | NS      | $1981257.42   | 0.12%             |  |  |  | No            |                  1 | 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        |    479649 | PA      | $487624.66    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                         | AMERICAN INTERNATIONAL GROUP INC                                                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     61289 | NS      | $5243273.95   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                                | AIRBUS SE                                                                                    | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | FR        |     12478 | NS      | $2894313.43   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                                           | AIR LIQUIDE SA                                                                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      2512 | NS      | $472720.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                                   | ARISTOCRAT LEISURE LTD                                                                       | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     11598 | NS      | $449771.64    | 0.03%             |  |  |  | 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        |    154000 | PA      | $145291.58    | 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        |    535919 | PA      | $537124.58    | 0.03%             | 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        |     38901 | PA      | $40050.09     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 MA5472 09-01-54                                                                | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     93649 | PA      | $97346.46     | 0.01%             | 2054-09-01      | 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        |    553353 | PA      | $542646.28    | 0.03%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 QX1414 12-01-54                                                                | CUSIP: 31425VSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    319983 | PA      | $324703.40    | 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        |     20944 | PA      | $16953.31     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | 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        |    178855 | PA      | $144775.36    | 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        |     42169 | PA      | $34142.62     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | 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        |     37805 | PA      | $38838.44     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.5 MA5612 02-01-55                                                                | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    421870 | PA      | $412180.77    | 0.02%             | 2055-02-01      | Fixed         | 4.50%                 | 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        |     36278 | PA      | $35444.42     | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8507 02-01-55                                                                | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     85009 | PA      | $87336.72     | 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        |     96942 | PA      | $99601.64     | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 MB0294 01-01-55                                                                | CUSIP: 3138MTKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    301607 | PA      | $286343.58    | 0.02%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8496 01-01-55                                                                | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21056 | PA      | $21631.33     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5615 02-01-55                                                                | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    523740 | PA      | $538055.78    | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | 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        |    253963 | PA      | $240372.77    | 0.01%             | 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        |    105210 | PA      | $99599.05     | 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        |    378886 | PA      | $358609.85    | 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        |      8012 | PA      | $7651.39      | 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        |      3937 | PA      | $3760.61      | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | 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        |     19170 | PA      | $19133.05     | 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        |     19220 | PA      | $19183.27     | 0.00%             | 2055-05-01      | Fixed         | 5.00%                 | 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        |    177777 | PA      | $182672.67    | 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        |     13429 | PA      | $13400.25     | 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        |     14584 | PA      | $14555.83     | 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        |     11747 | PA      | $11740.48     | 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        |    159622 | PA      | $165070.06    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 MA5670 04-01-55                                                                | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    246652 | PA      | $234169.45    | 0.01%             | 2055-04-01      | Fixed         | 4.00%                 | 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        |      7291 | PA      | $7398.44      | 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        |    326994 | PA      | $319484.17    | 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        |    308813 | PA      | $301720.59    | 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        |     36308 | PA      | $37310.03     | 0.00%             | 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        |      3673 | PA      | $2981.51      | 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        |    854603 | PA      | $888200.44    | 0.05%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 RQ0015 06-01-55                                                                | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    551762 | PA      | $573538.86    | 0.03%             | 2055-06-01      | Fixed         | 6.50%                 | 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        |    324468 | PA      | $333261.06    | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 MA5761 07-01-55                                                                | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1835 | PA      | $1885.79      | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 DD9889 07-01-55                                                                | CUSIP: 3140BA7B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    911328 | PA      | $936467.22    | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 3.5 QE1079 04-01-52                                                                | CUSIP: 3133BAFU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6745 | PA      | $6254.82      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 FA1162 04-01-55                                                                | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1753 | PA      | $1800.95      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.0 DD4459 04-01-55                                                                | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1665 | PA      | $1710.99      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SL1416 04-01-55                                                                | CUSIP: 31427NSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    386950 | PA      | $397546.47    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 QJ3725 09-01-54                                                                | CUSIP: 3133CUD60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22911 | PA      | $23555.15     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                  | LMAT 2021-GS5 A1 144A 6.25% 07-25-67                                                         | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90093 | PA      | $90232.42     | 0.01%             | 2067-07-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2024-NQM2                                                           | MSRM 2024-NQM2 A1 144A 6.386% 05-25-69                                                       | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100483 | PA      | $101827.19    | 0.01%             | 2069-05-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                          | YUM! BRANDS INC                                                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     38261 | NS      | $5788124.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                               | ALLIANZ SE                                                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      2883 | NS      | $1322340.56   | 0.08%             |  |  |  | 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        |     44461 | NS      | $3261157.46   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                               | MONDELEZ INTERNATIONAL INC CL A                                                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    243535 | NS      | $13109489.05  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                | ZURICH INSURANCE GROUP AG                                                                    | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     15915 | NS      | $12079757.40  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                                                            | MEDTRONIC PLC                                                                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     77419 | NS      | $7436869.14   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                          | CAPITAL GROUP CENTRAL CASH FUND                                                              | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |   1070776 | NS      | $107088322.76 | 6.45%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                           | COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |    154474 | NS      | $5122957.33   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| MINDSPACE BUSINESS PARKS REIT                                            | MINDSPACE BUSINESS PARKS REIT (REIT)                                                         | CUSIP: N/A<br>LEI: 335800KNDFQZVN5X6W64       | Long             | EC               | CORP              | IN        |    413863 | NS      | $2187378.29   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                    | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1391.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKS AND SPENCER GROUP PLC                                              | MARKS & SPENCER GROUP PLC                                                                    | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |    341848 | NS      | $1520656.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                           | MARSH & MCLENNAN COMPANIES INC                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     10553 | NS      | $1957792.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                         | ALTRIA GROUP INC                                                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     60789 | NS      | $3505093.74   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LTD                                                     | MEDIBANK PRIVATE LTD                                                                         | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |    134820 | NS      | $430121.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                           | MERCK & CO INC                                                                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     20750 | NS      | $2184145.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     88527 | NS      | $15716198.31  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                           | MICROSOFT CORP                                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     48647 | NS      | $23526662.14  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                         | VAIL RESORTS INC                                                                             | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      8836 | NS      | $1173420.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                            | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                                | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |     15382 | NS      | $10157939.39  | 0.61%             |  |  |  | No            |                  2 | 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      | $1251.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR PLC                                                                | AMCOR PLC (USD)                                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | CH        |    301316 | NS      | $2512975.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC                                                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     48793 | NS      | $15970436.83  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | AMERICAN TOWER CORP (REIT)                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     27853 | NS      | $4890151.21   | 0.29%             |  |  |  | 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        |     38200 | NS      | $789594.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                                          | ANTOFAGASTA PLC                                                                              | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | CL        |     51846 | NS      | $2275528.76   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                             | AIR PRODUCTS & CHEMICALS INC                                                                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     30617 | NS      | $7563011.34   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                             | APOLLO GLOBAL MANAGEMENT INC                                                                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     13850 | NS      | $2004926.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                                        | ATMOS ENERGY CORP                                                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     16350 | NS      | $2740750.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                             | BROADCOM INC                                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    198986 | NS      | $68869054.60  | 4.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                          | ASTRAZENECA PLC (GBP)                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     95762 | NS      | $17638583.90  | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                             | CITIZENS FINANCIAL GROUP INC                                                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     18221 | NS      | $1064288.61   | 0.06%             |  |  |  | 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        |     11721 | NS      | $2529581.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | COMCAST CORP CL A                                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    134482 | NS      | $4019666.98   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                            | CME GROUP INC CL A                                                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      5612 | NS      | $1532524.96   | 0.09%             |  |  |  | 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        |    108196 | NS      | $2586780.34   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBASSY OFFICE PARKS REIT                                                | EMBASSY OFFICE PARKS REIT (REIT)                                                             | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |    140661 | NS      | $681636.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER BANCA SPA                                                           | BPER BANCA SPA                                                                               | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |    141331 | NS      | $1911148.17   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                      | EASTMAN CHEMICAL CO                                                                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      8693 | NS      | $554874.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                 | ENGIE SA                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    298041 | NS      | $7836568.97   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT NV                                                              | EURONEXT NV                                                                                  | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |     21230 | NS      | $3186477.79   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                        | EOG RESOURCES INC                                                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     28657 | NS      | $3009271.57   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                  | E.ON SE                                                                                      | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    279307 | NS      | $5294795.75   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AB                                                                | EPIROC AB CL A                                                                               | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |     60943 | NS      | $1378951.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AB                                                                | EPIROC AB B                                                                                  | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |      4933 | NS      | $99543.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                   | EQUITABLE HOLDINGS INC                                                                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     16750 | NS      | $798137.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                              | EQUINIX INC (REIT)                                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1780 | NS      | $1363764.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                 | EQT CORP                                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     64885 | NS      | $3477836.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA SA                                                      | ESSILORLUXOTTICA SA                                                                          | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      2582 | NS      | $816361.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                             | ENTERGY CORP                                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     17392 | NS      | $1607542.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION AB                                                             | EVOLUTION AB                                                                                 | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     62107 | NS      | $4226751.26   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC                                                    | EAST WEST BANCORP INC                                                                        | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     32600 | NS      | $3663914.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                              | EXELON CORP                                                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     62697 | NS      | $2732962.23   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS 2024-2A                                                             | AXIS 2024-2A A2 144A 5.19% 07-21-31                                                          | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    277567 | PA      | $281309.75    | 0.02%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                            | AVCCT 2024-2A A 144A 5.38% 05-15-29                                                          | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400984.80    | 0.02%             | 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        |    220945 | PA      | $219288.15    | 0.01%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| ACHD 2025-DS1                                                            | ACHD 2025-DS1 A 144A 5.978% 01-09-34                                                         | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100283.00    | 0.01%             | 2034-01-09      | Fixed         | 5.98%                 | Yes           |                  2 | 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        |     33333 | PA      | $33290.33     | 0.00%             | 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        |     65667 | PA      | $65536.39     | 0.00%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                               | CPS 2024-C B 144A 5.68% 12-15-28                                                             | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497000 | PA      | $499349.82    | 0.03%             | 2028-12-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CPTRS 2024-1A                                                            | CPTRS 2024-1A A2 144A 5.58% 07-20-32                                                         | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    554128 | PA      | $564659.14    | 0.03%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                           | CLARUS 2024-1A A2 144A 4.71% 08-20-32                                                        | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180976 | PA      | $181687.39    | 0.01%             | 2032-08-20      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-2                                                             | DRIVE 2024-2 A2 4.94% 12-15-27                                                               | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10879 | PA      | $10882.97     | 0.00%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                  | EFF 2024-1 A2 144A 5.23% 03-20-30                                                            | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273347 | PA      | $275449.00    | 0.02%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-3                                                               | EFF 2024-3 A2 144A 5.31% 04-20-27                                                            | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184708 | PA      | $185387.54    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-4                                                               | EFF 2024-4 A2 144A 4.69% 07-20-27                                                            | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150586 | PA      | $151135.09    | 0.01%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                 | EQS 2024-2M B 144A 6.43% 12-20-32                                                            | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134313 | PA      | $135066.06    | 0.01%             | 2032-12-20      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-1                                  | FORDR 2023-1 A 144A 4.85% 08-15-35                                                           | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176000 | PA      | $179630.70    | 0.01%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_23-1                      | FORDF 2023-1 A1 144A 4.92% 05-15-28                                                          | CUSIP: 34528QHV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188000 | PA      | $188632.43    | 0.01%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                                  | FORDR 2023-2 A 144A 5.28% 02-15-36                                                           | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181000 | PA      | $187231.11    | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                               | GCI 2021-1 A 144A 2.38% 06-18-46                                                             | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59594 | PA      | $56025.42     | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                      | GMREV 2022-1 A 144A 5.91% 10-11-35                                                           | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184000 | PA      | $190767.15    | 0.01%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-2            | GMCAR 2023-2 A3 4.47% 02-16-28                                                               | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9927 | PA      | $9945.39      | 0.00%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  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        |    108183 | PA      | $109704.20    | 0.01%             | 2054-07-25      | Variable      | 6.62%                 | 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        |    392357 | PA      | $393245.00    | 0.02%             | 2069-08-25      | Variable      | 5.27%                 | Yes           |                  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      | $19246.00     | 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      | $346798.64    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  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      | $72786.07     | 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      | $88051.50     | 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      | $82161.60     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                       | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 01-15-34                   | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199826.25    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                       | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 06-15-34                   | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102227.80    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | 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      | $125056.28    | 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      | $541847.46    | 0.03%             | 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      | $100047.02    | 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      | $24372.50     | 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      | $16258.37     | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | 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      | $56784.81     | 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        |     80000 | PA      | $83882.40     | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| MIDEA GROUP CO LTD                                                       | MIDEA GROUP CO LTD A (SZSE NORTH)                                                            | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |    497866 | NS      | $5565961.99   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER ASSETS HOLDINGS LTD                                                | POWER ASSETS HOLDINGS LTD                                                                    | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    127000 | NS      | $899520.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                                           | GALAXY ENTERTAINMENT GROUP LTD                                                               | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |    288000 | NS      | $1412562.40   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                               | SAMSUNG ELECTRONICS CO LTD                                                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      7752 | NS      | $646084.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                             | WH GROUP LTD                                                                                 | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | HK        |   1742500 | NS      | $1939971.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG EXCHANGES AND CLEARING LTD                                     | HONG KONG EXCHANGES AND CLEARING LTD                                                         | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     22700 | NS      | $1186074.22   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LINK REIT                                                                | LINK REIT (REIT)                                                                             | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |    302148 | NS      | $1345778.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HANA FINANCIAL GROUP INC                                                 | HANA FINANCIAL GROUP INC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     48224 | NS      | $3145584.04   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGFOR GROUP HOLDINGS LTD                                               | LONGFOR GROUP HOLDINGS LTD                                                                   | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | CN        |    357634 | NS      | $392166.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KB FINANCIAL GROUP INC                                                   | KB FINANCIAL GROUP INC                                                                       | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     67948 | NS      | $5873973.93   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                                    | CK ASSET HOLDINGS LTD                                                                        | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | HK        |    328500 | NS      | $1654683.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                            | BANCO BPM SPA                                                                                | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    128347 | NS      | $1949553.96   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                  | BASF SE                                                                                      | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     44227 | NS      | $2310535.46   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                             | BRITISH AMERICAN TOBACCO PLC                                                                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    522457 | NS      | $29611633.55  | 1.78%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                                                 | BANK CENTRAL ASIA TBK PT                                                                     | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |   2982500 | NS      | $1439642.68   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                       | BANCO BILBAO VIZCAYA ARGENTARIA SA                                                           | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |    255877 | NS      | $5984998.67   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                            | BLACKROCK INC                                                                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      9038 | NS      | $9673732.92   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | BRISTOL-MYERS SQUIBB CO                                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     51448 | NS      | $2775105.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                           | BNP PARIBAS SA                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     25427 | NS      | $2406044.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                              | BOUYGUES SA                                                                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |     71499 | NS      | $3706469.07   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC                                       | BROADRIDGE FINANCIAL SOLUTIONS INC                                                           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     11281 | NS      | $2517580.77   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA GROUP LTD                                                            | AIA GROUP LTD                                                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    475600 | NS      | $4885122.16   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC PROPERTY & CASUALTY CO LTD                                          | PICC PROPERTY & CASUALTY CO LTD H                                                            | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |   1138000 | NS      | $2385939.41   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                             | BRITISH AMERICAN TOBACCO PLC ADR                                                             | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     42214 | NS      | $2390156.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BUREAU VERITAS SA                                                        | BUREAU VERITAS SA                                                                            | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |     60554 | NS      | $1928372.62   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE INC                                                           | BLACKSTONE INC                                                                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      7179 | NS      | $1106571.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LTD                                                             | BRAMBLES LIMITED                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     40982 | NS      | $628183.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                                             | CAPGEMINI SE                                                                                 | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      2465 | NS      | $408235.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG A/S                                                            | CARLSBERG A/S CL B                                                                           | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     18209 | NS      | $2387044.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                      | CARRIER GLOBAL CORP                                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     23347 | NS      | $1233655.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                          | CATERPILLAR INC                                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1059 | NS      | $606669.33    | 0.04%             |  |  |  | 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        |   4464536 | NS      | $37948555.20  | 2.28%             |  |  |  | No            |                  1 | 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        |     10976 | PA      | $9805.58      | 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        |     11200 | PA      | $10009.92     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | 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        |     94081 | PA      | $95859.75     | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | 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        |     57046 | PA      | $57314.37     | 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        |     87756 | PA      | $88187.34     | 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        |     29775 | PA      | $29820.14     | 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        |    102927 | PA      | $104841.02    | 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        |    116907 | PA      | $117084.37    | 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        |    266461 | PA      | $271053.47    | 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        |    257953 | PA      | $245320.02    | 0.01%             | 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        |     40184 | PA      | $32841.62     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | 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        |    110639 | PA      | $98262.60     | 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        |    117335 | PA      | $104209.12    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | 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        |    128981 | PA      | $115191.46    | 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        |     60369 | PA      | $53907.99     | 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        |     74157 | PA      | $65884.53     | 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        |    120153 | PA      | $107293.02    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | 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        |    254211 | PA      | $236741.04    | 0.01%             | 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        |    442820 | PA      | $393453.22    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  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        |     94650 | PA      | $92720.93     | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | 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        |    170208 | PA      | $162488.43    | 0.01%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                  | SCRT 2017-2 MA 3.0% 08-25-56                                                                 | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    177469 | PA      | $168572.27    | 0.01%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                  | SCRT 2017-4 MT 3.5% 06-25-57                                                                 | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     65360 | PA      | $59648.42     | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                      | ABBOTT LABORATORIES                                                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    132522 | NS      | $16603681.38  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                                            | ACCENTURE PLC CL A                                                                           | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     42563 | NS      | $11419652.90  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK MINING CORP                                                      | BARRICK MINING CORP (USD)                                                                    | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    106459 | NS      | $4636289.45   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                                                 | JUMBO SA                                                                                     | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |     15226 | NS      | $500256.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                                    | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    857800 | NS      | $41906427.28  | 2.52%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                                             | MEDIATEK INC                                                                                 | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     52000 | NS      | $2356201.81   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | BANK OF AMERICA CORP                                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     21552 | NS      | $1185360.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                          | BAE SYSTEMS PLC                                                                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    262306 | NS      | $6030156.23   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                       | CANADIAN IMPERIAL BANK OF COMMERCE (CAD)                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     12297 | NS      | $1114797.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                   | CENTERPOINT ENERGY INC                                                                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    126239 | NS      | $4840003.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                           | CANADIAN NATURAL RESOURCES LTD                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     19944 | NS      | $675104.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                           | CANADIAN NATURAL RESOURCES LTD                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    395950 | NS      | $13411326.00  | 0.81%             |  |  |  | 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      |
| CANADIAN NATIONAL RAILWAY CO                                             | CANADIAN NATIONAL RAILWAY CO                                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     17596 | NS      | $1740306.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                           | CONOCOPHILLIPS                                                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     50076 | NS      | $4687614.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTERSHARE LTD                                                        | COMPUTERSHARE LTD                                                                            | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |     22570 | NS      | $512576.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                            | UNICREDIT SPA                                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     43377 | NS      | $3600972.92   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP NV                                                                   | CTP NV                                                                                       | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |     56484 | NS      | $1183171.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                       | CENOVUS ENERGY INC (USD)                                                                     | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     62889 | NS      | $1064081.88   | 0.06%             |  |  |  | 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      | $660766.80    | 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      | $10644.16     | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS HEALTH CORP                                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     46518 | NS      | $3691668.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                             | CHEVRON CORP                                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18330 | NS      | $2793675.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                      | DOMINION ENERGY INC                                                                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    193401 | NS      | $11331364.59  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                                                | DANONE SA                                                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     46784 | NS      | $4221293.18   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                         | DEUTSCHE BANK AG                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     49165 | NS      | $1912255.29   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                   | HERTZ 2021-2A A 144A 1.68% 12-27-27                                                          | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268000 | PA      | $263020.29    | 0.02%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                   | HERTZ 2021-2A B 144A 2.12% 12-27-27                                                          | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98094.10     | 0.01%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                   | HERTZ 2021-2A C 144A 2.52% 12-27-27                                                          | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98187.70     | 0.01%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_23-A                                 | HART 2023-A A4 4.48% 07-17-28                                                                | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28000 | PA      | $28087.81     | 0.00%             | 2028-07-17      | Fixed         | 4.48%                 | 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      | $61154.04     | 0.00%             | 2030-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                 | WARNERMEDIA HOLDINGS INC SR UNSEC 4.054% 03-15-29                                            | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232525.00    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | 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      | $115183.12    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | 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      | $233377.80    | 0.01%             | 2079-12-31      | Variable      | 9.12%                 | 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      | $56288.76     | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS HEALTH CORP SR UNSEC 6.2% 09-15-55                                                       | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50801.40     | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                     | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35                          | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16966.22     | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | 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      | $6013.07      | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  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      | $30387.87     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                              | EQUINOR ASA SR UNSEC 2.375% 05-22-30                                                         | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    365000 | PA      | $340060.28    | 0.02%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                      | PROCTER & GAMBLE CO                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     18551 | NS      | $2658543.81   | 0.16%             |  |  |  | No            |                  1 | 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      | $48662.01     | 0.00%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                        | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.95% 02-15-35                                    | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6071.98      | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | 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      | $202350.98    | 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      | $517704.55    | 0.03%             | 2031-03-01      | 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      | $264538.75    | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | 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      | $25554.15     | 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      | $169652.18    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                             | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 3.0% 01-10-28                     | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147406.65    | 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      | $150424.35    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  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      | $598615.18    | 0.04%             | 2041-08-13      | Variable      | 5.41%                 | Yes           |                  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      | $127970.80    | 0.01%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                             | BX 2025-VOLT A 144A FRN 12-15-44                                                             | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    732000 | PA      | $733786.08    | 0.04%             | 2044-12-15      | Variable      | 5.70%                 | Yes           |                  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        |      5455 | PA      | $5170.32      | 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        |    131052 | PA      | $125457.22    | 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        |     24911 | PA      | $25417.94     | 0.00%             | 2042-12-25      | Variable      | 6.27%                 | 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      | $244384.92    | 0.01%             | 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        |    186693 | PA      | $188207.33    | 0.01%             | 2043-06-25      | Variable      | 5.77%                 | 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        |     58059 | PA      | $58299.93     | 0.00%             | 2043-07-25      | Variable      | 5.57%                 | 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        |     38368 | PA      | $38353.65     | 0.00%             | 2044-05-25      | Variable      | 4.97%                 | 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      | $119979.48    | 0.01%             | 2041-08-15      | Variable      | 5.39%                 | 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      | $100272.40    | 0.01%             | 2041-07-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                           | CFMT 2024-HB15 A 144A FRN 08-25-34                                                           | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |    141787 | PA      | $141423.33    | 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      | $87123.98     | 0.01%             | 2044-09-25      | Variable      | 5.47%                 | 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        |    358279 | PA      | $351714.69    | 0.02%             | 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      | $589495.13    | 0.04%             | 2043-08-12      | Variable      | 5.73%                 | 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      | $214272.25    | 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      | $100310.00    | 0.01%             | 2039-06-10      | Variable      | 6.85%                 | 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      | $120638.76    | 0.01%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                  | SCRT 2018-3 MA FRN 08-25-57                                                                  | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     12604 | PA      | $12377.55     | 0.00%             | 2057-08-25      | Variable      | 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        |      5725 | PA      | $5544.24      | 0.00%             | 2040-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.0 G67711 03-01-48                                                                    | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    170896 | PA      | $165783.00    | 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        |      1527 | PA      | $1568.39      | 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        |      1188 | PA      | $1150.70      | 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        |      1359 | PA      | $1396.57      | 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        |      3216 | PA      | $3225.48      | 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        |      3804 | PA      | $3910.20      | 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        |      2877 | PA      | $2954.93      | 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        |     24751 | PA      | $23982.51     | 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        |      5993 | PA      | $5801.34      | 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        |      3983 | PA      | $4075.64      | 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        |       896 | PA      | $921.40       | 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        |       975 | PA      | $944.39       | 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        |       583 | PA      | $598.81       | 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        |        77 | PA      | $79.01        | 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        |     14009 | PA      | $13573.87     | 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        |     10405 | PA      | $10093.99     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 4.0 BK6840 06-01-48                                                                | CUSIP: 3140HLS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19762 | PA      | $19147.88     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | 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        |       743 | PA      | $724.03       | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                   | FGLMC 4.5 Q58378 09-01-48                                                                    | CUSIP: 3132Y2JY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12401 | PA      | $12308.03     | 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        |      1653 | PA      | $1575.62      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | 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        |    121262 | NS      | $3771018.07   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                             | TAKEDA PHARMACEUTICAL CO LTD                                                                 | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    108825 | NS      | $3380863.44   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK CORP                                                                 | TDK CORP                                                                                     | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |    145400 | NS      | $2057211.62   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT TRUST & HKT LTD                                                      | HKT TRUST SHARE STAPLED UNITS                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   1023240 | OU      | $1512227.48   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.0 SD8470 10-01-54                                                                | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    103576 | PA      | $106415.28    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | 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        |     65329 | PA      | $62022.73     | 0.00%             | 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        |     88672 | PA      | $90170.84     | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCI 2020-1                                                               | GCI 2020-1 A 144A 2.82% 10-18-45                                                             | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321736 | PA      | $308940.66    | 0.02%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  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      | $24302.65     | 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      | $233530.32    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                           | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179903.85    | 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      | $51151.45     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | 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      | $127991.63    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | 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      | $51561.55     | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | 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      | $29095.22     | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | 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      | $13218.76     | 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        |    685000 | PA      | $702521.62    | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                         | ALTRIA GROUP INC SR UNSEC 5.25% 08-06-35                                                     | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48614.45     | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                 | APA CORP SR UNSEC 4.25% 01-15-30                                                             | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    385000 | PA      | $378404.57    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                             | ALPHABET INC SR UNSEC 4.375% 11-15-32                                                        | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22081.00     | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                             | ALPHABET INC SR UNSEC 4.7% 11-15-35                                                          | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28017.81     | 0.00%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | AMAZON.COM INC SR UNSEC 5.45% 11-20-55                                                       | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151393.46    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | AMAZON.COM INC SR UNSEC 5.55% 11-20-65                                                       | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67954.04     | 0.00%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | AMAZON.COM INC SR UNSEC 4.65% 11-20-35                                                       | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33875.80     | 0.00%             | 2035-11-20      | Fixed         | 4.65%                 | 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      | $59054.85     | 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        |      8000 | PA      | $7350.08      | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                      | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                       | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301952.40    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  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        |      7000 | PA      | $5965.42      | 0.00%             | 2032-03-15      | 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      | $10711.31     | 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      | $99940.60     | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | 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      | $130059.90    | 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      | $22020.98     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | 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      | $28027.94     | 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      | $56298.00     | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | 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      | $128763.58    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | 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      | $73517.66     | 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      | $105673.47    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | 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      | $36255.34     | 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      | $83002.25     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | 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      | $21876.81     | 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      | $17505.27     | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  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      | $9534.37      | 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      | $28471.42     | 0.00%             | 2030-11-15      | Variable      | 7.05%                 | 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      | $306768.73    | 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      | $270825.10    | 0.02%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                   | PROGRESSIVE CORP (THE)                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     31499 | NS      | $7172952.28   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                                             | POWER GRID CORP OF INDIA LTD                                                                 | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |    637504 | NS      | $1875322.14   | 0.11%             |  |  |  | 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      | $25072.38     | 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      | $319397.98    | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  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      | $207183.00    | 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      | $107947.84    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | 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        |   2512000 | NS      | $522466.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                                          | T-MOBILE US INC                                                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     38544 | NS      | $7825973.76   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG INC                                                                  | TPG INC CL A                                                                                 | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |     74597 | NS      | $4762272.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UNITEDHEALTH GROUP INC                                                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     22859 | NS      | $7545984.49   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                       | UNION PACIFIC CORP                                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     20631 | NS      | $4772362.92   | 0.29%             |  |  |  | No            |                  1 | 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      | $24317.69     | 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      | $37691.46     | 0.00%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                  | VALE SA ON ADR                                                                               | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     96273 | NS      | $1254437.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                  | VALE SA ON                                                                                   | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    217725 | NS      | $2846752.88   | 0.17%             |  |  |  | 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        |     63000 | PA      | $54816.68     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  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      | $152358.15    | 0.01%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                      | VICI PROPERTIES INC (REIT)                                                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    160317 | NS      | $4508114.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                                 | VOLVO AB CL B                                                                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    337790 | NS      | $10827490.35  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| VONTOBEL HOLDING AG                                                      | VONTOBEL HOLDING AG                                                                          | CUSIP: N/A<br>LEI: 529900G69W5VR3DDPW23       | Long             | EC               | CORP              | CH        |     10189 | NS      | $823738.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                               | VERIZON COMMUNICATIONS INC                                                                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     67668 | NS      | $2756117.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                   | WEBSTER FINANCIAL CORP                                                                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     35040 | NS      | $2205417.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                                            | WELLTOWER INC (REIT)                                                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     58648 | NS      | $10885655.28  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                         | WELLS FARGO & CO                                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    121236 | NS      | $11299195.20  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLTERS KLUWER NV                                                        | WOLTERS KLUWER NV                                                                            | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |     14975 | NS      | $1554800.46   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WATSCO INC                                                               | WATSCO INC                                                                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      8477 | NS      | $2856325.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO                                                         | WESTERN UNION CO                                                                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    142256 | NS      | $1324403.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| EXXON MOBIL CORP                                                         | EXXON MOBIL CORP                                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    138000 | NS      | $16606920.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                                             | PROLOGIS INC (REIT)                                                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     38994 | NS      | $4977974.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTERNATIONAL INC                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    243788 | NS      | $39103595.20  | 2.35%             |  |  |  | No            |                  1 | 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      | $266666.50    | 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        |      7000 | PA      | $6941.43      | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | 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      | $52177.20     | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                               | DOW CHEMICAL CO SR UNSEC 5.65% 03-15-36                                                      | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3985.08      | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | 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      | $13221.71     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | 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      | $203309.17    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | 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      | $338507.81    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                             | DISCOVERY COMMUNICATIONS LLC SR UNSEC 3.625% 05-15-30                                        | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36546.30     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | 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      | $48470.10     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  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      | $66008.35     | 0.00%             | 2028-07-22      | Variable      | 4.98%                 | 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        |    412000 | PA      | $432416.66    | 0.03%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                         | PNC FINANCIAL SERVICES GROUP INC                                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     42111 | NS      | $8789829.03   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                               | PINNACLE WEST CAPITAL CORP                                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     58731 | NS      | $5209439.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORP OF CANADA                                                     | POWER CORP OF CANADA S/V                                                                     | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     73430 | NS      | $3902749.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                           | PUBLIC STORAGE (REIT)                                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      8874 | NS      | $2302803.00   | 0.14%             |  |  |  | No            |                  1 | 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      | $38895.28     | 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      | $200465.20    | 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      | $6158.79      | 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      | $25968.93     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMORGAN CHASE & CO SR UNSEC 4.255% 10-22-31/30                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51853.41     | 0.00%             | 2031-10-22      | Variable      | 4.25%                 | 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      | $17842.48     | 0.00%             | 2032-02-04      | Variable      | 1.95%                 | 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      | $18939.25     | 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      | $25950.45     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | 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      | $48753.25     | 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      | $10467.95     | 0.00%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                                       | PUBLICIS GROUPE SA                                                                           | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |     68287 | NS      | $7084175.30   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC                                      | RESTAURANT BRANDS INTERNATIONAL INC (USD)                                                    | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | US        |     27181 | NS      | $1854559.63   | 0.11%             |  |  |  | No            |                  1 | 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      | $126559.11    | 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        |    540000 | PA      | $559976.76    | 0.03%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  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      | $320238.90    | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                   | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32                             | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    430000 | PA      | $454734.46    | 0.03%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  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      | $17647.47     | 0.00%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | ORACLE CORP SR UNSEC 6.0% 08-03-55                                                           | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97092.49     | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  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      | $23681.58     | 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      | $101877.00    | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | 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        |   2452928 | PA      | $2211746.26   | 0.13%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 2.0 MA4255 02-01-51                                                                | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49848 | PA      | $40679.08     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                       | OSAIC HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.75% 08-01-32                                  | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26129.50     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                              | ORACLE CORP SR UNSEC 6.1% 09-26-65                                                           | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35303.76     | 0.00%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                              | ROYAL CARIBBEAN CRUISES LTD                                                                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |     18121 | NS      | $5054309.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                 | RELX PLC                                                                                     | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    135157 | NS      | $5466864.15   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | ORACLE CORP SR UNSEC 4.8% 09-26-32                                                           | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53113.23     | 0.00%             | 2032-09-26      | Fixed         | 4.80%                 | 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      | $333623.40    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LOCALIZA RENT A CAR SA                                                   | LOCALIZA RENT A CAR SA ON                                                                    | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |    281769 | NS      | $2222159.45   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCALIZA RENT A CAR SA                                                   | LOCALIZA RENT A CAR SA PN                                                                    | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |     10837 | NS      | $82072.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                   | TRINITY INDUSTRIES INC                                                                       | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     71017 | NS      | $1877689.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                           | TC ENERGY CORP                                                                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    133821 | NS      | $7368905.45   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| TRACTOR SUPPLY CO                                                        | TRACTOR SUPPLY CO                                                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     38329 | NS      | $1916833.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                         | TOTALENERGIES SE                                                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     92774 | NS      | $6046811.66   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                    | TEXAS INSTRUMENTS INC                                                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     19132 | NS      | $3319210.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                  | UDR INC (REIT)                                                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     48752 | NS      | $1788223.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UL SOLUTIONS INC                                                         | UL SOLUTIONS INC CL A                                                                        | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     16361 | NS      | $1290228.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 10YR FUT TYH6 03-20-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        21 | NC      | $20745.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 30YR FUT ULTRA WNH6 03-20-26                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        99 | NC      | $-196045.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 10YR FUT ULTRA UXYH6 03-20-26                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        40 | NC      | $15025.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 20YR FUT USH6 03-20-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        32 | NC      | $-40627.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 5YR FUT FVH6 03-31-26                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       251 | NC      | $-61328.19    | -0.00%            |  |  |  | No            |                  1 | 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      | $24073.58     | 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      | $90765.00     | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | 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        |    355967 | PA      | $310218.78    | 0.02%             | 2060-07-01      | Fixed         | 3.00%                 | 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        |    438810 | PA      | $389113.79    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                          | UST 2YR FUT TUH6 03-31-26                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       389 | NC      | $-17240.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                             | UNILEVER PLC                                                                                 | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     23728 | NS      | $1551368.31   | 0.09%             |  |  |  | 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      | $387832.72    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                        | PIEDMONT OPERATING PARTNERSHIP LP SR UNSEC 5.625% 01-15-33                                   | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100066.82    | 0.01%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_23-A                                 | HART 2023-A A3 4.58% 04-15-27                                                                | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4819 | PA      | $4823.33      | 0.00%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                   | HERTZ 2024-1A A 144A 5.44% 01-25-29                                                          | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187000 | PA      | $191084.64    | 0.01%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                                             | HORZN 2024-1 A 144A 5.375% 09-15-49                                                          | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354375 | PA      | $358693.06    | 0.02%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                            | SCFET 2024-1A A2 144A 5.88% 11-20-29                                                         | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28160 | PA      | $28291.38     | 0.00%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  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        |    106772 | PA      | $94679.40     | 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        |     70394 | PA      | $65277.30     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                        | SORT 2020-1 A1 144A 1.69% 07-15-60                                                           | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346647 | PA      | $294497.59    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                        | SORT 2020-1 B1 144A 2.28% 07-15-60                                                           | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89945 | PA      | $57163.50     | 0.00%             | 2060-07-15      | Fixed         | 2.28%                 | 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        |    790542 | PA      | $804206.04    | 0.05%             | 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        |    105679 | PA      | $108924.33    | 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        |     16689 | PA      | $17056.64     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 5.5 RJ1215 04-01-54                                                                | CUSIP: 3142GRK58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8048 | PA      | $8180.31      | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | 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      | $96766.04     | 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      | $172957.44    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | 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        |    884318 | PA      | $903814.16    | 0.05%             | 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        |     49141 | PA      | $49651.18     | 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        |    414711 | PA      | $406474.66    | 0.02%             | 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        |    261018 | PA      | $267193.29    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | 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      | $337962.75    | 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      | $103742.31    | 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      | $137111.13    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                   | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    284000 | PA      | $286160.39    | 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      | $43959.46     | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | 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      | $24193.13     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                      | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17127.36     | 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      | $57907.08     | 0.00%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | 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      | $57546.94     | 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      | $10201.38     | 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      | $23250.86     | 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      | $16108.18     | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                       | G2SF 4.5 TBA 01-01-56                                                                        | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48000 | PA      | $46762.51     | 0.00%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_22-1                                  | HPA 2022-1 A 144A 3.93% 04-17-39                                                             | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47861 | PA      | $47644.71     | 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      | $101276.70    | 0.01%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                       | KONINKLIJKE KPN NV                                                                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |   1163701 | NS      | $5443974.36   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY (NEW)                                       | LINDE PUBLIC LIMITED COMPANY (NEW)                                                           | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |      8159 | NS      | $3478916.01   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LINEAGE INC                                                              | LINEAGE INC (REIT)                                                                           | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8300 | NS      | $290500.00    | 0.02%             |  |  |  | No            |                  1 | 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      | $30959.00     | 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      | $64890.12     | 0.00%             | 2036-12-18      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | AMGEN INC SR UNSEC 4.2% 02-22-52                                                             | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15159.57     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | 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      | $12027.35     | 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        |   1291000 | PA      | $1428762.61   | 0.09%             | 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      | $385949.34    | 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      | $99881.64     | 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      | $12741.53     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | 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        |     64809 | PA      | $65798.33     | 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        |     21837 | PA      | $19345.35     | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                                          | LONDON STOCK EXCHANGE GROUP PLC                                                              | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |     15893 | NS      | $1913747.28   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                          | OIS PAYFIX USD 4.1275% 07-23-25/07-27-50 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $2846.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                  | NATIONAL BANK OF CANADA                                                                      | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     34385 | NS      | $4324210.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                       | NEXTERA ENERGY INC                                                                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     19324 | NS      | $1551330.72   | 0.09%             |  |  |  | No            |                  1 | 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        |     22449 | PA      | $22949.24     | 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        |    362174 | PA      | $376088.80    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                       | NEXTERA ENERGY INC CV PFD EQUITY UNITS 7.234% 11-01-27                                       | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     31400 | NS      | $1530750.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                                | NESTLE SA                                                                                    | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     56409 | NS      | $5606683.40   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                        | NATIONAL GRID PLC                                                                            | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    593470 | NS      | $9146034.02   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                    | NORTHROP GRUMMAN CORP                                                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      6044 | NS      | $3446349.24   | 0.21%             |  |  |  | No            |                  1 | 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      | $429893.35    | 0.03%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | BANK OF AMERICA CORP SR UNSEC 5.464% 05-09-36/35                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78105.23     | 0.00%             | 2036-05-09      | Variable      | 5.46%                 | 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        |     79137 | PA      | $81303.83     | 0.00%             | 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        |    700910 | PA      | $720097.07    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                            | ECHOSTAR CORP SR SEC 1ST LIEN 10.75% 11-30-29                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     64021 | PA      | $70844.42     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                            | ECHOSTAR CORP SR SEC 1ST LIEN PIK 6.75% 11-30-30                                             | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    312949 | PA      | $320997.74    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK AS                                                          | NOVO NORDISK AS CL B                                                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |    120968 | NS      | $6166077.41   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                        | NATWEST GROUP PLC                                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   1731569 | NS      | $15102673.63  | 0.91%             |  |  |  | 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        |    419321 | PA      | $433938.59    | 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        |    142828 | PA      | $145695.68    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                            | MARUBENI CORP                                                                                | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |    248100 | NS      | $6903862.82   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                                       | TOKYO ELECTRON LTD                                                                           | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |     14700 | NS      | $3228377.91   | 0.19%             |  |  |  | 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        |    163555 | PA      | $168671.02    | 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        |     71793 | PA      | $73234.53     | 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        |     68102 | PA      | $70227.75     | 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        |    271975 | PA      | $283779.65    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                                                                 | NEXT PLC                                                                                     | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      9190 | NS      | $1690819.04   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK INC                                                                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     35701 | NS      | $2624023.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                                        | OMNICOM GROUP INC                                                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     26622 | NS      | $2149726.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 360 ONE WAM LTD                                                          | 360 ONE WAM LTD                                                                              | CUSIP: N/A<br>LEI: 335800DDYMCDBO5OLL32       | Long             | EC               | CORP              | IN        |    229493 | NS      | $3030527.31   | 0.18%             |  |  |  | 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      | $30715.65     | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | 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      | $13289.25     | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | 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        |    146391 | PA      | $150393.73    | 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        |    299520 | PA      | $307729.12    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | 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      | $389454.74    | 0.02%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | 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      | $112105.62    | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | 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        |    105240 | PA      | $108196.22    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | 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        |     66632 | PA      | $68473.30     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 SD8448 07-01-54                                                                | CUSIP: 3132DWL50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    134034 | PA      | $139326.13    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | 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        |      8566 | PA      | $8917.51      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                    | FNCL UMBS 6.5 MA5446 08-01-54                                                                | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31893 | PA      | $33151.82     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                          | FNCL UMBS 6.5 SD8455 08-01-54                                                                | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    111233 | PA      | $115624.90    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PATRIA INVESTMENTS LTD                                                   | PATRIA INVESTMENTS LTD CL A                                                                  | CUSIP: N/A<br>LEI: 254900MZMZN2NNVXYO82       | Long             | EC               | CORP              | KY        |     70098 | NS      | $1113857.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                              | PAYCHEX INC                                                                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     29637 | NS      | $3324678.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                               | PACCAR INC                                                                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     12078 | NS      | $1322661.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                              | PEPSICO INC                                                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      8237 | NS      | $1182174.24   | 0.07%             |  |  |  | No            |                  1 | 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        |      8116 | PA      | $8398.00      | 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        |     18184 | PA      | $18784.50     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                         | PERNOD RICARD SA                                                                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      8821 | NS      | $755156.43    | 0.05%             |  |  |  | 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      | $130593.14    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | 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      | $150839.85    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | 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      | $36741.01     | 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      | $43082.23     | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | 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        |      8670 | PA      | $8989.47      | 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        |      7988 | PA      | $8310.23      | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | 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      | $636817.91    | 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      | $103033.20    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | 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      | $366649.35    | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | 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      | $606562.77    | 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      | $36321.29     | 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      | $5266.81      | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | 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      | $209888.80    | 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      | $62696.34     | 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        |     11000 | PA      | $11163.01     | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | 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      | $45521.64     | 0.00%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                          | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.15% 07-15-35                                      | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16867.92     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSEC 4.369% 10-21-31/30                                          | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39913.24     | 0.00%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                        | GSCFV 2019-1A B 144A 4.81% 08-17-39                                                          | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73333 | PA      | $71997.05     | 0.00%             | 2039-08-17      | 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      | $7164.79      | 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      | $36198.47     | 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      | $375374.40    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  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        |     15878 | PA      | $16526.87     | 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        |     17534 | PA      | $18174.25     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  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      | $55948.97     | 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      | $35783.27     | 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      | $95487.66     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                            | HUGHES SATELLITE SYSTEMS CORP SR UNSEC 6.625% 08-01-26                                       | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $53026.09     | 0.00%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                            | HUGHES SATELLITE SYSTEMS CORP SR SEC 1ST LIEN 5.25% 08-01-26                                 | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    832000 | PA      | $795674.05    | 0.05%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                 | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                             | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    480000 | PA      | $453490.08    | 0.03%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                                          | MITSUBISHI CORP                                                                              | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |    214081 | NS      | $4905525.49   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| RESONA HOLDINGS INC                                                      | RESONA HOLDINGS INC                                                                          | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     62400 | NS      | $591658.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC SR UNSEC 2.375% 07-15-31                                                             | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16158.92     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                               | MIZUHO FINANCIAL GROUP INC                                                                   | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     64500 | NS      | $2342104.65   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                                | TOKIO MARINE HOLDINGS INC                                                                    | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |    169500 | NS      | $6292833.05   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D HOLDINGS INC                                                         | T&D HOLDINGS INC                                                                             | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |     21000 | NS      | $483921.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HIKARI TSUSHIN INC                                                       | HIKARI TSUSHIN INC                                                                           | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |      7100 | NS      | $1984037.86   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                                              | NETEASE INC                                                                                  | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | CN        |     97400 | NS      | $2680358.24   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                       | ANGLO AMERICAN PLC                                                                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    103247 | NS      | $4254744.38   | 0.26%             |  |  |  | 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        |     17359 | PA      | $18099.12     | 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        |     13872 | PA      | $14306.79     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | ABBVIE INC                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    110866 | NS      | $25331772.34  | 1.52%             |  |  |  | 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        |     12119 | NS      | $777559.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                           | BHP BILLITON FINANCE USA LTD SR UNSEC 5.75% 09-05-55                                         | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $61240.92     | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                 | BAXTER INTERNATIONAL INC SR UNSEC 4.45% 02-15-29                                             | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    271000 | PA      | $272018.15    | 0.02%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                 | BAXTER INTERNATIONAL INC SR UNSEC 4.9% 12-15-30                                              | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    338000 | PA      | $340772.95    | 0.02%             | 2030-12-15      | Fixed         | 4.90%                 | 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      | $45668.37     | 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      | $102494.26    | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | 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      | $288397.46    | 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      | $133971.02    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | 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        |     25423 | PA      | $26203.58     | 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        |      4643 | PA      | $4780.01      | 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        |     15716 | PA      | $16198.36     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                   | INTERNATIONAL PAPER CO                                                                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    134100 | NS      | $5282199.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LTD                                                                  | ITC LTD                                                                                      | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |    169385 | NS      | $760237.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                            | INDUSTRIA DE DISENO TEXTIL SA                                                                | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    200194 | NS      | $13186854.58  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                        | JOHNSON & JOHNSON                                                                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     38511 | NS      | $7969851.45   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMORGAN CHASE & CO                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     79207 | NS      | $25522079.54  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                                                        | KIMCO REALTY CORP (REIT)                                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      5095 | NS      | $103275.65    | 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      | $673920.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                 | KLA CORP                                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      3790 | NS      | $4605153.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                      | KIMBERLY-CLARK CORP                                                                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     20235 | NS      | $2041509.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                                                             | COCA-COLA CO                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     50926 | NS      | $3560236.66   | 0.21%             |  |  |  | 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        |      9855 | NS      | $7429686.16   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                           | MCDONALDS CORP                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     28168 | NS      | $8608985.84   | 0.52%             |  |  |  | No            |                  1 | 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      | $2607971.72   | 0.16%             |  |  |  | No            |                  1 | 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        |     71440 | PA      | $73588.53     | 0.00%             | 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        |    223536 | PA      | $223737.54    | 0.01%             | 2053-05-01      | 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        |    875616 | PA      | $833483.75    | 0.05%             | 2053-10-01      | Fixed         | 4.00%                 | 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        |     31462 | PA      | $32325.00     | 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        |     66622 | PA      | $68456.70     | 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        |    293347 | PA      | $301410.73    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_24-1                                     | MFF 2024-1A A 144A 5.82% 04-20-37                                                            | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137632 | PA      | $138541.54    | 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 5.06% 09-15-31                                                           | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246000 | PA      | $247880.67    | 0.01%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                      | NSLT 2021-A APT1 144A 1.36% 04-20-62                                                         | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94014 | PA      | $88999.02     | 0.01%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                          | NAVSL 2021-CA A 144A 1.06% 10-15-69                                                          | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42348 | PA      | $38869.54     | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                      | NSLT 2021-BA AFX 144A 1.42% 04-20-62                                                         | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187462 | PA      | $177841.66    | 0.01%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | 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        |     98061 | PA      | $97870.63     | 0.01%             | 2062-04-20      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2024-A                                                              | NMEF 2024-A A2 144A 5.15% 12-15-31                                                           | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314793 | PA      | $316874.50    | 0.02%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                                    | NAVSL 2021-A A 144A 0.84% 05-15-69                                                           | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22912 | PA      | $21068.82     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                            | OPTN 2021-B A 144A 1.47% 05-08-31                                                            | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19632 | PA      | $19272.55     | 0.00%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                          | ONDK 2024-2A A 144A 4.98% 10-17-31                                                           | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127000 | PA      | $127650.62    | 0.01%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                            | OWLEF 2024-1A A2 144A 5.05% 03-15-29                                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42588 | PA      | $42761.33     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                            | PFSFC 2023-B A 144A 5.27% 05-15-28                                                           | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175823.73    | 0.01%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PREF 2024-1A                                                             | PREF 2024-1A A2 144A 5.59% 11-15-29                                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45398 | PA      | $45600.66     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                             | PEAC 2024-1A A2 144A 5.79% 06-21-27                                                          | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139468 | PA      | $140589.54    | 0.01%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                             | PKAIR 2024-2 A 144A 5.052% 10-15-39                                                          | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174758 | PA      | $175537.28    | 0.01%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                             | PEAC 2024-2A A2 144A 4.74% 04-20-27                                                          | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84797 | PA      | $85001.44     | 0.01%             | 2027-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| REACH 2024-2A                                                            | REACH 2024-2A A 144A 5.88% 07-15-31                                                          | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94079 | PA      | $94472.85     | 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      | $247571.38    | 0.01%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                         | SALTT 2021-1A AA 144A 2.301% 02-28-33                                                        | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71605 | PA      | $69936.16     | 0.00%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                        | SORT 2022-1A A1 144A 5.97% 08-15-62                                                          | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482800 | PA      | $476762.53    | 0.03%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                        | SORT 2020-1 A2 144A 1.99% 07-15-60                                                           | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85819 | PA      | $72556.94     | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                        | SORT 2020-1 B2 144A 2.6% 07-15-60                                                            | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89945 | PA      | $58201.74     | 0.00%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                               | SEACO 2020-1A A 144A 2.17% 10-17-40                                                          | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277969 | PA      | $267171.30    | 0.02%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                | SMB 2021-A APT2 144A 1.07% 01-15-53                                                          | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38813 | PA      | $35579.46     | 0.00%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                        | SORT 2021-1A A1 144A 1.53% 03-15-61                                                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311995 | PA      | $253575.80    | 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        |     11017 | PA      | $10947.86     | 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        |      5769 | PA      | $5734.19      | 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 1.07% 02-27-34                                                          | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $333549.79    | 0.02%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                        | USRE 2021-1 A1 144A 1.91% 10-20-61                                                           | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $783307.47    | 0.05%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                          | USCLN 2025-SUP1 B 144A 5.582% 02-25-32                                                       | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189252 | PA      | $190246.06    | 0.01%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| VERD 2024-1A                                                             | VERD 2024-1A A2 144A 5.68% 12-12-31                                                          | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69016 | PA      | $70434.35     | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                                 | WFLF 2024-2A A1 144A 4.87% 06-21-39                                                          | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632150 | PA      | $638572.19    | 0.04%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                                 | WFLF 2024-3A A1 144A 4.8% 09-19-39                                                           | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187710 | PA      | $189759.26    | 0.01%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                          | ONDK 2024-1A A 144A 6.27% 06-17-31                                                           | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101329.90    | 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        |     61066 | PA      | $61189.80     | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                      | ACCENDRA HEALTH INC 144A LIFE SR UNSEC 6.625% 04-01-30                                       | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    105000 | PA      | $67100.36     | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | 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      | $51766.60     | 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      | $24719.73     | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                            | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 03-15-30                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319069.67    | 0.02%             | 2030-03-15      | Fixed         | 5.75%                 | 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      | $14391.69     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                       | ROYALTY PHARMA PLC CL A                                                                      | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | US        |     24004 | NS      | $927514.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                 | RTX CORP                                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    170783 | NS      | $31321602.20  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                   | RWE AG                                                                                       | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     59273 | NS      | $3153962.26   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| RYANAIR HOLDINGS PLC                                                     | RYANAIR HOLDINGS PLC ADR                                                                     | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     18149 | NS      | $1310176.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMPO OYJ                                                                | SAMPO OYJ CL A                                                                               | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |    382120 | NS      | $4631838.62   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                       | BANCO SANTANDER SA                                                                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    543341 | NS      | $6376022.08   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                   | SAP SE                                                                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      8376 | NS      | $2049425.79   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                                                   | SANOFI                                                                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |    116243 | NS      | $11277632.03  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                  | SBA COMMUNICATIONS CORP (REIT) CL A                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      2744 | NS      | $530771.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                                           | STARBUCKS CORP                                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     98994 | NS      | $8336284.74   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                    | SCHNEIDER ELECTRIC SE                                                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      9854 | NS      | $2700995.14   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                                                  | SEMBCORP INDUSTRIES LTD                                                                      | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |    268900 | NS      | $1255299.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISSCOM AG                                                              | SWISSCOM AG                                                                                  | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |       566 | NS      | $411308.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDOZ GROUP AG                                                          | SANDOZ GROUP AG                                                                              | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |     19286 | NS      | $1405590.56   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                         | SKANDINAVISKA ENSKILDA BANKEN AB A                                                           | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |    108326 | NS      | $2286819.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                | SHELL PLC ADR                                                                                | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      9821 | NS      | $721647.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                | SHELL PLC (LONDON)                                                                           | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    231846 | NS      | $8516686.52   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                               | SIEMENS AG                                                                                   | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     32234 | NS      | $9052469.10   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                          | SOUTHERN CO/THE                                                                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     17393 | NS      | $1516669.60   | 0.09%             |  |  |  | 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        |  10408626 | PA      | $10408626.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior