| CAPITAL GROUP CENTRAL CASH FUN CAPITAL GROUP CNTRL CSH M | 8.27 | 41,337 |
| UNITED KINGDOM GILT BONDS REGS 10/29 0.875 | 6.93 | 3,110,000 |
| JAPAN (20 YEAR ISSUE) BONDS 12/38 0.5 | 5.28 | 453,250,000 |
| BUNDESOBLIGATION BONDS REGS 04/29 2.1 | 4.41 | 2,050,000 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 4.09 | 2,040,000 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 02/34 2.2 | 3.22 | 1,500,000 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 3.05 | 1,550,000 |
| KOREA TREASURY BOND BONDS 03/29 3.25 | 3.01 | 2,051,980,000 |
| JAPAN TREASURY DISC BILL BILLS 11/24 0.00000 | 2.67 | 200,000,000 |
| KOREA TREASURY BOND BONDS 12/33 4.125 | 2.49 | 1,581,030,000 |
| MEX BONOS DESARR FIX RT BONDS 07/53 8 | 2.49 | 28,600,000 |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 02/35 4.75 | 2.45 | 1,904,000 |
| JAPAN (10 YEAR ISSUE) BONDS 03/27 0.1 | 2.09 | 157,800,000 |
| JAPAN (10 YEAR ISSUE) BONDS 12/29 0.1 | 2.09 | 161,000,000 |
| KOREA TREASURY BOND BONDS 12/27 2.375 | 2.02 | 1,418,870,000 |
| CANADIAN GOVERNMENT BONDS 03/29 4 | 1.88 | 1,250,000 |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 12/34 3.5 | 1.73 | 1,400,000 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/34 1.25 | 1.65 | 890,000 |
| US DOLLAR | 1.65 | 825,149 |
| JAPAN TREASURY DISC BILL BILLS 12/24 0.00000 | 1.57 | 117,500,000 |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 07/29 3.35 | 1.42 | 650,000 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/54 3 | 1.31 | 665,000 |
| JAPAN (10 YEAR ISSUE) BONDS 12/31 0.1 | 1.28 | 100,750,000 |
| JAPAN (10 YEAR ISSUE) BONDS 12/32 0.5 | 1.22 | 94,200,000 |
| PROVINCE OF QUEBEC UNSECURED 12/51 3.1 | 1.19 | 1,000,000 |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 07/34 3.85 | 1.17 | 530,000 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/52 1 | 1.12 | 750,000 |
| EFSF GOVT GUARANT REGS 08/38 3.375 | 1.12 | 500,000 |
| INDONESIA GOVERNMENT BONDS 04/40 7.5 | 1.08 | 8,414,000,000 |
| FORWARD STANDARD CHARTER COC CASH COLLATERAL | 1.08 | 540,000 |
| EUROPEAN UNION SR UNSECURED REGS 03/53 3 | 1.02 | 500,000 |
| NOTA DO TESOURO NACIONAL NOTES 01/31 10 | 0.97 | 3,000,000 |
| LETRA TESOURO NACIONAL BILLS 01/25 0.00000 | 0.95 | 2,814,000 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 | 0.95 | 2,892,000 |
| IRELAND GOVERNMENT BOND UNSECURED REGS 05/50 1.5 | 0.94 | 590,000 |
| NEW ZEALAND GOVERNMENT UNSECURED 04/29 3 | 0.85 | 750,000 |
| MALAYSIA INVESTMNT ISSUE BONDS 09/27 3.422 | 0.83 | 1,910,000 |
| POLAND GOVERNMENT BOND BONDS 10/29 2.75 | 0.79 | 1,750,000 |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45 | 0.77 | 12,930,000 |
| BANCO DE SABADELL SA REGS 02/29 VAR | 0.68 | 300,000 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 09/43 4 | 0.66 | 290,000 |
| SINGAPORE GOVERNMENT BONDS 09/33 3.375 | 0.65 | 420,000 |
| BELGIUM KINGDOM SR UNSECURED 144A REGS 06/33 3 | 0.64 | 290,000 |
| FUTURES MORGAN STANLEY COC FUTURES CASH COLLATERALRAL USD | 0.64 | 322,000 |
| CAIXABANK SA SUBORDINATED REGS 06/31 VAR | 0.62 | 300,000 |
| PROVINCE OF QUEBEC SR UNSECURED REGS 07/39 3.35 | 0.59 | 270,000 |
| MALAYSIA GOVERNMENT BONDS 08/29 3.885 | 0.55 | 1,250,000 |
| AT+T INC SR UNSECURED 05/28 1.6 | 0.55 | 270,000 |
| EUROPEAN INVESTMENT BANK SR UNSECURED REGS 01/34 2.75 | 0.54 | 250,000 |
| EXPORT IMPORT BK THAILND SR UNSECURED REGS 05/29 5.354 | 0.51 | 250,000 |
| NATWEST GROUP PLC SR UNSECURED REGS 09/26 VAR | 0.50 | 200,000 |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 07/28 0.5 | 0.49 | 250,000 |
| SVENSKA HANDELSBANKEN AB SUBORDINATED REGS 08/34 VAR | 0.48 | 210,000 |
| NATWEST GROUP PLC SR UNSECURED REGS 02/30 VAR | 0.46 | 240,000 |
| ECOPETROL SA SR UNSECURED 01/29 8.625 | 0.42 | 200,000 |
| IBERDROLA INTL BV COMPANY GUAR REGS 12/99 VAR | 0.42 | 200,000 |
| KOREA GAS CORP SR UNSECURED 144A 07/29 5 | 0.41 | 200,000 |
| INTESA SANPAOLO SPA REGS 03/33 5.625 | 0.41 | 170,000 |
| ELECTRICITE DE FRANCE SA JR SUBORDINA REGS 12/99 VAR | 0.41 | 200,000 |
| CHINA OIL + GAS GROUP SR SECURED REGS 06/26 4.7 | 0.41 | 220,000 |
| REPUBLIC OF ANGOLA SR UNSECURED REGS 11/25 9.5 | 0.41 | 200,000 |
| SMRC AUTOMOTIVE HOLDINGS SR SECURED 144A 07/29 5.625 | 0.41 | 200,000 |
| MTN MAURITIUS INVSTMENTS COMPANY GUAR REGS 10/26 6.5 | 0.40 | 200,000 |
| ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 02/25 7.125 | 0.40 | 200,000 |
| PETROLEOS MEXICANOS COMPANY GUAR 08/26 6.875 | 0.39 | 200,000 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | 0.39 | 200,000 |
| SASOL FINANCING USA LLC COMPANY GUAR 09/26 4.375 | 0.38 | 200,000 |
| KASIKORNBANK PCL HK SUBORDINATED REGS 10/31 VAR | 0.38 | 200,000 |
| INTER AMERICAN DEVEL BK SR UNSECURED 01/29 7 | 0.38 | 16,000,000 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/54 2.5 | 0.37 | 170,000 |
| STILLWATER MINING CO COMPANY GUAR REGS 11/26 4 | 0.37 | 200,000 |
| OLEODUCTO CENTRAL SA SR UNSECURED 144A 07/27 4 | 0.37 | 200,000 |
| NOTA DO TESOURO NACIONAL NOTES 08/50 6 | 0.34 | 999,173 |
| AMERICAN TOWER CORP SR UNSECURED 05/29 0.875 | 0.33 | 170,000 |
| AIB GROUP PLC SR UNSECURED REGS 04/28 VAR | 0.31 | 150,000 |
| ESB FINANCE DAC COMPANY GUAR REGS 05/32 4 | 0.31 | 140,000 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | 0.31 | 125,000 |
| PETROLEOS MEXICANOS COMPANY GUAR 10/25 6.875 | 0.30 | 150,000 |
| EGYPT TREASURY BILL BILLS 09/24 0.00000 | 0.30 | 7,600,000 |
| TEVA PHARMACEUTICALS NE COMPANY GUAR 10/26 3.15 | 0.28 | 150,000 |
| BELGIUM KINGDOM SR UNSECURED 144A REGS 06/55 3 | 0.26 | 120,000 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 10/53 4 | 0.26 | 115,000 |
| REPUBLIC OF INDONESIA SR UNSECURED 02/27 0.9 | 0.25 | 125,000 |
| NATIONAL BANK GREECE SA SUBORDINATED REGS 01/34 VAR | 0.24 | 100,000 |
| ASTRAZENECA PLC SR UNSECURED REGS 03/32 3.75 | 0.23 | 100,000 |
| DEUTSCHE BANK AG REGS 04/30 VAR | 0.22 | 100,000 |
| BELFIUS BANK SA/NV SUBORDINATED REGS 06/35 VAR | 0.22 | 100,000 |
| ALPHA SERV + HLDGS SUBORDINATED REGS 06/31 VAR | 0.22 | 100,000 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/30 4.445 | 0.22 | 100,000 |
| KBC GROUP NV SUBORDINATED REGS 04/35 VAR | 0.22 | 100,000 |
| NOVO NORDISK A/S COMPANY GUAR REGS 05/34 3.375 | 0.22 | 100,000 |
| UNITEDHEALTH GROUP INC SR UNSECURED 07/34 5.15 | 0.21 | 102,000 |
| FREDDIE MAC STACR STACR 2022 DNA6 M1B 144A | 0.21 | 100,000 |
| BRITISH AMERICAN TOBACCO JR SUBORDINA REGS 12/99 VAR | 0.21 | 100,000 |
| CALI MORTGAGE TRUST CALI 2024 SUN A 144A | 0.20 | 100,000 |
| EQUINIX INC SR UNSECURED 03/27 0.25 | 0.20 | 100,000 |
| ROMANIA SR UNSECURED REGS 05/30 3.624 | 0.20 | 100,000 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/25 4.25 | 0.20 | 100,000 |
| MCDONALD S CORP SR UNSECURED REGS 10/28 0.25 | 0.19 | 100,000 |
| EQUINOR ASA COMPANY GUAR REGS 05/32 1.375 | 0.19 | 100,000 |
| BX TRUST BX 2021 ACNT A 144A | 0.19 | 93,873 |
| BX TRUST BX 2021 SDMF A 144A | 0.19 | 95,925 |
| FANNIE MAE CAS CAS 2024 R02 1M1 144A | 0.18 | 87,826 |
| PEPSICO INC SR UNSECURED 10/33 0.75 | 0.18 | 100,000 |
| PHILIP MORRIS INTL INC SR UNSECURED 08/31 0.8 | 0.18 | 100,000 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 | 0.17 | 100,000 |
| AMGEN INC SR UNSECURED 03/53 5.65 | 0.15 | 75,000 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/64 5.65 | 0.14 | 70,000 |
| PFIZER INVESTMENT ENTER COMPANY GUAR 05/53 5.3 | 0.14 | 70,000 |
| SWAP CCPC CITIBANK COC SWAP CCPC CASH COLLATERAL | 0.13 | 63,000 |
| TURKIYE GOVERNMENT BOND BONDS 10/25 12.6 | 0.10 | 2,100,000 |
| AUD240918 | 0.07 | -3,230,000 |
| MXN240918 | 0.05 | -20,010,000 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | 0.04 | 2,300,000 |
| B96J5F3R6 CDS USD R V 03MEVENT Z96J5F3R6_PRO CCPCDX | 0.03 | 250,000 |
| BRL240903 | 0.03 | -2,770,000 |
| BRL250106 | 0.03 | -2,725,000 |
| BRL250404 | 0.03 | -2,750,000 |
| CAD240918 | 0.03 | -2,079,000 |
| EUR240906 | 0.02 | -4,580,000 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | 0.02 | 600,000 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | 0.02 | 1,300,000 |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | 0.02 | 3,400,000 |
| NZD240918 | 0.02 | -720,000 |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | 0.01 | 4,200,000 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | 0.01 | -1,200,000 |
| AUST 3YR BOND FUT SEP24 XSFE 20240916 | 0.01 | 1,300,000 |
| SOUTH KOREAN WON | 0.00 | 2 |
| EGYPTIAN POUND | 0.00 | 589 |
| AUSTRALIAN DOLLAR | 0.00 | 2,264 |
