# EDGAR Filing Document

**Accession Number:** 0000012927
**File Stem:** 0001628280-26-043510
**Filing Date:** 2026-6
**Character Count:** 761912
**Document Hash:** 70bca482bf3396be460af02e2cf960c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001628280-26-043510.hdr.sgml**: 20260616

**ACCESSION NUMBER**: 0001628280-26-043510

**CONFORMED SUBMISSION TYPE**: 11-K

**PUBLIC DOCUMENT COUNT**: 52

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260616

**DATE AS OF CHANGE**: 20260616

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BOEING CO
- **CENTRAL INDEX KEY:** 0000012927
- **STANDARD INDUSTRIAL CLASSIFICATION:** AIRCRAFT [3721]
- **ORGANIZATION NAME:** 04 Manufacturing
- **EIN:** 910425694
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 11-K
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 001-00442
- **FILM NUMBER:** 261094376

**BUSINESS ADDRESS:**
- **STREET 1:** 929 LONG BRIDGE DRIVE
- **CITY:** ARLINGTON
- **STATE:** VA
- **ZIP:** 22202
- **BUSINESS PHONE:** 7034146338

**MAIL ADDRESS:**
- **STREET 1:** 929 LONG BRIDGE DRIVE
- **CITY:** ARLINGTON
- **STATE:** VA
- **ZIP:** 22202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BOEING AIRPLANE CO
- **DATE OF NAME CHANGE:** 19730725

?xml version='1.0' encoding='ASCII'? ba-20260616

**UNITED STATES**

**SECURITIES AND EXCHANGE COMMISSION**

**Washington, D. C. 20549**

**FORM 11-K**

**ANNUAL REPORT**

**Pursuant to Section 15 (d) of the**

**Securities Exchange Act of 1934**

For the fiscal year ended December 31, 2025

Commission File No. <u>1-442</u>

**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

**THE BOEING COMPANY**

**929 Long Bridge Drive**

**Arlington, Virginia 22202**

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The Boeing Company 401(k) Retirement Plan

Employer ID No: 91-0425694

Plan Number: 002

Financial Statements as of December 31, 2025 and 2024 and for the Year Ended December 31, 2025, Supplemental Schedules as of and for the Year Ended December 31, 2025, and Report of Independent Registered Public Accounting Firm

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**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

**TABLE OF CONTENTS** 

---

| | |
|:---|:---|
| | **Page** |
| <u>[REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM](#i1904fe49e3ec4cf4a8cebcac80e1119f_10)</u> | <u>[1](#i1904fe49e3ec4cf4a8cebcac80e1119f_10)</u> |
| FINANCIAL STATEMENTS: | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Statements of Net Assets Available for Benefits as of December 31, 2025 and 2024 | <u>[2](#i1904fe49e3ec4cf4a8cebcac80e1119f_16)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2025 | <u>[3](#i1904fe49e3ec4cf4a8cebcac80e1119f_19)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Notes to Financial Statements as of December 31, 2025 and 2024 and for the Year Ended December 31, 2025 | <u>[4](#i1904fe49e3ec4cf4a8cebcac80e1119f_25)</u> |
| SUPPLEMENTAL SCHEDULES: | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Form 5500, Schedule H, Line 4(i) - Schedule of Assets (Held at End of Year) as of December 31, 2025 | <u>[18](#i1904fe49e3ec4cf4a8cebcac80e1119f_67)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Form 5500, Schedule H, Line 4(a) - Schedule of Delinquent Participant Contributions for the Year Ended December 31, 2025 | <u>[207](#i1904fe49e3ec4cf4a8cebcac80e1119f_115)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Form 5500, Schedule G, Part III - Schedule of Nonexempt Transactions for the Year Ended December 31, 2025 | <u>[208](#i1904fe49e3ec4cf4a8cebcac80e1119f_118)</u> |
| SIGNATURE | <u>[209](#i1904fe49e3ec4cf4a8cebcac80e1119f_124)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOTE: All other schedules required by Section 2520.103-10 of the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable. | |

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**REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM**

To the Plan Participants and Plan Administrator of

The Boeing Company 401(k) Retirement Plan

Arlington, Virginia

**Opinion on the Financial Statements**

We have audited the accompanying statements of net assets available for benefits of The Boeing Company 401(k) Retirement Plan, (the "Plan") as of December 31, 2025 and 2024, the related statement of changes in net assets available for benefits for the year ended December 31, 2025, and the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2025 and 2024, and the changes in net assets available for benefits for the year ended December 31, 2025, in conformity with accounting principles generally accepted in the United States of America.

**Basis for Opinion**

These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on the Plan's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

**Report on Supplemental Schedules**

The supplemental Schedule of Assets (Held at End of Year) as of December 31, 2025, the Schedule of Delinquent Participant Contributions for the year ended December 31, 2025, and the Schedule of Nonexempt Transactions for the year ended December 31, 2025 have been subjected to audit procedures performed in conjunction with the audit of the Plan's financial statements. The supplemental schedules are the responsibility of the Plan's management. Our audit procedures included determining whether the supplemental schedules reconcile to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedules. In forming our opinion on the supplemental schedules, we evaluated whether the supplemental schedules, including their form and content, are presented in compliance with the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, such schedules are fairly stated, in all material respects, in relation to the financial statements as a whole.

/s/ Deloitte & Touche LLP

Chicago, Illinois

June 16, 2026

We have served as the auditor of the Plan since at least 1990; however, an earlier year could not be reliably determined.

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**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

**STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS**

**AS OF DECEMBER 31, 2025 AND 2024** 

---

| | | |
|:---|:---|:---|
| *(Dollars in millions)* | **2025** | **2024** |
| ASSETS: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — interest in Master Trust | $79581 | $73154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Receivables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Participant contributions | 52 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Employer contributions | 58 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Notes receivable from participants | 719 | 706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total receivables | 829 | 756 |
| NET ASSETS AVAILABLE FOR BENEFITS | $80410 | $73910 |

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See notes to financial statements.

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**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

**STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS**

**FOR THE YEAR ENDED DECEMBER 31, 2025** 

---

| | |
|:---|:---|
| *(Dollars in millions)* |  |
| Net Master Trust activity | $10998 |
| Interest income from notes receivable from participants | 48 |
| Contributions: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Employer — Boeing common stock | 1538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Participant | 2226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total contributions | 3764 |
| Benefits paid | 8310 |
| NET INCREASE | 6500 |
| NET ASSETS AVAILABLE FOR BENEFITS: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning of year | 73910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;End of year | $80410 |

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See notes to financial statements.

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**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

**NOTES TO FINANCIAL STATEMENTS**

**AS OF DECEMBER 31, 2025 AND 2024 AND FOR THE YEAR ENDED DECEMBER 31, 2025** 

***(Dollars in millions)***

**1.**&nbsp;&nbsp;&nbsp;&nbsp;**DESCRIPTION OF PLAN**

The following description of The Boeing Company 401(k) Retirement Plan (the "Plan") provides only general information. Participants, as defined by the Plan ("Members" or "Participants"), should refer to the plan document for a more complete description of the Plan's provisions.

**General** — The Plan is a defined contribution plan intended to qualify under the Internal Revenue Code ("IRC") as a profit sharing plan with a cash or deferred arrangement and employee stock ownership plan component, and is designed to provide Members with a means of making regular savings for their retirement. An eligible employee of The Boeing Company (the "Company" or "Boeing") or one of its adopting subsidiaries becomes eligible to participate on the first day of employment.

The Plan includes an auto-enrollment provision for newly-eligible employees unless they affirmatively elect not to participate in the Plan. Automatically enrolled Members have their deferral rate set at a percentage of eligible compensation as defined in the plan document and their contributions are invested in a qualified default investment alternative ("QDIA") until changed by the Members. The current QDIA for the Plan is the applicable custom target date fund.

The assets of the Plan, excluding notes receivable from participants, are held in The Boeing Company Employee Savings Plans Master Trust (the "Master Trust"). The Northern Trust Company ("NT") serves as trustee for the Master Trust. The Employee Benefit Plans Committee oversees the operation and administration of the Plan. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 ("ERISA"), as amended.

**Contributions** — Members may elect to contribute to the Plan a percentage of their eligible compensation through either pretax, after-tax, or Roth contributions, or a combination of those contribution types, as defined in the plan document and subject to statutory limitations. Members who have attained age 50 before the end of the plan year are eligible to make catch-up contributions, as defined in the plan document and subject to statutory limits. The Plan also accepts certain rollover contributions.

Under the terms of the Plan, Boeing makes employer matching and Company contributions for eligible Members. Catch-up contributions are ineligible for an employer matching contribution for certain Members. During 2025 and 2024, Boeing's contributions were made in the form of shares of Company common stock and immediately transferred to other investment funds in accordance with Members' current investment elections.

Employer contributions receivables as of December 31, 2025 and 2024, included the following:

---

| | | |
|:---|:---|:---|
| | **2025** | **2024** |
| Employer matching and Company contributions | $41 | $— |
| Employer matching true-up contributions | 11 | 29 |
| Student loan matching contributions | 6 | 21 |
| &nbsp;&nbsp;Total receivables: Employer contributions | $58 | $50 |

---

Members may elect to change their contribution percentages. These changes are effective the next pay period after the request is received, or as soon as administratively possible thereafter. The allocation of both Members' contributions and employer contributions to the funds may be changed at any time and become effective on the day of the change or the next business day, according to the time of the request for a change in relation to the stock market close of business.

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**Members' Accounts** — Individual accounts are maintained for each Member. Each Member's account is credited with the Member's contributions, Boeing's contributions, and allocations of Plan earnings (losses) from the funds in which the account is invested. Each Member's account is charged with an allocation of certain administrative and investment-related expenses, and Member-specific charges, if applicable. Allocations are based on Member earnings or account balances, as defined by the plan document. The benefit to which a Member is entitled is the benefit that can be provided from the Member's account.

**Investment Funds** — Upon enrollment in the Plan, Members may direct the investment of their contributions and any employer contributions to the investment funds offered under the Plan. These investment funds consisted of common/collective trusts, separately managed U.S. equity accounts, separately managed non-U.S. equity accounts, a separately managed fixed-income account, custom target date funds, a stable value fund (composed of synthetic-guaranteed investment contracts ("synthetic GICs")), and Boeing common stock, which is the Boeing Stock Fund, as of December 31, 2025 and 2024. The Boeing Stock Fund consists of Boeing common stock and cash held in the cash sweep fund. Members may elect that dividends received with respect to their investments in the Boeing Stock Fund be distributed to them in cash or reinvested in the Boeing Stock Fund (a dividend payout program). Investment funds are valued daily and Members may elect to change their investment allocations on a daily basis.

**Vesting** — Member contributions, Boeing's contributions, and earnings on those contributions are immediately vested.

**Withdrawals** — Members may elect to withdraw all or a portion of their accounts, at any time on or after the day the Member attains age 59 1/2. If a Member is under age 59 1/2, withdrawals from his or her accounts are subject to restrictions for certain accounts and certain hardship rules as provided by the Plan. If a Member takes a hardship withdrawal, the Member may continue contributions to the Plan; however, for certain Members, employer matching contributions will be suspended for six months following the hardship withdrawal.

In addition, a Member may elect to withdraw all or part of his or her employer matching contribution account before the Member attains age 59 1/2, but only if the Member has attained his or her fifth anniversary of employment. If such a withdrawal is made, employer matching contributions will generally be suspended for six months following the withdrawal. Company contributions may be fully withdrawn upon termination of employment. Withdrawals of after-tax contributions and rollover contributions can be made at any time. Effective August 1, 2025, employer match or after-tax withdrawals cannot be made if a Member (excluding certain unions) has taken an employer match or after-tax withdrawal, respectively, during the preceding six-month period. Qualified reservist distributions, active military leave distributions, withdrawals upon disability, qualified birth and adoption withdrawals, domestic abuse withdrawals, emergency personal expense withdrawals, and qualified disaster recovery withdrawals are also available to eligible Members.

In the event of illness or injury and if eligible Members have used all of their regular sick leave benefits, the eligible Members may elect to withdraw, subject to Plan requirements, all or a portion of their salary continuation balance, if applicable.

**Notes Receivable from Participants** — Members may borrow from their fund accounts a minimum of one thousand dollars up to a maximum equal to the lesser of fifty thousand dollars or 50% of their account balance (subject to restrictions for certain accounts and minus any current outstanding loan balance), reduced by the highest outstanding loan balance under all of the Company's savings plans during the last 12 months. Members may generally have a maximum of two loans outstanding under the Plan at any time. Loans may be additionally limited in accordance with the Plan provisions and/or loan policies and procedures. The interest rate on new loans is set every month and is equal to the prime rate published in the Wall Street Journal as of the last business day of the calendar month immediately preceding the date of the loan. Interest rates on outstanding loans ranged from 3.25% to 9.50% at December 31, 2025, with loans maturing at various dates through December 2045.

Loan repayments are made through regular payroll deductions for a period of up to 60 months for general loans and over a longer period for loans used to finance the purchase of a principal residence. If a Member's employment terminates for any reason, and the loan balances are not paid in full by the termination date, the

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Member may continue to make monthly loan repayments until the loan is scheduled to be paid off. A loan will generally be subject to default if a payment has not been made for 90 days, an outstanding loan balance remains 30 days after the scheduled payoff date, or the Member takes a full distribution of his or her net account balance before the loan is paid off. If the loan defaults, the loan balance will become taxable income to the Member.

**Benefit Payments** — Upon termination of service, a Member may elect to receive a lump-sum amount equal to the full value of the Member's vested interest in his or her account; a partial payment amount; or monthly, quarterly, semiannual, or annual installments of a fixed dollar amount or for a specific number of years, up to 10 years. Generally, a Member may also elect to have all or a portion of his or her Boeing Stock Fund balance paid in shares and/or cash. A Member also has the option to elect to apply all or a part of his or her account toward the purchase of an annuity contract with payments for a specified number of years, from a provider made available by the Plan administrator in accordance with the procedures established by the Plan administrator. If a Member makes no election, annual distributions of the required minimum amount will generally begin after age 73, in accordance with applicable Plan provisions. Notwithstanding the foregoing, following a Member's termination of service, if his or her account balance is one thousand dollars or less, it will automatically be paid out to the Member in accordance with applicable Plan provisions.

**Plan Amendments** — Effective January 1, 2025, as specified in the Plan provisions, the Plan document was amended to update the list of eligible incentive plans, include a separate catch-up contribution election for all Members who are catch-up eligible, and reflect mandatory Roth catch-up contributions for certain Members who are catch-up eligible.

Effective January 1, 2026, the Plan document was amended to allow Members ages 60-63 to make catch-up contributions up to the increased limits permitted under SECURE 2.0 Act of 2022.

**Subsequent Events** — Subsequent events were evaluated through June 16, 2026, the date the financial statements were issued.

**2.**&nbsp;&nbsp;&nbsp;&nbsp;**SUMMARY OF ACCOUNTING POLICIES**

**Basis of Accounting** — The accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America ("GAAP").

**Use of Estimates** — The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and changes therein and the disclosure of contingent assets and liabilities. Actual results could differ from those estimates.

**Risks and Uncertainties** — The Plan utilizes various investment instruments. Investment securities, in general, are exposed to various risks, such as interest rate risk, credit risk, and overall market volatility. Market risks include global events, such as a pandemic or international conflict, which could impact the value of investment securities. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.

**Valuation of Investments** — Investments in the Master Trust are stated at fair value, except for fully benefit-responsive investment contracts ("FBRICs") or synthetic GICs, which are reported at contract value. Fair value of a financial instrument is the price that would be received to sell an asset or paid to transfer a liability (exit price) in an orderly transaction between market participants at the measurement date. Securities traded in markets that are not considered active may be valued using unobservable inputs, such as less recent trade prices, single broker-dealer quotations, related yield curves, and other assumptions about the security. Contract value is the amount Members would receive if they were to initiate permitted transactions under the terms of the Plan (see Note 3). The Master Trust's investments, as discussed in Note 4, are valued as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Common stock, including Boeing common stock, preferred stock, and other investments (rights, warrants, exchange-traded funds, exchange-traded options, and other exchange-traded derivatives) traded in active markets on national and international exchanges are primarily valued using a market approach based on the closing market prices of identical instruments on the last trading day

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of the year. The other exchange-traded derivatives are included in other receivables and other liabilities on the Master Trust's statements of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Forward and spot currency contracts are valued using a market value approach based on spot foreign currency rates if the contract tenor is two days or less and on interpolated forward rates for any contracts with a tenor greater than two days. Forward and spot currency contracts are included in other receivables and other liabilities on the Master Trust's statements of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Investments in common/collective trust funds are valued based on the year-end unit net asset value ("NAV"). The NAV is used as a practical expedient to estimate fair value. Unit values are determined by the issuer or third party administrator by dividing the fair values of the total net assets at year-end by the outstanding units. There were no unfunded commitments, no restrictions on redemption frequency, and no advance notice periods required for redemption for these investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Synthetic GICs are stated at contract value. There are no reserves against contract value for credit risk of the contract issuer. The fixed-income securities underlying the contracts were valued based on the pricing methodology stated below for fixed-income securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Fixed-income securities, including government and agency securities, corporate bonds, and mortgage and asset-backed securities, are primarily valued using a market approach using matrix pricing, which considers a security's relationship to other securities for which quoted prices in an active market may be available, or alternatively based on an income approach, which uses valuation techniques to convert future cash flows to a single present value amount. The valuation approach is designed to maximize the use of observable inputs, such as observable trade prices, multiple broker-dealer quotations, related yield curves, and other assumptions about the security (prepayment projections, cash flows, other security characteristics, etc.) and minimize unobservable inputs. The securities are valued as of the last trading day of the year. Fixed-income instruments that have a delayed future settlement such as to-be-announced securities ("TBAs") are valued similarly to fixed-income securities in active markets. TBAs are included in the underlying assets associated with the synthetic GICs, other receivables, and other liabilities on the Master Trust's statements of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Mutual funds, which are registered investment companies, are valued at the daily closing price as reported by the fund. Funds held by the Master Trust are open-ended funds that are registered with the Securities and Exchange Commission. These funds are required to publish their daily NAV and to transact at that price.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Short-term investments include certificates of deposits, commercial paper, treasury bills, and discounted notes with original maturities greater than three months, but less than one year. These investments are primarily valued using a market approach in the same manner as fixed-income securities referenced above.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Other investments include physical commodities and over-the-counter ("OTC") derivatives, such as options and swap contracts. Physical commodities are valued on a market approach using the front month futures contract for the specific commodity. The derivatives are valued using a market approach and are based upon the expected amount that the Master Trust would receive or pay to exit the derivative at the reporting date. The valuation methodology relies on inputs, including, but not limited to, benchmark yields, swap curves, cash flow analysis, ratings updates, and interdealer broker rates. Credit risk of the derivative counterparties is offset by collateralizing the expected amount that the Master Trust would receive or pay to terminate the derivative.

In accordance with the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") 946, *Financial Services - Investment Companies*, the synthetic GICs are included at contract value in participant-directed investments in the statements of net assets available for benefits. Contract value is the amount Members would receive if they were to initiate permitted transactions under the terms of the Plan and the terms of the synthetic GICs. The statement of changes in net assets available for benefits is presented on a contract-value basis.

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Purchases and sales of securities are recorded on a trade-date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date. Net appreciation/depreciation of investments includes both realized and unrealized gains or losses and is calculated as the difference between the fair value of the investments as of the beginning of the plan year or the purchase date in the current year and either the sales price or the end-of-year fair value.

**Cash and Cash Equivalents** — Cash and cash equivalents include cash and cash collateral. Cash collateral is related to the collateral posted on derivatives.

**Valuation Oversight** — Plan management has implemented processes that are designed to ensure that fair value measurements used by the Master Trust are appropriate and reliable, that they are based on observable inputs wherever possible, and that the valuation approaches are consistently applied and the assumptions used are reasonable. The valuation framework has a set of processes that provides for oversight and validation of the fair value methodologies as well as valuations.

The Board of Directors of the Company has delegated the fiduciary oversight of plan assets within the Master Trust structures to the Employee Benefit Investment Committee ("EBIC"). The EBIC has sub-delegated this responsibility to the Chief Investment Officer ("CIO"), who manages Trust Investments and chairs the Valuation Committee. Trust Investments is responsible for the oversight of the Plan assets including selection and monitoring of investment managers, asset strategies, and risk management. The Valuation Committee is responsible for the oversight of the valuation practices of the Master Trust and is composed of the Managing Directors of Trust Investments, including Risk Management and Trust Operations and each of the Investment teams, along with the Director of Actuarial Services and Enterprise Benefits Accounting. The Valuation Committee meets periodically with the purpose of fulfilling the following responsibilities and provides an annual review to the EBIC of its findings and actions:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Review and approve annually the Trust Investments valuation practices, and review valuation practices used by third parties

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Review and approve the year-end valuations, including the methods used to develop and substantiate the unobservable inputs used in the fair value measurement

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Review analysis and benchmarks used by the Company and the Master Trust to assess the reasonableness of the year-end valuations and changes in fair value measurements from period to period

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Review and approve annual financial statement disclosures of the investments held in the Master Trust

Common/collective trust funds are generally valued using the NAV or its equivalent. Valuations provided by the funds are reviewed at least quarterly. The asset managers' audited financial statements are used in the Master Trust's annual financial reporting process, where applicable. Assessments of reasonableness include regular asset manager meetings and review of quarterly reports, third-party reviews and reconciliations, which includes escalation to Trust Investments for exceptions, quarterly CIO investment reviews, and reviews of manager valuation policies. Valuation policies are reviewed when a new mandate is entered into with an asset manager or as changes to policies are provided by managers.

Fixed income, equity, and derivative instruments are generally valued using valuations obtained from pricing vendors. Pricing vendor valuation methodologies and custodian pricing controls and related documentation are assessed for reasonableness on an annual basis. The pricing vendor due diligence process includes reviews of pricing controls and procedures, as well as discussions in order to maintain a current understanding of the valuation processes and related assumptions and inputs that may be used by the vendors to price instruments. The custodian due diligence process includes reviews of pricing controls and procedures that are carried out on the Master Trust's behalf. This includes various levels of tolerances checks on price changes, review of stale or unchanged prices, multi-price source comparisons, and vendor price challenges. Additionally, on a monthly basis, the custodian reconciles its valuations to valuations obtained from each investment manager and any exceptions are reported to Trust Investments for resolution, which may include escalation to the Valuation Committee.

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**Contributions** — Contributions from Members and the matching contributions from the Company are recorded in the year in which the employee contributions are withheld from compensation.

**Benefits** — Benefits are recorded when paid.

**Expenses** — Necessary and proper expenses of the Plan are paid from the Plan assets at the Master Trust level, except for those expenses the Company is required by law or chooses to pay. Expenses are paid at the Master Trust level, deducted from income earned and therefore are recorded as a reduction of investment return and are not separately reflected in the Plan's statement of changes in net assets available for benefits.

**Notes Receivable from Participants** — Notes receivable from participants are measured at the unpaid principal balance, plus any accrued but unpaid interest. Delinquent Member loans are recorded as distributions based on the terms of the plan document.

**3.**&nbsp;&nbsp;&nbsp;&nbsp;**SYNTHETIC GUARANTEED INVESTMENT CONTRACTS**

The Master Trust includes the Stable Value Fund ("SVF"), which is managed by Goldman Sachs Asset Management, L.P. ("GSAM"). The SVF holds synthetic GICs.

A synthetic GIC, also known as a wrap contract, is an investment contract issued by an insurance company or other financial institution, backed by diversified fixed income and cash portfolios that are owned by the SVF. These contracts provide that realized and unrealized gains and losses on the underlying assets are not reflected immediately in the net assets of the SVF, but rather are amortized, over the duration of the underlying assets or other agreed upon period, through adjustments to the contracts' future crediting rates. Primary variables impacting the future crediting rate of the SVF include the crediting rates of the various wrap contracts, broader market interest rates, the current yield and historical investment performance of the underlying assets, the duration of the underlying assets covered by the wrap contracts, the existing difference between the market value of the SVF's investment portfolios and the associated wrap contracts' book value, the timing and amount of participant contributions and withdrawals made to or from the SVF, the percentage of the SVF invested in cash, and SVF expenses, among other factors. The contract issuers guarantee (subject to the terms, conditions and exceptions in the wrap contracts) that all qualified participant withdrawals will occur at contract value (or book value), which represents contributions made under the contract, plus credited interest, less withdrawals made under the contract, and less administrative expenses.

The synthetic GICs are included in the Master Trust's statements of net assets, as discussed in Note 2, at contract value. There are no reserves against contract value for credit risk of the contract issuers. The fixed income securities underlying the contracts are valued based on the valuation methodology stated in Note 2.

The assets underlying the synthetic GICs are owned by the SVF, which is part of the Master Trust. NT is the custodian for the Master Trust assets. The underlying assets of the synthetic GICs are invested in diversified fixed income and cash portfolios managed by BlackRock Financial Management, Voya Investment Management Co., J.P. Morgan Investment Management ("JPM"), Pacific Investment Management Company, and PGIM (the global investment management business of Prudential Financial). In addition to the diversified fixed income portfolios, GSAM oversees an allocation to a cash component, which is invested in a separately managed account, managed by JPM.

The wrap providers are each contractually obligated to pay the principal and specified crediting rate that is guaranteed to the SVF, subject to the terms, conditions and exceptions of each wrap contract. The respective crediting rates are each based on a formula agreed upon with each wrap contract issuer; each contract provides an interest rate floor of 0%. Such contract crediting rates are reset on a monthly basis while the crediting rate for the SVF is reset on a daily basis.

Certain events, including but not limited to a Plan termination or a Plan merger outside the Master Trust initiated by the Company, could limit the ability of the SVF to transact at contract value or may allow for the termination of the wrap contract at less than contract value. The Company does not believe that any events are probable of occurring that could limit the ability of the SVF to transact at contract value.

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**4.**&nbsp;&nbsp;&nbsp;&nbsp;**MASTER TRUST**

The Master Trust assets are invested and records are maintained by each investment fund option. Funds are allocated to the participating plans in accordance with the Plan provisions and Member allocation elections. The allocation of net assets is based on the respective number of units held by the plans' Members as of year-end. The allocation of the changes in net assets is calculated daily based on the units held by the plans' Members as of that day's end.

The Plan's interest in the Master Trust represented 100% of the Master Trust's net assets at December 31, 2025 and 2024.

Although the Plan is the only participating plan in the Master Trust as of December 31, 2025, the Company intends to keep the Master Trust for potential future acquired plans and file a Form 5500 as a master trust.

The Master Trust's statements of net assets as of December 31, 2025 and 2024, are as follows:

---

| | | |
|:---|:---|:---|
| | **2025** | **2024** |
| ASSETS: |  |  |
| Investments — at fair value: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common/collective trusts | $49406 | $45742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common and preferred stock | 10768 | 8867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government and agency securities | 976 | 737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | 699 | 553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mortgage and asset-backed securities | 281 | 356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boeing common stock | 6402 | 5434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mutual funds | 175 | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | 31 | 42 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Other investments | 10 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments — at fair value | 68748 | 61879 |
| Investments — at contract value: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Synthetic GICs/SVF | 10853 | 11231 |
| Total Master Trust investments | 79601 | 73110 |
| Cash and cash equivalents | 111 | 180 |
| Receivables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Receivables for securities sold | 86 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accrued investment income | 45 | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Other | 5 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total receivables | 136 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total assets | 79848 | 73500 |
| LIABILITIES: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Payables for securities purchased | 218 | 296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accrued investment and administration expenses | 30 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Other | 19 | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total liabilities | 267 | 346 |
| NET ASSETS | $79581 | $73154 |

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The statement of changes in net assets for the Master Trust for the year ended December 31, 2025 is as follows:

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| | |
|:---|:---|
| Net appreciation of investments | $10476 |
| Interest income | 461 |
| Dividend income | 170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment income | 631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net investment income | 11107 |
| Amounts received from participating plan | 4032 |
| Deductions: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amounts paid to participating plan | 8603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment and administration expenses | 109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total deductions | 8712 |
| Increase in net assets | 6427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning of year | 73154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;End of year | $79581 |

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**5.**&nbsp;&nbsp;&nbsp;&nbsp;**FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES**

ASC 820, *Fair Value Measurement*, establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy under ASC 820 for financial assets and financial liabilities are described below:

*Level 1* — Values are based on unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities. An active market is a market in which transactions for the asset or liability occur with sufficient frequency and volume to provide pricing information on an ongoing basis.

*Level 2* — Values are based on (a) quoted prices for similar assets or liabilities in active markets; (b) quoted prices for identical or similar assets or liabilities in nonactive markets; or (c) valuation models whose inputs are observable, directly or indirectly, for substantially the full term of the asset or liability.

*Level 3* — Values are based on prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement.

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The following tables set forth by level within the fair value hierarchy a summary of Master Trust investments by general types of assets and liabilities measured at fair value on a recurring basis as of December 31, 2025 and 2024. As required by ASC 820, assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | **Quoted Prices<br>in Active Market<br>for Identical<br>Asset<br>(Level 1)** | **Significant<br>Other<br>Observable<br>Inputs<br>(Level 2)** | **Significant<br>Unobservable<br>Inputs<br>(Level 3)** | **Not Leveled\*** | **Balance as of December 31, 2025** |
| Investments: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments in the fair value hierarchy: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common and preferred stock | $10763 | $— | $5 | $— | $10768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Government and agency securities |  | 967 | 9 |  | 976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds |  | 699 |  |  | 699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mortgage and asset-backed securities |  | 272 | 9 |  | 281 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing common stock | 6402 |  |  |  | 6402 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mutual funds | 175 |  |  |  | 175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-term investments |  | 31 |  |  | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;Other investments |  | 10 |  |  | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments in the fair value hierarchy | 17340 | 1979 | 23 |  | 19342 |
| &nbsp;&nbsp;&nbsp;Investments measured at net asset value: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common/collective trusts |  |  |  | 49406 | 49406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments — at fair value | 17340 | 1979 | 23 | 49406 | 68748 |
| &nbsp;&nbsp;&nbsp;Investments measured at contract value: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Synthetic GICs/SVF |  |  |  | 10853 | 10853 |
| Cash and cash equivalents |  |  |  | 111 | 111 |
| Receivables: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Receivables for securities sold |  |  |  | 86 | 86 |
| &nbsp;&nbsp;&nbsp;Accrued investment income |  |  |  | 45 | 45 |
| &nbsp;&nbsp;&nbsp;Other | 1 | 4 |  |  | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total receivables | 1 | 4 |  | 131 | 136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total assets | 17341 | 1983 | 23 | 60501 | 79848 |
| Liabilities: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Payables for securities purchased |  |  |  | 218 | 218 |
| &nbsp;&nbsp;&nbsp;Accrued investment and administration expenses |  |  |  | 30 | 30 |
| &nbsp;&nbsp;&nbsp;Other | 3 | 6 |  | 10 | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total liabilities | 3 | 6 |  | 258 | 267 |
| NET ASSETS | $17338 | $1977 | $23 | $60243 | $79581 |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | **Quoted Prices<br>in Active Market<br>for Identical<br>Asset<br>(Level 1)** | **Significant<br>Other<br>Observable<br>Inputs<br>(Level 2)** | **Significant<br>Unobservable<br>Inputs<br>(Level 3)** | **Not Leveled\*** | **Balance as of December 31, 2024** |
| Investments: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments in the fair value hierarchy: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common and preferred stock | $8863 | $— | $4 | $— | $8867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Government and agency securities |  | 727 | 10 |  | 737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds |  | 552 | 1 |  | 553 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mortgage and asset-backed securities |  | 330 | 26 |  | 356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing common stock | 5434 |  |  |  | 5434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mutual funds | 133 |  |  |  | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-term investments |  | 42 |  |  | 42 |
| &nbsp;&nbsp;&nbsp;&nbsp;Other investments |  | 15 |  |  | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments in the fair value hierarchy | 14430 | 1666 | 41 |  | 16137 |
| &nbsp;&nbsp;&nbsp;Investments measured at net asset value: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common/collective trusts |  |  |  | 45742 | 45742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments — at fair value | 14430 | 1666 | 41 | 45742 | 61879 |
| &nbsp;&nbsp;&nbsp;Investments measured at contract value: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Synthetic GICs/SVF |  |  |  | 11231 | 11231 |
| Cash and cash equivalents |  |  |  | 180 | 180 |
| Receivables: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Receivables for securities sold |  |  |  | 166 | 166 |
| &nbsp;&nbsp;&nbsp;Accrued investment income |  |  |  | 38 | 38 |
| &nbsp;&nbsp;&nbsp;Other | 1 | 5 |  |  | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total receivables | 1 | 5 |  | 204 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total assets | 14431 | 1671 | 41 | 57357 | 73500 |
| Liabilities: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Payables for securities purchased |  |  |  | 296 | 296 |
| &nbsp;&nbsp;&nbsp;Accrued investment and administration expenses |  |  |  | 26 | 26 |
| &nbsp;&nbsp;&nbsp;Other | 1 | 10 |  | 13 | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total liabilities | 1 | 10 |  | 335 | 346 |
| NET ASSETS | $14430 | $1661 | $41 | $57022 | $73154 |

---

\*The amounts not leveled are related to investments using NAV as a practical expedient to estimate fair value, investments measured at contract value, and non-investment assets and liabilities. The amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Master Trust's statements of net assets.

Master Trust net assets at fair value classified within Level 3 consisted of common and preferred stock, government and agency securities, corporate bonds, and mortgage and asset-backed securities. Such amounts were 0.03% and 0.06% of the Master Trust's net assets as of December 31, 2025 and 2024, respectively.

**Level 3 Transfers —** The availability of observable market data is monitored to assess the appropriate classification of financial instruments within the fair value hierarchy. Changes in economic conditions or model-based valuation techniques may require the transfer of financial instruments from one fair value level to another. The significance of transfers between levels is evaluated based upon the nature of the financial instrument and size of the transfer relative to net assets. There were no significant transfers into or out of Level 3 for the years ended December 31, 2025 and 2024.

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**6.** &nbsp;&nbsp;&nbsp;&nbsp;**DERIVATIVE FINANCIAL INSTRUMENTS**

ASC 815, *Derivatives and Hedging*, requires disclosures on how and why derivatives are used, accounted for, and affect the results of operations and financial position. Derivative instruments held by the Master Trust are not designated as hedging instruments under ASC 815. The Master Trust investments are exposed to the following financial instrument risks:

**Interest Rate Risk —** Interest rate risk is the risk of change in the market value of the assets due to a change in interest rates. Bond futures, interest rate swaps, and interest rate swaptions are generally used to manage interest rate risk or adjust portfolio duration. A futures contract is an agreement between two parties to buy and sell a financial instrument at a set price on a future date. Interest rate swap agreements involve the exchange of respective commitments to pay or receive interest, e.g., an exchange of floating rate payments for fixed rate payments, with respect to the notional amount of principal between the Master Trust and a counterparty. Interest rate swaptions are options to enter into an interest rate swap based on predetermined conditions.

**Credit Risk —** Credit risk is the risk of change in the market value of assets due to the change in creditworthiness of the underlying issuer. Credit default swaps are used to manage the credit exposure of a security or basket of securities. Credit default swap agreements involve one party (referred to as the buyer of protection) making a stream of payments to another party (the seller of protection) in exchange for the right to receive a specified return in the event of a default or other credit event for the referenced entity, obligation, or index.

**Foreign Currency Risk —** Currency risk is the risk of a change in market value due to the change in foreign currency exchange rates. Generally, currency futures and forward contracts are used to achieve the desired currency exposure, or generate value-added performance. Foreign currency futures and forwards are agreements between two parties to buy and sell a set of currencies at a set exchange rate on a specified future date. A currency option gives the buyer the right, but not the obligation, to buy one currency or sell another currency at a set exchange rate on or before a given date.

**Equity Risk —** Equity risk is the risk of a change in market value of assets due to the change in equity or equity index prices. Equity futures and swaps are generally used to manage the market exposure of a security or index, or rebalance the total portfolio to the target asset allocation. An equity futures contract is an agreement between two parties to buy and sell a financial instrument at a set price on a future date. Equity swaps generally exchanges the return on a stock or stock index for the return of another financial instrument such as a different stock or equity index or LIBOR.

**Future Settlement Risk —** Future settlement risk is the risk of counterparty nonperformance resulting in not receiving the asset or associated gains specified in the contract. Gains are derived from the change in market value of the contract due to a change in price of the underlying security. Mortgage-backed TBAs are used to manage the market exposure of a security or asset class. A TBA is a contract for the purchase or sale of agency mortgage-backed securities to be delivered at a future agreed-upon date.

As of December 31, 2025 and 2024, the Master Trust has invested in derivative contracts. The fair value of these contracts is included in the Master Trust's statements of net assets, as discussed in Note 4, and was not material.

Derivative contracts realized gains and losses and the change in unrealized gains and losses are reflected in the Master Trust's statement of changes in net assets as net appreciation or depreciation of investments. The effect of derivative contracts realized gains and losses and the change in unrealized gains and losses for the year ended December 31, 2025 was not material.

The following table summarizes the gross notional value of derivative contracts outstanding as of December 31, 2025 and 2024. The gross notional amounts give an indication of the volume of the Master Trust's derivative activity and significantly exceed the fair value of the derivative investments, which is more representative of the economic exposure associated with derivatives in the Master Trust.

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | **Interest Rate** | **Credit** | **Foreign<br>Currency** | **Equity** | **Future<br>Settlement** | **Total** |
| **December 31, 2025** | | | | | | |
| Forward contracts | $— | $— | $471 | $— | $— | $471 |
| Futures | 3262 |  | 11 | 304 |  | 3577 |
| Options | 2 |  |  |  |  | 2 |
| Swaps | 997 | 9 |  |  |  | 1006 |
| TBAs |  |  |  |  | 677 | 677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total | $4261 | $9 | $482 | $304 | $677 | $5733 |
| **December 31, 2024** |  |  |  |  |  |  |
| Forward contracts | $— | $— | $276 | $— | $— | $276 |
| Futures | 2793 |  | 5 | 277 |  | 3075 |
| Options | 53 |  | 16 |  |  | 69 |
| Swaps | 1294 | 50 |  |  |  | 1344 |
| TBAs |  |  |  |  | 725 | 725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total | $4140 | $50 | $297 | $277 | $725 | $5489 |

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Derivatives are generally used to manage the market exposure of a security, index or currency, or adjust the portfolio duration. Derivative contracts are instruments that derive their value from underlying assets, indices, reference interest rates, or a combination of these factors. Refer to Note 2 for further description of how derivative instruments are valued. Certain cash instruments, such as mortgage-backed TBAs meet the definition of a derivative instrument under GAAP.

The nature of the counterparty and the settlement mechanism of the derivative affect the credit risk to which the Master Trust is exposed. For OTC derivatives such as swaps, forwards, options and TBAs, the Master Trust is exposed to the credit risk of the derivative counterparty.

For exchange-traded derivatives, such as futures and options, and "cleared" OTC swaps, the Master Trust is generally exposed to the credit risk of the relevant exchange or clearinghouse. Where possible, the Master Trust seeks to mitigate its credit risk exposures arising on derivative transactions through the use of legally enforceable master netting arrangements and collateral agreements.

The Master Trust is also exposed to liquidity risk in the following situations:

1) When the derivative contracts require the Master Trust to post additional cash or securities collateral with counterparties as the fair value of the contracts moves in the counterparties' favor and the Master Trust's receivables under related contracts are unavailable for offset or insufficient in value to offset the payment obligation to the counterparty.

2) When certain derivative contracts have credit-related contingent features under the International Swaps and Derivatives Association Master Agreement (generally swaps) with counterparties for contracts in a net liability position.

The Master Trust has liquidity risk if its assets decline by various, pre-specified rates over predetermined time periods. If this occurs, the Master Trust is required to post more collateral or may be required to pay off the open liability contracts given the counterparty's right to terminate the contract. At December 31, 2025 and 2024, the Master Trust had an insignificant amount of contracts in a net liability position with contingent features with an insignificant amount posted in collateral against those positions.

**7.**&nbsp;&nbsp;&nbsp;&nbsp;**RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500**

The following is a reconciliation of net assets available for benefits per the financial statements as of December 31, 2025 and 2024, to Form 5500:

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| | | |
|:---|:---|:---|
| | **2025** | **2024** |
| Net assets available for benefits per the financial statements | $80410 | $73910 |
| Amounts allocated to withdrawing Members | (73) | (76) |
| Net assets available for benefits per Form 5500 | $80337 | $73834 |

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The following is a reconciliation of benefits paid per the financial statements for the year ended December 31, 2025, to total benefit payments per Form 5500:

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| | |
|:---|:---|
| Benefits paid per the financial statements | $8310 |
| Amounts allocated to withdrawing Members — December 31, 2025 | 73 |
| Amounts allocated to withdrawing Members — December 31, 2024 | (76) |
| Amounts deemed distributions of Member loans as reflected in the Form 5500 | (2) |
| Total benefit payments per Form 5500 | $8305 |

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Amounts allocated to withdrawing Members are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to December 31, but not yet paid as of that date.

Amounts deemed distributions of Member loans as reflected in the Form 5500 are for loans that Members failed to make a payment within 30 days of the expected payment date and did not bring loan payments current within 90 days of the end of the calendar quarter in which the payment was missed, Members failed to repay the loan in full within 30 days after the end of the repayment period, or Members whose loans are in default and have not reached a distributable event and are not eligible for an in-service withdrawal in the amount of the defaulted loan balance.

**8.**&nbsp;&nbsp;&nbsp;&nbsp;**RELATED PARTY AND PARTY-IN-INTEREST TRANSACTIONS**

Certain Master Trust investments are managed by NT. NT is the trustee as defined by the Plan and, therefore, these transactions qualify as related party and party-in-interest transactions.

As of December 31, 2025 and 2024, the Plan held approximately 29 million and 31 million shares of common stock of the Company, with a cost basis of $5,274 and $5,291, respectively. During the years ended December 31, 2025 and 2024, purchases of shares by the Plan totaled $313 and $227, respectively, and sales of shares by the Plan totaled $1,998 and $2,105, respectively. Boeing contributed $1,538 in Company common stock to the Plan during the year ended December 31, 2025.

Newport Trust Company ("Newport"), is the independent fiduciary and investment manager of the Boeing Stock Fund. The Plan has authorized Newport with sole responsibility for deciding whether to restrict investment in the Boeing Stock Fund, or to sell or otherwise dispose of all or any portion of the stock held in the Boeing Stock Fund if Newport determines it is in the best interests of the Members. In the event Newport determined to sell or dispose of stock in the Boeing Stock Fund, Newport would designate an alternative investment fund under the Plan for the temporary investment of any proceeds from the sale or other disposition of the Company's common stock.

**9.&nbsp;&nbsp;&nbsp;&nbsp;NONEXEMPT PARTY-IN-INTEREST TRANSACTIONS**

The Boeing Distribution Services, Inc. Retirement Plan ("BDSI Plan") was merged into the Plan effective December 31, 2024. Prior to this merger, participant contributions totaling seven thousand five hundred eighty-three dollars, from various pay periods in 2024, were remitted late to the BDSI Plan. The late contributions were not fully corrected by Boeing Distribution Services, Inc. ("BDSI") prior to the merger. The late contributions were partially corrected by the Company in 2025 and are expected to be fully corrected in 2026. Impacted participant accounts were credited or will be credited with lost earnings calculated according to the guiding principles of the Department of Labor's ("DOL's") Voluntary Fiduciary Correction Program ("VFCP"). In addition, both the Company and BDSI filed or will file Forms 5330 with the IRS and paid or will pay the required excise tax.

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Between December 12, 2024 and September 18, 2025, reportable nonexempt party-in-interest transactions occurred. Plan assets in excess of expenses were paid to a third-party provider. This was corrected according to the guiding principles of the DOL's VFCP, which involved remitting the total principal amount of four thousand seven hundred dollars on April 2, 2026, and associated earnings in the amount of three hundred eleven dollars on April 9, 2026 to the Plan.

**10.&nbsp;&nbsp;&nbsp;&nbsp;TAX STATUS**

The IRS has determined and informed the Company by a letter, dated May 11, 2015, that the Plan is designed in accordance with applicable sections of the IRC. The Plan has been amended since receiving the determination letter. The Plan administrator believes that the Plan is designed and is currently being operated in compliance with the applicable requirements of the IRC. Therefore, the Plan administrator believes that the tax-exempt status of the Plan and related trust has not been affected and no provision for income taxes has been included in the Plan's financial statements.

GAAP requires Plan management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the IRS. The Plan is subject to routine audits by taxing jurisdictions; however, there are currently no audits for any tax periods in progress. The Plan administrator believes it is no longer subject to income tax examinations for years prior to 2022.

**11**. &nbsp;&nbsp;&nbsp;&nbsp;**PLAN TERMINATION**

Although it has not expressed any intention to do so, the Company has the right under the Plan to discontinue its contributions at any time and to terminate the Plan subject to the provisions set forth in ERISA. In the event of termination of the Plan, both Member and employer contributions, including any income earned, will be distributed to the Members.

\* \* \* \* \* \*

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**SUPPLEMENTAL SCHEDULES**

**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

FORM 5500, SCHEDULE H, LINE 4(i) - SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2025

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| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| 10X GENOMICS INC CL A CL A |  |  | \*\* | $403297 |
| 1166 AVE OF THE 5.6896% DUE 10-13-2037 | 10/13/2037 | 5.69% | \*\* | 2889531 |
| 1345 TR 2025-AOA COML MTG PASSTHRU CTF CL A 5.28019% 06-15-2042 | 6/15/2042 | 5.35% | \*\* | 2507778 |
| 1CMO BENCHMARK MORTGAGE TRUST SER 20-B21 CL A5 2.014% DUE 12-15-2053 BEO | 12/17/2053 | 1.98% | \*\* | 9961954 |
| 1ST INDL RLTY TR INC COM |  |  | \*\* | 1826455 |
| 1ST INVS AUTO 4.31% DUE 12-15-2028 | 12/15/2028 | 4.31% | \*\* | 2292159 |
| 1ST PACIFIC CO USD0.01 |  |  | \*\* | 59726 |
| 1ST SOURCE CORP COM |  |  | \*\* | 43493 |
| 361 DEGREES INTERN HKD0.10 |  |  | \*\* | 64621 |
| 3650R 2021-PF1 COML MTG TR COML MTG PASSTHRU CTF CL 2.372% 11-15-2054 | 11/15/2054 | 2.37% | \*\* | 4969282 |
| 37 INTERACTIVE ENTERTAINMENT NETWORK TECHNOLOGY GROUP CO LTD 'A'CNY1 |  |  | \*\* | 2666346 |
| 3M CO 4.8% 03-15-2030 | 3/15/2030 | 4.80% | \*\* | 453171 |
| 3M CO COM |  |  | \*\* | 5579005 |
| 3SBIO INC USD0.00001 REG'S'/144A |  |  | \*\* | 365022 |
| 5N PLUS INC COM |  |  | \*\* | 523553 |
| 5TH 3RD BK CIN OH 3.85% DUE 03-15-2026 | 3/15/2026 | 3.85% | \*\* | 1330958 |
| 8X8 INC NEW COM |  |  | \*\* | 75130 |
| 99 SPEED MART RETA NPV |  |  | \*\* | 122994 |
| A&D HOLON HOLDINGS CO LTD NPV |  |  | \*\* | 178390 |
| A.P. MOLLER-MAERSK SER'B'DKK1000 |  |  | \*\* | 5837952 |
| A10 NETWORKS INC COM |  |  | \*\* | 36371 |
| A2A SPA EUR0.52 |  |  | \*\* | 1991175 |
| AAC TECHNOLOGIES HOLDINGS INC |  |  | \*\* | 350742 |
| AAON INC COM PAR $0.004 COM PAR $0.004 |  |  | \*\* | 10208121 |
| AAYAN LEASING &INV KWD0.1 |  |  | \*\* | 181207 |
| ABB LTD CHF0.12 (REGD) |  |  | \*\* | 15340053 |
| ABBISKO CAYMAN LTD USD0.00001 |  |  | \*\* | 180520 |
| ABBOTT LAB COM |  |  | \*\* | 16951486 |
| ABBVIE INC 3.2% 11-21-2029 | 11/21/2029 | 3.20% | \*\* | 8439944 |
| ABBVIE INC 3.2% DUE 05-14-2026 | 5/14/2026 | 3.20% | \*\* | 562746 |
| ABBVIE INC 4.05% DUE 11-21-2039 REG | 11/21/2039 | 4.05% | \*\* | 1002378 |
| ABBVIE INC 4.25% DUE 11-14-2028 | 11/14/2028 | 4.25% | \*\* | 252840 |
| ABBVIE INC 4.25% DUE 11-21-2049 REG | 11/21/2049 | 4.25% | \*\* | 1310135 |
| ABBVIE INC 4.4% DUE 11-06-2042 | 11/6/2042 | 4.40% | \*\* | 223016 |
| ABBVIE INC 4.45% DUE 05-14-2046 | 5/14/2046 | 4.45% | \*\* | 174289 |
| ABBVIE INC 4.8% 03-15-2029 | 3/15/2029 | 4.80% | \*\* | 1629189 |
| ABBVIE INC 5.05% 03-15-2034 | 3/15/2034 | 5.05% | \*\* | 5682212 |
| ABBVIE INC 5.4% 03-15-2054 | 3/15/2054 | 5.40% | \*\* | 175610 |
| ABBVIE INC COM USD0.01 |  |  | \*\* | 42180853 |
| ABBVIE INC FIXED 2.95% DUE 11-21-2026 | 11/21/2026 | 2.95% | \*\* | 6177981 |
| ABDULLAH AL OTHAIM SAR1 |  |  | \*\* | 11239 |
| ABERCROMBIE & FITCH CO CL A CL A |  |  | \*\* | 48963 |
| ABM INDS INC COM |  |  | \*\* | 5457 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ABN AMRO BANK N.V. DR EACH REP SHS |  |  | \*\* | 7006645 |
| ABN AMRO BK N V 4.197% DUE 07-07-2028 | 7/7/2028 | 4.20% | \*\* | 3539680 |
| ABN AMRO BK N V 6.339% DUE 09-18-2027 | 9/18/2027 | 6.34% | \*\* | 4467799 |
| ABSA GROUP LTD ZAR2 |  |  | \*\* | 1917538 |
| ABU DHABI COMM.BK. AED1 |  |  | \*\* | 4072796 |
| ABU DHABI ISLAM BK AED1 |  |  | \*\* | 377472 |
| ABU DHABI NATL CO AED0.08 |  |  | \*\* | 821179 |
| ABU DHABI SHIP AED1 |  |  | \*\* | 130337 |
| ACADEMEDIA AB NPV |  |  | \*\* | 902178 |
| ACADIA HEALTHCARE CO INC COM |  |  | \*\* | 522008 |
| ACADIAN ASSET MANAGEMENT INC COM USD0.001 |  |  | \*\* | 682346 |
| ACCEL ENTMT INC COM CL A-1 COM CL A-1 |  |  | \*\* | 99655 |
| ACCELLERON INDUSTR CHF0.01 |  |  | \*\* | 1948080 |
| ACCENTURE CAP INC 4.25% 10-04-2031 | 10/4/2031 | 4.25% | \*\* | 476090 |
| ACCENTURE CAP INC 4.5% 10-04-2034 | 10/4/2034 | 4.50% | \*\* | 380359 |
| ACCENTURE PLC CLS A |  |  | \*\* | 28045399 |
| ACCOR SA EUR3 |  |  | \*\* | 604207 |
| ACERINOX SA EUR0.25 |  |  | \*\* | 70774 |
| ACI WORLDWIDE INC COM STK |  |  | \*\* | 3467898 |
| ACKERMANS NPV |  |  | \*\* | 725867 |
| ACOMO |  |  | \*\* | 540643 |
| ACTER GROUP CORPOR TWD5 |  |  | \*\* | 621410 |
| ACTION CONSTR CMSTK |  |  | \*\* | 56148 |
| ACUITY INC |  |  | \*\* | 2428830 |
| ADANI PORT AND SPECIAL ECONOMIC ZON LIMITED |  |  | \*\* | 80931 |
| ADAPTIVE BIOTECHNOLOGIES CORP COM USD0.0001 |  |  | \*\* | 189537 |
| ADATA TECHNOLOGY TWD10 |  |  | \*\* | 435878 |
| ADDTECH AB SER'B'NPV |  |  | \*\* | 48832 |
| ADDUS HOMECARE CORP COM STK |  |  | \*\* | 480463 |
| ADIDAS AG |  |  | \*\* | 5264905 |
| ADIENT PLC ADIENT PLC LTD COM |  |  | \*\* | 5387 |
| ADITYA BIRLA INR5.00 |  |  | \*\* | 151796 |
| ADMA BIOLOGICS INC COM |  |  | \*\* | 6728918 |
| ADNOC MURBAN RSC LTD GLOBAL MEDIUM 5.125% 09-11-2054 | 9/11/2054 | 5.12% | \*\* | 375868 |
| ADOBE INC COM |  |  | \*\* | 7020799 |
| ADR ARCELORMITTAL N Y REGISTRY SHS NEW 2017 N Y REGISTRY SHS NEW 2017 |  |  | \*\* | 1835970 |
| ADR ARGENX SE SPONSORED ADS |  |  | \*\* | 1008299 |
| ADR ASML HLDG NV NY REG 2012 (POST REV SPLIT) |  |  | \*\* | 9545291 |
| ADR ASTRAZENECA PLC SPONSORED ADR UNITEDKINGDOM |  |  | \*\* | 5020481 |
| ADR AUTOHOME INC SPONSORED ADR REPST CL A |  |  | \*\* | 1989020 |
| ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004 |  |  | \*\* | 2155889 |
| ADR BARCLAYS PLC ADR |  |  | \*\* | 12675093 |
| ADR BHP GROUP LTD SPONSORED ADR |  |  | \*\* | 741162 |
| ADR BP P L C SPONSORED ADR |  |  | \*\* | 8892512 |
| ADR CEMEX SAB DE CV |  |  | \*\* | 1515106 |
| ADR COCA-COLA FEMSA S.A.B DE C.V. |  |  | \*\* | 157882 |
| ADR COMPANIA DE MINAS BUENAVENTURA S A SPONSORED ADR REPSTG SER B SHS |  |  | \*\* | 1503 |
| ADR DINGDONG CAYMAN LTD SPN ADR |  |  | \*\* | 18976 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ADR DRDGOLD LTD SPONSORED ADR REPSTG 10 SHS |  |  | \*\* | 65307 |
| ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS |  |  | \*\* | 1696858 |
| ADR FOMENTO ECONOMICO MEXICANO SAB DE CV |  |  | \*\* | 1563452 |
| ADR FUTU HLDGS LTD SPONSORED ADS |  |  | \*\* | 2431129 |
| ADR GAOTU TECHEDU INC |  |  | \*\* | 1213 |
| ADR GOLD FIELDS LTD NEW SPONSORED ADR |  |  | \*\* | 2280624 |
| ADR GRAVITY CO LTD SPONSORED ADR NEW |  |  | \*\* | 109432 |
| ADR GRUPO CIBEST SA SPON ADS EACH REP 4 PRF SHS |  |  | \*\* | 15966 |
| ADR GSK PLC |  |  | \*\* | 21696375 |
| ADR HARMONY GOLD MNG LTD SPONSORED ADR |  |  | \*\* | 1305102 |
| ADR HDFC BK LTD ADR REPSTG 3 SHS |  |  | \*\* | 119193 |
| ADR HELLO GROUP INC ADR |  |  | \*\* | 43125 |
| ADR HONDA MTR LTD ADR REPRESENTING 3 ORDSHS |  |  | \*\* | 451575 |
| ADR HSBC HLDGS PLC SPONSORED ADR NEW |  |  | \*\* | 817381 |
| ADR HUYA INC ADS REPSTG CL A SHS |  |  | \*\* | 27752 |
| ADR ICICI BK LTD |  |  | \*\* | 1372648 |
| ADR INTERCONTINENTAL HOTELS GROUP PLC NEW SPON ADS EACH REPR 1 ORD SHS |  |  | \*\* | 11830 |
| ADR JINKOSOLAR HLDG CO LTD |  |  | \*\* | 198685 |
| ADR JOYY INC ADS REPSTG COM CL A |  |  | \*\* | 709252 |
| ADR KANZHUN LTD SPONSORED ADS |  |  | \*\* | 4206004 |
| ADR KB FINL GROUP INC SPONSORED ADR REPSTG 1 COM SH ADR |  |  | \*\* | 6367 |
| ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063 |  |  | \*\* | 87219 |
| ADR NICE LTD SPONSORED ADR |  |  | \*\* | 1434365 |
| ADR NOAH HLDGS LTD SPONSORED ADS |  |  | \*\* | 132528 |
| ADR NOKIA CORP SPONSORED ADR |  |  | \*\* | 2714864 |
| ADR NOVABRIDGE BIOSCIENCES |  |  | \*\* | 13007 |
| ADR NOVARTIS AG |  |  | \*\* | 1213394 |
| ADR POSCO HOLDINGS INC ADR EACH REP 1/4 ORD KRW5000 (BNY) |  |  | \*\* | 7875 |
| ADR PRUDENTIAL PLC ADR ISIN #US74435K2042 |  |  | \*\* | 322621 |
| ADR PT BK RAKYAT ADR TO PUR SHS B |  |  | \*\* | 68738 |
| ADR QFIN HOLDINGS INC |  |  | \*\* | 10406 |
| ADR RECKITT BENCKISER GROUP PLC SPONSORED ADR |  |  | \*\* | 8079133 |
| ADR RELX PLC SPONSORED ADR |  |  | \*\* | 889 |
| ADR RLX TECHNOLOGY INC SPONSORED ADS |  |  | \*\* | 73884 |
| ADR RYANAIR HLDGS PLC SPONSORED ADR NEW |  |  | \*\* | 15777558 |
| ADR SASOL LTD SPONSORED ADR |  |  | \*\* | 1204 |
| ADR SEA LTD ADR |  |  | \*\* | 727277 |
| ADR SHINHAN FINL GROUP CO LTD SPONSORED ADR |  |  | \*\* | 19092 |
| ADR SIBANYE STILLWATER LTD SPONSORED ADR |  |  | \*\* | 2454392 |
| ADR SILICON MOTION TECHNOLOGY CORP SPONSORED ADR REPSTG SHS |  |  | \*\* | 2443943 |
| ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS |  |  | \*\* | 1284152 |
| ADR STRUCTURE THERAPEUTICS INC SPONSOREDADR |  |  | \*\* | 514253 |
| ADR TAIWAN SEMICONDUCTOR MANUFACTURING ADS REP 5 TWD10 |  |  | \*\* | 34372998 |
| ADR TAL ED GROUP ADS REPSTG COM SHS ADR |  |  | \*\* | 6415 |
| ADR TURKCELL ILETISIM HIZMET ADS EACH REPR 2.5 TRADABLE SHS TRY1 |  |  | \*\* | 43519 |
| ADR UNILEVER PLC SPONSORED ADS EACH 1 ORD REV SPT |  |  | \*\* | 6904736 |
| ADR UP FINTECH HLDG LTD SPONSORED ADR REPSTG CL A ORD SHS |  |  | \*\* | 103678 |
| ADR VALE S A ADR |  |  | \*\* | 2219765 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ADR VIPSHOP HLDGS LTD SPONSORED ADR |  |  | \*\* | 4459596 |
| ADR VODAFONE GROUP PLC NEW SPONSORED ADRNO PAR |  |  | \*\* | 256697 |
| ADR WOORI FINL GROUP INC |  |  | \*\* | 13522 |
| ADR WPP PLC ADR DR EACH REPR 5 SHS |  |  | \*\* | 6401100 |
| ADR XUNLEI LTD SPONSORED ADS |  |  | \*\* | 40853 |
| ADR YIREN DIGITAL LTD |  |  | \*\* | 35442 |
| ADR YOUDAO INC SPONSORED ADS REPSTG SHS CL A |  |  | \*\* | 7510 |
| ADR ZEPP HEALTH CORPORATION SPON ADS EACH REP 16 ORD CL A (P/S) |  |  | \*\* | 38686 |
| ADT INC DEL COM |  |  | \*\* | 18004 |
| ADTALEM GLOBAL ED INC COM |  |  | \*\* | 235912 |
| ADVANCE RES INV REIT |  |  | \*\* | 165118 |
| ADVANCED DRAIN SYS INC DEL COM |  |  | \*\* | 1099694 |
| ADVANCED ENERGY INDS INC COM |  |  | \*\* | 6909 |
| ADVANCED ENERGY SO TWD10 |  |  | \*\* | 84658 |
| ADVANCED MICRO DEVICES 4.212% 09-24-2026 | 9/24/2026 | 4.21% | \*\* | 1240911 |
| ADVANCED MICRO DEVICES INC 4.319% 03-24-2028 | 3/24/2028 | 4.32% | \*\* | 676265 |
| ADVANCED MICRO DEVICES INC 4.393% DUE 06-01-2052 | 6/1/2052 | 4.39% | \*\* | 246298 |
| ADVANCED MICRO DEVICES INC COM |  |  | \*\* | 48700412 |
| ADVANSIX INC COM |  |  | \*\* | 290778 |
| ADVANTEST CORP NPV |  |  | \*\* | 3870755 |
| ADVENTIST HLTH 2.952% DUE 03-01-2029 | 3/1/2029 | 2.95% | \*\* | 5150112 |
| ADYEN NV EUR0.01 |  |  | \*\* | 4340768 |
| AECI ZAR1 |  |  | \*\* | 19961 |
| AECON GROUP INC. COM NPV |  |  | \*\* | 91279 |
| AEGIS LOGISTICS INR1 |  |  | \*\* | 20934 |
| AEP TEX INC 3.45% DUE 01-15-2050 | 1/15/2050 | 3.45% | \*\* | 226383 |
| AEP TEX INC 4.15% DUE 05-01-2049 | 5/1/2049 | 4.15% | \*\* | 192690 |
| AEP TEX INC 5.25% DUE 05-15-2052 | 5/15/2052 | 5.25% | \*\* | 156657 |
| AEP TEX INC 5.45% 05-15-2029 | 5/15/2029 | 5.45% | \*\* | 808129 |
| AEP TEXAS CENT CO FIXED 3.95% DUE 06-01-2028 | 6/1/2028 | 3.95% | \*\* | 3196774 |
| AEP TRANSM CO LLC 3.1% DUE 12-01-2026 | 12/1/2026 | 3.10% | \*\* | 754352 |
| AERCAP HOLDINGS N.V. EUR0.01 |  |  | \*\* | 6575151 |
| AERCAP IRELAND CAP / GLOBA 3.3% DUE 01-30-2032 BEO | 1/30/2032 | 3.30% | \*\* | 1414699 |
| AERCAP IRELAND CAP / GLOBA 3.0% DUE 10-29-2028 | 10/29/2028 | 3.00% | \*\* | 5096451 |
| AERCAP IRELAND CAP DESIGNATED 5.0% 11-15-2035 | 11/15/2035 | 5.00% | \*\* | 227795 |
| AERCAP IRELAND CAP DESIGNATED GTD SR NT 4.375% 11-15-2030 | 11/15/2030 | 4.38% | \*\* | 488912 |
| AERCAP IRELAND CAP/GLOBA 2.45% DUE 10-29-2026 BEO | 10/29/2026 | 2.45% | \*\* | 7607693 |
| AERCAP IRELAND CAP/GLOBA 5.1% 01-19-2029 | 1/19/2029 | 5.10% | \*\* | 429612 |
| AEROPORTO GUGLIELM NVP |  |  | \*\* | 27029 |
| AERSALE CORP COM |  |  | \*\* | 2112 |
| AES CORP 5.45% 06-01-2028 | 6/1/2028 | 5.45% | \*\* | 613785 |
| AES CORP COM |  |  | \*\* | 875 |
| AES CORP SR NT 1.375% 01-15-2026 | 1/15/2026 | 1.38% | \*\* | 1227579 |
| AETNA INC NEW 4.5% DUE 05-15-2042 | 5/15/2042 | 4.50% | \*\* | 171912 |
| AETNA INC NEW 6.75% DUE 12-15-2037 | 12/15/2037 | 6.75% | \*\* | 99307 |
| AFFIRM HLDGS INC CL A CL A |  |  | \*\* | 1278707 |
| AFLAC INC 1.125% DUE 03-15-2026 | 3/15/2026 | 1.12% | \*\* | 687342 |
| AFLAC INC COM |  |  | \*\* | 388040 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| AGCO CORP DEL 5.45% 03-21-2027 | 3/21/2027 | 5.45% | \*\* | 1064250 |
| AGESA HAYAT VE EMEKLILIK AS |  |  | \*\* | 355766 |
| AGILENT TECHNOLOGIES INC COM |  |  | \*\* | 22477403 |
| AGILITY PUBLIC WAR KWD0.100 |  |  | \*\* | 164142 |
| AGILON HEALTH INC COM |  |  | \*\* | 82437 |
| AGIOS PHARMACEUTICALS INC COM |  |  | \*\* | 575621 |
| AGL CAP CORP 5.875% DUE 03-15-2041 | 3/15/2041 | 5.88% | \*\* | 25868 |
| AGNICO EAGLE MINES LTD COM NPV |  |  | \*\* | 1952756 |
| AGNICO-EAGLE MINES LTD COM NPV |  |  | \*\* | 256160 |
| AGORA INC ADS SPON ADS EACH REP 4 ORD SHS |  |  | \*\* | 29219 |
| AI HOLDINGS CORPOR NPV |  |  | \*\* | 108252 |
| AIA ENGINEERING INR2 |  |  | \*\* | 20249 |
| AIA GROUP LTD NPV |  |  | \*\* | 12131537 |
| AIB GROUP PLC ORD EUR0.625 |  |  | \*\* | 11336695 |
| AICA KOGYO CO NPV |  |  | \*\* | 67332 |
| AICHI CORPORATION NPV |  |  | \*\* | 19215 |
| AIG GLOBAL FDG SR FLTG RT 4.990643% DUE 09-25-2026 | 9/25/2026 | 5.02% | \*\* | 1917495 |
| AIMS APAC REIT MANAGEMENT LTD |  |  | \*\* | 1241641 |
| AIN HOLDINGS INC |  |  | \*\* | 68238 |
| AIPHONE CO LTD NPV |  |  | \*\* | 39483 |
| AIR ARABIA AED1 |  |  | \*\* | 320267 |
| AIR FRANCE-KLM EUR1 (POST CONSOLIDATION) |  |  | \*\* | 155696 |
| AIR LEASE CORP CL A CL A |  |  | \*\* | 30060 |
| AIR LIQUIDE(L') EUR5.50 |  |  | \*\* | 19954806 |
| AIR PRODS & CHEMS FIXED 2.7% DUE 05-15-2040 | 5/15/2040 | 2.70% | \*\* | 127876 |
| AIR PRODUCTS & CHEMICALS INC 4.3% 06-11-2028 | 6/11/2028 | 4.30% | \*\* | 1227697 |
| AIRBNB INC CL A COM USD0.0001 CL A |  |  | \*\* | 641820 |
| AIRBUS SE EUR1 |  |  | \*\* | 2816636 |
| AIRPORTS OF THAILA THB1.00(NVDR) |  |  | \*\* | 1541130 |
| AIRTEL AFRICA PLC ORD USD0.5 |  |  | \*\* | 1428235 |
| AIRTRIP CORP NPV |  |  | \*\* | 18885 |
| AISAN INDUSTRY CO NPV |  |  | \*\* | 430617 |
| AISIN CORPORATION NPV |  |  | \*\* | 492816 |
| AJANTA PHARMACEUTICAL INR2 |  |  | \*\* | 23136 |
| AKATSUKI INC NPV |  |  | \*\* | 546490 |
| AKEBIA THERAPEUTICS INC COM |  |  | \*\* | 123402 |
| AKER SOLUTIONS ASA |  |  | \*\* | 179413 |
| AKIS GAYRIMENKUL Y TRY1 (B SHARES) |  |  | \*\* | 20283 |
| AKITA BANK NPV |  |  | \*\* | 46222 |
| AL BABTAIN POWER SAR10 |  |  | \*\* | 866773 |
| AL NAHDI MED CO SAR10 |  |  | \*\* | 20946 |
| AL RAJHI BANK SAR10 |  |  | \*\* | 138498 |
| ALA TR 2025-OANA COML MTG PASS THRU CTF CL A 5.42363% 06-15-2040 | 6/15/2040 | 5.49% | \*\* | 2573610 |
| ALABAMA PWR CO 3.45% DUE 10-01-2049 | 10/1/2049 | 3.45% | \*\* | 249904 |
| ALABAMA PWR CO 3.75% DUE 09-01-2027 | 9/1/2027 | 3.75% | \*\* | 1647326 |
| ALBA PLC FLT 15/12/2038 | 12/15/2038 | 2.17% | \*\* | 190790 |
| ALBANY INTL CORP NEW CL A |  |  | \*\* | 2336205 |
| ALBARAKA TURK NPV |  |  | \*\* | 57698 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ALBEMARLE CORP 4.65% 06-01-2027 | 6/1/2027 | 4.65% | \*\* | 1053721 |
| ALBEMARLE CORP COM |  |  | \*\* | 725021 |
| ALBERTA PROV CDA BD 3.3% DUE 03-15-2028 REG | 3/15/2028 | 3.30% | \*\* | 495864 |
| ALBERTA PROV CDA USD BD 1.3% DUE 07-22-2030 REG | 7/22/2030 | 1.30% | \*\* | 818089 |
| ALCONIX CORPORATIO NPV |  |  | \*\* | 17664 |
| ALDAR PROPERTIES AED1 |  |  | \*\* | 1669988 |
| ALDEYRA THERAPEUTICS INC FORMERLY ALDEXATHERAPEUTICS INC 03/17/2014 COM |  |  | \*\* | 223538 |
| ALECTOR INC COM |  |  | \*\* | 53003 |
| ALEXANDER & BALDWIN INC |  |  | \*\* | 102705 |
| ALEXANDERS INC COM REIT FUND |  |  | \*\* | 332794 |
| ALEXANDRIA REAL 4% DUE 02-01-2050 | 2/1/2050 | 4.00% | \*\* | 224631 |
| ALEXANDRIA REAL ESTATE E 2.0% DUE 05-18-2032 | 5/18/2032 | 2.00% | \*\* | 1549740 |
| ALEXANDRIA REAL ESTATE EQUITIES 2.95% 03-15-2034 | 3/15/2034 | 2.95% | \*\* | 364466 |
| ALEXANDRIA REAL ESTATE EQUITIES INC COM |  |  | \*\* | 124210 |
| ALFA FINANCIAL SOF ORD GBP0.001 |  |  | \*\* | 134277 |
| ALGONQUIN POWER & UTILITIES CORP STEP UP06-15-2026 | 6/15/2026 | 5.36% | \*\* | 2300839 |
| ALGONQUIN PWR&UTIL COM NPV |  |  | \*\* | 123760 |
| ALIBABA GROUP HOLDING LTD |  |  | \*\* | 10153101 |
| ALIGHT INC CL A |  |  | \*\* | 10865 |
| ALIGN TECHNOLOGY INC COM |  |  | \*\* | 458144 |
| ALIGNMENT HEALTHCARE INC COM |  |  | \*\* | 743489 |
| ALIMENTATION 3.55% DUE 07-26-2027 | 7/26/2027 | 3.55% | \*\* | 4617808 |
| ALIMENTATION COUCHE-TARD INC SR NT 144A 4.148% 09-29-2028 | 9/29/2028 | 4.15% | \*\* | 3650191 |
| ALIOR BANK SA PLN10.00 |  |  | \*\* | 1594846 |
| ALK-ABELLO A/S SER'B'DKK0.50 |  |  | \*\* | 629049 |
| ALKANE RESOURCES LTD COMSTK |  |  | \*\* | 4064 |
| ALKERMES PLC SHS |  |  | \*\* | 237690 |
| ALKHALEEJ TAKAFUL QAR1 |  |  | \*\* | 105694 |
| ALLEGIANT TRAVEL CO COM |  |  | \*\* | 727779 |
| ALLEGION PLC COMMON STOCK |  |  | \*\* | 485621 |
| ALLEGRO MICROSYSTEMS INC DEL COM |  |  | \*\* | 536121 |
| ALLIED GOLD CORP COM NPV (REV SPT) |  |  | \*\* | 114718 |
| ALLISON TRANSMISSION HOLDING |  |  | \*\* | 703509 |
| ALLOS S.A COM NPV |  |  | \*\* | 538433 |
| ALLSTATE CORP COM |  |  | \*\* | 2285903 |
| ALLY AUTO 4.94% DUE 10-15-2029 | 10/15/2029 | 4.94% | \*\* | 2490223 |
| ALLY AUTO RECEIVABLES TR SR 24-1 CL A3 5.17% 12-15-2028 | 12/15/2028 | 5.08% | \*\* | 525048 |
| ALLY AUTO RECEIVABLES TRUST SER 23-1 CL A3 5.46% DUE 05-15-2028 | 5/15/2028 | 5.46% | \*\* | 1052063 |
| ALLY FINANCIAL INC 5.737% 05-15-2029 | 5/15/2029 | 5.74% | \*\* | 1446241 |
| ALLY FINL INC 6.848% 01-03-2030 | 1/3/2030 | 6.85% | \*\* | 849203 |
| ALLY FINL INC COM |  |  | \*\* | 7126110 |
| ALMAJED FOR OUD CO SAR10 |  |  | \*\* | 20317 |
| ALMASANE ALKOBRA SAR10 |  |  | \*\* | 1314275 |
| ALMIRALL SA EUR0.12 |  |  | \*\* | 457224 |
| ALMONTY INDUSTRIES INC COM NPV (POST REV SPLIT) |  |  | \*\* | 3007276 |
| ALNYLAM PHARMACEUTICALS INC COM |  |  | \*\* | 866082 |
| ALPARGATAS SA PRF NPV |  |  | \*\* | 97616 |
| ALPHA & OMEGA SEMICONDUCTOR LTD COM STK |  |  | \*\* | 186749 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ALPHA BANK S.A. EUR0.29 |  |  | \*\* | 1556063 |
| ALPHA METALLURGICAL RES INC COM |  |  | \*\* | 123726 |
| ALPHA SYSTEMS INC NPV |  |  | \*\* | 54126 |
| ALPHABET INC 1.1% DUE 08-15-2030 | 8/15/2030 | 1.10% | \*\* | 342295 |
| ALPHABET INC 1.9% DUE 08-15-2040 | 8/15/2040 | 1.90% | \*\* | 112733 |
| ALPHABET INC 3.875% 11-15-2028 | 11/15/2028 | 3.88% | \*\* | 2030901 |
| ALPHABET INC 4.1% 11-15-2030 | 11/15/2030 | 4.10% | \*\* | 1616756 |
| ALPHABET INC 4.375% 11-06-2064 | 11/6/2064 | 4.38% | \*\* | 224463 |
| ALPHABET INC 4.375% DUE 11-15-2032 | 11/15/2032 | 4.38% | \*\* | 271319 |
| ALPHABET INC 4.7% 11-15-2035 | 11/15/2035 | 4.70% | \*\* | 1192633 |
| ALPHABET INC 5.25% 15 MAY 2055 | 5/15/2055 | 5.25% | \*\* | 201989 |
| ALPHABET INC 5.3% 05-15-2065 | 5/15/2065 | 5.30% | \*\* | 268921 |
| ALPHABET INC 5.45% 11-15-2055 | 11/15/2055 | 5.45% | \*\* | 231270 |
| ALPHABET INC CAP STK USD0.001 CL C |  |  | \*\* | 77230887 |
| ALPHABET INC CAPITAL STOCK USD0.001 CL A |  |  | \*\* | 224065006 |
| ALPHAMAB ONCOLOGY USD0.000002 |  |  | \*\* | 1259 |
| ALS LIMITED NPV |  |  | \*\* | 1453526 |
| ALSTOM EUR7.0 |  |  | \*\* | 307877 |
| ALTRIA GROUP INC 3.875% DUE 09-16-2046 | 9/16/2046 | 3.88% | \*\* | 135755 |
| ALTRIA GROUP INC 4.5% 08-06-2030 | 8/6/2030 | 4.50% | \*\* | 2583130 |
| ALTRIA GROUP INC 4.8% DUE 02-14-2029 | 2/14/2029 | 4.80% | \*\* | 4046015 |
| ALTRIA GROUP INC 4.875% 02-04-2028 | 2/4/2028 | 4.88% | \*\* | 930305 |
| ALTRIA GROUP INC 6.2% 11-01-2028 | 11/1/2028 | 6.20% | \*\* | 684631 |
| ALTRIA GROUP INC BNDS 2.625% 09-16-2026 | 9/16/2026 | 2.62% | \*\* | 2195477 |
| ALTRIA GROUP INC COM |  |  | \*\* | 3057767 |
| ALTRIA GROUP INC FIXED 3.4% DUE 05-06-2030 | 5/6/2030 | 3.40% | \*\* | 727578 |
| ALTRIA GROUP INC FIXED 4.4% DUE 02-14-2026 | 2/14/2026 | 4.40% | \*\* | 5207837 |
| ALUMINUM CORP CHN. 'H'CNY1 |  |  | \*\* | 347111 |
| AMADA CO LTD |  |  | \*\* | 1697869 |
| AMADEUS IT GROUP EUR0.01 |  |  | \*\* | 10414854 |
| AMATA CORP THB1(NVDR) |  |  | \*\* | 160968 |
| AMAZON COM INC 2.5% DUE 06-03-2050 | 6/3/2050 | 2.50% | \*\* | 114289 |
| AMAZON COM INC 3.9% 11-20-2028 | 11/20/2028 | 3.90% | \*\* | 3015534 |
| AMAZON COM INC 4.1% 11-20-2030 | 11/20/2030 | 4.10% | \*\* | 2504990 |
| AMAZON COM INC 5.55% 11-20-2065 | 11/20/2065 | 5.55% | \*\* | 146038 |
| AMAZON COM INC COM |  |  | \*\* | 248816805 |
| AMAZON COM INC FIXED 3.875% DUE 08-22-2037 | 8/22/2037 | 3.88% | \*\* | 505550 |
| AMAZON COM INC NT 3.1% 05-12-2051 | 5/12/2051 | 3.10% | \*\* | 444819 |
| AMBARELLA INC SHS |  |  | \*\* | 1100924 |
| AMBEA AB NPV |  |  | \*\* | 2011657 |
| AMBEV SA COM NPV ABEV3 |  |  | \*\* | 1721703 |
| AMCOR FLEXIBLES NORTH AMER INC 4.8% 03-17-2028 | 3/17/2028 | 4.80% | \*\* | 1182506 |
| AMCOR FLEXIBLES NORTH AMER INC 5.1% 03-17-2030 | 3/17/2030 | 5.10% | \*\* | 581484 |
| AMDOCS ORD GBP0.01 |  |  | \*\* | 11409958 |
| AMER ELEC PWR CO INC COM |  |  | \*\* | 5997734 |
| AMER MED SYS EUR B 3% GTD SNR 08/03/2031EUR | 3/8/2031 | 3.00% | \*\* | 2799061 |
| AMER SPORTS INC COM EUR0.030058 |  |  | \*\* | 1108735 |
| AMERANT BANCORP INC CL A CL A |  |  | \*\* | 1058047 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| AMEREN CORP 1.95% 03-15-2027 | 3/15/2027 | 1.95% | \*\* | 4910334 |
| AMEREN CORP 5.7% 12-01-2026 | 12/1/2026 | 5.70% | \*\* | 6522754 |
| AMEREN CORP COM |  |  | \*\* | 422707 |
| AMEREN ILL CO 3.7% 12-01-2047 | 12/1/2047 | 3.70% | \*\* | 191403 |
| AMEREN ILL CO 3.8% DUE 05-15-2028 | 5/15/2028 | 3.80% | \*\* | 5197577 |
| AMEREN ILL CO 5.55% DUE 07-01-2054 | 7/1/2054 | 5.55% | \*\* | 1479844 |
| AMERESCO INC |  |  | \*\* | 187280 |
| AMERICAN AIRLINES INC COM USD1 |  |  | \*\* | 74335 |
| AMERICAN AIRLS INC 3.0% 10-15-2028 | 10/15/2028 | 3.00% | \*\* | 32720 |
| AMERICAN AIRLS PASS THRU 2016-2 AA 3.2% DUE 12-15-2029 | 12/15/2029 | 3.20% | \*\* | 628746 |
| AMERICAN ASSETS TR INC COM |  |  | \*\* | 229242 |
| AMERICAN AXLE & MFG HLDGS INC COM |  |  | \*\* | 113265 |
| AMERICAN COASTAL INSURANCE CORPORATION |  |  | \*\* | 114415 |
| AMERICAN EAGLE OUTFITTERS INC NEW COM |  |  | \*\* | 33068 |
| AMERICAN ELEC PWR CO INC 5.2% 01-15-2029 | 1/15/2029 | 5.20% | \*\* | 1470397 |
| AMERICAN EXPRESS CO |  |  | \*\* | 59952987 |
| AMERICAN EXPRESS CO 2.55% DUE 03-04-2027BEO | 3/4/2027 | 2.55% | \*\* | 985694 |
| AMERICAN EXPRESS CO 3.433% 05-20-2032 | 5/20/2032 | 3.43% | \*\* | 945507 |
| AMERICAN EXPRESS CO 4.351% 07-20-2029 | 7/20/2029 | 4.35% | \*\* | 4544479 |
| AMERICAN EXPRESS CO 4.42% 08-03-2033 | 8/3/2033 | 4.42% | \*\* | 4025513 |
| AMERICAN EXPRESS CO 4.731% 04-25-2029 | 4/25/2029 | 4.73% | \*\* | 4006720 |
| AMERICAN EXPRESS CO 4.918% 07-20-2033 | 7/20/2033 | 4.92% | \*\* | 3769805 |
| AMERICAN EXPRESS CO 5.098% 02-16-2028 | 2/16/2028 | 5.10% | \*\* | 8807933 |
| AMERICAN EXPRESS CO 5.389% 07-28-2027 | 7/28/2027 | 5.39% | \*\* | 1197200 |
| AMERICAN EXPRESS CO 5.645% 04-23-2027 | 4/23/2027 | 5.64% | \*\* | 1125395 |
| AMERICAN EXPRESS CR ACCOUNT MASTER TR SER 23-3 CL A 5.23% 09-15-2028 | 9/15/2028 | 5.23% | \*\* | 6337928 |
| AMERICAN HEALTHCARE REIT INC COM |  |  | \*\* | 4653387 |
| AMERICAN HOMES 4 RENT 5.25% 03-15-2035 | 3/15/2035 | 5.25% | \*\* | 406704 |
| AMERICAN HOMES 4 RENT COMMON STOCK |  |  | \*\* | 493923 |
| AMERICAN HONDA FIN 4.95% 01-09-2026 | 1/9/2026 | 4.95% | \*\* | 1949350 |
| AMERICAN HONDA FIN CORP MED TERM NTS BOO4.9% DUE 03-12-2027 | 3/12/2027 | 4.90% | \*\* | 1016126 |
| AMERICAN HONDA FINANCE 4.4% 10-05-2026 | 10/5/2026 | 4.40% | \*\* | 496739 |
| AMERICAN HONDA FINANCE 4.45% 10-22-2027 | 10/22/2027 | 4.45% | \*\* | 962417 |
| AMERICAN HONDA FINANCE VAR RT 12-11-2026 | 12/11/2026 | 4.35% | \*\* | 5006119 |
| AMERICAN INTEGRITY INS GROUP INC COM |  |  | \*\* | 142561 |
| AMERICAN INTERNATIONAL GROUP INC COM |  |  | \*\* | 25733440 |
| AMERICAN INTL GROUP INC 4.9% 05-07-2030 | 5/7/2030 | 4.85% | \*\* | 799928 |
| AMERICAN MUN PWR OHIO INC REV 6.449% 02-15-2044 BEO TAXABLE | 2/15/2044 | 6.45% | \*\* | 5262220 |
| AMERICAN STS WTR CO COM |  |  | \*\* | 14496 |
| AMERICAN TOWER CORP |  |  | \*\* | 3151833 |
| AMERICAN TOWER CORP 3.65% DUE 03-15-2027 | 3/15/2027 | 3.65% | \*\* | 1292325 |
| AMERICAN TOWER CORP 5.0% 01-31-2030 | 1/31/2030 | 5.00% | \*\* | 466393 |
| AMERICAN TOWER CORP 5.2% 02-15-2029 | 2/15/2029 | 5.20% | \*\* | 2339425 |
| AMERICAN TOWER CORP 5.25% 07-15-2028 | 7/15/2028 | 5.25% | \*\* | 179981 |
| AMERICAN TOWER CORP NEW 1.875% DUE 10-15-2030 | 10/15/2030 | 1.88% | \*\* | 669665 |
| AMERICAN TOWER CORP NEW 2.3% 09-15-2031 | 9/15/2031 | 2.30% | \*\* | 4446750 |
| AMERICAN TOWER CORP NEW 4.7% 12-15-2032 | 12/15/2032 | 4.70% | \*\* | 1337021 |
| AMERICAN TOWER CORP NEW 5.5% 03-15-2028 | 3/15/2028 | 5.50% | \*\* | 1535421 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| AMERICAN TOWER CORP NEW 5.8% 11-15-2028 | 11/15/2028 | 5.80% | \*\* | 291339 |
| AMERICAN TOWER CORP NEW 5.9% 11-15-2033 | 11/15/2033 | 5.90% | \*\* | 2460758 |
| AMERICAN VANGUARD CORP COM |  |  | \*\* | 127324 |
| AMERICAN WTR CAP CORP 5.7% 09-01-2055 | 9/1/2055 | 5.70% | \*\* | 191120 |
| AMERICREDIT 1.41% DUE 08-18-2027 | 8/18/2027 | 1.41% | \*\* | 2055331 |
| AMERICREDIT 5.38% DUE 06-18-2029 | 6/18/2029 | 5.38% | \*\* | 5014558 |
| AMERICREDIT 5.81% DUE 05-18-2028 | 5/18/2028 | 5.81% | \*\* | 1010686 |
| AMERICREDIT AUTOMOBILE RECEIVABLES AUTO RECEIVABLES BACKED NT 5.62% 11-18-2027 | 11/18/2027 | 5.62% | \*\* | 320376 |
| AMERICREDIT AUTOMOBILE RECEIVABLES AUTO RECEIVABLES BACKED NT 5.8% 12-18-2028 | 12/18/2028 | 5.80% | \*\* | 5769250 |
| AMERIPRISE FINL INC 4.5% 05-13-2032 | 5/13/2032 | 4.50% | \*\* | 1818044 |
| AMERIPRISE FINL INC COM |  |  | \*\* | 9757276 |
| AMERIS BANCORP COM |  |  | \*\* | 1293561 |
| AMERISAFE INC COM |  |  | \*\* | 18590 |
| AMERN AIRLINES INC 3.7% DUE 10-01-2026 | 10/1/2026 | 3.70% | \*\* | 1443430 |
| AMERN CR ACCEP 5.59% DUE 04-12-2029 | 4/12/2029 | 5.59% | \*\* | 2547 |
| AMERN EXPRESS CO FLTG RT 5.016% DUE 04-25-2031 | 4/25/2031 | 5.02% | \*\* | 618837 |
| AMERN EXPRESS CO FLTG RT 5.442% DUE 01-30-2036 | 1/30/2036 | 5.44% | \*\* | 541089 |
| AMERN EXPRESS CO FLTG RT 5.667% DUE 04-25-2036 | 4/25/2036 | 5.67% | \*\* | 635143 |
| AMERN EXPRESS CR 5.24% DUE 04-15-2031 | 4/15/2031 | 5.24% | \*\* | 6255988 |
| AMERN HONDA FIN 1.3% DUE 09-09-2026 | 9/9/2026 | 1.30% | \*\* | 228848 |
| AMERN HONDA FIN 4.25% DUE 09-01-2028 | 9/1/2028 | 4.25% | \*\* | 6415869 |
| AMERN HONDA FIN CORP MED TERM NTS TRANCHE # TR 149 VAR DTD 4.52 07-09-2027 | 7/9/2027 | 4.87% | \*\* | 1122584 |
| AMERN TOWER CORP 2.9% DUE 01-15-2030 | 1/15/2030 | 2.90% | \*\* | 1467990 |
| AMERN TOWER CORP 3.125% DUE 01-15-2027 | 1/15/2027 | 3.12% | \*\* | 3070807 |
| AMERN TOWER CORP 3.55% DUE 07-15-2027 | 7/15/2027 | 3.55% | \*\* | 3513341 |
| AMERN TOWER CORP 3.8% DUE 08-15-2029 | 8/15/2029 | 3.80% | \*\* | 1176397 |
| AMERN TOWER CORP 4.9% DUE 03-15-2030 | 3/15/2030 | 4.90% | \*\* | 2509303 |
| AMERN TOWER CORP FIXED 1.45% DUE 09-15-2026 | 9/15/2026 | 1.45% | \*\* | 2439771 |
| AMERN WOODMARK CORP COM |  |  | \*\* | 385924 |
| AMETEK INC NEW COM |  |  | \*\* | 5144863 |
| AMG CRITICAL MATER EUR0.02 |  |  | \*\* | 1801003 |
| AMGEN INC 1.65% DUE 08-15-2028 BEO | 8/15/2028 | 1.65% | \*\* | 423322 |
| AMGEN INC 2.6% DUE 08-19-2026 | 8/19/2026 | 2.60% | \*\* | 2178075 |
| AMGEN INC 4.05% DUE 08-18-2029 | 8/18/2029 | 4.05% | \*\* | 3471171 |
| AMGEN INC 5.25% 03-02-2030 | 3/2/2030 | 5.25% | \*\* | 2824002 |
| AMGEN INC 5.25% DUE 03-01-2033 | 3/2/2033 | 5.25% | \*\* | 10365630 |
| AMGEN INC 5.6% DUE 03-01-2043 | 3/2/2043 | 5.60% | \*\* | 1190778 |
| AMGEN INC 5.65% 03-02-2053 | 3/2/2053 | 5.65% | \*\* | 472035 |
| AMGEN INC 5.75% DUE 03-02-2063 | 3/2/2063 | 5.75% | \*\* | 529094 |
| AMGEN INC COM |  |  | \*\* | 3973543 |
| AMGEN INC FIXED 5.15% 03-02-2028 | 3/2/2028 | 5.15% | \*\* | 8035318 |
| AMKOR TECHNOLOGY INC COM |  |  | \*\* | 88554 |
| AMMB HOLDINGS BHD MYR1 |  |  | \*\* | 86175 |
| AMP LIMITED NPV |  |  | \*\* | 307684 |
| AMPHENOL CORP 3.9% 11-15-2028 | 11/15/2028 | 3.90% | \*\* | 4047080 |
| AMPHENOL CORP 5.3% 11-15-2055 | 11/15/2055 | 5.30% | \*\* | 844151 |
| AMPHENOL CORP NEW 4.375% DUE 06-12-2028 | 6/12/2028 | 4.38% | \*\* | 1637424 |
| AMPHENOL CORP NEW CL A |  |  | \*\* | 28130607 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| AMPOL LTD NPV |  |  | \*\* | 892157 |
| AMPRIUS TECHNOLOGIES INC COM |  |  | \*\* | 1029306 |
| AMRIZE FIN US LLC 4.95% 04-07-2030 | 4/7/2030 | 4.95% | \*\* | 1038630 |
| AMTRAN TECHNOLOGY TWD10 |  |  | \*\* | 69205 |
| AMUNDI EUR2.5 |  |  | \*\* | 990268 |
| AMYLYX PHARMACEUTICALS INC COM |  |  | \*\* | 3805 |
| ANA HOLDINGS INC NPV |  |  | \*\* | 319291 |
| ANADOLU SIGORTA TRY1 (B SHARES) |  |  | \*\* | 36923 |
| ANALOG DEVICES INC 4.25% 06-15-2028 | 6/15/2028 | 4.25% | \*\* | 2454726 |
| ANALOG DEVICES INC 5.3% 04-01-2054 | 4/1/2054 | 5.30% | \*\* | 386260 |
| ANALOG DEVICES INC COM |  |  | \*\* | 26788865 |
| ANAND RATHI WEALTH INR5 |  |  | \*\* | 74555 |
| ANAPASS INC KRW500 |  |  | \*\* | 24678 |
| ANAPTYSBIO INC COM |  |  | \*\* | 207446 |
| ANDERSONS INC COM |  |  | \*\* | 1006987 |
| ANDREW W MELLON .947% DUE 08-01-2027 | 8/1/2027 | 0.95% | \*\* | 9458805 |
| ANE (CAYMAN) INC. USD0.00002 |  |  | \*\* | 44799 |
| ANEKA TAMBANG TBK IDR100 |  |  | \*\* | 715650 |
| ANEST IWATA CORP NPV |  |  | \*\* | 19807 |
| ANGI INC COM USD0.001 WI |  |  | \*\* | 392154 |
| ANGLO AMERICAN ORD USD0.623855311355311 |  |  | \*\* | 1645852 |
| ANGLOGOLD ASHANTI PLC ORD USD1 |  |  | \*\* | 5393022 |
| ANHEUSER-BUSCH COS LLC CORP 4.7% 02-01-2036 | 2/1/2036 | 4.70% | \*\* | 1051464 |
| ANHEUSER-BUSCH COS LLC CORP 4.9% 02-01-2046 | 2/1/2046 | 4.90% | \*\* | 260160 |
| ANHEUSER-BUSCH INBEV WOR 8.2 DUE 01-15-2039 | 1/15/2039 | 8.20% | \*\* | 284313 |
| ANHUI CONCH CEMENT 'H'CNY1 |  |  | \*\* | 842521 |
| ANHUI HUILONG AGRICULTURAL MEANS OF 'A'CNY |  |  | \*\* | 465724 |
| ANI PHARMACEUTICALS INC COM |  |  | \*\* | 4150665 |
| ANNALY CAPITAL MANAGEMENT INC COM NEW COM USD0.01(POST REV SPLT) |  |  | \*\* | 777144 |
| ANNEXON INC COM |  |  | \*\* | 186543 |
| ANRITSU CORP NPV |  |  | \*\* | 306436 |
| ANTARES HLDGS LP 2.75% 01-15-2027 | 1/15/2027 | 2.75% | \*\* | 6156370 |
| ANTERO MIDSTREAM CORPORATION COM USD1.00 |  |  | \*\* | 425412 |
| ANTERO RES CORP COM |  |  | \*\* | 3522605 |
| ANTHEM INC FIXED 2.25% DUE 05-15-2030 | 5/15/2030 | 2.25% | \*\* | 170055 |
| ANTHEM INC NT 1.5% 03-15-2026 | 3/15/2026 | 1.50% | \*\* | 5615679 |
| AON NORTH AMER INC 5.125% 03-01-2027 | 3/1/2027 | 5.12% | \*\* | 549734 |
| AON NORTH AMER INC 5.45% 03-01-2034 | 3/1/2034 | 5.45% | \*\* | 832984 |
| AON NORTH AMER INC FIXED 5.15% 03-01-2029 | 3/1/2029 | 5.15% | \*\* | 2458836 |
| AON PLC |  |  | \*\* | 20406345 |
| AOYAMA TRADING CO NPV |  |  | \*\* | 24269 |
| AP MEMORY TECHNOLO TWD5 |  |  | \*\* | 570328 |
| APA CORP COM |  |  | \*\* | 24751074 |
| APEX MINING CO PHP1 |  |  | \*\* | 21504 |
| APG SGA SA CHF2.60 |  |  | \*\* | 10603 |
| API GROUP CORPORATION COM USD0.0001 |  |  | \*\* | 8057518 |
| APOGEE ENTERPRISES INC COM |  |  | \*\* | 3522704 |
| APOGEE THERAPEUTICS INC COM |  |  | \*\* | 341396 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| APOLLO HOSPITALS ENTERPRISE COMSTK |  |  | \*\* | 1075657 |
| APOLLO TYRES COMMON STK |  |  | \*\* | 502473 |
| APPFOLIO INC COM CL A COM CL A |  |  | \*\* | 5348624 |
| APPIAN CORP CL A CL A |  |  | \*\* | 1076733 |
| APPLE INC 1.65% DUE 05-11-2030 | 5/11/2030 | 1.65% | \*\* | 6409208 |
| APPLE INC 2.65% 02-08-2051 | 2/8/2051 | 2.65% | \*\* | 211126 |
| APPLE INC 2.65% DUE 05-11-2050 REG | 5/11/2050 | 2.65% | \*\* | 677827 |
| APPLE INC 3.85% DUE 08-04-2046 | 8/4/2046 | 3.85% | \*\* | 74824 |
| APPLE INC COM STK |  |  | \*\* | 356951575 |
| APPLE INC FIXED 2.95% 09-11-2049 | 9/11/2049 | 2.95% | \*\* | 234610 |
| APPLE INC FIXED 3.75% 11-13-2047 | 11/13/2047 | 3.75% | \*\* | 596572 |
| APPLIED DIGITAL CORPORATION |  |  | \*\* | 11482054 |
| APPLIED INDL TECHNOLOGIES INC COM |  |  | \*\* | 2660394 |
| APPLIED MATERIALS INC COM |  |  | \*\* | 2512848 |
| APPLIED MATLS INC 4.0% 01-15-2031 | 1/15/2031 | 4.00% | \*\* | 1165334 |
| APPLOVIN CORP 5.125% DUE 12-01-2029 | 12/1/2029 | 5.12% | \*\* | 10180838 |
| APPLOVIN CORP COM CL A COM CL A |  |  | \*\* | 13162400 |
| APR CO LTD KRW100 |  |  | \*\* | 1163379 |
| APTIV PLC NEW ORD USD0.01 |  |  | \*\* | 7205723 |
| AQ GROUP AB NPV |  |  | \*\* | 1018279 |
| ARAB NATIONAL BANK SAR10 |  |  | \*\* | 1510800 |
| ARABIAN DRILLING SAR10 |  |  | \*\* | 661958 |
| ARABIAN INTERNET & SAR10 |  |  | \*\* | 881604 |
| ARABIAN PIPE CO SAR1 |  |  | \*\* | 286465 |
| ARAMARK COM |  |  | \*\* | 4692278 |
| ARCADYAN TECHNOLOG TWD10 |  |  | \*\* | 1007877 |
| ARCBEST CORP COM USD0.01 |  |  | \*\* | 946516 |
| ARCELLX INC COM |  |  | \*\* | 691446 |
| ARCELORMITTAL NPV |  |  | \*\* | 1890130 |
| ARCH CAP FIN LLC 4.011% DUE 12-15-2026 | 12/15/2026 | 4.01% | \*\* | 684970 |
| ARCHER-DANIELS-MIDLAND CO COM |  |  | \*\* | 123604 |
| ARCHOSAUR GAMES IN HKD0.00001 |  |  | \*\* | 16962 |
| ARCTURUS THERAPEUTICS HLDGS INC COM |  |  | \*\* | 34389 |
| ARCUS BIOSCIENCES INC COM |  |  | \*\* | 980986 |
| ARDAGH METAL PACKAGING SA |  |  | \*\* | 116440 |
| ARDENT HEALTH INC |  |  | \*\* | 152627 |
| ARDENTEC CORP TWD10 |  |  | \*\* | 43586 |
| AREIT 2022-CRE7 LLC SR SECD NT CL A 144A5.91736% 06-17-2039 | 6/17/2039 | 5.98% | \*\* | 1180286 |
| ARENA REIT STAPLED UNITS |  |  | \*\* | 292302 |
| ARES FIN CO IV LLC SR NT 144A 3.65% 02-01-2052 | 2/1/2052 | 3.65% | \*\* | 1048425 |
| ARES MANAGEMENT CORPORATION 5.6% 10-11-2054 | 10/11/2054 | 5.60% | \*\* | 4762125 |
| ARES MANAGEMENT LP COM SHS REPSTG LTD PARTNER |  |  | \*\* | 5208688 |
| ARES STRATEGIC INC 5.15% DUE 01-15-2031 | 1/15/2031 | 5.15% | \*\* | 589380 |
| ARES STRATEGIC INCOME FD NT 144A 5.45% 09-09-2028 | 9/9/2028 | 5.45% | \*\* | 403495 |
| ARGAN EUR2 |  |  | \*\* | 420279 |
| ARGAN INC COM |  |  | \*\* | 6986096 |
| ARGENT SECS INC 2003-W3 ASSET BKD CTF M-1 FLTG 09-25-2033 REG | 9/25/2033 | 4.97% | \*\* | 290797 |
| ARGOSY RESEARCH TWD10 |  |  | \*\* | 273261 |
| ARISTA NETWORKS INC COM NEW |  |  | \*\* | 6154479 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ARISTOCRAT LEISURE NPV |  |  | \*\* | 8294753 |
| ARITZIA INC SUB VTG SHS |  |  | \*\* | 453733 |
| ARIZONA PUB SVC CO 2.55% DUE 09-15-2026 | 9/15/2026 | 2.55% | \*\* | 4270428 |
| ARIZONA PUB SVC CO 2.6% DUE 08-15-2029 | 8/15/2029 | 2.60% | \*\* | 3503979 |
| ARIZONA PUB SVC CO NT 2.2% 12-15-2031 | 12/15/2031 | 2.20% | \*\* | 2838805 |
| ARKO CORP COM |  |  | \*\* | 85747 |
| ARMSTRONG WORLD INDS INC NEW COM STK |  |  | \*\* | 303658 |
| AROUNDTOWN SA EUR0.01 |  |  | \*\* | 214586 |
| ARROWHEAD PHARMACEUTICALS INC COM |  |  | \*\* | 346489 |
| ARTERIS INC COM |  |  | \*\* | 124946 |
| ARTHUR J GALLAGHER & CO 4.85% 12-15-2029 | 12/15/2029 | 4.85% | \*\* | 1539727 |
| ARTHUR J GALLAGHER & CO 5.15% 02-15-2035 | 2/15/2035 | 5.15% | \*\* | 405089 |
| ARTIENCE CO LTD NPV |  |  | \*\* | 215075 |
| ARVINAS INC COM |  |  | \*\* | 282209 |
| ARZ TR 2024-BILT 5.772% 06-11-2039 | 6/11/2039 | 5.77% | \*\* | 1028437 |
| ASAHI INTECC CO LT NPV |  |  | \*\* | 133058 |
| ASAHI KASEI CORP NPV |  |  | \*\* | 68234 |
| ASAHI KOGYOSHA CO NPV |  |  | \*\* | 17659 |
| ASANA INC CL A |  |  | \*\* | 747620 |
| ASANUMA CORP NPV |  |  | \*\* | 20212 |
| ASCENTAGE PHARMA G USD0.0001 |  |  | \*\* | 318192 |
| ASCLETIS PHARMA USD0.0001 |  |  | \*\* | 27804 |
| ASHOK LEYLAND LTD INR1 |  |  | \*\* | 2777545 |
| ASIA PILE HLDG CO NPV |  |  | \*\* | 139430 |
| ASIA VITAL COMPONE TWD10 |  |  | \*\* | 336405 |
| ASIAN DEVELOPMENT BANK 4.875% 09-26-2028 | 9/26/2028 | 4.88% | \*\* | 5494472 |
| ASICS CORP NPV |  |  | \*\* | 2457897 |
| ASK AUTOMOTIVE LIM INR2 |  |  | \*\* | 44004 |
| ASM INTL NV EUR0.04 |  |  | \*\* | 1798762 |
| ASMEDIA TECHNOLOGY SHS |  |  | \*\* | 192549 |
| ASML HOLDING NV EUR0.09 |  |  | \*\* | 2719414 |
| ASMPT LTD HKD0.10 |  |  | \*\* | 627879 |
| ASPEED TECHNOLOGY TWD10 |  |  | \*\* | 924237 |
| ASPEN AEROGELS INC COM |  |  | \*\* | 76716 |
| ASROCK INCORPORATI TWD10 |  |  | \*\* | 1191833 |
| ASSURED GUARANTY LTD COMMON STK |  |  | \*\* | 727767 |
| ASTEC INDS INC COM |  |  | \*\* | 71435 |
| ASTELLAS PHARMA NPV |  |  | \*\* | 2455598 |
| ASTER DM HEALTHCAR INR10 |  |  | \*\* | 233242 |
| ASTERA LABS INC COM |  |  | \*\* | 591077 |
| ASTRA AGRO LESTARI IDR500 |  |  | \*\* | 14507 |
| ASTRA OTOPARTS |  |  | \*\* | 13309 |
| ASTRANA HEALTH INC COM USD0.001 |  |  | \*\* | 459134 |
| ASTRAZENECA FINANCE LLC. 4.8% 02-26-2027 | 2/26/2027 | 4.80% | \*\* | 565291 |
| ASTRAZENECA PLC 6.45% DUE 09-15-2037 | 9/15/2037 | 6.45% | \*\* | 400010 |
| ASURANSI TUGU INDONESI |  |  | \*\* | 32571 |
| ASUSTEK COMPUTER TWD10 |  |  | \*\* | 4046276 |
| ASX LTD NPV |  |  | \*\* | 176591 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| AT&T INC 1.65% DUE 02-01-2028 | 2/1/2028 | 1.65% | \*\* | 1852527 |
| AT&T INC 1.7% DUE 03-25-2026 BEO | 3/25/2026 | 1.70% | \*\* | 680543 |
| AT&T INC 2.3% DUE 06-01-2027 | 6/1/2027 | 2.30% | \*\* | 47886 |
| AT&T INC 2.55% DUE 12-01-2033 | 12/1/2033 | 2.55% | \*\* | 8879080 |
| AT&T INC 3.5% DUE 06-01-2041 | 6/1/2041 | 3.50% | \*\* | 496961 |
| AT&T INC 3.5% DUE 09-15-2053 REG | 9/15/2053 | 3.50% | \*\* | 6720937 |
| AT&T INC 3.55% DUE 09-15-2055 | 9/15/2055 | 3.55% | \*\* | 1043658 |
| AT&T INC 3.65% DUE 06-01-2051 | 6/1/2051 | 3.65% | \*\* | 176387 |
| AT&T INC 3.65% DUE 09-15-2059 | 9/15/2059 | 3.65% | \*\* | 3518489 |
| AT&T INC 4.35% DUE 03-01-2029 | 3/1/2029 | 4.35% | \*\* | 542064 |
| AT&T INC 4.5% DUE 05-15-2035 | 5/15/2035 | 4.50% | \*\* | 620724 |
| AT&T INC COM |  |  | \*\* | 7268383 |
| AT&T INC FIXED 4.3% 02-15-2030 | 2/15/2030 | 4.30% | \*\* | 513064 |
| ATALAYA MINING COPPER SA |  |  | \*\* | 186970 |
| ATCO LTD CLASS I NON-VOTING COM NPV |  |  | \*\* | 49357 |
| ATHENE GLOBAL FDG 5.516% DUE 03-25-2027 | 3/25/2027 | 5.52% | \*\* | 304670 |
| ATHENE GLOBAL FDG MEDIUM TERM SR TRANCHE# TR 00796 1.73% 10-02-2026 | 10/2/2026 | 1.73% | \*\* | 343798 |
| ATI INC COM |  |  | \*\* | 625098 |
| ATKORE INC |  |  | \*\* | 698723 |
| ATLANTA BRAVES HLDGS INC COM SER C |  |  | \*\* | 535731 |
| ATLANTICUS HLDGS CORP COM |  |  | \*\* | 98350 |
| ATLAS ENERGY SOLUTIONS INC NEW CL A |  |  | \*\* | 4434936 |
| ATLASSIAN CORP CL A |  |  | \*\* | 1750139 |
| ATMOS ENERGY CORP 1.5% DUE 01-15-2031 | 1/15/2031 | 1.50% | \*\* | 175639 |
| ATMOS ENERGY CORP 4.125% DUE 10-15-2044 | 10/15/2044 | 4.12% | \*\* | 352780 |
| ATMOS ENERGY CORP COM |  |  | \*\* | 3358802 |
| ATOS SE EUR1(POST CONS) |  |  | \*\* | 6835 |
| ATOUR LIFESTYLE HLDGS LTD |  |  | \*\* | 848006 |
| ATRAE INC NPV |  |  | \*\* | 18572 |
| ATRICURE INC COM STK |  |  | \*\* | 4055573 |
| ATRIUM HOTEL 6.09025% DUE 11-10-2029 | 11/10/2029 | 6.09% | \*\* | 1327841 |
| ATTENDO AB NPV |  |  | \*\* | 2114645 |
| AUCNET INC NPV |  |  | \*\* | 42280 |
| AUMOVIO SE NPV |  |  | \*\* | 1614646 |
| AURA MINERALS INC. BDR EACH 3 REPR 1 COM |  |  | \*\* | 506319 |
| AURAS TECHNOLOGY TWD10 |  |  | \*\* | 1253640 |
| AURINIA PHARMACEUTICALS INC COM |  |  | \*\* | 1014755 |
| AURIZON HOLDINGS NPV |  |  | \*\* | 88262 |
| AUROBINDO PHARMA INR1 |  |  | \*\* | 75234 |
| AUSTAL LIMITED NPV |  |  | \*\* | 131869 |
| AUSTRALIAN CLINICA NPV |  |  | \*\* | 56282 |
| AUSTRALIAN GOVERNMENT 2.75% 21/06/2035 | 6/21/2035 | 2.75% | \*\* | 226817 |
| AUTOBACS SEVEN CO NPV |  |  | \*\* | 36821 |
| AUTODESK INC COM |  |  | \*\* | 2156729 |
| AUTOMATIC DATA PROCESSING INC COM |  |  | \*\* | 1170911 |
| AUTOZONE INC 3.125% 04-21-2026 | 4/21/2026 | 3.12% | \*\* | 500523 |
| AUTOZONE INC 3.75% DUE 04-18-2029 | 4/18/2029 | 3.75% | \*\* | 3267937 |
| AUTOZONE INC 5.4% 07-15-2034 | 7/15/2034 | 5.40% | \*\* | 279805 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| AUTOZONE INC COM |  |  | \*\* | 2367267 |
| AUTOZONE INC SR NT 5.125% 06-15-2030 | 6/15/2030 | 5.12% | \*\* | 3303168 |
| AVALONBAY CMNTYS 2.95% DUE 05-11-2026 | 5/11/2026 | 2.95% | \*\* | 2238773 |
| AVALONBAY CMNTYS REIT |  |  | \*\* | 199985 |
| AVANT GROUP CORPORATION NPV |  |  | \*\* | 99365 |
| AVANTOR INC COM |  |  | \*\* | 596046 |
| AVEANNA HEALTHCARE HLDGS INC COM |  |  | \*\* | 236767 |
| AVERY DENNISON CORP COM |  |  | \*\* | 4565188 |
| AVI LTD ZAR0.05 |  |  | \*\* | 85712 |
| AVIENT CORPORATION |  |  | \*\* | 4974283 |
| AVILEASE CAP LTD 4.75% DUE 11-12-2030 | 11/12/2030 | 4.75% | \*\* | 297782 |
| AVIS BUDGET RENT 5.2% DUE 10-20-2027 | 10/20/2027 | 5.20% | \*\* | 905833 |
| AVIS BUDGET RENT 5.24% DUE 08-20-2029 | 8/20/2029 | 5.24% | \*\* | 2033579 |
| AVIS BUDGET RENT 5.25% DUE 04-20-2029 | 4/20/2029 | 5.25% | \*\* | 3064891 |
| AVIS BUDGET RENT 5.78% DUE 04-20-2028 | 4/20/2028 | 5.78% | \*\* | 3052200 |
| AVIS BUDGET RENT 5.81% DUE 12-20-2029 | 12/20/2029 | 5.81% | \*\* | 1456187 |
| AVIS BUDGET RENTAL CAR FUNDING 5.46000003815% 02-20-2029 | 2/20/2029 | 5.46% | \*\* | 2037793 |
| AVNET INC COM |  |  | \*\* | 990448 |
| AVOLON HLDGS FDG 2.125% DUE 02-21-2026 | 2/21/2026 | 2.12% | \*\* | 523266 |
| AVOLON HLDGS FDG 4.25% DUE 04-15-2026 | 4/15/2026 | 4.25% | \*\* | 499885 |
| AVOLON HLDGS FDG 4.375% DUE 05-01-2026 | 5/1/2026 | 4.38% | \*\* | 675203 |
| AVON TECHNOLOGIES PLC ORD GBP1 |  |  | \*\* | 356180 |
| AXALTA COATING SYSTEMS LTD COM USD1.00 |  |  | \*\* | 914761 |
| AXELL CORP NPV |  |  | \*\* | 16184 |
| AXIATA GROUP BERHAD MYR1 |  |  | \*\* | 48748 |
| AXIOMTEK CO TWD10 |  |  | \*\* | 77911 |
| AXIS CAPITAL HOLDINGS LTD COM USD0.0125 |  |  | \*\* | 725856 |
| AXOGEN INC COM USD0.01 |  |  | \*\* | 711059 |
| AXON ENTERPRISE INC COM |  |  | \*\* | 5644656 |
| AXSOME THERAPEUTICS INC. COM |  |  | \*\* | 2434409 |
| AYDEM YENILENEBILI TRY1 |  |  | \*\* | 64153 |
| AYEN ENERJI AS TRY1 |  |  | \*\* | 13481 |
| AYGAZ TRY1 |  |  | \*\* | 93205 |
| AYVENS EUR1.5 |  |  | \*\* | 11944 |
| AZAD ENGINERIN LTD INR2 |  |  | \*\* | 80250 |
| B & M EUROPEAN VALUE RETAIL SA ORD GBP0.1 |  |  | \*\* | 24003 |
| B A T CAP CORP 2.259% DUE 03-25-2028 | 3/25/2028 | 2.26% | \*\* | 3724923 |
| B A T CAP CORP 4.39% 08-15-2037 | 8/15/2037 | 4.39% | \*\* | 276942 |
| B A T CAP CORP 4.54% 08-15-2047 | 8/15/2047 | 4.54% | \*\* | 44959 |
| B A T CAP CORP FIXED 3.557% DUE 08-15-2027 | 8/15/2027 | 3.56% | \*\* | 5172713 |
| B A T INTL FIN PLC FIXED 1.668% DUE 03-25-2026 | 3/25/2026 | 1.67% | \*\* | 3606663 |
| B2 GOLD CORP COMMON STOCK |  |  | \*\* | 251122 |
| B2 IMPACT ASA |  |  | \*\* | 153490 |
| B2GOLD CORP COM STK |  |  | \*\* | 5890 |
| BABCOCK & WILCOX ENTERPRISES INC COM NEWCOM NEW |  |  | \*\* | 1945049 |
| BABCOCK INTL GROUP ORD GBP0.60 |  |  | \*\* | 288653 |
| BAE SYS PLC 3.4% DUE 04-15-2030 | 4/15/2030 | 3.40% | \*\* | 561062 |
| BAFANG YUNJI INTL CO LTD |  |  | \*\* | 90944 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BAHNHOF AB SER'B'NPV |  |  | \*\* | 303756 |
| BAIC MOTOR CORPORATION LIMITED 'H'CNY1 |  |  | \*\* | 31739 |
| BAIDU INC USD0.000000625 A CLASS |  |  | \*\* | 5255101 |
| BAIN CAP CR CLO FLTG RT 0% DUE 04-23-2035 | 4/23/2035 | 4.85% | \*\* | 6294029 |
| BAKER HUGHES CO |  |  | \*\* | 28449952 |
| BAKER HUGHES LLC/CO-OBL 2.061% 12-15-2026 | 12/15/2026 | 2.06% | \*\* | 1103529 |
| BALCHEM CORP COM |  |  | \*\* | 3834 |
| BALFOUR BEATTY GBP0.50 |  |  | \*\* | 244505 |
| BALMER LAWRIE INVESTMENT LTD. FV INR 1 DEMAT EQUITY |  |  | \*\* | 48845 |
| BALT GAS & ELEC CO 3.2% DUE 09-15-2049 | 9/15/2049 | 3.20% | \*\* | 152566 |
| BALT GAS & ELEC CO 3.5% DUE 08-15-2046 | 8/15/2046 | 3.50% | \*\* | 19314 |
| BALT GAS & ELEC CO FIXED 2.9% DUE 06-15-2050 | 6/15/2050 | 2.90% | \*\* | 301934 |
| BAMLL COML MTG FLTG RT 4.84548% DUE 09-15-2038 | 9/15/2038 | 4.92% | \*\* | 4821102 |
| BANC CALIF INC COM |  |  | \*\* | 10648 |
| BANCA IFIS EUR1 |  |  | \*\* | 233453 |
| BANCA MEDIOLANUM BANCA MEDIOLANUM SPA |  |  | \*\* | 2279749 |
| BANCA MONTE DEI PASCHI S .875% 08/10/2027 | 10/8/2027 | 0.88% | \*\* | 465347 |
| BANCA SISTEMA SPA EUR0.12 |  |  | \*\* | 243171 |
| BANCO ABC BRASIL PRF NPV |  |  | \*\* | 33303 |
| BANCO ABC BRASIL SA RIGHTS 02/02/2026 |  |  | \*\* | 376 |
| BANCO BILBAO VIZCA EUR0.49 |  |  | \*\* | 21620485 |
| BANCO DE CHILE COM NPV |  |  | \*\* | 33155 |
| BANCO DEL BAJIO COM MXN2 SER'O' |  |  | \*\* | 14165 |
| BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA |  |  | \*\* | 193252 |
| BANCO SANTANDER EUR0.50(REGD) |  |  | \*\* | 2523998 |
| BANCO SANTANDER S A 2.749% DUE 12-03-2030 | 12/3/2030 | 2.75% | \*\* | 181969 |
| BANCO SANTANDER S A 5.127% 11-06-2035 | 11/6/2035 | 5.13% | \*\* | 601322 |
| BANCO SANTANDER SA 4.175% 03-24-2028 | 3/24/2028 | 4.18% | \*\* | 3401508 |
| BANCO SANTANDER SA 5.538% 03-14-2030 | 3/14/2030 | 5.54% | \*\* | 413919 |
| BANCO SANTANDER SA 5.588% 08-08-2028 | 8/8/2028 | 5.59% | \*\* | 1244021 |
| BANCO SANTANDER SA FLTG RT 07-15-2028 | 7/15/2028 | 5.36% | \*\* | 8155015 |
| BANCO SANTANDER SA SR NON PFD FIXED-FIXED RATE 1.722% 09-14-2027 | 9/14/2027 | 1.72% | \*\* | 4128978 |
| BANCO SANTANDER SA SR NT NON PFD 2.958% 03-25-2031 | 3/25/2031 | 2.96% | \*\* | 9463554 |
| BANDWIDTH INC CL A CL A |  |  | \*\* | 248189 |
| BANGKOK BANK THB10 (NVDR) |  |  | \*\* | 5527513 |
| BANK 2017-BNK9 3.47% DUE 11-15-2054 | 11/15/2054 | 3.47% | \*\* | 1292399 |
| BANK 2020-BNK30 1.65% DUE 12-15-2053 | 12/15/2053 | 1.65% | \*\* | 1318586 |
| BANK AMER CORP 2.496% 02-13-2031 | 2/13/2031 | 2.50% | \*\* | 615282 |
| BANK AMER CORP 2.572% 10-20-2032 | 10/20/2032 | 2.57% | \*\* | 1209602 |
| BANK AMER CORP 2.687% DUE 04-22-2032 | 4/22/2032 | 2.69% | \*\* | 13778674 |
| BANK AMER CORP 3.194% 07-23-2030 | 7/23/2030 | 3.19% | \*\* | 1555171 |
| BANK AMER CORP 3.419% 12-20-2028 | 12/20/2028 | 3.42% | \*\* | 4906535 |
| BANK AMER CORP 3.559% 04-23-2027 | 4/23/2027 | 3.56% | \*\* | 5528399 |
| BANK AMER CORP 3.593% 07-21-2028 | 7/21/2028 | 3.59% | \*\* | 13348999 |
| BANK AMER CORP 3.705% 04-24-2028 | 4/24/2028 | 3.70% | \*\* | 764595 |
| BANK AMER CORP 4.376% 04-27-2028 | 4/27/2028 | 4.38% | \*\* | 205839 |
| BANK AMER CORP 4.45% DUE 03-03-2026 | 3/3/2026 | 4.45% | \*\* | 3402462 |
| BANK AMER CORP 4.623% 05-09-2029 | 5/9/2029 | 4.62% | \*\* | 8195818 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BANK AMER CORP 5.933% DUE 09-15-2027 | 9/15/2027 | 5.93% | \*\* | 506483 |
| BANK BJB LKD SHS (IDR250 'A' & 'B') |  |  | \*\* | 7666 |
| BANK HAPOALIM B.M. ILS1 |  |  | \*\* | 783053 |
| BANK MILLENNIUM SA PLN1.00 |  |  | \*\* | 128009 |
| BANK MONTREAL 0.949% 01-22-2027 | 1/22/2027 | 0.95% | \*\* | 2983045 |
| BANK MONTREAL 5.266% 12-11-2026 | 12/11/2026 | 5.27% | \*\* | 3180373 |
| BANK MONTREAL QUE 4.35% 09-22-2031 | 9/22/2031 | 4.35% | \*\* | 744652 |
| BANK MONTREAL QUE 5.3% 06-05-2026 | 6/5/2026 | 5.30% | \*\* | 892230 |
| BANK MONTREAL QUE FIXED 5.203% DUE 02-01-2028 | 2/1/2028 | 5.20% | \*\* | 2610181 |
| BANK N S HALIFAX COM STK |  |  | \*\* | 117462 |
| BANK NEW YORK MELLON CORP 4.947% DUE 04-26-2027 | 4/26/2027 | 4.95% | \*\* | 1553018 |
| BANK NOVA SCOTIA 4.043% 09-15-2028 | 9/15/2028 | 4.04% | \*\* | 815178 |
| BANK NT BUTTERFIELD COM BMD1(POST REV SPLIT) |  |  | \*\* | 622750 |
| BANK OF AMERICA CORP |  |  | \*\* | 21577115 |
| BANK OF AMERICA CORP 1.734% 07-22-2027 | 7/22/2027 | 1.73% | \*\* | 10104494 |
| BANK OF AMERICA CORP 2.299% 07-21-2032 | 7/21/2032 | 2.30% | \*\* | 4694219 |
| BANK OF AMERICA CORP 2.884% 10-22-2030 | 10/22/2030 | 2.88% | \*\* | 2565629 |
| BANK OF AMERICA CORP 4.979% 01-24-2029 | 1/24/2029 | 4.98% | \*\* | 9275890 |
| BANK OF AMERICA CORP 5.162% 01-24-2031 | 1/24/2031 | 5.16% | \*\* | 8487350 |
| BANK OF AMERICA CORP 5.511% 01-24-2036 | 1/24/2036 | 5.51% | \*\* | 1359170 |
| BANK OF AMERICA CORPORATION 1.658% 03-11-2027 | 3/11/2027 | 1.66% | \*\* | 19384228 |
| BANK OF AMERICA CORPORATION 2.087% 06-14-2029 | 6/14/2029 | 2.09% | \*\* | 4167033 |
| BANK OF AMERICA CORPORATION 2.551% 02-04-2028 | 2/4/2028 | 2.55% | \*\* | 1824934 |
| BANK OF AMERICA CORPORATION 2.651% 03-11-2032 | 3/11/2032 | 2.65% | \*\* | 4045885 |
| BANK OF AMERICA CORPORATION 2.676% DUE 06-19-2041/06-19-2020 REG | 6/19/2041 | 2.68% | \*\* | 851109 |
| BANK OF AMERICA CORPORATION 3.97% 03-05-2029 | 3/5/2029 | 3.97% | \*\* | 349532 |
| BANK OF AMERICA CORPORATION 4.078% 04-23-2040 | 4/23/2040 | 4.08% | \*\* | 1253255 |
| BANK OF AMERICA CORPORATION 4.33% 03-15-2050 | 3/15/2050 | 4.33% | \*\* | 421783 |
| BANK OF AMERICA CORPORATION 5.202% 04-25-2029 | 4/25/2029 | 5.20% | \*\* | 9523555 |
| BANK OF AMERICA CORPORATION 5.288% 04-25-2034 | 4/25/2034 | 5.29% | \*\* | 206251 |
| BANK OF AMERICA CORPORATION 5.468% 01-23-2035 | 1/23/2035 | 5.47% | \*\* | 9416217 |
| BANK OF AMERICA CORPORATION 6.11% 01-29-2037 | 1/29/2037 | 6.11% | \*\* | 378040 |
| BANK OF CHINA LTD 'H'CNY1 |  |  | \*\* | 29796 |
| BANK OF CHONGQING CO LTD COMMON STOCK |  |  | \*\* | 68077 |
| BANK OF IRELAND GR ORD EUR1.00 |  |  | \*\* | 6253258 |
| BANK OF MONTREAL 4.062% 09-22-2028 | 9/22/2028 | 4.06% | \*\* | 2837568 |
| BANK OF MONTREAL 4.1% 12-15-2027 | 12/15/2027 | 4.10% | \*\* | 3696438 |
| BANK OZK COM |  |  | \*\* | 2534782 |
| BANK PEKAO SA PLN1.00 |  |  | \*\* | 3462375 |
| BANK SER 2017-BNK8 CL A-3 3.229% 11-15-2050 | 11/15/2050 | 3.23% | \*\* | 1627100 |
| BANK ST PETERSBURG COM |  |  | \*\* | 1279571 |
| BANK TABUNGAN NEG IDR500 |  |  | \*\* | 47092 |
| BANK5 2024-5YR10 COML MTG PASS THRU CTF CL 5.30200004578% 10-15-2057 | 10/15/2057 | 5.30% | \*\* | 7887784 |
| BANK5 2024-5YR10 COML MTG PASS THRU CTF CL B 6.14% 10-15-2057 | 10/15/2057 | 6.14% | \*\* | 2058605 |
| BANK5 2025-5YR14 5.646% DUE 04-15-2058 | 4/15/2058 | 5.65% | \*\* | 5703576 |
| BANK5 2025-5YR15 MTG PASS THRU CTF CL A-3 5.452% 07-15-2058 | 7/15/2058 | 5.45% | \*\* | 4209384 |
| BANKINTER SA EUR0.30(REGD) |  |  | \*\* | 989763 |
| BANKUNITED INC |  |  | \*\* | 1695933 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BANKWELL FINL GROUP INC COM |  |  | \*\* | 22085 |
| BANNER CORP COM NEW COM NEW |  |  | \*\* | 4579945 |
| BANQUE SAUDI FRANS SAR10 |  |  | \*\* | 220447 |
| BARCLAYS PLC 2.279% DUE 11-24-2027 | 11/24/2027 | 2.28% | \*\* | 6636379 |
| BARCLAYS PLC 4.972% 05-16-2029 | 5/16/2029 | 4.97% | \*\* | 6111643 |
| BARCLAYS PLC 5.335% 09-10-2035 | 9/10/2035 | 5.34% | \*\* | 122208 |
| BARCLAYS PLC 5.501% DUE 08-09-2028 | 8/9/2028 | 5.50% | \*\* | 1859722 |
| BARCLAYS PLC 5.69% 03-12-2030 | 3/12/2030 | 5.69% | \*\* | 2082813 |
| BARCLAYS PLC 5.785% 02-25-2036 | 2/25/2036 | 5.78% | \*\* | 733577 |
| BARCLAYS PLC 5.86% 08-11-2046 | 8/11/2046 | 5.86% | \*\* | 246742 |
| BARCLAYS PLC DUE 11-02-2028/05-02-2023 BEO | 11/2/2028 | 7.38% | \*\* | 2076975 |
| BARCLAYS PLC FIXED 2.645% DUE 06-24-2031 | 6/24/2031 | 2.64% | \*\* | 9266010 |
| BARCLAYS PLC FLTG RT 4.837% DUE 09-10-2028 | 9/10/2028 | 4.84% | \*\* | 2701698 |
| BARCLAYS PLC ORD GBP0.25 |  |  | \*\* | 4693058 |
| BARCLAYS PLC SR NT FIXED/FLTG 4.47% 11-11-2029 | 11/11/2029 | 4.47% | \*\* | 5193488 |
| BARCO NPV |  |  | \*\* | 545290 |
| BARITO PACIFIC TBK IDR100 |  |  | \*\* | 265110 |
| BARRETT BUSINESS SVCS INC COM |  |  | \*\* | 345950 |
| BASE CO LTD NPV |  |  | \*\* | 28626 |
| BASF - ORD SHS COMSTK |  |  | \*\* | 2889408 |
| BASILEA PHARMACEU CHF1 (REGD) |  |  | \*\* | 957915 |
| BAT CAPITAL CORPORATION 6.343% DUE 08-02-2030 | 8/2/2030 | 6.34% | \*\* | 3723148 |
| BAT CAPITAL CORPORATION 7.081% DUE 08-02-2053 | 8/2/2053 | 7.08% | \*\* | 284324 |
| BAT INTL FINANCE PLC 5.931% 02-02-2029 | 2/2/2029 | 5.93% | \*\* | 4450977 |
| BATH & BODY WORKS INC COM USD0.5 WI |  |  | \*\* | 119536 |
| BAUSCH HEALTH COMP COM NPV |  |  | \*\* | 736462 |
| BAVARIAN NORDIC DKK10 |  |  | \*\* | 619551 |
| BAWAG GROUP AG COMMON STOCK |  |  | \*\* | 721657 |
| BAXTER INTL INC 4.9% 12-15-2030 | 12/15/2030 | 4.90% | \*\* | 2591493 |
| BAXTER INTL INC COM |  |  | \*\* | 3294602 |
| BAYER US FIN II 4.375% DUE 12-15-2028 | 12/15/2028 | 4.38% | \*\* | 3303875 |
| BAYERISCHE MOTOREN WERKE A G COM |  |  | \*\* | 1523669 |
| BAYVIEW 5.67% DUE 08-15-2028 | 8/15/2028 | 5.67% | \*\* | 1007623 |
| BAYVIEW MSR 3% DUE 11-25-2051 | 11/25/2051 | 3.00% | \*\* | 1305524 |
| BBCMS MTG TR 1.617% DUE 10-15-2053 | 10/15/2053 | 1.62% | \*\* | 5615439 |
| BBCMS MTG TR 2024-5C27 COML MTG PASS THRU CTF CL 6.014% 07-15-2057 | 7/15/2057 | 6.01% | \*\* | 295375 |
| BBCMS MTG TR 2024-5C31 COML MTG PASSTHRUCTF CL 5.137% 12-15-2057 | 12/15/2057 | 5.14% | \*\* | 2155038 |
| BBCMS MTG TR 2025-5C36 COML MTG PASS THRU CTF CL 5.517% 08-15-2058 | 8/15/2058 | 5.52% | \*\* | 1735054 |
| BCO DO BRASIL SA COM NPV |  |  | \*\* | 465841 |
| BCO EST R GDE SUL PRF CLASS 'B' NPV |  |  | \*\* | 50895 |
| BE SEMICONDUCTOR INDUSTRIES NV EUR0.01 |  |  | \*\* | 1776762 |
| BEACON FINANCIAL CORP. COM USD0.01 |  |  | \*\* | 242762 |
| BEAR STEARNS ARM FLTG RT 4.28249% DUE 05-25-2034 | 5/25/2034 | 4.28% | \*\* | 2835 |
| BEAR STEARNS ASSET BACKED SECS I LLC ASSASSET BKD CTF CL I-A-1A 5.5 25 AUG 2036 | 8/25/2036 | 5.50% | \*\* | 19072 |
| BEAUTY FARM MED & HKD |  |  | \*\* | 92606 |
| BEAZLEY PLC (UK) ORD GBP0.05 |  |  | \*\* | 1065925 |
| BECTON DICKINSON & CO 4.693% 02-13-2028 | 2/13/2028 | 4.69% | \*\* | 1665167 |
| BECTON DICKINSON & FIXED 6.7% DUE 12-01-2026 | 12/1/2026 | 6.70% | \*\* | 1544425 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BED BATH & BEYOND INC |  |  | \*\* | 1960 |
| BEIERSDORF AG EUR1 |  |  | \*\* | 9413634 |
| BEIJING ENTERPRISE NPV |  |  | \*\* | 118556 |
| BEIJING JINGNENG CLEAN ENRGY CO LTD REGISTEREDSHARES |  |  | \*\* | 46080 |
| BEIJING URBAN CONSTRUCTION COMSTK |  |  | \*\* | 25541 |
| BELL FOOD GROUP AG CHF0.5 (REGD) |  |  | \*\* | 38649 |
| BELLEVUE GOLD LTD NPV |  |  | \*\* | 572402 |
| BELLRING BRANDS INC COM USD0.01 |  |  | \*\* | 311832 |
| BENCHMARK 2020-B20 1.94539999962% DUE 10-15-2053 | 10/15/2053 | 1.95% | \*\* | 3482985 |
| BENCHMARK 2021-B24 2.0103% DUE 03-15-2054 | 3/15/2054 | 2.01% | \*\* | 4721507 |
| BENCHMARK 2021-B27 1.792% DUE 07-15-2054 | 7/15/2054 | 1.79% | \*\* | 6891121 |
| BENCHMARK 2021-B27 2.163% DUE 07-15-2054 | 7/15/2054 | 2.16% | \*\* | 4265837 |
| BENCHMARK 2021-B29 FLTG RT 2.284% DUE 09-15-2054 | 9/15/2054 | 2.28% | \*\* | 3936804 |
| BENCHMARK 2021-B30 2.329% DUE 11-15-2054 | 11/15/2054 | 2.33% | \*\* | 3557192 |
| BENCHMARK 2023-B38 MTG TR MTG PASS THRU CTF CL A-2 5.62599992752% 04-15-2056 | 4/15/2056 | 5.63% | \*\* | 5101572 |
| BENCHMARK 2024-V10 5.2774% DUE 09-15-2057 | 9/15/2057 | 5.28% | \*\* | 5149652 |
| BENCHMARK 2024-V12 5.73845% DUE 12-15-2057 | 12/15/2057 | 5.74% | \*\* | 3663857 |
| BENCHMARK 2025-V14 5.6599% DUE 04-15-2057 | 4/15/2057 | 5.66% | \*\* | 7285113 |
| BENCHMARK 2025-V18 MTG TR COML MTG PASSTHRU CTF CL 5.18365% 10-15-2058 | 10/15/2058 | 5.18% | \*\* | 3298296 |
| BENCHMARK 2025-V19 5.249% DUE 01-15-2058 | 1/15/2058 | 5.25% | \*\* | 4135576 |
| BENCHMARK ELECTRS INC COM |  |  | \*\* | 6286 |
| BEONE MEDICINES AG |  |  | \*\* | 1356815 |
| BERKLEY W R CORP COM |  |  | \*\* | 242755 |
| BERKSHIRE HATHAWAY 3.25% DUE 04-15-2028 | 4/15/2028 | 3.25% | \*\* | 394344 |
| BERKSHIRE HATHAWAY ENERGY CO 3.7% 07-15-2030 | 7/15/2030 | 3.70% | \*\* | 1879367 |
| BERKSHIRE HATHAWAY FIN CORP 2.85% DUE 10-15-2050 | 10/15/2050 | 2.85% | \*\* | 323032 |
| BERKSHIRE HATHAWAY FIN CORP 4.2% DUE 08-15-2048 REG | 8/15/2048 | 4.20% | \*\* | 175945 |
| BERKSHIRE HATHAWAY FINANCE CORP 3.85% 03-15-2052 | 3/15/2052 | 3.85% | \*\* | 1105644 |
| BERKSHIRE HATHAWAY INC COM USD0.0033 CLASS'B' |  |  | \*\* | 17377616 |
| BERNER KTBK CHF20 (REGD) |  |  | \*\* | 366439 |
| BERRY GLOBAL INC 1.57% DUE 01-15-2026 | 1/15/2026 | 1.57% | \*\* | 14175797 |
| BERRY GLOBAL INC 5.5% 04-15-2028 | 4/15/2028 | 5.50% | \*\* | 721518 |
| BEST BUY INC COM STK |  |  | \*\* | 1153472 |
| BETAGRO PCL THB5 (NVDR) |  |  | \*\* | 138702 |
| BETSSON AB NPV B |  |  | \*\* | 562374 |
| BEZEQ ISRAEL TELCM ILS1 |  |  | \*\* | 869310 |
| BGC GROUP INC SR NT 6.15% 04-02-2030 | 4/2/2030 | 6.15% | \*\* | 518034 |
| BHARAT BIJLEE INR5 |  |  | \*\* | 128228 |
| BHARAT DYNAMICS INR 5 (POST SUB) |  |  | \*\* | 318706 |
| BHARAT PETROL CORP INR10 |  |  | \*\* | 841080 |
| BHARTI AIRTEL LTD COMSTK |  |  | \*\* | 5087349 |
| BHG SECURITIZATION 4.84% DUE 09-17-2036 | 9/17/2036 | 4.84% | \*\* | 2350215 |
| BHI CO LTD KRW500 |  |  | \*\* | 211952 |
| BHP BILLITON FIN USA LTD 5.25% 09-08-2026 | 9/8/2026 | 5.25% | \*\* | 565109 |
| BHP BILLITON FIN USA LTD 5.75% 09-05-2055 | 9/5/2055 | 5.75% | \*\* | 440117 |
| BHP GROUP LIMITED |  |  | \*\* | 136599 |
| BILFINGER SE BILFINGER SE |  |  | \*\* | 264885 |
| BILIBILI INC USD0.0001 Z CLASS |  |  | \*\* | 2847242 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BILL HOLDINGS INC COM USD0.00001 |  |  | \*\* | 1054095 |
| BINJIANG SVC GROUP USD0.0001 |  |  | \*\* | 12210 |
| BIOAGE LABS INC COM |  |  | \*\* | 185022 |
| BIOCON LTD INR5 |  |  | \*\* | 778339 |
| BIOCRYST PHARMACEUTICALS INC COM |  |  | \*\* | 568628 |
| BIOGAIA AB SER'B'NPV |  |  | \*\* | 203073 |
| BIOGEN INC 5.75% 05-15-2035 | 5/15/2035 | 5.75% | \*\* | 131824 |
| BIOGEN INC 6.45% 05-15-2055 | 5/15/2055 | 6.45% | \*\* | 295296 |
| BIOGEN INC COMMON STOCK |  |  | \*\* | 195701 |
| BIO-TECHNE CORP COM |  |  | \*\* | 813166 |
| BIPROGY INC NPV |  |  | \*\* | 1233084 |
| BIRKENSTOCK HOLDING PLC COM NPV |  |  | \*\* | 2621690 |
| BIZLINK HOLDING IN TWD10 |  |  | \*\* | 339552 |
| BK CIMB NIAGA LKD SHS (IDR5000 & IDR50) |  |  | \*\* | 29080 |
| BK LEUMI LE ISRAEL ILS1 |  |  | \*\* | 70793 |
| BK NEW YORK MELLON 4.289% DUE 06-13-2033 | 6/13/2033 | 4.29% | \*\* | 3186669 |
| BK NEW YORK MELLON FLTG RT 5.316% DUE 06-06-2036 | 6/6/2036 | 5.32% | \*\* | 5190 |
| BK NEW YORK MELLON VAR RT 4.729% DUE 04-20-2029 | 4/20/2029 | 4.73% | \*\* | 274445 |
| BK OF AMER CR CARD FIXED 4.98% DUE 11-15-2028 | 11/15/2028 | 4.98% | \*\* | 1463046 |
| BK OF AMERICA CORP 3.261%-FRN SNR 28/01/31 EUR | 1/28/2031 | 3.26% | \*\* | 354195 |
| BK OF INDIA INR10 |  |  | \*\* | 104873 |
| BK OF MAHARASHTRA INR10 |  |  | \*\* | 166776 |
| BK OF NOVA SCOTIA 0.01%-FRN GTD 14/09/29EUR | 9/14/2029 | 0.01% | \*\* | 533139 |
| BK OF NOVA SCOTIA COM NPV |  |  | \*\* | 14784786 |
| BK RAKYAT IDR50 |  |  | \*\* | 366812 |
| BKV CORP COM |  |  | \*\* | 234332 |
| BLACK HILLS CORP COM |  |  | \*\* | 721968 |
| BLACK ROCK COFFEE BAR INC CL A CL A |  |  | \*\* | 485273 |
| BLACKROCK INC NEW COM |  |  | \*\* | 18898993 |
| BLACKSTONE INC COM USD0.00001 |  |  | \*\* | 20455544 |
| BLACKSTONE REG FINANCE CO LLC 4.3% 11-03-2030 | 11/3/2030 | 4.30% | \*\* | 800388 |
| BLOCK INC |  |  | \*\* | 1467324 |
| BLOOM ENERGY CORP CL A CL A |  |  | \*\* | 5978553 |
| BLP COML MTG FLTG RT 5.37184% DUE 03-15-2041 | 3/15/2041 | 5.44% | \*\* | 857183 |
| BLUE BIRD TBK PT IDR100 |  |  | \*\* | 88013 |
| BLUE OWL CAP INC COM CL A |  |  | \*\* | 9247337 |
| BLUELINX HLDGS INC COM NEW COM NEW |  |  | \*\* | 299164 |
| BLUESCOPE STEEL NPV |  |  | \*\* | 3069753 |
| BMO 2024-5C5 MTG TR COML MTG PASS THRU CTF CL 5.4621% 02-15-2057 | 2/15/2057 | 5.46% | \*\* | 2055480 |
| BMO 2024-5C6 MTG TR MTG PASS THRU CTF CLA-3 5.31610012054% 09-15-2057 | 9/15/2057 | 5.32% | \*\* | 6323842 |
| BMO 2024-5C6 MTG TR MTG PASS THRU CTF CLB 6.08629989624% 09-15-2057 | 9/15/2057 | 6.09% | \*\* | 1029816 |
| BMO 2024-5C7 MTG TR COML MTG PASSTHRU CTF CL 5.09159994125% 11-15-2057 | 11/15/2057 | 5.09% | \*\* | 5110600 |
| BMO MORTGAGE TRUST SR 24-5C7 CL A3 5.5657% 11-15-2057 | 11/15/2057 | 5.57% | \*\* | 4535557 |
| BMW VEH LEASE TR 5% DUE 06-25-2027 | 6/25/2027 | 5.00% | \*\* | 4877778 |
| BMW VEHICLE LEASE TRUST SR 25-1 CL A2A 4.43% 09-27-2027 | 9/27/2027 | 4.43% | \*\* | 1469326 |
| BMW VEHICLE LEASE TRUST SR 25-2 CL A2A 3.94% 11-26-2027 | 11/26/2027 | 3.94% | \*\* | 5649123 |
| BNK FINANCIAL GROUP INC |  |  | \*\* | 1200999 |
| BNP PARIBAS EUR2 |  |  | \*\* | 34192335 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BNP PARIBAS SR NON VAR RT 5.085% DUE 05-09-2031 | 5/9/2031 | 5.08% | \*\* | 1001128 |
| BOARDWALK R/EST IN TRUST UNITS |  |  | \*\* | 1707127 |
| BOC HONG KONG HLDG NPV |  |  | \*\* | 268422 |
| BOE TECH GP (STOCK CONNECT) |  |  | \*\* | 3565015 |
| BOE VARITRONIX LTD HKD0.25 |  |  | \*\* | 67227 |
| \*BOEING CO COM USD5.00 |  |  | \*\* | 6401994458 |
| BOISE CASCADE CO COM |  |  | \*\* | 1711347 |
| BOK FINL CORP COM NEW |  |  | \*\* | 243909 |
| BOLIDEN AB NPV |  |  | \*\* | 2611487 |
| BONAVA AB COMMON STOCK |  |  | \*\* | 48815 |
| BONOS DE TESORERIA 5.35% GTD SNR BDS 12/08/40 | 8/12/2040 | 5.35% | \*\* | 158486 |
| BOOKING HLDGS INC COM |  |  | \*\* | 3802284 |
| BOOT BARN HLDGS INC COM |  |  | \*\* | 3654517 |
| BORAL FIN PTY LTD 3.75% 05-01-2028 | 5/1/2028 | 3.75% | \*\* | 127074 |
| BORG WARNER INC COM |  |  | \*\* | 8498586 |
| BORGWARNER INC 4.95% 08-15-2029 | 8/15/2029 | 4.95% | \*\* | 737313 |
| BORYUNG CORPORATION KRW2500.00 |  |  | \*\* | 108435 |
| BOSCH HOME COMFORT INDIA LTD |  |  | \*\* | 65570 |
| BOSTON BEER INC CL A CL A |  |  | \*\* | 1366 |
| BOSTON SCIENTIFIC CORP COM |  |  | \*\* | 15465389 |
| BOYD GAMING CORP COM |  |  | \*\* | 21821 |
| BP CAP MKTS AMER 1.749% DUE 08-10-2030 | 8/10/2030 | 1.75% | \*\* | 332833 |
| BP CAP MKTS AMER 2.939% DUE 06-04-2051 | 6/4/2051 | 2.94% | \*\* | 399374 |
| BP CAP MKTS AMER INC 3.0% DUE 02-24-2050 | 2/24/2050 | 3.00% | \*\* | 615495 |
| BP CAP MKTS AMER INC 5.227% 11-17-2034 | 11/17/2034 | 5.23% | \*\* | 206773 |
| BPCE S A MEDIUM 1% DUE 01-20-2026 | 1/20/2026 | 1.00% | \*\* | 1572593 |
| BPCE SR NON PFD VAR RT 2.045% DUE 10-19-2027 | 10/19/2027 | 2.04% | \*\* | 1382187 |
| BPER BANCA NPV |  |  | \*\* | 4223 |
| BRAVURA SOLUTIONS NPV |  |  | \*\* | 16535 |
| BRAZE INC CL A CL A |  |  | \*\* | 27809 |
| BREAD FINANCIAL HOLDINGS INC COM USD0.01 |  |  | \*\* | 1650943 |
| BRIDGEBIO PHARMA INC COM |  |  | \*\* | 2737654 |
| BRIDGECREST 5.65% DUE 04-16-2029 | 4/16/2029 | 5.65% | \*\* | 3534843 |
| BRIDGECREST 5.94% DUE 02-15-2030 | 2/15/2030 | 5.94% | \*\* | 3528463 |
| BRIDGECREST 6.8% DUE 08-15-2029 | 8/15/2029 | 6.80% | \*\* | 486821 |
| BRIDGECREST 7.1% DUE 08-15-2029 | 8/15/2029 | 7.10% | \*\* | 2544243 |
| BRIDGECREST LENDING AUTO 25-2 CL C 5.17% 03-17-2031Q | 3/17/2031 | 5.17% | \*\* | 577405 |
| BRIDGECREST LENDING AUTO SECURITIZATION SER 25-1 CL B 4.92% 03-15-2029 | 3/15/2029 | 4.92% | \*\* | 2641683 |
| BRIDGEWATER BANCSHARES INC COM |  |  | \*\* | 56096 |
| BRIGHT HORIZONS FA COM USD0.001 |  |  | \*\* | 927709 |
| BRIGHTVIEW HLDGS INC COM |  |  | \*\* | 4845680 |
| BRILLIANCE CHINA USD0.01 |  |  | \*\* | 151937 |
| BRISTOL MYERS FIXED 4.25% DUE 10-26-2049 | 10/26/2049 | 4.25% | \*\* | 61478 |
| BRISTOL MYERS FIXED 4.35% DUE 11-15-2047 | 11/15/2047 | 4.35% | \*\* | 907564 |
| BRISTOL MYERS SQUIBB CO COM |  |  | \*\* | 11262726 |
| BRISTOL-MYERS SQUIBB CO 5.1% 02-22-2031 | 2/22/2031 | 5.10% | \*\* | 312611 |
| BRISTOL-MYERS SQUIBB CO 5.2% 02-22-2034 | 2/22/2034 | 5.20% | \*\* | 599109 |
| BRIT COLUMBIA(PROV 4.15% BDS 18/06/2034 CAD1 | 6/18/2034 | 4.15% | \*\* | 150766 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BRITANNIA INDUSTRIES COMMON STOCK NR1(POST SUBDIVISION) |  |  | \*\* | 2133477 |
| BRITISH AMERICAN TOBACCO ORD GBP0.25 |  |  | \*\* | 13796579 |
| BRITISH COLUMBIA PROV CDA 4.8% 06-11-2035 | 6/11/2035 | 4.80% | \*\* | 4702281 |
| BRITISH COLUMBIA(PROVINCE OF)CANADA 1.3% 01-29-2031 | 1/29/2031 | 1.30% | \*\* | 4928036 |
| BRITISH LAND CO ORD GBP0.25 |  |  | \*\* | 501424 |
| BRITISH TELECOMMUNICATIONS P L C NT STEPUP 12-15-2030 12-12-2000 | 12/15/2030 | 9.62% | \*\* | 183261 |
| BRIXMOR OPER 2.5% DUE 08-16-2031 | 8/16/2031 | 2.50% | \*\* | 180027 |
| BRIXMOR OPER PARTNERSHIP LP SR NT 2.25% 04-01-2028 | 4/1/2028 | 2.25% | \*\* | 240096 |
| BROADCOM INC 2.45% 02-15-2031 | 2/15/2031 | 2.45% | \*\* | 663685 |
| BROADCOM INC 3.419% 04-15-2033 | 4/15/2033 | 3.42% | \*\* | 2361844 |
| BROADCOM INC 3.459% 09-15-2026 | 9/15/2026 | 3.46% | \*\* | 5358080 |
| BROADCOM INC 3.469% 04-15-2034 | 4/15/2034 | 3.47% | \*\* | 7094314 |
| BROADCOM INC 4.11% DUE 09-15-2028 REG | 9/15/2028 | 4.11% | \*\* | 902669 |
| BROADCOM INC 4.15% 02-15-2028 | 2/15/2028 | 4.15% | \*\* | 1579761 |
| BROADCOM INC 4.2% 10-15-2030 | 10/15/2030 | 4.20% | \*\* | 545194 |
| BROADCOM INC 4.3% DUE 11-15-2032 BEO | 11/15/2032 | 4.30% | \*\* | 1481850 |
| BROADCOM INC 4.55% 02-15-2032 | 2/15/2032 | 4.55% | \*\* | 702885 |
| BROADCOM INC 4.6% 07-15-2030 | 7/15/2030 | 4.60% | \*\* | 1876000 |
| BROADCOM INC 4.8% 04-15-2028 | 4/15/2028 | 4.80% | \*\* | 351261 |
| BROADCOM INC 4.8% 10-15-2034 | 10/15/2034 | 4.80% | \*\* | 150577 |
| BROADCOM INC 5.05% 07-12-2029 | 7/12/2029 | 5.05% | \*\* | 5403976 |
| BROADCOM INC COM |  |  | \*\* | 202910816 |
| BROADCOM INC FIXED 4.15% DUE 11-15-2030 | 11/15/2030 | 4.15% | \*\* | 2721303 |
| BROADCOM INC SR NT 144A 4% 04-15-2029 | 4/15/2029 | 4.00% | \*\* | 832051 |
| BROADCOM INC SR NT 4.8% 02-15-2036 | 2/15/2036 | 4.80% | \*\* | 292685 |
| BROADCOM INC SR NT 5.15% 11-15-2031 | 11/15/2031 | 5.15% | \*\* | 322092 |
| BROADCOM INC SR NT 5.2% 07-15-2035 | 7/15/2035 | 5.20% | \*\* | 518747 |
| BROOKDALE SR LIVING INC COM STK |  |  | \*\* | 911949 |
| BROOKFIELD ASSET MANAGEMENT LTD 5.795% 04-24-2035 | 4/24/2035 | 5.80% | \*\* | 314597 |
| BROOKFIELD CAP FIN LLC SR NT 6.087% 06-14-2033 | 6/14/2033 | 6.09% | \*\* | 1820262 |
| BROOKFIELD EXCHANGEABLE SUB VTG SHS CL |  |  | \*\* | 22728 |
| BROOKFIELD FIN INC 3.5% DUE 03-30-2051 | 3/30/2051 | 3.50% | \*\* | 1741257 |
| BROOKFIELD FIN INC 5.968% 03-04-2054 | 3/4/2054 | 5.97% | \*\* | 80947 |
| BROOKFIELD RENB CL A EXCHANGEABLE SUB VTG |  |  | \*\* | 288072 |
| BROTHER INDUSTRIES NPV |  |  | \*\* | 1444033 |
| BROWN & BROWN INC 2.375% DUE 03-15-2031 | 3/15/2031 | 2.38% | \*\* | 381440 |
| BROWN & BROWN INC 4.7% 06-23-2028 | 6/23/2028 | 4.70% | \*\* | 5447153 |
| BROWN & BROWN INC 4.9% 06-23-2030 | 6/23/2030 | 4.90% | \*\* | 507515 |
| BROWN & BROWN INC 6.25% 06-23-2055 | 6/23/2055 | 6.25% | \*\* | 276537 |
| BRUKER CORP |  |  | \*\* | 306922 |
| BRUNSWICK CORP COM |  |  | \*\* | 12438541 |
| BSTN SCIENTIFIC 2.65% DUE 06-01-2030 | 6/1/2030 | 2.65% | \*\* | 53676 |
| BUILD-A-BEAR WORKSHOP INC COM STK |  |  | \*\* | 520734 |
| BUILDERS FIRSTSOURCE INC COM STK |  |  | \*\* | 472368 |
| BUKIT ASAM TBK IDR500 SER'B' |  |  | \*\* | 48223 |
| BUMBLE INC COM CL A COM CL A |  |  | \*\* | 337394 |
| BUMI RESOURCES TBK IDR500 |  |  | \*\* | 186360 |
| BUMITAMA AGRI LTD NPV |  |  | \*\* | 630490 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BUMRUNGRAD HOPTL THB1(NVDR) |  |  | \*\* | 769378 |
| BUNGE GLOBAL SA F COMMON STOCK |  |  | \*\* | 76876 |
| BUNGE LTD FIN CORP 2.0% 04-21-2026 | 4/21/2026 | 2.00% | \*\* | 3975258 |
| BUNGE LTD FIN CORP FIXED 2.75% 05-14-2031 | 5/14/2031 | 2.75% | \*\* | 643294 |
| BUNGE LTD FINANCE CORP 4.2% 09-17-2029 | 9/17/2029 | 4.20% | \*\* | 2943432 |
| BUNGE LTD FINANCE CORP 5.15% 08-04-2035 | 8/4/2035 | 5.15% | \*\* | 483763 |
| BURBERRY GROUP ORD GBP0.0005 |  |  | \*\* | 1346754 |
| BURCKHARDT COMPRES CHF |  |  | \*\* | 247867 |
| BUREAU VERITAS EUR0.12 |  |  | \*\* | 19855 |
| BURFORD CAPITAL LTD ORD NPV (DI) |  |  | \*\* | 5650552 |
| BURGAN BANK COM STK |  |  | \*\* | 46008 |
| BURKHALTER HOLDING CHF0.04 |  |  | \*\* | 102993 |
| BURL NORTHN SANTA 4.375% DUE 09-01-2042 | 9/1/2042 | 4.38% | \*\* | 854056 |
| BURL NORTHN SANTA 5.75% DUE 05-01-2040 | 5/1/2040 | 5.75% | \*\* | 84759 |
| BURLINGTN NORTH SANTA FE 5.55% 03-15-2056 | 3/15/2056 | 5.55% | \*\* | 217799 |
| BURLINGTON NORTHN SANTA FE LLC 5.2% 04-15-2054 | 4/15/2054 | 5.20% | \*\* | 264347 |
| BURLINGTON STORES INC COM |  |  | \*\* | 857018 |
| BUSINESS BRAIN SHO NPV |  |  | \*\* | 40882 |
| BUSINESS ENGINEERI NPV |  |  | \*\* | 65265 |
| BUSINESS FIRST BANCSHARES INC COM |  |  | \*\* | 26375 |
| BUTTERFLY NETWORK INC CL A CL A |  |  | \*\* | 4289178 |
| BUY TO OPEN REPO W/BOFA SECU 3.9% FROM 12-31-2025 TO 01-02-2026 |  |  | \*\* | 13000000 |
| BUY TO OPEN REPO W/DBSI/FIXE 3.87% FROM 12-31-2025 TO 01-05-2026 |  |  | \*\* | 102400000 |
| BWAY 2021-1450 MTG FLTG RT 5.04467% DUE 09-15-2036 | 9/15/2036 | 5.11% | \*\* | 1952683 |
| BX 2021-21M MTG TR FLTG RT 4.52448% DUE 10-15-2036 | 10/15/2036 | 4.59% | \*\* | 594677 |
| BX COML MORTAGE TR 2025-BCAT 5.73% 08-15-2042 | 8/15/2042 | 5.13% | \*\* | 1918957 |
| BX COML MTG TR 2.843% DUE 03-09-2044 | 3/9/2044 | 2.84% | \*\* | 3718089 |
| BX COML MTG TR 2021-CIP 4.71548% 12-15-2038 | 12/15/2038 | 4.79% | \*\* | 2991219 |
| BX COML MTG TR 2024-AIRC COML MTG PASSTHRU CTF CL A 5.37143% 08-15-2039 | 8/15/2039 | 5.44% | \*\* | 2560579 |
| BX COML MTG TR 2024-GPA3 MTG PASS THRU CTF CL A 144A 4.97301% 12-15-2039 | 12/15/2039 | 5.04% | \*\* | 1011350 |
| BX COML MTG TR 2024-MDHS COML MTG PASSTHRU CTF CL A 5.32149% 05-15-2041 | 5/15/2041 | 5.39% | \*\* | 731751 |
| BX COML MTG TR FLTG RT 4.48298% DUE 10-15-2038 | 10/15/2038 | 4.55% | \*\* | 774277 |
| BX COML MTG TR FLTG RT 5.1218% DUE 02-15-2039 | 2/15/2039 | 5.19% | \*\* | 3562819 |
| BX TR 2021-ACNT FLTG RT 5.04448% DUE 11-15-2038 | 11/15/2038 | 5.11% | \*\* | 389611 |
| BX TR 2021-LGCY COML MTG PASS THRU CTF CL A 4.30048% 10-15-2036 | 10/15/2036 | 4.37% | \*\* | 1995805 |
| BX TR 2021-SDMF FLTG RT 4.53248% DUE 09-15-2034 | 9/15/2034 | 4.60% | \*\* | 5640406 |
| BX TR 2022-LBA6 FLTG RT 4.68019% DUE 01-15-2039 | 1/15/2039 | 4.75% | \*\* | 5806411 |
| BX TR 2024-BIO MTG PASSTHRU CTF CL A 144A 5.32219% 02-15-2041 | 2/15/2041 | 5.39% | \*\* | 3668025 |
| BX TR 2025-LUNR COML MTG PASSTHRU CTF CLB 5.53019% 06-15-2040 | 6/15/2040 | 5.53% | \*\* | 888789 |
| BX TR 2025-OMG 5.031% 10-15-2042 | 10/15/2042 | 5.10% | \*\* | 2001247 |
| BXCOMMERCIAL MTG FLTG RT 5.44161% DUE 12-09-2040 | 12/9/2040 | 5.51% | \*\* | 1720014 |
| BXSC COML MTG TR 2022-WSS COML MTG PASS THRU CTF CL B 5.773% 03-15-2035 | 3/15/2035 | 5.84% | \*\* | 2983953 |
| BYD COMPANY LTD 'H'CNY1 |  |  | \*\* | 493686 |
| C H ROBINSON WORLDWIDE INC COM NEW COM NEW |  |  | \*\* | 9299162 |
| C&A MODAS SA COM NPV |  |  | \*\* | 236350 |
| C. UYEMURA & CO NPV |  |  | \*\* | 823044 |
| CABOT CORP COM |  |  | \*\* | 1094879 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CAC HOLDINGS CORP |  |  | \*\* | 106246 |
| CACTUS INC CL A CL A |  |  | \*\* | 948728 |
| CADENCE BK COM |  |  | \*\* | 315217 |
| CADENCE DESIGN SYS 4.3% DUE 09-10-2029 | 9/10/2029 | 4.30% | \*\* | 186085 |
| CADENCE DESIGN SYS 4.7% 09-10-2034 | 9/10/2034 | 4.70% | \*\* | 235369 |
| CADENCE DESIGN SYS INC 4.2% 09-10-2027 | 9/10/2027 | 4.20% | \*\* | 779361 |
| CADENCE DESIGN SYS INC COM |  |  | \*\* | 19286499 |
| CAIRO COMSTK |  |  | \*\* | 11148 |
| CAIXABANK SA EUR1 |  |  | \*\* | 10433784 |
| CAL MAINE FOODS INC COM NEW STK |  |  | \*\* | 89914 |
| CALAVO GROWERS INC COM |  |  | \*\* | 164495 |
| CALFRAC WELL SVCS LTD COM NPV |  |  | \*\* | 225683 |
| CALIFORNIA WTR SVC GROUP COM |  |  | \*\* | 1213 |
| CALIX NETWORKS INC COMMON STOCK |  |  | \*\* | 1490244 |
| CALLAWAY GOLF COMPANY |  |  | \*\* | 84024 |
| CAMDEN PPTY TR SH BEN INT |  |  | \*\* | 4690399 |
| CAMPING WORLD HLDGS INC CL A CL A |  |  | \*\* | 892582 |
| CANADA(GOVT OF) 3% BDS 01/06/2034 CAD1000 | 6/1/2034 | 3.00% | \*\* | 2210549 |
| CANADA(GOVT OF) 3.25% BDS 01/12/2034 CAD1 | 12/1/2034 | 3.25% | \*\* | 1665438 |
| CANADA(GOVT OF) I/L 1.5% BDS 01/12/44 CAD1000 | 12/1/2044 | 2.14% | \*\* | 495473 |
| CANADIAN IMPERIAL BANK 4.857% 03-30-2029 | 3/30/2029 | 4.86% | \*\* | 6493423 |
| CANADIAN IMPERIAL BANK 4.243% 09-08-2028 | 9/8/2028 | 4.24% | \*\* | 4282002 |
| CANADIAN IMPERIAL BANK OF COMMERCE 5.001% DUE 04-28-2028 | 4/28/2028 | 5.00% | \*\* | 2454796 |
| CANADIAN IMPERIAL BK 5.245% DUE 01-13-2031 | 1/13/2031 | 5.24% | \*\* | 825582 |
| CANADIAN IMPERIAL BK COMM TORONTO BRH 5.926% 10-02-2026 | 10/2/2026 | 5.93% | \*\* | 3131204 |
| CANADIAN IMPERIAL BK COMM TORONTO BRH 4.508% 09-11-2027 | 9/11/2027 | 4.51% | \*\* | 2175433 |
| CANADIAN IMPERIAL BK COMM TORONTO ONT COM STK |  |  | \*\* | 77472 |
| CANADIAN NAT RES LTD NT 5% 12-15-2029 | 12/15/2029 | 5.00% | \*\* | 1359461 |
| CANADIAN NATL RY CO COM |  |  | \*\* | 10341687 |
| CANADIAN PAC RY CO NEW 3.0% DUE 12-02-2041 BEO | 12/2/2041 | 3.00% | \*\* | 374796 |
| CANARA BANK INR2 |  |  | \*\* | 2280155 |
| CANFIN HOMES LTD |  |  | \*\* | 428573 |
| CANNY ELEVATOR CO 'A'CNY1 (STOCK CONNECT) |  |  | \*\* | 270901 |
| CANSINO BIOLOGICS H |  |  | \*\* | 526705 |
| CANTOR FITZGERALD L P SR NT 144A 4.5% 04-14-2027 | 4/14/2027 | 4.50% | \*\* | 2995745 |
| CANYON CLO 2018-1 LTD / CANYON CLO 5.0038% 07-15-2031 | 7/15/2031 | 5.24% | \*\* | 313968 |
| CAP 1 FINL CORP 3.75% DUE 03-09-2027 | 3/9/2027 | 3.75% | \*\* | 1553545 |
| CAP 1 FINL CORP 3.8% DUE 01-31-2028 | 1/31/2028 | 3.80% | \*\* | 607743 |
| CAP 1 FINL CORP 7.149% DUE 10-29-2027 | 10/29/2027 | 7.15% | \*\* | 1894233 |
| CAP 1 MULTI-ASSET 2.06% DUE 08-15-2028 | 8/15/2028 | 2.06% | \*\* | 3868087 |
| CAP 1 PRIME AUTO 3.17% DUE 04-15-2027 | 4/15/2027 | 3.17% | \*\* | 448420 |
| CAP 1 PRIME AUTO 3.69% DUE 12-15-2027 | 12/15/2027 | 3.69% | \*\* | 1245550 |
| CAP PWR US HLDGS 5.257% DUE 06-01-2028 | 6/1/2028 | 5.26% | \*\* | 1319600 |
| CAPGEMINI EUR8 |  |  | \*\* | 11248856 |
| CAPITAL BANCORP INC MD COM |  |  | \*\* | 31917 |
| CAPITAL ONE FINANCIAL CORP 4.493% 09-11-2031 | 9/11/2031 | 4.49% | \*\* | 1548850 |
| CAPITAL ONE FINANCIAL CORP 5.468% DUE 02-01-2029 | 2/1/2029 | 5.47% | \*\* | 6430468 |
| CAPITAL ONE FINANCIAL CORP 6.312% 06-08-2029 | 6/8/2029 | 6.31% | \*\* | 1697499 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CAPITAL ONE FINL CORP 1.878% 11-02-2027 | 11/2/2027 | 1.88% | \*\* | 2055719 |
| CAPITAL ONE FINL CORP 5.197% 09-11-2036 | 9/11/2036 | 5.20% | \*\* | 1191465 |
| CAPITAL ONE FINL CORP 5.7% 02-01-2030 | 2/1/2030 | 5.70% | \*\* | 1577257 |
| CAPITAL ONE FINL CORP 6.051% 02-01-2035 | 2/1/2035 | 6.05% | \*\* | 585464 |
| CAPITAL ONE FINL CORP COM |  |  | \*\* | 8584149 |
| CAPITAL ONE FINL CORP SR NT FIXED / FLTG5.268% 05-10-2033 | 5/10/2033 | 5.27% | \*\* | 513541 |
| CAPITAL ONE MULTI-ASSET EXECUTION TR SER25-1 CL A 3.82% 09-16-2030 | 9/15/2030 | 3.82% | \*\* | 5805164 |
| CAPITAL ONE MULTI-ASSET EXECUTION TR SR 23-A1CLS A 4.42% 05-15-2028 | 5/15/2028 | 4.42% | \*\* | 11335779 |
| CAPITAL SOUTHWEST CORP COM STK |  |  | \*\* | 11806 |
| CAPITOL FED FINL INC COM . |  |  | \*\* | 11781 |
| CAPLIN POINT LABORATORIES |  |  | \*\* | 433576 |
| CAPRICORN METALS L NPV |  |  | \*\* | 820653 |
| CAPSTONE COPPER COM NPV |  |  | \*\* | 1595464 |
| CARDINAL HEALTH INC 4.7% 11-15-2026 | 11/15/2026 | 4.70% | \*\* | 809196 |
| CARDINAL HEALTH INC 5.125% 02-15-2029 | 2/15/2029 | 5.12% | \*\* | 628077 |
| CARDINAL HEALTH INC 5.15% 09-15-2035 | 9/15/2035 | 5.15% | \*\* | 213881 |
| CARDINAL HLTH INC |  |  | \*\* | 3362597 |
| CARDINAL HLTH INC 4.368% DUE 06-15-2047 | 6/15/2047 | 4.37% | \*\* | 161842 |
| CARDINAL HLTH INC 5% DUE 11-15-2029 | 11/15/2029 | 5.00% | \*\* | 678352 |
| CARE PROPERTY INV NPV SICAFI |  |  | \*\* | 21270 |
| CAREDX INC COM |  |  | \*\* | 459602 |
| CARETRUST REIT INC COM |  |  | \*\* | 2687592 |
| CARGURUS INC CL A CL A |  |  | \*\* | 1907874 |
| CARIS LIFE SCIENCES INC COM |  |  | \*\* | 253801 |
| CARLISLE COMPANIES INC COM |  |  | \*\* | 5146547 |
| CARLSBERG SER'B'DKK20 |  |  | \*\* | 9585179 |
| CARLYLE GROUP INC COM |  |  | \*\* | 18669480 |
| CARMAX AUTO OWNER 1.95% DUE 09-15-2027 | 9/15/2027 | 1.95% | \*\* | 1492209 |
| CARMAX AUTO OWNER 4.65% DUE 11-15-2030 | 11/15/2030 | 4.65% | \*\* | 2090422 |
| CARMAX AUTO OWNER FIXED 1.7% DUE 08-16-2027 | 8/16/2027 | 1.70% | \*\* | 549367 |
| CARMAX AUTO OWNER FIXED 6% DUE 07-17-2028 | 7/17/2028 | 6.00% | \*\* | 2898192 |
| CARMAX AUTO OWNER TR 2024-2 ASSET BACKEDNT CL A-3 5.5% 01-16-2029 | 1/16/2029 | 5.50% | \*\* | 6082423 |
| CARMAX AUTO OWNER TR SR 24-1 CL A3 4.92% 10-16-2028 | 10/16/2028 | 4.92% | \*\* | 306604 |
| CARMAX AUTO OWNER TR SR 25-1 CL A3 4.84% 01-15-2030 | 1/15/2030 | 4.84% | \*\* | 11162421 |
| CARMAX AUTO OWNER TR SR 25-2 CL A3 4.48% 03-15-2030 | 3/15/2030 | 4.48% | \*\* | 333641 |
| CARMAX AUTO OWNER TRUST SER 23-3 CL A3 6% 05-15-2028 | 5/15/2028 | 5.28% | \*\* | 1433257 |
| CARMAX AUTO OWNER TRUST SER 22-4 CL A3 5.34% DUE 08-16-2027 REG | 8/16/2027 | 5.34% | \*\* | 722173 |
| CARMAX INC COM |  |  | \*\* | 13254 |
| CARMAX OWNER TR 4.65% DUE 01-16-2029 | 1/16/2029 | 4.65% | \*\* | 965390 |
| CARMAX SELECT 5.35% DUE 01-15-2030 | 1/15/2030 | 5.35% | \*\* | 740668 |
| CARMILA EUR6 |  |  | \*\* | 718604 |
| CARNIVAL CORP COM PAIRED |  |  | \*\* | 1604266 |
| CARPENTER TECHNOLOGY CORP COM |  |  | \*\* | 902331 |
| CARRIER GLOBAL CORPORATION COM USD0.01 WI |  |  | \*\* | 6352530 |
| CARVANA AUTO 4.04% DUE 11-11-2030 | 11/11/2030 | 4.04% | \*\* | 5955930 |
| CARVANA AUTO 4.24% DUE 08-11-2031 | 8/11/2031 | 4.24% | \*\* | 4420014 |
| CARVANA AUTO 5.21% DUE 06-10-2030 | 6/10/2030 | 5.21% | \*\* | 2865485 |
| CARVANA AUTO RECEIVABLES TR 2021-N1 ASSET BACKED CTF CL C 1.3% 01-10-2028 | 1/10/2028 | 1.30% | \*\* | 121598 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CARVANA AUTO RECEIVABLES TR 2021-N4 ASSET BACKED NT CL C 1.72% 09-11-2028 | 9/11/2028 | 1.72% | \*\* | 113033 |
| CARVANA AUTO RECEIVABLES TR 2022-P3 SR 22-P3 CL A3 4.61% DUE 11-10-2027 BEO | 11/10/2027 | 4.61% | \*\* | 98839 |
| CARVANA CO CL A CL A |  |  | \*\* | 1677530 |
| CASELLA WASTE SYS INC CL A COM STK |  |  | \*\* | 7682120 |
| CASEYS GEN STORES INC COM |  |  | \*\* | 2199233 |
| CASSA DEPOSITI E PRESTITI S P A 5.75% 05-05-2026 | 5/5/2026 | 5.75% | \*\* | 5328655 |
| CASTLE BIOSCIENCES INC COM |  |  | \*\* | 119151 |
| CASTROL INDIA INR5 |  |  | \*\* | 85112 |
| CATERPILLAR FINL SERV CRP 4.4% 03-03-2028 | 3/3/2028 | 4.40% | \*\* | 869606 |
| CATERPILLAR FINL SVCS CORP 4.8% 01-08-2030 | 1/8/2030 | 4.80% | \*\* | 225485 |
| CATERPILLAR FINL VAR RT 4.183239% DUE 07-07-2027 | 7/7/2027 | 4.54% | \*\* | 3461807 |
| CATERPILLAR INC 2.6% DUE 04-09-2030 BEO | 4/9/2030 | 2.60% | \*\* | 1069915 |
| CATERPILLAR INC COM |  |  | \*\* | 17471389 |
| CATHAY FINL HLDG TWD10 |  |  | \*\* | 571748 |
| CAVA GROUP INC COM |  |  | \*\* | 6554206 |
| CBL & ASSOCIATES PROPERTIES |  |  | \*\* | 117364 |
| CBOE GLOBAL MARKETS INC |  |  | \*\* | 487442 |
| CBRE SVCS INC 5.5% 06-15-2035 | 6/15/2035 | 5.50% | \*\* | 620981 |
| CCK CONSOLIDATED NPV |  |  | \*\* | 68369 |
| CCL PRODUCTS(INDIA)LTD INR2 |  |  | \*\* | 202120 |
| CD 2016-CD2 MTG TR 3.348% DUE 11-10-2049 | 11/10/2049 | 3.35% | \*\* | 972258 |
| CD 2017-CD6 MTG TR 3.19% DUE 11-13-2050 | 11/13/2050 | 3.19% | \*\* | 2865424 |
| CD PROJEKT SA PLN1.00 |  |  | \*\* | 901605 |
| CDN APARTMENT PROP TRUST UNITS |  |  | \*\* | 1713382 |
| CDN IMPERIAL BK COMM TORONTO BRH COVEREDBD SER CBL59 144A 4.876% 01-14-2030 | 1/14/2030 | 4.88% | \*\* | 8283083 |
| CDN IMPERIAL BK FLTG RT 4.862% 01-13-2028 | 1/13/2028 | 4.86% | \*\* | 4592482 |
| CDN UTILITIES CLASS'A'COM NON-VTG NPV |  |  | \*\* | 87284 |
| CDW LLC/CDW FIN FIXED 2.67% DUE 12-01-2026 | 12/1/2026 | 2.67% | \*\* | 5086925 |
| CEAT LTD INR10 |  |  | \*\* | 751369 |
| CELCUITY INC COM |  |  | \*\* | 107320 |
| CELESTICA INC COM NPV |  |  | \*\* | 1188943 |
| CELESTICA INC NPV |  |  | \*\* | 1629075 |
| CELLDEX THERAPEUTICS INC NEW SHS |  |  | \*\* | 210843 |
| CELSIUS HLDGS INC COM NEW COM NEW |  |  | \*\* | 7893718 |
| CEMBRA MONEY BANK CHF1 (REGD) |  |  | \*\* | 39753 |
| CENCORA INC 5.125% 02-15-2034 | 2/15/2034 | 5.12% | \*\* | 924677 |
| CENCORA INC 5.15% 02-15-2035 | 2/15/2035 | 5.15% | \*\* | 486503 |
| CENOVUS ENERGY INC 2.65% 01-15-2032 | 1/15/2032 | 2.65% | \*\* | 267009 |
| CENOVUS ENERGY INC 4.65% 03-20-2031 | 3/20/2031 | 4.65% | \*\* | 199506 |
| CENT ASIA METALS COMSTK |  |  | \*\* | 1180994 |
| CENTENE CORP DEL 3% DUE 10-15-2030 | 10/15/2030 | 3.00% | \*\* | 894538 |
| CENTENE CORP DEL COM |  |  | \*\* | 1876234 |
| CENTERPOINT ENERGY 2.4% DUE 09-01-2026 | 9/1/2026 | 2.40% | \*\* | 2331400 |
| CENTERPOINT ENERGY 3.95% 03-01-2048 | 3/1/2048 | 3.95% | \*\* | 25579 |
| CENTERPOINT ENERGY 5.85 DUE 01-15-2041 | 1/15/2041 | 5.85% | \*\* | 83378 |
| CENTERPOINT ENERGY HOUSTON ELEC LLC 4.8%DUE 03-15-2030 | 3/15/2030 | 4.80% | \*\* | 1289329 |
| CENTERPOINT ENERGY RES CORP 1.75% DUE 10-01-2030 | 10/1/2030 | 1.75% | \*\* | 267507 |
| CENTERPOINT ENERGY RES CORP 5.25% 03-01-2028 | 3/1/2028 | 5.25% | \*\* | 65608 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CENTERRA GOLD INC COM NPV |  |  | \*\* | 2006979 |
| CENTERSPACE |  |  | \*\* | 687216 |
| CENTRAL DEPOSITORY INR10 |  |  | \*\* | 443700 |
| CENTRAL SEC PATROL NPV |  |  | \*\* | 50509 |
| CENTRICA ORD GBP0.061728395 |  |  | \*\* | 2014269 |
| CENTRUS ENERGY CORP CL A COM |  |  | \*\* | 165562 |
| CENTURION CORP LTD NPV |  |  | \*\* | 203188 |
| CENTURY ALUM CO COM |  |  | \*\* | 124984 |
| CENTURY CMNTYS INC COM |  |  | \*\* | 621632 |
| CENTURY IRON & STE TWD10 |  |  | \*\* | 128754 |
| CERES POWER HLDGS ORD GBP0.10 |  |  | \*\* | 7153 |
| CES ENERGY SOLUTIO COM NPV |  |  | \*\* | 3565662 |
| CESC INR1 |  |  | \*\* | 66939 |
| CEWE STIFTUNG & CO NPV |  |  | \*\* | 111790 |
| CF INDUSTRIES INC 5.3% 11-26-2035 | 11/26/2035 | 5.30% | \*\* | 988366 |
| CF JPMCB LIQUIDITY FD |  |  | \*\* | 335292792 |
| CG ONCOLOGY INC COM |  |  | \*\* | 247044 |
| CGN NEW ENERGY HOL HKD0.0001 |  |  | \*\* | 22394 |
| CHAM SWISS PROPERTIES AG |  |  | \*\* | 61173 |
| CHAMPION HOMES INC |  |  | \*\* | 4702087 |
| CHANG HWA COMMERC TWD10 |  |  | \*\* | 321194 |
| CHANGJIANG & JING A CNY1 |  |  | \*\* | 422613 |
| CHANNEL WELL TECHN TWD10 |  |  | \*\* | 346551 |
| CHARLES RIV LABORATORIES INTL INC COM |  |  | \*\* | 7110664 |
| CHARLES SCHWAB CORP 6.196% 11-17-2029 | 11/17/2029 | 6.20% | \*\* | 484582 |
| CHAROEN POK PHAND TWD10 |  |  | \*\* | 50222 |
| CHAROEN POKPHAND INDONESI PT |  |  | \*\* | 6167 |
| CHARTER 2.3% DUE 02-01-2032 | 2/1/2032 | 2.30% | \*\* | 5490933 |
| CHARTER 3.5% DUE 06-01-2041 | 6/1/2041 | 3.50% | \*\* | 598932 |
| CHARTER 6.384% DUE 10-23-2035 | 10/23/2035 | 6.38% | \*\* | 227314 |
| CHARTER 6.484% DUE 10-23-2045 | 10/23/2045 | 6.48% | \*\* | 527535 |
| CHARTER COMMUNICATIONS INC NEW CL A CL A |  |  | \*\* | 417083 |
| CHARTER COMMUNICATIONS OPER LLC 5.85% 12-01-2035 | 12/1/2035 | 5.85% | \*\* | 500026 |
| CHARTER COMMUNICATIONS OPER LLC/CAP 06-01-2029 | 6/1/2029 | 6.10% | \*\* | 2219203 |
| CHARTER COMMUNICATIONS OPER LLC/CHARTE 2.8% DUE 04-01-2031/04-17-2020 REG | 4/1/2031 | 2.80% | \*\* | 2356157 |
| CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.2% DUE 03-15-2028 BEO | 3/15/2028 | 4.20% | \*\* | 1740740 |
| CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.8% DUE 03-01-2050 | 3/1/2050 | 4.80% | \*\* | 444768 |
| CHARTER FIXED 2.25% DUE 01-15-2029 | 1/15/2029 | 2.25% | \*\* | 4749952 |
| CHARTER HALL GROUP NPV (STAPLED) |  |  | \*\* | 196616 |
| CHARTER HALL LONG NPV (STAPLED) |  |  | \*\* | 44514 |
| CHARTER HALL RETAI UNITS NPV |  |  | \*\* | 888101 |
| CHARTER HALL SOCIA NPV |  |  | \*\* | 340230 |
| CHASE AUTO OWNER TR 2023-A ASSET BACKED NT CL A-3 144A 5.68% 01-25-2029 | 1/25/2029 | 5.68% | \*\* | 970497 |
| CHASE HOME LENDING 3.25% DUE 09-25-2063 | 9/25/2063 | 3.25% | \*\* | 380283 |
| CHASE HOME LENDING MTG TR 2025-5 MTG PASS THRU CTF CL A-11 5.19728 04-25-2056 | 4/25/2056 | 5.37% | \*\* | 2717602 |
| CHASE ISSUANCE TRUST SER 23-A CL A 5.16% 09-15-2028 | 9/15/2028 | 5.16% | \*\* | 8257013 |
| CHATHAM LODGING TR COM |  |  | \*\* | 68236 |
| CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 |  |  | \*\* | 15538238 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CHEERWIN GRP LTD USD0.0000002 |  |  | \*\* | 53881 |
| CHEGG INC COM |  |  | \*\* | 96524 |
| CHEIL WORLDWIDE KRW200 |  |  | \*\* | 41707 |
| CHEMED CORP NEW COM |  |  | \*\* | 3427159 |
| CHEMRING GROUP ORD GBP0.01(POST SUBD) |  |  | \*\* | 92833 |
| CHENBRO MICOM CO |  |  | \*\* | 159927 |
| CHENIERE CORPUS CHRISTI HLDGS LLC 3.7% 11-15-2029 | 11/15/2029 | 3.70% | \*\* | 3245085 |
| CHENIERE CORPUS CHRISTI HLDGS LLC 5.125% 06-30-2027 | 6/30/2027 | 5.12% | \*\* | 4917450 |
| CHENIERE ENERGY 5.65% DUE 04-15-2034 | 4/15/2034 | 5.65% | \*\* | 1256900 |
| CHENIERE ENERGY FIXED 4% DUE 03-01-2031 | 3/1/2031 | 4.00% | \*\* | 383092 |
| CHENIERE ENERGY FIXED 4.5% DUE 10-01-2029 | 10/1/2029 | 4.50% | \*\* | 10829787 |
| CHENIERE ENERGY INC COM NEW |  |  | \*\* | 2287970 |
| CHENNAI PETRO CP INR10(DEMAT) |  |  | \*\* | 76680 |
| CHERVON HLDGS LTD NPV |  |  | \*\* | 2773 |
| CHES FDG II LLC 5.52% DUE 05-15-2036 | 5/15/2036 | 5.52% | \*\* | 520110 |
| CHESTER CNTY PA HLTH & ED FACS AUTH HLTHSYS REV 3.314 06-01-2051 BEO TAXABLE | 6/1/2051 | 3.31% | \*\* | 259535 |
| CHEVRON CORP COM |  |  | \*\* | 20869196 |
| CHEVRON U S A INC 4.05% 08-13-2028 | 8/13/2028 | 4.05% | \*\* | 226811 |
| CHEVRON U S A INC 4.3% 10-15-2030 | 10/15/2030 | 4.30% | \*\* | 735680 |
| CHEVRON U S A INC 4.475% 02-26-2028 | 2/26/2028 | 4.48% | \*\* | 907108 |
| CHEVRON USA INC 4.687% 04-15-2030 | 4/15/2030 | 4.69% | \*\* | 442332 |
| CHEWY INC CLASS A |  |  | \*\* | 453512 |
| CHIME FINL INC CL A CL A |  |  | \*\* | 2993468 |
| CHIN WELL HOLDS BERHAD MYR0.50 |  |  | \*\* | 3105 |
| CHINA AIRLINES TWD10 |  |  | \*\* | 94505 |
| CHINA CONSTRUCTION BANK HCNY1 |  |  | \*\* | 3722737 |
| CHINA DTNG CO RNWB 'H'CNY1 |  |  | \*\* | 17732 |
| CHINA EAST EDUCATI HKD0.0001 |  |  | \*\* | 14076 |
| CHINA EVERBRIGHT ENVIRONMENT GROUP LTD |  |  | \*\* | 21674 |
| CHINA FEIHE LTD USD0.000000025 |  |  | \*\* | 18257 |
| CHINA FOODS LTD HKD0.10 |  |  | \*\* | 161701 |
| CHINA GOLD INTL RE COM NPV |  |  | \*\* | 487824 |
| CHINA HONGQIAO GRO USD0.01 |  |  | \*\* | 963911 |
| CHINA INTL MARINE COMSTK |  |  | \*\* | 23905 |
| CHINA LESSO GROUP HKD0.05 |  |  | \*\* | 19672 |
| CHINA LIFE INSURANCE CO H CNY1 |  |  | \*\* | 98496 |
| CHINA MEDICAL SYS USD0.005 |  |  | \*\* | 217113 |
| CHINA MERCHANTS BK COM STK |  |  | \*\* | 579996 |
| CHINA MERCHANTS PO NPV |  |  | \*\* | 66135 |
| CHINA NONFERRO MNG NPV |  |  | \*\* | 1430751 |
| CHINA OILFIELD SERVICES H CNY1 |  |  | \*\* | 10777 |
| CHINA ORIENTAL GP HKD0.10 |  |  | \*\* | 220479 |
| CHINA OVERSEAS LAND & INVESTMNT HKD0.10 |  |  | \*\* | 1469182 |
| CHINA PACIFIC INSU 'H'CNY1 |  |  | \*\* | 27134 |
| CHINA RES BEER HLD NPV |  |  | \*\* | 1423261 |
| CHINA SUNTIEN GREE 'H'CNY1 |  |  | \*\* | 27841 |
| CHINA TAIPING INSU NPV |  |  | \*\* | 391401 |
| CHINA TOBACCO INTL (HK) CO LTD NPV |  |  | \*\* | 264683 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CHINA TOURISM GROU CNY1 H |  |  | \*\* | 802328 |
| CHINA WATER AFFAIR HKD0.01 |  |  | \*\* | 21379 |
| CHINA XLX FERTILSE NPV |  |  | \*\* | 61283 |
| CHINA YUCHAI INTL LTD COM |  |  | \*\* | 866307 |
| CHINA YUHUA EDUCAT HKD0.00001 |  |  | \*\* | 191142 |
| CHIPMOS TECHNOLOGI TWD10 |  |  | \*\* | 256605 |
| CHIPOTLE MEXICAN GRILL INC COM STK |  |  | \*\* | 14956177 |
| CHIYODA INTEGRE CO NPV |  |  | \*\* | 65171 |
| CHOICE INTL INR10 |  |  | \*\* | 121364 |
| CHONGQING MACHINER 'H'CNY1 |  |  | \*\* | 70616 |
| CHORD ENERGY CORPORATION COM USD0.01 |  |  | \*\* | 1272678 |
| CHORUS AVIATION IN COM VTG & VARIABLE VTG (R/S |  |  | \*\* | 97927 |
| CHOW SANG SANG HLD HKD0.25 |  |  | \*\* | 566470 |
| CHROMA ATE INC TWD10 |  |  | \*\* | 1479926 |
| CHUBB INA HLDGS INC 4.9% 08-15-2035 | 8/15/2035 | 4.90% | \*\* | 2781362 |
| CHUBB LTD ORD CHF24.15 |  |  | \*\* | 23174910 |
| CHUGAI PHARMACY CO. LTD NPV |  |  | \*\* | 3970439 |
| CHUNGHWA PRECISION TWD10 |  |  | \*\* | 509063 |
| CIA DE SANEAMENTO UNITS (1 COM & 4 PRF) |  |  | \*\* | 558733 |
| CIA ENERG MG-CEMIG PRF BRL5.00 |  |  | \*\* | 144503 |
| CIA SANEAMENTO MIN COM NPV |  |  | \*\* | 188352 |
| CICOR TECHNOLOGIES CHF10(REGD) |  |  | \*\* | 843033 |
| CIE DE ST-GOBAIN EUR4 |  |  | \*\* | 11507314 |
| CIENA CORP COM NEW |  |  | \*\* | 6952020 |
| CIGNA CORP 1.25% 03-15-2026 | 3/15/2026 | 1.25% | \*\* | 456376 |
| CIGNA CORP 2.375% DUE 03-15-2031 BEO | 3/15/2031 | 2.38% | \*\* | 798071 |
| CIGNA CORP NEW 3.4% DUE 03-01-2027 BEO | 3/1/2027 | 3.40% | \*\* | 1699371 |
| CIGNA CORP NEW CORP 4.375% 10-15-2028 | 10/15/2028 | 4.38% | \*\* | 6680861 |
| CIGNA CORP NEW FIXED 3.2% DUE 03-15-2040 | 3/15/2040 | 3.20% | \*\* | 197892 |
| CIGNA GROUP 4.5% 09-15-2030 | 9/15/2030 | 4.50% | \*\* | 866694 |
| CIGNA GROUP 5.125% 05-15-2031 | 5/15/2031 | 5.12% | \*\* | 931159 |
| CIGNA GROUP 5.25% 01-15-2036 | 1/15/2036 | 5.25% | \*\* | 1275404 |
| CIGNA GROUP 6.0% 01-15-2056 | 1/15/2056 | 6.00% | \*\* | 216880 |
| CIKARANG LISTRINDO IDR200 |  |  | \*\* | 55660 |
| CIM TR 2023-R2 FLTG RT 5.5% DUE 08-25-2064 | 8/25/2064 | 5.50% | \*\* | 7334952 |
| CIMC ENRIC HLDG LT HKD0.01 |  |  | \*\* | 349663 |
| CIN FINL CORP 6.92% DUE 05-15-2028 | 5/15/2028 | 6.92% | \*\* | 213079 |
| CINEMARK HLDGS INC COM |  |  | \*\* | 984121 |
| CINTAS CORP COM |  |  | \*\* | 4272574 |
| CIPHER MNG INC COM |  |  | \*\* | 535183 |
| CIPLA LTD INR2 |  |  | \*\* | 471166 |
| CIR SPA- COMPAGNIE INDUSTRIALI RIUNITE |  |  | \*\* | 73730 |
| CIRRUS LOGIC INC COM |  |  | \*\* | 1834617 |
| CISCO SYS INC 4.55% 02-24-2028 | 2/24/2028 | 4.55% | \*\* | 669890 |
| CISCO SYS INC 4.75% 02-24-2030 | 2/24/2030 | 4.75% | \*\* | 226404 |
| CISCO SYS INC 5.3% 02-26-2054 | 2/26/2054 | 5.30% | \*\* | 365806 |
| CISCO SYSTEMS INC |  |  | \*\* | 1671551 |
| CIT HOME EQUITY LN TR 2002-1 ASSET BKD CTF CL AF-5 02-25-2033 BEO | 2/25/2033 | 7.21% | \*\* | 47931 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CITI TRENDS INC COM ORD USD1 |  |  | \*\* | 198283 |
| CITIBANK CR CARD 6.15% DUE 06-15-2039 | 6/15/2039 | 6.15% | \*\* | 4219722 |
| CITIBANK N A 4.876% 11-19-2027 | 11/19/2027 | 4.88% | \*\* | 6720645 |
| CITIBANK N A 4.914% 05-29-2030 | 5/29/2030 | 4.91% | \*\* | 2527144 |
| CITIBANK N A 5.803% 09-29-2028 | 9/29/2028 | 5.80% | \*\* | 3325902 |
| CITIBANK NA FLTG 04-30-2026 | 4/30/2026 | 4.52% | \*\* | 2101559 |
| CITIC TEL INT HLDGS HKD0.10 |  |  | \*\* | 55851 |
| CITIGROUP COML MTG 2.646% DUE 07-10-2049 | 7/10/2049 | 2.65% | \*\* | 1063694 |
| CITIGROUP COML MTG TR 2016-C2 COML MTG PASSTHRU CTF CL D 3.25% 08-10-2049 | 8/10/2049 | 3.25% | \*\* | 1502355 |
| CITIGROUP INC 1.122% DUE 01-28-2027 | 1/28/2027 | 1.12% | \*\* | 1197272 |
| CITIGROUP INC 1.462% DUE 06-09-2027 BEO | 6/9/2027 | 1.46% | \*\* | 11160992 |
| CITIGROUP INC 2.561% DUE 05-01-2032 BEO | 5/1/2032 | 2.56% | \*\* | 1553014 |
| CITIGROUP INC 2.572% 06-03-2031 | 6/3/2031 | 2.57% | \*\* | 5235510 |
| CITIGROUP INC 3.668% 07-24-2028 | 7/24/2028 | 3.67% | \*\* | 298129 |
| CITIGROUP INC 3.7% DUE 01-12-2026 | 1/12/2026 | 3.70% | \*\* | 754909 |
| CITIGROUP INC 3.887% 01-10-2028 | 1/10/2028 | 3.89% | \*\* | 5535194 |
| CITIGROUP INC 4.412% 03-31-2031 | 3/31/2031 | 4.41% | \*\* | 300171 |
| CITIGROUP INC 4.45% DUE 09-29-2027 | 9/29/2027 | 4.45% | \*\* | 5546199 |
| CITIGROUP INC 4.503% 09-11-2031 | 9/11/2031 | 4.50% | \*\* | 10861870 |
| CITIGROUP INC 4.542% 09-19-2030 | 9/19/2030 | 4.54% | \*\* | 5920984 |
| CITIGROUP INC 4.6% DUE 03-09-2026 | 3/9/2026 | 4.60% | \*\* | 810736 |
| CITIGROUP INC 4.643% 05-07-2028 | 5/7/2028 | 4.64% | \*\* | 15646423 |
| CITIGROUP INC 4.786% 03-04-2029 | 3/4/2029 | 4.79% | \*\* | 9102160 |
| CITIGROUP INC 5.174% 09-11-2036 | 9/11/2036 | 5.17% | \*\* | 783900 |
| CITIGROUP INC 5.174% 02-13-2030 | 2/13/2030 | 5.17% | \*\* | 5617962 |
| CITIGROUP INC 5.316% 09-26-2020 REG | 3/26/2041 | 5.32% | \*\* | 682640 |
| CITIGROUP INC 5.449% 06-11-2035 | 6/11/2035 | 5.45% | \*\* | 518611 |
| CITIGROUP INC 5.612% 03-04-2056 | 3/4/2056 | 5.61% | \*\* | 249761 |
| CITIGROUP INC COM NEW COM NEW |  |  | \*\* | 67880090 |
| CITIGROUP INC FLTG RT 4.952% DUE 05-07-2031 | 5/7/2031 | 4.95% | \*\* | 6664597 |
| CITIGROUP INC NEW 2.976% 11-05-2030 | 11/5/2030 | 2.98% | \*\* | 3745659 |
| CITIGROUP INC SR NT 3.057% 01-25-2033 | 1/25/2033 | 3.06% | \*\* | 1252694 |
| CITIGROUP MTG LN TR 2004-RES1 MTG PASSTHRU CTF M-1 VAR 11-25-2034 REG | 11/25/2034 | 4.82% | \*\* | 178733 |
| CITIZEN WATCH CO NPV |  |  | \*\* | 259685 |
| CITIZENS AUTO 5.83% DUE 02-15-2028 | 2/15/2028 | 5.83% | \*\* | 1077348 |
| CITIZENS AUTO 5.84% DUE 01-18-2028 | 1/18/2028 | 5.84% | \*\* | 1387922 |
| CITIZENS FINL GROUP INC 5.967% 07-23-2032 | 7/23/2032 | 5.72% | \*\* | 1259965 |
| CITIZENS FINL GROUP INC COM |  |  | \*\* | 11769615 |
| CITY UNION BK COMMON STK |  |  | \*\* | 84131 |
| CIVISTA BANCSHARES INC COM NO PAR COM NOPAR |  |  | \*\* | 9821 |
| CJ ENM CO LTD |  |  | \*\* | 11076 |
| CK HUTCHISON HLDGS HKD1 |  |  | \*\* | 350347 |
| CLAS OHLSON AB SER'B'NPV |  |  | \*\* | 168274 |
| CLEAN HBRS INC COM |  |  | \*\* | 6023791 |
| CLEAR SECURE INC CL A CL A |  |  | \*\* | 2442515 |
| CLEARWATER ANALYTICS HLDGS INC CL A CL A |  |  | \*\* | 3391513 |
| CLEARWATER PAPER CORP COM STK |  |  | \*\* | 188616 |
| CLEARWAY ENERGY INC CL C CL C |  |  | \*\* | 797142 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CLECO SECURITIZATION II LLC 5.346% 06-01-2047 | 6/1/2047 | 5.35% | \*\* | 150932 |
| CLEV ELEC ILLUM CO 4.55% DUE 11-15-2030 | 11/15/2030 | 4.55% | \*\* | 184166 |
| CLEVELAND CLIFFS USD0.125 |  |  | \*\* | 283462 |
| CLOUDFLARE INC COM |  |  | \*\* | 979047 |
| CLP HOLDINGS LTD NPV |  |  | \*\* | 630410 |
| CLSA (SHANGHAI PUTAILAI NEW ENERGY TECHNO) P-NOTE 02/09/2030 |  |  | \*\* | 977834 |
| CLSA(SHENZHEN SUNLORD ELECTRONICS CO LTD) P-NOTE 31/12/2049 |  |  | \*\* | 835862 |
| CMC MARKETS ORD GBP0.25 |  |  | \*\* | 68984 |
| CME GROUP INC 4.4% 03-15-2030 | 3/15/2030 | 4.40% | \*\* | 782610 |
| CME GROUP INC COM STK |  |  | \*\* | 5581209 |
| CME_OIS CHASUS33 02/01/2029 BRL P 1DBZDIO / R 13.4% SWU02JCH4 |  |  | \*\* | 547 |
| CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.75% SWU02GPZ6 |  |  | \*\* | 3361 |
| CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.775 SWU02GP78 |  |  | \*\* | 4744 |
| CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.79% SWU02GP60 |  |  | \*\* | 926 |
| CME_OIS MSNYUS33 06/24/2027 USD P 1DSOFR / R 3.9% SWU027CQ0 |  |  | \*\* | 167021 |
| CME_OIS MSNYUS33 06/24/2030 USD P 1DSOFR / R 3.7% SWU027CS6 |  |  | \*\* | 109763 |
| CME_OIS MSNYUS33 06/24/2035 USD P 3.7% / R 1DSOFR SWU027CR8 |  |  | \*\* | 56926 |
| CME_OIS MSNYUS33 06/24/2055 USD P 3.5% / R 1DSOFR SWU027CT4 |  |  | \*\* | 407513 |
| CME_OIS MSNYUS33 12/21/2052 USD P 1.75% / R 1DSOFR SWU01JI06 |  |  | \*\* | 4150181 |
| CME_OIS MSNYUS33 29/03/2032 MXN P 1DMXIBTIEF / R 7.91% SWU02GP45 |  |  | \*\* | 286 |
| CMO ADJBL RATE MTG TR DUE 09-25-2035 BEO | 9/25/2035 | 5.28% | \*\* | 126940 |
| CMO BANK 2017-BNK4 MTG PASS THRU CTF CL A-SB 3.419% DUE 05-15-2050 REG | 5/15/2050 | 3.42% | \*\* | 159958 |
| CMO BANK 2019-BNK22 COML MTG PASS THRU CTF CL A-4 2.978% DUE 11-15-2062 REG | 11/15/2062 | 2.98% | \*\* | 3694443 |
| CMO BANK 2022-BNK39 CL A4 2.854% DUE 02-15-2055 BEO | 2/15/2055 | 2.93% | \*\* | 1861751 |
| CMO BANK 2024-BNK48 SR 24-BNK48 CL AS 5.053% 09-15-2034 | 10/15/2057 | 5.05% | \*\* | 3565055 |
| CMO BANK5 SR 23-5YR1 CL A3 6.26% 03-15-2056 | 4/15/2056 | 6.26% | \*\* | 6223042 |
| CMO BARCLAYS COMMERCIAL MORTGAGE SR 22-C17 CL A5 4.441% 09-15-2055 | 9/15/2055 | 4.44% | \*\* | 3200183 |
| CMO BARCLAYS COMMERCIAL MORTGAGE SEC SR 25-5C37 CL A3 5.015% DUE 09-15-2058 REG | 9/15/2058 | 5.02% | \*\* | 3481007 |
| CMO BARCLAYS COMMERCIAL MORTGAGE SECURITIES SR 25-C35 CL A5 5.586% 07-15-2058 | 7/15/2058 | 5.59% | \*\* | 2421211 |
| CMO BARCLAYS COMMERCIAL MORTGAGE SR 25-C32 CL A5 FRN 02-15-2062 | 2/15/2062 | 5.72% | \*\* | 6394369 |
| CMO BARCLAYS COMMERCIAL MORTGAGE SR 25-C39 CL AS 5.29694% 12-15-2058 | 12/15/2058 | 5.30% | \*\* | 3100704 |
| CMO BARCLAYS COMMERCIAL MTGE SECURITIES SR 25-5C33 CL A4 5.839% 03-15-2058 | 3/15/2058 | 5.84% | \*\* | 258105 |
| CMO BBCMS MTG TR 2018-C2 MTG PASS THRU CTF CL A-3 4.052% DUE 12-15-2051 REG | 12/15/2051 | 4.05% | \*\* | 7082978 |
| CMO BBCMS MTG TR SER 24-5C31 CL A3 5.6% 12-15-2057 | 12/15/2057 | 5.61% | \*\* | 1788894 |
| CMO BBMCS MORTGAGE TRUST SER 23-C19 CL A2A 5.756% 04-15-2056 | 4/15/2056 | 5.76% | \*\* | 3303768 |
| CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG | 5/25/2035 | 5.40% | \*\* | 182646 |
| CMO BEAR STEARNS ARM TR 2000-2 MTG PASS THRU CTF CL A-1 VAR RATE 11-25-2030 BEO | 11/25/2030 | 4.79% | \*\* | 5689 |
| CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 02-25-2033/04-25-2006 BEO | 2/25/2033 | 6.12% | \*\* | 80 |
| CMO BEAR STEARNS ARM TR 2004-10 MTG DUE 01-25-2035 | 1/25/2035 | 5.13% | \*\* | 13026 |
| CMO BEAR STEARNS ARM TR DUE 02-25-2034 REG | 2/25/2034 | 5.57% | \*\* | 54854 |
| CMO BEAR STEARNS STRUCTURED PRODS INC TR200 DUE 12-25-2046 REG | 12/26/2046 | 3.88% | \*\* | 685748 |
| CMO BEAR STEARNS STRUCTURED PRODS INC TR200 MTG PASSTHRU CTF CL I-A-1 VAR DUE | 1/26/2036 | 4.98% | \*\* | 13516 |
| CMO BENCHMARK 2018-B4 MTG TRSE 2018-B4 CL A3 3.886% DUE 07-15-2051 | 7/15/2051 | 3.89% | \*\* | 5962643 |
| CMO BENCHMARK 2019-B11 MTG TR SER 2019-B11 CLS A4 3.2805% 05-15-2052 | 5/15/2052 | 3.28% | \*\* | 7553350 |
| CMO BENCHMARK 2020-B16 MTG TR 2.475% 12-15-2057 | 2/15/2053 | 2.48% | \*\* | 4975916 |
| CMO BENCHMARK 2022-B32 MTG TR CL A5 2.9089% DUE 01-15-2055 BEO | 1/15/2055 | 3.00% | \*\* | 1766195 |
| CMO BENCHMARK MORTGAGE TRUST SR 24-V11 CL A3 5.909% 11-15-2057 | 11/15/2057 | 5.91% | \*\* | 6856491 |
| CMO BENCHMARK SER 19-B14 CL A5 3.0486% DUE 12-15-2061 | 12/15/2062 | 3.05% | \*\* | 8532616 |

---

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<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

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| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CMO BMO MORTGAGE TRUST SER 24-5C5 CLS A3 5.8574% 02-15-2057 | 2/15/2057 | 5.86% | \*\* | 7837634 |
| CMO BMO MORTGAGE TRUST SR 24-5C8 CL A3 VAR RT 12-15-2057 | 12/15/2057 | 5.63% | \*\* | 4697771 |
| CMO BMO MRTG TR SR 25-5C9 CL A3 5.7785% 12-15-2057 | 4/15/2058 | 5.78% | \*\* | 4918904 |
| CMO BMO MTG TR SR 25-SC10 CL A3 5.57840%05-15-2058 | 5/15/2058 | 5.58% | \*\* | 5105844 |
| CMO CHASE MTG FIN TR SER 2007-A1 PASSTHRU CTF CL 1-A1 4.366 03-25-37 REG | 2/25/2037 | 6.65% | \*\* | 3912 |
| CMO CITIGROUP COML MTG TR 2016-C3 COML MTG CTF CL A-3 2.86% 11-15-2049 | 11/15/2049 | 2.90% | \*\* | 5414664 |
| CMO CITIGROUP COML MTG TR 2016-P3 BNDS 3.495% 04-15-2049 | 4/15/2049 | 3.33% | \*\* | 996859 |
| CMO CITIGROUP COML MTG TR 2016-P5 2.684%DUE 10-10-2049 REG | 10/10/2049 | 2.68% | \*\* | 6575025 |
| CMO CITIGROUP COML MTG TR 2017-B1 COML MTG CTF CL A-AB 3.243% 08-15-2050 | 8/15/2050 | 3.24% | \*\* | 570233 |
| CMO CITIGROUP COML MTG TR SER 2016-P6 CLS A4 3.458% 12-10-2049 | 12/10/2049 | 3.46% | \*\* | 1429150 |
| CMO CITIGROUP MTG LN TR SER 2005-6 CL A1FLT RT DUE 09-25-2035/12-25-2021 BEO | 9/25/2035 | 5.75% | \*\* | 2282 |
| CMO COMM 2019-GC44 MTG TR SER 19-GC44 CLS A3 2.688% DUE 08-15-2057 REG | 8/15/2057 | 2.69% | \*\* | 5356122 |
| CMO CREDIT SUISSE 1ST BSTN MTG SECS CORPSER 2004-8 CL 6A1 4.5 DUE 12-25-2019 REG | 3/25/2060 | 4.50% | \*\* | 10548 |
| CMO CWMBS INC SER 2005-11 CL 3-A-1 FLT RT DUE 04-25-2035 REG | 4/25/2035 | 3.64% | \*\* | 231464 |
| CMO FREMF 2016-K53 MTG TR MTG PASSTHRU CTF CL B 144A DUE 03-25-2049 BEO | 3/25/2049 | 4.13% | \*\* | 164128 |
| CMO GS MTG SECS CORP 2003-2F CL IIIA-1 6% DUE 03-25-2032 BEO | 3/25/2032 | 6.00% | \*\* | 831 |
| CMO GS MTG SECS TR 2017-GS7 COML MTG PASSTHRU CTF CL A-4 0 DUE 08-10-2050 REG | 8/10/2050 | 3.43% | \*\* | 4167098 |
| CMO GS MTG SECS TR SER 2016-GS3 CL AAB 2.777% 10-10-2049 | 10/10/2049 | 2.78% | \*\* | 15772 |
| CMO HARBORVIEW MTG LN TR 2003-1 CL A FLTG RT 05-19-2033 | 5/19/2033 | 4.92% | \*\* | 1606 |
| CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG | 6/20/2035 | 4.53% | \*\* | 71429 |
| CMO J P MORGAN CHASE CML MTG SECS TR 2016-N PTHRU CTF CL A 144A 10-06-38 BEO | 9/6/2038 | 2.95% | \*\* | 2620719 |
| CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG | 2/25/2035 | 5.23% | \*\* | 29384 |
| CMO JJPMDB COML MTG SECS SER 17-C5 CL A4 3.4141% DUE 03-15-2050 REG | 3/15/2050 | 3.41% | \*\* | 5032300 |
| CMO JPMCC COML MTG SECS TR 2016-JP2 2.5589% DUE 08-15-2049 BEO | 8/15/2049 | 2.56% | \*\* | 3598999 |
| CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-2050 | 9/15/2050 | 3.38% | \*\* | 243261 |
| CMO JPMDB COML MTG SECS SR 2017-C7 CL A-5 3.4092% DUE 10-15-2050 | 10/15/2050 | 3.41% | \*\* | 5748906 |
| CMO JPMDB COML MTG SECS TR 2020-COR7 SR 20-COR7 CL A-4 1.9152% 05-13-2053 | 5/13/2053 | 1.92% | \*\* | 7434818 |
| CMO MASTR ADJ RATE MTGS TR 2003-6 MTG PASSTHRU CTF CL 3-A-1 DUE 12-25-2033 REG | 12/25/2033 | 4.14% | \*\* | 11695 |
| CMO MELLON RESDNTL FDG CORP 2000-TBC2 MTG PASSTHRU CTF CL A-1 VAR 05-25-30 | 6/15/2030 | 4.34% | \*\* | 28013 |
| CMO MERRILL LYNCH MTG INVS INC 2004-A CLA-1 FLTG DUE 04-25-2029 REG | 4/25/2029 | 4.31% | \*\* | 1053 |
| CMO MERRILL LYNCH MTG INVS INC SER 2003-C CL A1 6-25-28 | 6/25/2028 | 4.51% | \*\* | 14231 |
| CMO MERRILL LYNCH MTG INVS INC SER 2005-A5 CL A3 DUE 06-25-2035 REG | 6/25/2035 | 4.80% | \*\* | 769505 |
| CMO MORGAN STANLEY BAML TRUST SR 25-SC1 CL A3 5.635% 03-15-2030 | 3/15/2058 | 5.64% | \*\* | 3265922 |
| CMO MORGAN STANLEY BK AMER MERRILL TR 2017-C33 CL A-3 3.295% 05-15-2050 | 5/15/2050 | 3.30% | \*\* | 6549383 |
| CMO MORGAN STANLEY CAP I TR 2018-H3 CL A-SB 4.12% 07-15-2051 | 7/15/2051 | 4.12% | \*\* | 2176388 |
| CMO MORGAN STANLEY CAP I TR SER 2019-L2 CL A4 4.071% 03-15-2052 | 3/15/2052 | 4.07% | \*\* | 1277602 |
| CMO MORGAN STANLEY MTG LN TR 2004-2AR DUE 01-25-2035 REG | 1/25/2035 | 4.17% | \*\* | 21318 |
| CMO MSWF COMMERCIAL MORTGAGE TRUST SR 23-2 CL A5 VAR RT 12-15-2056 | 12/15/2056 | 6.01% | \*\* | 3782116 |
| CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG | 3/25/2032 | 6.50% | \*\* | 500 |
| CMO SER 12-CR4 CL A3 2.853% DUE 10-15-2045 REG | 10/15/2045 | 2.85% | \*\* | 129134 |
| CMO SMRT 2022-MINI COML MTG PASSTHRU CTFCL A 144A DUE 01-15-2039 BEO | 1/15/2039 | 4.75% | \*\* | 409999 |
| CMO STRUCTU ASST MTG INVTS II INC 2004-AR1 FLT MTG PASS CTF CL IA1 3-19-34 | 3/19/2034 | 4.55% | \*\* | 26123 |
| CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 2-A1 DUE 04-25-2034 REG | 4/25/2034 | 5.08% | \*\* | 52411 |
| CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 3-A2 DUE 04-25-2034 REG | 4/25/2034 | 6.05% | \*\* | 184 |
| CMO STRUCTURED AST MTG INVTS II INC DUE 05-19-2035 REG | 5/19/2035 | 4.53% | \*\* | 1367597 |
| CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG | 7/19/2035 | 4.35% | \*\* | 190967 |
| CMO STRUCTURED AST SECS CORP 2004-1 MTG PASSTHRU CTF CL 4-A1 DUE 02-25-2034 REG | 2/25/2034 | 6.14% | \*\* | 1188 |
| CMO STRUCTURED AST SECS CORP FOR FUTURE IS 2003-31A CL 2-A7 10-25-2033 REG | 10/25/2033 | 5.76% | \*\* | 475744 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CMO STRUCTURED AST SECS CORP FOR FUTURE IS DUE 06-25-2033 REG | 6/25/2033 | 6.25% | \*\* | 10651 |
| CMO STRUCTURED AST SECS CORP SER 2003-22A CL 3-A 4.42 DUE 6-25-2033 REG | 6/25/2033 | 5.86% | \*\* | 24432 |
| CMO UBS COML MTG TR SER 2017-C3 CL ASB 3.215% 08-15-2050 | 8/15/2050 | 3.22% | \*\* | 1535529 |
| CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1A VAR DUE 01-25-2045 REG | 1/25/2045 | 4.47% | \*\* | 302154 |
| CMO WAMU MTG PASS-THRU CTFS TR 2002-AR2 MTG PASSTHRU CTF CL A VAR DUE 02-27-2034 | 2/27/2034 | 4.12% | \*\* | 282659 |
| CMO WELLS FARGO COML MTG SER 2017-C39 CL ASB 3.212% 09-15-2050 | 9/15/2050 | 3.21% | \*\* | 568019 |
| CMO WELLS FARGO COML MTG TR 2016-NXS5 CL A-6 01-15-2059 | 1/15/2059 | 3.64% | \*\* | 1780546 |
| CMO WELLS FARGO COML MTG TR SR 25-5C3 CL A3 6.096% 01-15-2058 | 1/15/2058 | 6.10% | \*\* | 5074091 |
| CMO WELLS FARGO COMMERCIAL MORTGAGE TRU SER 24-5C1 CL A3 5.928% 07-15-2057 | 7/15/2057 | 5.93% | \*\* | 7122851 |
| CMOC GROUP LIMITED |  |  | \*\* | 3531943 |
| CMOMORGAN STANLEY BK AMER MERRILL SER 2016-C31 CL A-SB 2.952% 12-15-2025 | 11/15/2049 | 2.95% | \*\* | 16335 |
| CNA FNCL CORP COM |  |  | \*\* | 81206 |
| CNH EQUIP TR 2022-B ASSET BACKED NT CL A-3 3.89% 08-16-2027 | 11/15/2027 | 3.89% | \*\* | 1238189 |
| CNH INDL CAP LLC 5.1% 04-20-2029 | 4/20/2029 | 5.10% | \*\* | 705714 |
| CNH INDUSTRIAL NV COM STK |  |  | \*\* | 9810311 |
| CNX RESOURCES CORPORATION COM |  |  | \*\* | 145499 |
| COAL INDIA LTD |  |  | \*\* | 6178730 |
| COASTAL FINL CORP WA COM NEW COM NEW |  |  | \*\* | 2369721 |
| COBANK ACB FXD RATE RESET NON CUM PERP 7.25% 12-31-2049 | 12/31/2049 | 7.25% | \*\* | 2876784 |
| COCA COAL FEMSA SAB DE CV |  |  | \*\* | 74215 |
| COCA COLA CO 5.3% 05-13-2054 | 5/13/2054 | 5.30% | \*\* | 197015 |
| COCA COLA CO 5.4% 05-13-2064 | 5/13/2064 | 5.40% | \*\* | 360939 |
| COCA COLA CO COM |  |  | \*\* | 4943825 |
| COCA COLA CO FIXED 2.5% DUE 06-01-2040 | 6/1/2040 | 2.50% | \*\* | 223688 |
| COCA-COLA EUROPACIFIC PARTNERS |  |  | \*\* | 5210352 |
| COCA-COLA FEMSA S A B DE C V 1.85% DUE 09-01-2032/09-01-2020 REG | 9/1/2032 | 1.85% | \*\* | 312502 |
| CODAN LTD NPV |  |  | \*\* | 1405890 |
| COEUR MNG INC COM NEW COM NEW |  |  | \*\* | 566780 |
| COFORGE LIMITED FV INR 2 DEMAT EQUITY |  |  | \*\* | 450020 |
| COGECO INC SUB-VTG SHS NPV |  |  | \*\* | 14005 |
| COGENT BIOSCIENCES INC COM NEW COM USD |  |  | \*\* | 400275 |
| COGNA EDUCACAO SA COM NPV |  |  | \*\* | 369310 |
| COGNEX CORP COM |  |  | \*\* | 248010 |
| COGNIZANT TECH SOLUTIONS CORP CL A |  |  | \*\* | 2895040 |
| COHERENT CORP COM |  |  | \*\* | 4267443 |
| COHORT ORD GBP0.10 |  |  | \*\* | 182689 |
| COLGATE-PALM (IND) INR1.00 |  |  | \*\* | 106349 |
| COLLEGE AVE STUDENT LNS 2021-B LLC ASSETBACKED NT CL A-2 144A 1.76% 06-25-2052 | 6/25/2052 | 1.76% | \*\* | 1100477 |
| COLOMBIA REP 7.5% 02-02-2034 | 2/2/2034 | 7.50% | \*\* | 208400 |
| COLOPL INC NPV |  |  | \*\* | 140952 |
| COLT CZ GROUP SE CZK0.10 |  |  | \*\* | 324964 |
| COLUMBIA BKG SYS INC COM |  |  | \*\* | 7747964 |
| COLUMBUS MCKINNON CORP N Y COM |  |  | \*\* | 190613 |
| COM ALCOA CORPORATION COM USD0.01 |  |  | \*\* | 746776 |
| COM7 PCL THB0.25(NVDR) |  |  | \*\* | 219361 |
| COMCAST CORP NEW 2.8% DUE 01-15-2051/05-28-2020 REG | 1/15/2051 | 2.80% | \*\* | 442748 |
| COMCAST CORP NEW 2.887% 11-01-2051 BEO | 11/1/2051 | 2.89% | \*\* | 241855 |
| COMCAST CORP NEW 3.45% DUE 02-01-2050 | 2/1/2050 | 3.45% | \*\* | 670532 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| COMCAST CORP NEW 3.75% DUE 04-01-2040 | 4/1/2040 | 3.75% | \*\* | 190086 |
| COMCAST CORP NEW 3.9% DUE 03-01-2038 | 3/1/2038 | 3.90% | \*\* | 794506 |
| COMCAST CORP NEW 3.999% 11-01-2049 | 11/1/2049 | 4.00% | \*\* | 413708 |
| COMCAST CORP NEW 4% DUE 03-01-2048 | 3/1/2048 | 4.00% | \*\* | 452778 |
| COMCAST CORP NEW 4.2% DUE 08-15-2034 | 8/15/2034 | 4.20% | \*\* | 143487 |
| COMCAST CORP NEW 4.25% DUE 01-15-2033 | 1/15/2033 | 4.25% | \*\* | 97983 |
| COMCAST CORP NEW FIXED 3.4% DUE 04-01-2030 | 4/1/2030 | 3.40% | \*\* | 844475 |
| COMCAST CORP NEW FIXED 3.969% DUE 11-01-2047 | 11/1/2047 | 3.97% | \*\* | 187871 |
| COMCAST CORP NEW SR NT 144A 5.168% 01-15-2037 | 1/15/2037 | 5.17% | \*\* | 872599 |
| COMCAST CORP NEW-CL A |  |  | \*\* | 30042678 |
| COMFORT SYS USA INC COM |  |  | \*\* | 15010103 |
| COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-2033 | 4/10/2033 | 3.82% | \*\* | 7111177 |
| COMM 2024-CBM MTG TR COML MTG PASSTHRU CTF CL 5.867% 12-10-2041 | 12/10/2041 | 5.87% | \*\* | 235539 |
| COMMERCE.COM INC SERIES 1 |  |  | \*\* | 107392 |
| COMMERCIAL METALS CO COM |  |  | \*\* | 2814278 |
| COMMONSPIRIT HEALTH 4.975% 09-01-2035 | 9/1/2035 | 4.98% | \*\* | 4556370 |
| COMMONSPIRIT HEALTH 6.073% 11-01-2027 | 11/1/2027 | 6.07% | \*\* | 103382 |
| COMMONSPIRIT HLTH 2.782% DUE 10-01-2030 | 10/1/2030 | 2.78% | \*\* | 605430 |
| COMMONSPIRIT HLTH 4.352% DUE 09-01-2030 | 9/1/2030 | 4.35% | \*\* | 498288 |
| COMMONWEALTH EDISON CO 2.95% 08-15-2027 | 8/15/2027 | 2.95% | \*\* | 2366950 |
| COMMONWEALTH EDISON CO 4.0% DUE 03-01-2048 REG | 3/1/2048 | 4.00% | \*\* | 179363 |
| COMMUNITY FINANCIAL SYSTEM INC |  |  | \*\* | 3913215 |
| COMMUNITY HEALTH SYS INC NEW COM |  |  | \*\* | 3120 |
| COMMUNITY HEALTHCARE TR INC REIT |  |  | \*\* | 6240 |
| COMMUNITY TR BANCORP INC COM |  |  | \*\* | 27911 |
| COMMUNITY WEST BANCSHARES NEW COM |  |  | \*\* | 27158 |
| COMP.FIN.RICHEMONT CHF1 (REGD) |  |  | \*\* | 17877564 |
| COMPASS GROUP ORD GBP0.1105 |  |  | \*\* | 15418931 |
| COMPASS INC CL A CL A |  |  | \*\* | 2159736 |
| COMPASS THERAPEUTICS INC COM |  |  | \*\* | 11642 |
| COMPEQ MFG TWD10 |  |  | \*\* | 1093359 |
| COMPUTERSHARE LTD NPV |  |  | \*\* | 186820 |
| COMSTOCK INC FORMERLY COMSTOCK MNG COM PAR $0.000666 NEW |  |  | \*\* | 1096484 |
| COMSYS HOLDINGS CORPORATION NPV |  |  | \*\* | 278914 |
| COMTURE CORPORATIO NPV |  |  | \*\* | 19637 |
| COMWLTH BK 5.071% DUE 09-14-2028 | 9/14/2028 | 5.07% | \*\* | 8688866 |
| COMWLTH EDISON CO 5.95% DUE 06-01-2055 | 6/1/2055 | 5.95% | \*\* | 364820 |
| CONAGRA BRANDS INC 5.75% 08-01-2035 | 8/1/2035 | 5.75% | \*\* | 511784 |
| CONAGRA BRANDS INC COM USD5 |  |  | \*\* | 4257585 |
| CONDUENT INC COM |  |  | \*\* | 76381 |
| CONE TR 2024-DFW1 MTG PASSTHRU CTF CL A 144A 5.32192% 08-15-2041 | 8/15/2041 | 5.39% | \*\* | 908582 |
| CONFLUENT INC CL A CL A |  |  | \*\* | 36318 |
| CONNECTICUT LIGHT & POWER CO 1ST MTG BD 4.65% 01-01-2029 | 1/1/2029 | 4.65% | \*\* | 225308 |
| CONOCOPHILLIPS CO 5.55% 03-15-2054 | 3/15/2054 | 5.55% | \*\* | 1280395 |
| CONOCOPHILLIPS COM |  |  | \*\* | 30022599 |
| CONOCOPHILLIPS COMPANY 5.5% 01-15-2055 | 1/15/2055 | 5.50% | \*\* | 479771 |
| CONS EDISON CO N Y 3.875% DUE 06-15-2047 | 6/15/2047 | 3.88% | \*\* | 70038 |

---

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<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

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| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CONS EDISON CO N Y 4.2% DUE 03-15-2042 | 3/15/2042 | 4.20% | \*\* | 102898 |
| CONSOLIDATED EDISON CO N Y INC 4.125% 05-15-2049 REG | 5/15/2049 | 4.12% | \*\* | 119498 |
| CONSOLIDATED EDISON CO N Y INC 5.75% 11-15-2055 | 11/15/2055 | 5.75% | \*\* | 205293 |
| CONSTELLATION BRANDS INC 2.25% DUE 08-01-2031 BEO | 8/1/2031 | 2.25% | \*\* | 1225628 |
| CONSTELLATION BRANDS INC CL A CL A |  |  | \*\* | 6451423 |
| CONSTELLATION ENERGY CORPORATION COM NPV WI |  |  | \*\* | 16467328 |
| CONSTELLATION ENERGY GENERATION LLC 5.6%DUE 03-01-2028 | 3/1/2028 | 5.60% | \*\* | 2022627 |
| CONSTELLATION ENERGY GENERATION LLC 5.8%DUE 03-01-2033 | 3/1/2033 | 5.80% | \*\* | 298220 |
| CONSTELLATION ENERGY GENERATION LLC 6.5%10-01-2053 | 10/1/2053 | 6.50% | \*\* | 792201 |
| CONSTELLIUM SE (FRANCE) EUR0.02 CLASS A |  |  | \*\* | 79660 |
| CONSTRUTORA TENDA COM NPV |  |  | \*\* | 224098 |
| CONSUMERS 2023 SECURE FUND 5.21% 09-01-2030 | 9/1/2030 | 5.21% | \*\* | 1856333 |
| CONSUMERS ENERGY 4.05% DUE 05-15-2048 | 5/15/2048 | 4.05% | \*\* | 201994 |
| CONSUMERS ENERGY CO 4.5% 01-15-2031 | 1/15/2031 | 4.50% | \*\* | 2417381 |
| CONSUMERS ENERGY CO 4.9% 02-15-2029 | 2/15/2029 | 4.90% | \*\* | 1672455 |
| CONSUMERS ENERGY COMPANY 4.6% 05-30-2029 | 5/30/2029 | 4.60% | \*\* | 513564 |
| CONSUMERS ENERGY FIXED 3.75% 02-15-2050 | 2/15/2050 | 3.75% | \*\* | 112745 |
| CONSUN PHARMACEUTI HKD0.1 |  |  | \*\* | 468185 |
| CONTEMPORARY AMPER CNY1 H SHS |  |  | \*\* | 1415803 |
| CONTINENTAL AG ORD NPV |  |  | \*\* | 2567190 |
| CONTROLADORA NEMAK NPV 144A/REG S |  |  | \*\* | 49829 |
| CONVATEC GROUP PLC ORD GBP0.1 (WI) |  |  | \*\* | 1061322 |
| COOPERATIEVE 3.75% DUE 07-21-2026 | 7/21/2026 | 3.75% | \*\* | 498867 |
| COOPERATIEVE 4.8% DUE 01-09-2029 | 1/9/2029 | 4.80% | \*\* | 1645115 |
| COOPER-STANDARD HOLDING COM |  |  | \*\* | 242417 |
| COPA HOLDINGS SA COM STK |  |  | \*\* | 55963 |
| COPART INC COM |  |  | \*\* | 15612198 |
| COPT DEFENSE PROPERTIES COM STK USD0.01 |  |  | \*\* | 104667 |
| COPT DEFENSE PROPERTIES LP 4.5% 10-15-2030 | 10/15/2030 | 4.50% | \*\* | 99632 |
| CORE & MAIN INC COM CL A COM CL A |  |  | \*\* | 1971222 |
| CORE NATURAL RESOURCES INC COM USD0.01 |  |  | \*\* | 118161 |
| CORE SCIENTIFIC INC NEW COM |  |  | \*\* | 1258159 |
| COREBRIDGE FINL INC COM |  |  | \*\* | 13702218 |
| COREBRIDGE FINL INC SR NT 3.65% 04-05-2027 | 4/5/2027 | 3.65% | \*\* | 4331361 |
| CORECIVIC INC COM |  |  | \*\* | 138108 |
| COREWEAVE INC COM CL A COM CL A |  |  | \*\* | 54424 |
| CORNING INC 3.9% DUE 11-15-2049 | 11/15/2049 | 3.90% | \*\* | 231923 |
| COROMANDEL INTL LTD |  |  | \*\* | 621751 |
| CORONATION FUND MA ZAR0.0001 |  |  | \*\* | 152807 |
| CORP COMERCI SAB DE CV |  |  | \*\* | 17269 |
| CORPORACION ANDINA DE FOMENTO 2.25% 02-08-2027 | 2/8/2027 | 2.25% | \*\* | 1050665 |
| CORPORACION ANDINA DE FOMENTO 5.0% 01-24-2029 | 1/24/2029 | 5.00% | \*\* | 1344998 |
| CORPORACION NPV |  |  | \*\* | 256767 |
| CORPORATE OFFICE PPTYS L P 2.25% DUE 03-15-2026 | 3/15/2026 | 2.25% | \*\* | 79648 |
| CORPORATE OFFICE PPTYS L P GTD SR NT 2.75% 04-15-2031 | 4/15/2031 | 2.75% | \*\* | 2533723 |
| CORTEVA INC COM USD0.01 WI |  |  | \*\* | 6221993 |
| CORVEL CORP COM |  |  | \*\* | 105633 |
| COSCO SHIPPING PORTS LTD |  |  | \*\* | 44607 |

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<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

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| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| COSCO SHIPPING INT HKD0.10 |  |  | \*\* | 23858 |
| COSMO ENERGY HOLDINGS CO LTD COMSTK |  |  | \*\* | 628601 |
| COSTAIN GROUP ORD GBP0.01 |  |  | \*\* | 82311 |
| COSTAMARE INC COM STK |  |  | \*\* | 282357 |
| COSTCO WHOLESALE CORP NEW COM |  |  | \*\* | 52367321 |
| COTERRA ENERGY INC 4.375% 03-15-2029 | 3/15/2029 | 4.38% | \*\* | 2076462 |
| COTERRA ENERGY INC COM |  |  | \*\* | 88304 |
| COTY INC COM CL A COM CL A |  |  | \*\* | 173515 |
| COUNTRYWIDE AST-BACKED CERTIFICATES SER 2007-13 RATE 02-25-2036 REG | 10/25/2047 | 4.65% | \*\* | 1399411 |
| COUPANG INC |  |  | \*\* | 341512 |
| COURSERA INC COM |  |  | \*\* | 192825 |
| COUSINS PPTYS INC |  |  | \*\* | 209695 |
| COVENANT LOGISTICS GROUP INC CL A |  |  | \*\* | 271952 |
| COVEO SOLUTIONS IN SUB VTG SHS |  |  | \*\* | 99487 |
| CPI EUROPE AG |  |  | \*\* | 127630 |
| CR ACCEP AUTO LN 4.68% DUE 09-15-2034 | 9/15/2034 | 4.68% | \*\* | 935268 |
| CR ACCEP AUTO LN 4.87% DUE 01-15-2036 | 1/15/2036 | 4.87% | \*\* | 1353343 |
| CR ACCEP AUTO LN 5.95% DUE 06-15-2034 | 6/15/2034 | 5.95% | \*\* | 1730114 |
| CR ACCEP AUTO LN 6.03% DUE 05-15-2034 | 5/15/2034 | 6.03% | \*\* | 2134085 |
| CR ACCEP AUTO LN 6.48% DUE 03-15-2033 | 3/15/2033 | 6.48% | \*\* | 141348 |
| CR ACCEP AUTO LN 7.02% DUE 05-16-2033 | 5/16/2033 | 7.02% | \*\* | 2015319 |
| CR ACCEP AUTO LN 7.71% DUE 07-15-2033 | 7/15/2033 | 7.71% | \*\* | 1528180 |
| CR AGRICOLE S A FLTG RT 4.818% DUE 09-25-2033 | 9/25/2033 | 4.82% | \*\* | 340043 |
| CRAFTSMAN AUTO LTD INR100 |  |  | \*\* | 408090 |
| CRANE CO NEW COM |  |  | \*\* | 790283 |
| CRANEWARE PLC ORD GBP0.01 |  |  | \*\* | 333008 |
| CREDIT AGRICOLE SA EUR3 |  |  | \*\* | 205766 |
| CREDIT SAISON CO NPV |  |  | \*\* | 638938 |
| CREDIT SUISSE AG NEW YORK 1.25% 08-07-2026 | 8/7/2026 | 1.25% | \*\* | 246223 |
| CREDITACCESS GRAME INR10 |  |  | \*\* | 7071 |
| CREDITO EMILIANO EUR1 |  |  | \*\* | 31405 |
| CREDO TECHNOLOGY GROUP HOLDING LTD |  |  | \*\* | 2874778 |
| CREEK & RIVER NPV |  |  | \*\* | 58959 |
| CRH AMER FIN INC 5.0% 02-09-2036 | 2/9/2036 | 5.00% | \*\* | 306656 |
| CRH ORD EUR 0.32 |  |  | \*\* | 10353034 |
| CRH SMW FIN DESIGNATED ACTIVITY CO 5.2% 05-21-2029 | 5/21/2029 | 5.20% | \*\* | 3367483 |
| CRICUT INC CL A COM CL A COM |  |  | \*\* | 81274 |
| CRINETICS PHARMACEUTICALS INC COM |  |  | \*\* | 1452313 |
| CROSSROADS AST TR 4.91% DUE 02-20-2032 | 2/20/2032 | 4.91% | \*\* | 395308 |
| CROWDSTRIKE HLDGS INC CL A CL A |  |  | \*\* | 16666293 |
| CROWN CASTLE INC 5.6% 06-01-2029 | 6/1/2029 | 5.60% | \*\* | 493069 |
| CROWN CASTLE INC COM |  |  | \*\* | 716825 |
| CROWN CASTLE INTL 2.25% DUE 01-15-2031 | 1/15/2031 | 2.25% | \*\* | 4487921 |
| CROWN CASTLE INTL 3.65% DUE 09-01-2027 | 9/1/2027 | 3.65% | \*\* | 1216719 |
| CROWN CASTLE TOWERS LLC/CROWN PPN BOND 4.241% 07-15-2028 | 7/15/2048 | 4.24% | \*\* | 8175404 |
| CROWN HLDGS INC COM |  |  | \*\* | 5702170 |
| CRVNA 2022-P2 B NEW ISSUE 5.08% 04-10-2028 | 4/10/2028 | 5.08% | \*\* | 2401986 |
| CS DISCO INC COM |  |  | \*\* | 70616 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CS WIND CORP KRW500 |  |  | \*\* | 63936 |
| CSAIL COML MTG SR 2018-CX11 CL ASB 4.0339% 04-15-2051 | 4/15/2051 | 4.03% | \*\* | 1293794 |
| CSAIL 2017-C8 CL A-SB 3.18574% 06-15-2050 | 6/15/2050 | 3.19% | \*\* | 2375447 |
| CSE GLOBAL LTD SGD0.05 |  |  | \*\* | 236906 |
| CSG SYS INTL INC COM |  |  | \*\* | 9740 |
| CSL FIN PLC GTD SR NT 144A 3.85% 04-27-2027 | 4/27/2027 | 3.85% | \*\* | 686297 |
| CSL LTD NPV |  |  | \*\* | 166480 |
| CSMC 2021-RPL2 TR FLTG RT 1.11456% DUE 01-25-2060 | 1/25/2060 | 1.11% | \*\* | 204709 |
| CSMC 2022-RPL4 TR MTG BACKED NT CL A-1 144A 3.90435% 04-25-2062 | 4/25/2062 | 3.90% | \*\* | 3009708 |
| CSPC PHARMACEUTICAL GROUP LTD HKD0.10 |  |  | \*\* | 64984 |
| CSSC (HK) SHIPPING NPV |  |  | \*\* | 8634 |
| CSTONE REG S |  |  | \*\* | 60260 |
| CSWF 2021-SOP2 FLTG RT 4.86155% DUE 06-15-2034 | 6/15/2034 | 4.93% | \*\* | 870093 |
| CSWF 2021-SOP2 MTG PASSTHRU CTF CL B 144A 5.16155% 06-15-2034 | 6/15/2034 | 5.23% | \*\* | 3788017 |
| CSX CORP 4.5% 11-15-2052 | 11/15/2052 | 4.50% | \*\* | 519244 |
| CSX CORP 4.75% DUE 11-15-2048 | 11/15/2048 | 4.75% | \*\* | 222983 |
| CTS CO LTD NPV |  |  | \*\* | 30087 |
| CTT CORREIOS DE PORTUGAL SA EUR 0.17 |  |  | \*\* | 1487663 |
| CUBESMART |  |  | \*\* | 3664410 |
| CULLEN / FROST BANKERS INC COM |  |  | \*\* | 8050882 |
| CUMMINS INC |  |  | \*\* | 14496780 |
| CUMMINS INC 4.9% 02-20-2029 | 2/20/2029 | 4.90% | \*\* | 210540 |
| CUMMINS INDIA INR2 |  |  | \*\* | 227395 |
| CURTISS WRIGHT CORP COM |  |  | \*\* | 1414559 |
| CURY CONST E INCO COM NPV |  |  | \*\* | 309375 |
| CUSTOMERS BANCORP INC COM |  |  | \*\* | 2495439 |
| CVS HEALTH CORP 1.75% DUE 08-21-2030 | 8/21/2030 | 1.75% | \*\* | 1164650 |
| CVS HEALTH CORP 4.78% DUE 03-25-2038 | 3/25/2038 | 4.78% | \*\* | 284054 |
| CVS HEALTH CORP 5.125% DUE 07-20-2045 | 7/20/2045 | 5.12% | \*\* | 642907 |
| CVS HEALTH CORP 5.25% 02-21-2033 | 2/21/2033 | 5.25% | \*\* | 825143 |
| CVS HEALTH CORP 5.4% 06-01-2029 | 6/1/2029 | 5.40% | \*\* | 2269622 |
| CVS HEALTH CORP 5.875% 06-01-2053 | 6/1/2053 | 5.88% | \*\* | 175474 |
| CVS HEALTH CORP COM |  |  | \*\* | 10908984 |
| CWABS INC 2004-6 ASSET BKD CTF CL 1-A-1 FLTG RATE 12-25-2034 REG | 12/25/2034 | 4.39% | \*\* | 1185901 |
| CWABS INC FLTG RT 4.28707% DUE 10-25-2034 | 10/25/2034 | 4.35% | \*\* | 3677174 |
| CYBERAGENT INC |  |  | \*\* | 368762 |
| CYBER-ARK SOFTWARE LTD COM ILS0.01 |  |  | \*\* | 93673 |
| CYFROWY POLSAT SA PLN0.04 |  |  | \*\* | 27874 |
| CYRELA BRAZIL RLTY S A EMPREENDIMENTOS ECOM NPV |  |  | \*\* | 1075125 |
| CYTEK BIOSCIENCES INC COM |  |  | \*\* | 232229 |
| CYTOKINETICS INC COMMON STOCK |  |  | \*\* | 1855813 |
| D R HORTON INC 1.3% 10-15-2026 | 10/15/2026 | 1.30% | \*\* | 51921 |
| D R HORTON INC COM |  |  | \*\* | 2529599 |
| D2L INC SUB VTG SHS |  |  | \*\* | 32525 |
| DAE CHANG FORGING KRW500 |  |  | \*\* | 78727 |
| DAECHANG CO LTD KRW500 |  |  | \*\* | 47280 |
| DAEDONG CORP |  |  | \*\* | 94993 |
| DAESANG CORPN KRW1000 |  |  | \*\* | 11149 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| DAEWOO ENGINEERING & CONSTRUCTION KRW5000 |  |  | \*\* | 14290 |
| DAEWOONG PHARM CO KRW2500 |  |  | \*\* | 83725 |
| DAH SING BANKING G NPV |  |  | \*\* | 121731 |
| DAH SING FINANCIAL NPV |  |  | \*\* | 112665 |
| DAI-DAN CO LTD NPV |  |  | \*\* | 625536 |
| DAIDO STEEL CO NPV |  |  | \*\* | 35716 |
| DAIHATSU INFINEARTH MFG CO LTD |  |  | \*\* | 137469 |
| DAIHEN CORP NPV |  |  | \*\* | 554487 |
| DAI-ICHI LIFE HOLD NPV |  |  | \*\* | 1754688 |
| DAIICHI SANKYO COM NPV |  |  | \*\* | 401559 |
| DAIKIN INDUSTRIES NPV |  |  | \*\* | 11696092 |
| DAIMLER TRUCK HOLD NPV |  |  | \*\* | 2809709 |
| DAISHI HOKUETSU NPV |  |  | \*\* | 373907 |
| DAISHIN SECURITIES 1ST PRF KRW5000 |  |  | \*\* | 80630 |
| DAIWA HOUSE INDS NPV |  |  | \*\* | 43111 |
| DAIWA OFFICE INVESTMENT CORP REIT |  |  | \*\* | 164857 |
| DAIWABO HOLDINGS NPV |  |  | \*\* | 64865 |
| DALLAS FT WORTH TEX INTL ARPT REV 4.087%11-01-2051 | 11/1/2051 | 4.09% | \*\* | 123013 |
| DALLAS TEX TAXABLE-CAP APPREC-SER B DUE 02-15-2027 BEO TAXABLE ZCP | 2/15/2027 | —% | \*\* | 2778431 |
| DALMIA BHARAT LTD INR2.00 |  |  | \*\* | 54197 |
| DAMAI ENTERTAINMENT HOLDINGS LTD HKD0.25 |  |  | \*\* | 8544 |
| DANA INC COM |  |  | \*\* | 1787560 |
| DANAHER CORP SR NT 2.8% 12-10-2051 | 12/10/2051 | 2.80% | \*\* | 303663 |
| DANIELI & C DI RISP EUR1(NON CNV) |  |  | \*\* | 1129765 |
| DANSKE BANK A/S DKK10 |  |  | \*\* | 563296 |
| DANSKE BK A/S 0% CP 02-06-2026 | 2/6/2026 | —% | \*\* | 2113541 |
| DANSKE BK A/S VAR RT 5.019% DUE 03-04-2031 | 3/4/2031 | 5.02% | \*\* | 429275 |
| DARDEN RESTAURANTS INC 4.35% 10-15-2027 | 10/15/2027 | 4.35% | \*\* | 2517022 |
| DARDEN RESTAURANTS INC COM |  |  | \*\* | 1119946 |
| DARLING INGREDIENTS INC COMSTK |  |  | \*\* | 658440 |
| DARWIN PRECISIONS TWD10 |  |  | \*\* | 24361 |
| DASSAULT SYSTEMES EUR0.10 |  |  | \*\* | 3254423 |
| DATA PATTERNS IND INR2 |  |  | \*\* | 186710 |
| DATADOG INC COM USD0.00001 CL A |  |  | \*\* | 8512974 |
| DATATEC ZAR0.01 |  |  | \*\* | 518887 |
| DAVE INC COM USD0.0001 CL A (POST REV SPLIT) |  |  | \*\* | 9751561 |
| DAY ONE BIOPHARMACEUTICALS INC COM USD0.0001 |  |  | \*\* | 239440 |
| DAYFORCE INC |  |  | \*\* | 1251104 |
| DB HITEK CO., LTD |  |  | \*\* | 1068376 |
| DBAPPSECURITY CO A CNY1 |  |  | \*\* | 863724 |
| DBJPM 2020-C9 MTG PASS THRU CTF CL A-3 1.882% 08-15-2053 | 8/15/2053 | 1.88% | \*\* | 4671228 |
| DBS GROUP HLDGS NPV |  |  | \*\* | 9499684 |
| DC COML MTG TR 6.3143% DUE 09-12-2040 | 9/12/2040 | 6.31% | \*\* | 5870283 |
| DECKERS OUTDOOR CORP COM |  |  | \*\* | 925877 |
| DEEP VALUE DRILLER NOK0.10 |  |  | \*\* | 85367 |
| DEERE & CO COM |  |  | \*\* | 11918126 |
| DEERE & COMPANY 5.7% 19/01/2055 | 1/19/2055 | 5.70% | \*\* | 124678 |
| DEERE JOHN CAP 4.25% DUE 06-05-2028 | 6/5/2028 | 4.25% | \*\* | 2053436 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| DEERE JOHN CAP 4.85% DUE 03-05-2027 | 3/5/2027 | 4.85% | \*\* | 452683 |
| DEERE JOHN CAP CORP MEDIUM TERM NTS-BOOK4.95% 07-14-2028 | 7/14/2028 | 4.95% | \*\* | 398581 |
| DELEK GROUP ILS1 |  |  | \*\* | 327855 |
| DELEK US HLDGS INC NEW COM |  |  | \*\* | 111462 |
| DELL INTL L L C / 4.5% DUE 02-15-2031 | 2/15/2031 | 4.50% | \*\* | 1604213 |
| DELL INTL L L C / 4.75% 04-01-2028 | 4/1/2028 | 4.75% | \*\* | 1552238 |
| DELL INTL L L C / EMC CORP 5.0% 04-01-2030 | 4/1/2030 | 5.00% | \*\* | 246119 |
| DELL INTL L L C/EMC CORP 4.15% 02-15-2029 | 2/15/2029 | 4.15% | \*\* | 2099304 |
| DELL INTL L L C/EMC CORP 4.9% 10-01-2026 | 10/1/2026 | 4.90% | \*\* | 146685 |
| DELL INTL L L C/EMC CORP 5.3% 04-01-2032 | 4/1/2032 | 5.30% | \*\* | 592131 |
| DELL TECHNOLOGIES INC COM USD0.01 CL C WI COMMON STOCK |  |  | \*\* | 1500364 |
| DELTA AIR LINES INC DEL COM NEW COM NEW |  |  | \*\* | 1111788 |
| DELTA ELECTRONIC TWD10 |  |  | \*\* | 7692844 |
| DELTA ELECTRONICS THB0.1 (NVDR) |  |  | \*\* | 118061 |
| DELUXE CORP COM STK USD1 |  |  | \*\* | 4718508 |
| DEME GROUP NV NPV |  |  | \*\* | 321645 |
| DENSO CORP NPV |  |  | \*\* | 10009034 |
| DENTSPLY SIRONA INC COM |  |  | \*\* | 3218345 |
| DERAYAH FINANCIAL COMPANY |  |  | \*\* | 110822 |
| DEUTSCHE BANK AG NPV(REGD) |  |  | \*\* | 12893523 |
| DEUTSCHE BK AG N Y 07-10-2025 4.41% CD 07-10-2026 | 7/10/2026 | 4.41% | \*\* | 2022674 |
| DEUTSCHE BK AG N Y 3.547% DUE 09-18-2031 | 9/18/2031 | 3.55% | \*\* | 7625609 |
| DEUTSCHE BK AG N Y 4.469% DUE 12-10-2031 | 12/10/2031 | 4.47% | \*\* | 883420 |
| DEUTSCHE BK AG N Y 5.373% 01-10-2029 | 1/10/2029 | 5.37% | \*\* | 5531917 |
| DEUTSCHE BK AG N Y BRANCH 2.311% 11-16-2027 | 11/16/2027 | 2.31% | \*\* | 7643661 |
| DEUTSCHE BK AG N Y BRANCH 4.95% 08-04-2031 | 8/4/2031 | 4.95% | \*\* | 1486118 |
| DEUTSCHE BK AG N Y BRANCH 5.403% 09-11-2035 | 9/11/2035 | 5.40% | \*\* | 490460 |
| DEUTSCHE BK AG N Y BRANCH 6.819% 11-20-2029 | 11/20/2029 | 6.82% | \*\* | 963058 |
| DEUTSCHE BK AG N Y BRANCH DUE 11-16-2027BEO | 11/16/2027 | 5.09% | \*\* | 1054465 |
| DEUTSCHE BK AG N Y BRH 1.686% DUE 03-19-2026 BEO | 3/19/2026 | 1.69% | \*\* | 895659 |
| DEUTSCHE BK AG N Y BRH 2.552% 01-07-2028 | 1/7/2028 | 2.55% | \*\* | 850756 |
| DEUTSCHE BK AG NY 5.706% 02-08-2028 | 2/8/2028 | 5.71% | \*\* | 1107203 |
| DEUTSCHE BOERSE AG NPV(REGD) |  |  | \*\* | 12839871 |
| DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK) |  |  | \*\* | 43942 |
| DEUTZ AG NPV |  |  | \*\* | 1028730 |
| DEVON ENERGY CORP 5.6 DUE 07-15-2041 | 7/15/2041 | 5.60% | \*\* | 174634 |
| DEVON ENERGY CORP 5.75% 09-15-2054 | 9/15/2054 | 5.75% | \*\* | 476004 |
| DEVON ENERGY CORP FIXED 5% DUE 06-15-2045 | 6/15/2045 | 5.00% | \*\* | 148406 |
| DEVON ENERGY CORP NEW COM |  |  | \*\* | 5086369 |
| DEVON ENERGY CORPORATION 5.2% 09-15-2034 | 9/15/2034 | 5.20% | \*\* | 808632 |
| DEXCOM INC COM |  |  | \*\* | 5652335 |
| DEXIA 24/01/2030 4.75% 01-24-2030 | 1/24/2030 | 4.75% | \*\* | 4111014 |
| DEXUS PROPERTY GROUP NPV |  |  | \*\* | 117380 |
| DEYAAR DEVELOPMENT AED1 |  |  | \*\* | 538389 |
| DFI TWD10 |  |  | \*\* | 40636 |
| DFS FURNITURE PLC ORD GBP 0.1000 |  |  | \*\* | 19886 |
| DHARMA SATYA NUSANTARA TBK COM STK |  |  | \*\* | 75786 |
| DHT HOLDINGS INC SHS NEW |  |  | \*\* | 443980 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| DIAGEO CAP PLC 5.3% DUE 10-24-2027 | 10/24/2027 | 5.30% | \*\* | 1683526 |
| DIAGEO INVT CORP 5.625% 04-15-2035 | 4/15/2035 | 5.62% | \*\* | 317945 |
| DIAGEO PLC SPONSORED ADR NEW |  |  | \*\* | 3208985 |
| DIAMONDBACK ENERGY INC 3.5% DUE 12-01-2029 | 12/1/2029 | 3.50% | \*\* | 4711512 |
| DIAMONDBACK ENERGY INC 5.15% 01-30-2030 | 1/30/2030 | 5.15% | \*\* | 3598852 |
| DIAMONDBACK ENERGY INC 5.2% 04-18-2027 | 4/18/2027 | 5.20% | \*\* | 1074409 |
| DIAMONDBACK ENERGY INC 5.75% 04-18-2054 | 4/18/2054 | 5.75% | \*\* | 284636 |
| DIAMONDBACK ENERGY INC COM |  |  | \*\* | 1349362 |
| DIANTHUS THERAPEUTICS INC COM |  |  | \*\* | 100594 |
| DIGI INTL INC COM |  |  | \*\* | 1039 |
| DIGITAL CORE REIT NPV (REIT) |  |  | \*\* | 383112 |
| DIGITAL DAESUNG CO KRW500 |  |  | \*\* | 18078 |
| DIGITAL HEARTS HOLDINGS CO.LTD. |  |  | \*\* | 20877 |
| DIGITAL RLTY TR INC COM |  |  | \*\* | 1123349 |
| DIGITALOCEAN HLDGS INC COM |  |  | \*\* | 3453669 |
| DILLARDS INC CL A COM |  |  | \*\* | 859184 |
| DIOS FASTIGHETER NPV |  |  | \*\* | 330472 |
| DIRECIONAL ENGENHA COM NPV |  |  | \*\* | 339096 |
| DISC MEDICINE INC COM |  |  | \*\* | 267056 |
| DISCO CORPORATION NPV |  |  | \*\* | 1259989 |
| DISCOVER BK NEW 3.45% DUE 07-27-2026 | 7/27/2026 | 3.45% | \*\* | 299099 |
| DISCOVER CARD EXECUTION NT TR SER 23-A2 CL A 4.93% 06-15-2028 | 6/15/2028 | 4.93% | \*\* | 1105560 |
| DISCOVERY LIMITED ZAR0.001 |  |  | \*\* | 1340854 |
| DISNEY WALT CO 2.75% DUE 09-01-2049 | 9/1/2049 | 2.75% | \*\* | 376156 |
| DISTRIBUIDORA INTL DE ALIMENTACION EUR5 |  |  | \*\* | 269109 |
| DISTRICT COLUMBIA UNIV REV 5.751% 04-01-2035 | 4/1/2035 | 5.75% | \*\* | 53333 |
| DL E&C CO LTD KRW5000 |  |  | \*\* | 116262 |
| D-LINK TWD10 |  |  | \*\* | 92444 |
| DNB ASA NOK |  |  | \*\* | 1738143 |
| DNOW INC COM USD0.01 |  |  | \*\* | 641923 |
| DOCTORS CO AN INTERINSURANCE SURPLUS NT 144A 4.5% 01-18-2032 | 1/18/2032 | 4.50% | \*\* | 89927 |
| DOCUSIGN INC COM |  |  | \*\* | 169153 |
| DOF GROUP ASA NOK2.50 |  |  | \*\* | 213412 |
| DOGAN SIRKETLER TRY1 |  |  | \*\* | 74673 |
| DOGU ARAS ENERJI TRY1 |  |  | \*\* | 135559 |
| DOHA BANK QAR1.00 |  |  | \*\* | 69885 |
| DOLE PLC COM USD0.01 |  |  | \*\* | 812788 |
| DOLLAR GEN CORP NEW COM |  |  | \*\* | 3208918 |
| DOLLARAMA INC COM STK NPV |  |  | \*\* | 29931 |
| DOLP TR 2021-NYC 2.956% DUE 05-10-2041 | 5/10/2041 | 2.96% | \*\* | 1618459 |
| DOMINICAN REP 5.3% 01-21-2041 | 1/21/2041 | 5.30% | \*\* | 226250 |
| DOMINICAN REP BD USD 144A 7.05% 02-03-2031 | 2/3/2031 | 7.05% | \*\* | 536575 |
| DOMINICAN REPUBLIC 4.875% DUE 09-23-2032 REG | 9/23/2032 | 4.88% | \*\* | 192250 |
| DOMINICAN REPUBLIC 6.6% 06-01-2036 | 6/1/2036 | 6.60% | \*\* | 157890 |
| DOMINION ENERGY FIXED 4.25% DUE 06-01-2028 | 6/1/2028 | 4.25% | \*\* | 479730 |
| DOMINION ENERGY INC 3.3% DUE 04-15-2041 | 4/15/2041 | 3.30% | \*\* | 418671 |
| DOMINION ENERGY INC 5.0% 06-15-2030 | 6/15/2030 | 5.00% | \*\* | 1125954 |
| DOMINION ENERGY INC 7.0% 06-01-2054 | 6/1/2054 | 7.00% | \*\* | 1840677 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| DOMINION ENERGY INC COM STK NPV |  |  | \*\* | 42346626 |
| DOMINION RES INC 2.85% DUE 08-15-2026 | 8/15/2026 | 2.85% | \*\* | 615351 |
| DOMINOS PIZZA INC COM |  |  | \*\* | 43349 |
| DOMO INC CL B CL B |  |  | \*\* | 219838 |
| DONALDSON INC COM |  |  | \*\* | 23938 |
| DONEGAL GROUP INC CL A NEW CLA |  |  | \*\* | 155165 |
| DONGBU INSURANCE CO LTD KRW500 |  |  | \*\* | 214776 |
| DONGFANG ELECT COR 'H'CNY1 |  |  | \*\* | 1733153 |
| DONGFENG MOTOR GRO 'H'CNY1 |  |  | \*\* | 4533 |
| DONGGUAN AOHAI TECHNOLOGY CO LTD A CNY1 |  |  | \*\* | 357573 |
| DONGJIANG ENVIRONM 'H'CNY1.00 |  |  | \*\* | 23217 |
| DONGJIN SEMICHEM C KRW500 |  |  | \*\* | 121560 |
| DONGKUK HOLDINGS CO LTD KRW5000 |  |  | \*\* | 62597 |
| DONGSUNG FINETEC C KRW500 |  |  | \*\* | 610315 |
| DONGYANG COMSTK |  |  | \*\* | 23494 |
| DONGYUE GROUP LTD HKD0.1 |  |  | \*\* | 436498 |
| DOORDASH INC CL A COM USD0.00001 CLASS A |  |  | \*\* | 6487293 |
| DOOSAN CORPORATION 1ST PFD KRW5000 |  |  | \*\* | 65905 |
| DOOSAN CORPORATION KRW5000 |  |  | \*\* | 91082 |
| DORIAN LPG LIMITED COM USD0.01 |  |  | \*\* | 414 |
| DORMAKABA HOLDING CHF0.01 'B'(REGD) |  |  | \*\* | 103235 |
| DORMAN PRODS INC COM |  |  | \*\* | 817366 |
| DOSHISHA CO LTD NPV |  |  | \*\* | 534754 |
| DOUBLEUGAMES CO KRW500 |  |  | \*\* | 11162 |
| DOVER CORP COM USD1.00 |  |  | \*\* | 1521896 |
| DOW INC COM USD0.01 WI |  |  | \*\* | 3080970 |
| DOWDUPONT INC 5.319% DUE 11-15-2038 | 11/15/2038 | 5.32% | \*\* | 231010 |
| DOWNER EDI LTD NPV |  |  | \*\* | 299490 |
| DOXIMITY INC COM USD0.001 CL A |  |  | \*\* | 444483 |
| DPM METALS INC COM NPV |  |  | \*\* | 2494293 |
| DR AUTO 4.5% DUE 09-15-2028 | 9/15/2028 | 4.50% | \*\* | 951243 |
| DR AUTO 4.52% DUE 07-16-2029 | 7/16/2029 | 4.52% | \*\* | 5522278 |
| DR AUTO 4.65% DUE 09-15-2032 | 9/15/2032 | 4.65% | \*\* | 3915680 |
| DR AUTO 4.67% DUE 05-17-2032 | 5/17/2032 | 4.67% | \*\* | 905788 |
| DR AUTO 4.78% DUE 09-15-2032 | 9/15/2032 | 4.78% | \*\* | 539775 |
| DR AUTO 4.79% DUE 09-15-2032 | 9/15/2032 | 4.79% | \*\* | 6300524 |
| DR AUTO 4.99% DUE 09-15-2032 | 9/15/2032 | 4.99% | \*\* | 238011 |
| DR PEPPER SNAPPLE 2.55% DUE 09-15-2026 | 9/15/2026 | 2.55% | \*\* | 52441 |
| DR. ING. H.C. F. NON-VTG PRF NPV |  |  | \*\* | 26361 |
| DRAFTKINGS INC NEW CL A |  |  | \*\* | 828522 |
| DRAX GROUP ORD GBP0.1155172 |  |  | \*\* | 2004229 |
| DREAM FINDERS HOMES INC COM CL A COM CL A |  |  | \*\* | 4584784 |
| DRIVE AUTO RECEIVABLES TR SR 24-1 CL B 5.31%01-16-2029 | 1/16/2029 | 5.31% | \*\* | 317447 |
| DRIVE AUTO RECEIVABLES TRUST SR 24-2 CL D 4.94% 05-17-2032 | 5/17/2032 | 4.94% | \*\* | 1764747 |
| DRIVEN BRANDS HLDGS INC COM |  |  | \*\* | 2653 |
| DROPBOX INC CL A CL A |  |  | \*\* | 2888198 |
| DSM FIRMENICH AG EUR0.01 |  |  | \*\* | 64846 |
| DSV A S DKK1 |  |  | \*\* | 111229 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| DT AUTO OWNER TR 2023-1 ASSET BACKED NT CL C 144A 5.55% 10-16-2028 | 10/16/2028 | 5.55% | \*\* | 721403 |
| DT AUTO OWNER TR 5.79% DUE 02-15-2029 | 2/15/2029 | 5.79% | \*\* | 2149044 |
| DT MIDSTREAM INC COM USD0.01 WI |  |  | \*\* | 562257 |
| DTE ELEC CO 4.25% 05-14-2027 | 5/14/2027 | 4.25% | \*\* | 565866 |
| DTE ELEC CO 5.2% DUE 04-01-2033 | 4/1/2033 | 5.20% | \*\* | 208196 |
| DTE ELEC CO 5.25% 05-15-2035 | 5/15/2035 | 5.25% | \*\* | 3913905 |
| DTE ELEC CO GEN & REF MTG BD SER 2022 3%03-01-2032 | 3/1/2032 | 3.00% | \*\* | 3792781 |
| DTE ELEC SECURITIZATION FDG II LLC 6.09%09-01-2037 | 9/1/2037 | 6.09% | \*\* | 5415436 |
| DTE ENERGY CO 2.85% DUE 10-01-2026 | 10/1/2026 | 2.85% | \*\* | 1997388 |
| DTE ENERGY CO 4.875% 06-01-2028 | 6/1/2028 | 4.88% | \*\* | 2635672 |
| DTE ENERGY CO 5.1% 03-01-2029 | 3/1/2029 | 5.10% | \*\* | 1444994 |
| DTE ENERGY CO 5.2% 04-01-2030 | 4/1/2030 | 5.20% | \*\* | 103244 |
| DTE ENERGY CO COM |  |  | \*\* | 44885 |
| DTS CORP JPY50 |  |  | \*\* | 25875 |
| DUBAI INVESTMENTS AED1 |  |  | \*\* | 36314 |
| DUBAI ISLAMIC BK AED1 |  |  | \*\* | 2367862 |
| DUERR AG ORD NPV |  |  | \*\* | 1265769 |
| DUKE ENERGY 3.95% DUE 11-15-2028 | 11/15/2028 | 3.95% | \*\* | 1243524 |
| DUKE ENERGY 4.15% DUE 12-01-2044 | 12/1/2044 | 4.15% | \*\* | 183807 |
| DUKE ENERGY 6.1% DUE 06-01-2037 | 6/1/2037 | 6.10% | \*\* | 323623 |
| DUKE ENERGY CAROLINAS LLC 4.85% 03-15-2030 | 3/15/2030 | 4.85% | \*\* | 2374747 |
| DUKE ENERGY CAROLINAS LLC 5.25% 03-15-2035 | 3/15/2035 | 5.25% | \*\* | 5176572 |
| DUKE ENERGY CAROLINAS LLC 5.4% DUE 01-15-2054 | 1/15/2054 | 5.40% | \*\* | 427700 |
| DUKE ENERGY CORP 2.65% DUE 09-01-2026 | 9/1/2026 | 2.65% | \*\* | 2371947 |
| DUKE ENERGY CORP 3.75% 04-01-2031 | 4/1/2031 | 3.75% | \*\* | 952817 |
| DUKE ENERGY CORP 4.3% DUE 03-15-2028 | 3/15/2028 | 4.30% | \*\* | 1985073 |
| DUKE ENERGY CORP 5% DUE 08-15-2052 | 8/15/2052 | 5.00% | \*\* | 257019 |
| DUKE ENERGY CORP 5.7% 09-15-2055 | 9/15/2055 | 5.70% | \*\* | 355866 |
| DUKE ENERGY CORP FIXED 2.45% DUE 06-01-2030 | 6/1/2030 | 2.45% | \*\* | 824172 |
| DUKE ENERGY CORP NEW 4.85% 01-05-2029 | 1/5/2029 | 4.85% | \*\* | 2870434 |
| DUKE ENERGY CORP NEW COM NEW COM NEW |  |  | \*\* | 22681190 |
| DUKE ENERGY CORP NEW SR NT 3.3% 06-15-2041 | 6/15/2041 | 3.30% | \*\* | 541392 |
| DUKE ENERGY FIXED 3.7% DUE 12-01-2047 | 12/1/2047 | 3.70% | \*\* | 303170 |
| DUKE ENERGY FLA FIXED 2.4% DUE 12-15-2031 | 12/15/2031 | 2.40% | \*\* | 1035309 |
| DUKE ENERGY FLA FIXED 3.8% DUE 07-15-2028 | 7/15/2028 | 3.80% | \*\* | 4296519 |
| DUKE ENERGY IND LLC 5.9% 05-15-2055 | 5/15/2055 | 5.90% | \*\* | 189200 |
| DUKE ENERGY PROGRESS LLC 2.5% DUE 08-15-2050 | 8/15/2050 | 2.50% | \*\* | 234112 |
| DUKE ENERGY PROGRESS LLC 4.35% 03-06-2027 | 3/6/2027 | 4.35% | \*\* | 1414387 |
| DUKE ENERGY PROGRESS LLC 5.55% 03-15-2055 | 3/15/2055 | 5.55% | \*\* | 346406 |
| DUNELM GROUP LTD W/I |  |  | \*\* | 238245 |
| DUOLINGO INC CL A COM CL A COM |  |  | \*\* | 177606 |
| DUPONT DE NEMOURS INC COMMON STOCK |  |  | \*\* | 694937 |
| DUTCH BROS INC CL A CL A |  |  | \*\* | 2117539 |
| DWS GROUP SE NPV |  |  | \*\* | 442398 |
| DXC TECHNOLOGY CO COM |  |  | \*\* | 285880 |
| DYNACOR GROUP INC COM |  |  | \*\* | 39826 |
| DYNATRACE INC COM |  |  | \*\* | 164302 |
| E L F BEAUTY INC COM |  |  | \*\* | 163714 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| E.I.D.-PARRY(INDIA INR1 |  |  | \*\* | 156139 |
| E1 CORPORATION KRW5000 |  |  | \*\* | 22841 |
| EAGLE MATLS INC COM |  |  | \*\* | 902158 |
| EAST WEST BANCORP INC COM |  |  | \*\* | 1660787 |
| EASTERN ENERGY GAS HLDGS LLC 6.2% 01-15-2055 | 1/15/2055 | 6.20% | \*\* | 114129 |
| EASTERN ENERGY GAS HOLDINGS LLC 5.8% 01-15-2035 | 1/15/2035 | 5.80% | \*\* | 4442223 |
| EASTMAN CHEM CO 5.0% 08-01-2029 | 8/1/2029 | 5.00% | \*\* | 1192229 |
| EASTN GAS TRANSM & FIXED 3.9% DUE 11-15-2049 | 11/15/2049 | 3.90% | \*\* | 69401 |
| EASTN GAS TRANSM & FIXED 4.8% DUE 11-01-2043 | 11/1/2043 | 4.80% | \*\* | 265790 |
| EASYJET ORD GBP0.27285714 |  |  | \*\* | 627671 |
| EATON CORP PLC COM USD0.50 |  |  | \*\* | 30677609 |
| EBASE CO LTD NPV |  |  | \*\* | 20021 |
| EBAY INC COM USD0.001 |  |  | \*\* | 29004 |
| ECHOSTAR CORPORATION |  |  | \*\* | 469149 |
| ECLERX SERVICES INR10 |  |  | \*\* | 180332 |
| ECOLAB INC 1.65% 02-01-2027 | 2/1/2027 | 1.65% | \*\* | 1563838 |
| ECOLAB INC 4.3% 06-15-2028 | 6/15/2028 | 4.30% | \*\* | 1022982 |
| ECOPETROL S A 8.375% 01-19-2036 | 1/19/2036 | 8.38% | \*\* | 925755 |
| ECORODOVIAS INFRA COM NPV |  |  | \*\* | 73894 |
| EDAN INSTRUMENTS I A CNY1 |  |  | \*\* | 186583 |
| EDENRED EUR2 |  |  | \*\* | 3887615 |
| EDISON INTL 5.25% 11-15-2028 | 11/15/2028 | 5.25% | \*\* | 1064549 |
| EDISON INTL 6.95% DUE 11-15-2029 | 11/15/2029 | 6.95% | \*\* | 1811129 |
| EDISON INTL COM |  |  | \*\* | 1178853 |
| EDITAS MEDICINE INC COM |  |  | \*\* | 155775 |
| EDWARDS LIFESCIENCES CORP COM |  |  | \*\* | 25393418 |
| EEKA FASHION HLDGS HKD0.01 |  |  | \*\* | 20424 |
| EFMT 2022-4 FLTG RT 5.9% DUE 09-25-2067 | 9/25/2067 | 5.90% | \*\* | 2661644 |
| EGAIN CORPORATION COM NEW |  |  | \*\* | 16464 |
| EHIME BANK NPV |  |  | \*\* | 34221 |
| EIDP INC 4.5% 05-15-2026 | 5/15/2026 | 4.50% | \*\* | 1134909 |
| EIFFAGE EUR4 |  |  | \*\* | 391295 |
| EISAI CO LTD NPV |  |  | \*\* | 4266229 |
| EL PUERTO DE LIVER SER'C1'NPV(NON VTG) |  |  | \*\* | 26766 |
| ELAN MICROELECTRON TWD10 |  |  | \*\* | 588342 |
| ELASTIC N V COM USD0.01 |  |  | \*\* | 499715 |
| ELBIT SYSTEMS LTD ILS1 |  |  | \*\* | 482173 |
| ELDORADO GOLD CORP COM NPV (POST REV SPLIT) |  |  | \*\* | 3418822 |
| ELECTR ARTS COM |  |  | \*\* | 336736 |
| ELECTRIC POWER DEVELOPMENT CO LTD NPV |  |  | \*\* | 1789901 |
| ELECTRICAL INDUSTRIES COMPANY SAR10 |  |  | \*\* | 399071 |
| ELECTRICITY GENRTG THB10(NVDR) |  |  | \*\* | 92633 |
| ELEVANCE HEALTH INC |  |  | \*\* | 32595191 |
| ELEVANCE HEALTH INC 4.0% 09-15-2028 | 9/15/2028 | 4.00% | \*\* | 898836 |
| ELEVANCE HEALTH INC 4.6% 09-15-2032 | 9/15/2032 | 4.60% | \*\* | 4449595 |
| ELEVANCE HEALTH INC 5.15% 06-15-2029 | 6/15/2029 | 5.15% | \*\* | 1538290 |
| ELI LILLY & CO 4.55% 02-12-2028 | 2/12/2028 | 4.55% | \*\* | 565659 |
| ELI LILLY & CO 4.75% 02-12-2030 | 2/12/2030 | 4.75% | \*\* | 438408 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ELI LILLY & CO 4.95% 02-27-2063 | 2/27/2063 | 4.95% | \*\* | 135874 |
| ELI LILLY & CO 5.5% 02-12-2055 | 2/12/2055 | 5.50% | \*\* | 301765 |
| ELI LILLY & CO 5.6% 10-15-2055 | 10/15/2055 | 5.55% | \*\* | 50535 |
| ELI LILLY & CO 5.65% 10-15-2065 | 10/15/2065 | 5.65% | \*\* | 192198 |
| ELI LILLY & CO COM NPV |  |  | \*\* | 81178252 |
| ELI LILLY AND COMPANY 4.7% 02-09-2034 | 2/9/2034 | 4.70% | \*\* | 2792594 |
| ELI LILLY AND COMPANY 5.0% 02-09-2054 | 2/9/2054 | 5.00% | \*\* | 1024773 |
| ELITE MATERIAL TWD10 |  |  | \*\* | 418835 |
| ELM TR 2024-ELM COML MTG PASSTHRU CTF 144A 6.19505% 06-10-2039 | 6/10/2039 | 6.20% | \*\* | 1507808 |
| ELMOS SEMICONDUCT NPV |  |  | \*\* | 246071 |
| EMAAR DEVELOPMENT AED1 |  |  | \*\* | 1837362 |
| EMAAR PROPERTIES AED1 |  |  | \*\* | 2147107 |
| E-MART INC. KRW5000 |  |  | \*\* | 114736 |
| EMBASSY DEVELOPMENTS LTD |  |  | \*\* | 34027 |
| EMCOR GROUP INC COM |  |  | \*\* | 5273018 |
| EMERA INC COM NPV |  |  | \*\* | 217119 |
| EMERA US FIN LP 4.75% DUE 06-15-2046 | 6/15/2046 | 4.75% | \*\* | 522566 |
| EMERALD RESOURCES NPV |  |  | \*\* | 309967 |
| EMERSON ELECTRIC CO COM |  |  | \*\* | 544019 |
| EMIRATES CENTRAL C AED0.1 |  |  | \*\* | 99663 |
| EMIRATES NBD BANK AED1 |  |  | \*\* | 2328628 |
| EMIRATES TELECOMMUNICATIONS GROUP COMPA NY PJSC ETISALAT GROUP |  |  | \*\* | 3366842 |
| EMLAK KONUT GAYRIM TRY1 (B SHARES) |  |  | \*\* | 171763 |
| EMPEROR WATCH AND NPV |  |  | \*\* | 45014 |
| EMPIRE CO CLASS'A'N/VTG COM NPV |  |  | \*\* | 4796543 |
| EMPIRE DIST BONDCO LLC 5.091% 01-01-2037 | 1/1/2037 | 5.09% | \*\* | 7006963 |
| EMPLOYERS HLDGS INC COM |  |  | \*\* | 351965 |
| EN INC NPV |  |  | \*\* | 47190 |
| ENACT HLDGS INC COM |  |  | \*\* | 176596 |
| ENBRIDGE INC 1.6% DUE 10-04-2026 BEO | 10/4/2026 | 1.60% | \*\* | 1148918 |
| ENBRIDGE INC 4.6% 06-20-2028 | 6/20/2028 | 4.60% | \*\* | 2049624 |
| ENBRIDGE INC 5.25% 04-05-2027 | 4/5/2027 | 5.25% | \*\* | 137893 |
| ENBRIDGE INC 5.625% 04-05-2034 | 4/5/2034 | 5.62% | \*\* | 784139 |
| ENBRIDGE INC 5.7% 03-08-2033 | 3/8/2033 | 5.70% | \*\* | 1054934 |
| ENBRIDGE INC 5.95% 04-05-2054 | 4/5/2054 | 5.95% | \*\* | 599214 |
| ENBRIDGE INC 6.2% 11-15-2030 | 11/15/2030 | 6.20% | \*\* | 4891357 |
| ENBRIDGE INC 6.7% 11-15-2053 | 11/15/2053 | 6.70% | \*\* | 429597 |
| ENCANA CORP 6.5% DUE 08-15-2034 | 8/15/2034 | 6.50% | \*\* | 107594 |
| ENCOMPASS HEALTH CORP COM USD0.01 |  |  | \*\* | 1420896 |
| ENDEAVOUR MINING P ORD USD0.01 |  |  | \*\* | 1557098 |
| ENDESA SA EUR1.2 |  |  | \*\* | 761773 |
| ENDUR ASA NOK0.50 |  |  | \*\* | 723309 |
| ENDURANCE TECH INR10 |  |  | \*\* | 307632 |
| ENEA SA PLN1.00 |  |  | \*\* | 428569 |
| ENEL SPA EUR1 |  |  | \*\* | 2518167 |
| ENEOS HOLDINGS INC |  |  | \*\* | 710480 |
| ENERFLEX LTD COM NPV |  |  | \*\* | 236646 |
| ENERGY RECOVERY INC COM |  |  | \*\* | 270690 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ENERGY TRANSFER 3.75% DUE 05-15-2030 | 5/15/2030 | 3.75% | \*\* | 3366736 |
| ENERGY TRANSFER 4.95% DUE 06-15-2028 | 6/15/2028 | 4.95% | \*\* | 991413 |
| ENERGY TRANSFER 6.25% DUE 04-15-2049 | 4/15/2049 | 6.25% | \*\* | 1389885 |
| ENERGY TRANSFER FIXED 5.3% DUE 04-15-2047 | 4/15/2047 | 5.30% | \*\* | 177930 |
| ENERGY TRANSFER FIXED 5.5% DUE 06-01-2027 | 6/1/2027 | 5.50% | \*\* | 3790692 |
| ENERGY TRANSFER L P 5.7% 04-01-2035 | 4/1/2035 | 5.70% | \*\* | 2073964 |
| ENERGY TRANSFER L P 6.1% 12-01-2028 | 12/1/2028 | 6.10% | \*\* | 5398002 |
| ENERGY TRANSFER L P 6.2% 04-01-2055 | 4/1/2055 | 6.20% | \*\* | 196698 |
| ENERGY TRANSFER L P 6.4% 12-01-2030 | 12/1/2030 | 6.40% | \*\* | 535201 |
| ENERGY TRANSFER L P 6.55% 12-01-2033 | 12/1/2033 | 6.55% | \*\* | 3375882 |
| ENERGY TRANSFER LP 5.25% 07-01-2029 | 7/1/2029 | 5.25% | \*\* | 3624560 |
| ENERGY TRANSFER LP 5.55% 05-15-2034 | 5/15/2034 | 5.55% | \*\* | 555853 |
| ENERGY TRANSFER OPER L P 5.0% 05-15-2050 | 5/15/2050 | 5.00% | \*\* | 319090 |
| ENERGY TRANSFER PARTNERS L P 4.2% 04-15-2027 | 4/15/2027 | 4.20% | \*\* | 2657359 |
| ENERJISA ENERJI TRY0.01 |  |  | \*\* | 248265 |
| ENERPAC TOOL GROUP CORP CL A COM CL A COM |  |  | \*\* | 7518749 |
| ENERSYS COM |  |  | \*\* | 8590745 |
| ENF TECHNOLOGY CO KRW500 |  |  | \*\* | 11452 |
| ENGHOUSE SYSTEMS COM NPV |  |  | \*\* | 531833 |
| ENGIE COMSTK |  |  | \*\* | 14413571 |
| ENHABIT INC COM |  |  | \*\* | 87572 |
| ENI SPA EUR1 |  |  | \*\* | 8299910 |
| ENLIVEN THERAPEUTICS INC COM |  |  | \*\* | 17941 |
| ENNOCONN CORPORATI TWD10 |  |  | \*\* | 410321 |
| ENNOSTAR INC TWD10 |  |  | \*\* | 276484 |
| ENOVA INTL INC COM |  |  | \*\* | 232499 |
| ENOVIS CORPORATION COM USD0.001 |  |  | \*\* | 1149836 |
| ENPRO INC |  |  | \*\* | 3212 |
| ENSIGN ENERGY SVS COM NPV |  |  | \*\* | 49846 |
| ENSIGN GROUP INC COM STK |  |  | \*\* | 1609434 |
| ENTEGRIS INC COM |  |  | \*\* | 778133 |
| ENTERGY ARK LLC 2.65% DUE 06-15-2051 | 6/15/2051 | 2.65% | \*\* | 388085 |
| ENTERGY ARK LLC 5.45% 06-01-2034 | 6/1/2034 | 5.45% | \*\* | 4501174 |
| ENTERGY CORP NEW COM |  |  | \*\* | 7207229 |
| ENTERGY LA LLC 2.4% DUE 10-01-2026 | 10/1/2026 | 2.40% | \*\* | 79211 |
| ENTERGY LA LLC 3.12% 09-01-2027 | 9/1/2027 | 3.12% | \*\* | 93841 |
| ENTERGY LA LLC 4.0% 03-15-2033 | 3/15/2033 | 4.00% | \*\* | 159370 |
| ENTERGY LA LLC 5.7% 03-15-2054 | 3/15/2054 | 5.70% | \*\* | 199371 |
| ENTERGY MISS LLC 3.85% DUE 06-01-2049 | 6/1/2049 | 3.85% | \*\* | 352093 |
| ENTERGY MISSISSIPPI LLC 5.0% 09-01-2033 | 9/1/2033 | 5.00% | \*\* | 1425848 |
| ENTERGY TEX INC 3.55% DUE 09-30-2049 | 9/30/2049 | 3.55% | \*\* | 214770 |
| ENTERGY TEX INC 5.25% 04-15-2035 | 4/15/2035 | 5.25% | \*\* | 2157664 |
| ENTERGY TEX RESTORATION FDG II LLC 3.697% 12-15-2036 | 12/15/2036 | 3.70% | \*\* | 688652 |
| ENTERGY TEXAS INC 5.55% 09-15-2054 | 9/15/2054 | 5.55% | \*\* | 340846 |
| ENTERGY TEXAS INC 5.8% 09-01-2053 | 9/1/2053 | 5.80% | \*\* | 220186 |
| ENTERPRISE FINL SVCS CORP COM STK |  |  | \*\* | 13068 |
| ENTERPRISE FLEET FNC 2017-2 ASSET BACKEDNT CL A-2 144A 4.5% 04-20-2028 | 4/20/2028 | 4.50% | \*\* | 1206099 |
| ENTERPRISE PRODS 2.8% DUE 01-31-2030 | 1/31/2030 | 2.80% | \*\* | 1635157 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ENTERPRISE PRODS OPER LLC 4.3% 06-20-2028 | 6/20/2028 | 4.30% | \*\* | 1635418 |
| ENTERPRISE PRODS OPER LLC 4.6% 01-11-2027 | 1/11/2027 | 4.60% | \*\* | 2718527 |
| ENTERPRISE PRODS OPER LLC 5.2% 01-15-2036 | 1/15/2036 | 5.20% | \*\* | 280423 |
| ENTERPRISE PRODS OPER LLC 5.55% 02-16-2055 | 2/16/2055 | 5.55% | \*\* | 320900 |
| ENTERPRISE PRODUCTS OPER L P 3.125% DUE 07-31-2029 | 7/31/2029 | 3.12% | \*\* | 3711593 |
| ENTRADA THERAPEUTICS INC COM |  |  | \*\* | 38930 |
| EOG RES INC 5% 07-15-2032 | 7/15/2032 | 5.00% | \*\* | 3149210 |
| EOG RES INC 5.35% 01-15-2036 | 1/15/2036 | 5.35% | \*\* | 3522123 |
| EOG RESOURCES INC COM |  |  | \*\* | 11571892 |
| EPIROC AB SER'A'NPV |  |  | \*\* | 55972 |
| EQ NEW FV RE 1 |  |  | \*\* | 309648 |
| EQT AB SR NT 144A 5.85% 05-08-2035 | 5/8/2035 | 5.85% | \*\* | 719274 |
| EQT CORP 3.9% DUE 10-01-2027 | 10/1/2027 | 3.90% | \*\* | 2719928 |
| EQT CORP 4.5% 01-15-2029 | 1/15/2029 | 4.50% | \*\* | 3128784 |
| EQT CORP 4.75% 01-15-2031 | 1/15/2031 | 4.75% | \*\* | 1873956 |
| EQT CORP 6.375% 04-01-2029 | 4/1/2029 | 6.38% | \*\* | 2965351 |
| EQT CORP 7% DUE 02-01-2030 | 2/1/2030 | 7.00% | \*\* | 1436882 |
| EQT CORP SR NT 6.5% 07-01-2027 | 7/1/2027 | 6.50% | \*\* | 784939 |
| EQT CORP SR NT 7.5% 06-01-2030 | 6/1/2030 | 7.50% | \*\* | 4865598 |
| EQT CORPORATION 5.0% DUE 01-15-2029 BEO | 1/15/2029 | 5.00% | \*\* | 3400977 |
| EQUIFAX INC COM |  |  | \*\* | 15056893 |
| EQUINIX EUROPE 2 FING CORP LLC 4.6% 11-15-2030 | 11/15/2030 | 4.60% | \*\* | 4065802 |
| EQUINIX INC 1.45% DUE 05-15-2026 BEO | 5/15/2026 | 1.45% | \*\* | 2589015 |
| EQUINIX INC 1.55% DUE 03-15-2028 | 3/15/2028 | 1.55% | \*\* | 437409 |
| EQUINIX INC 1.8% DUE 07-15-2027 | 7/15/2027 | 1.80% | \*\* | 2097620 |
| EQUINIX INC 2.15% DUE 07-15-2030 | 7/15/2030 | 2.15% | \*\* | 1332694 |
| EQUINIX INC 2.5% DUE 05-15-2031 BEO | 5/15/2031 | 2.50% | \*\* | 453035 |
| EQUINIX INC 2.9% 11-18-2026 | 11/18/2026 | 2.90% | \*\* | 5431414 |
| EQUINIX INC FIXED 3.2% 11-18-2029 | 11/18/2029 | 3.20% | \*\* | 3459583 |
| EQUINIX INC SR NT 2% 05-15-2028 | 5/15/2028 | 2.00% | \*\* | 781729 |
| EQUINOX GOLD CORP COM NPV(POST REV SPLIT) |  |  | \*\* | 6501 |
| EQUITABLE HLDGS INC COM |  |  | \*\* | 1857206 |
| ERAJAYA TBK IDR100 |  |  | \*\* | 18224 |
| ERICSSON |  |  | \*\* | 32307341 |
| ERICSSON(LM)TEL SER'B'NPV |  |  | \*\* | 218775 |
| ERSAN ALISVERIS HI TRY1 |  |  | \*\* | 18285 |
| ERSTE GROUP BANK AG NPV |  |  | \*\* | 1493234 |
| ESAB CORPORATION COM USD0.001 WI |  |  | \*\* | 5660852 |
| ESCO TECHNOLOGIES INC |  |  | \*\* | 1785278 |
| ESCORTS KUBOTA LTD INR10 |  |  | \*\* | 282629 |
| ESPEC Y50 |  |  | \*\* | 19264 |
| ESPRINET EUR0.15 |  |  | \*\* | 162400 |
| ESR-REIT NPV REIT (POST-SPLT) |  |  | \*\* | 107262 |
| ESSENT GROUP LTD COM STK |  |  | \*\* | 7080174 |
| ESSENTIAL UTILS INC COM |  |  | \*\* | 731180 |
| ESSEX PORTFOLIO L FIXED 1.65% DUE 01-15-2031 | 1/15/2031 | 1.65% | \*\* | 279585 |
| ESSEX PORTFOLIO L FIXED 2.65% DUE 03-15-2032 | 3/15/2032 | 2.65% | \*\* | 267885 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ESSEX PORTFOLIO L P 5.375% 04-01-2035 | 4/1/2035 | 5.38% | \*\* | 309203 |
| ESSEX PPTY TR REIT |  |  | \*\* | 21458 |
| ESSILORLUXOTTICA EUR 0.18 |  |  | \*\* | 118235 |
| ESSILORLUXOTTICA EUR0.18 |  |  | \*\* | 644985 |
| ETHAN ALLEN INTERIORS INC COM |  |  | \*\* | 296052 |
| ETIHAD ETISALAT CO SAR10 |  |  | \*\* | 2781597 |
| ETSY INC COM |  |  | \*\* | 1620068 |
| EUGENE TECHNOLOGY KRW500 |  |  | \*\* | 19368 |
| EUROFINS SCIENTIFI EUR0.01 |  |  | \*\* | 128323 |
| EURONET WORLDWIDE INC COM |  |  | \*\* | 5624529 |
| EURONEXT EUR1.60 |  |  | \*\* | 4300630 |
| EVA PRECISION INDL HKD0.10 |  |  | \*\* | 72726 |
| EVERBRIGHT SECURIT 'H'CNY1 |  |  | \*\* | 106906 |
| EVERCORE INC |  |  | \*\* | 846542 |
| EVEREST GROUP LTD |  |  | \*\* | 4981319 |
| EVEREST MEDICINES LTD |  |  | \*\* | 149659 |
| EVERGREEN MARINE C TWD10 |  |  | \*\* | 4045448 |
| EVERGY KANS CENT INC 4.7% 03-13-2028 | 3/13/2028 | 4.70% | \*\* | 624577 |
| EVERGY KANS CENT INC 5.25% 03-15-2035 | 3/15/2035 | 5.25% | \*\* | 2946764 |
| EVERGY METRO INC 5.4% 04-01-2034 | 4/1/2034 | 5.40% | \*\* | 6459085 |
| EVERSOURCE ENERGY 2.9% 03-01-2027 | 3/1/2027 | 2.90% | \*\* | 2275270 |
| EVERSOURCE ENERGY 4.45%12-15-2030 | 12/15/2030 | 4.45% | \*\* | 1238028 |
| EVERSOURCE ENERGY 4.75% 05-15-2026 | 5/15/2026 | 4.75% | \*\* | 3814714 |
| EVERSOURCE ENERGY 5.0% 01-01-2027 | 1/1/2027 | 5.00% | \*\* | 1015299 |
| EVERSOURCE ENERGY 5.125% DUE 05-15-2033 | 5/15/2033 | 5.12% | \*\* | 556447 |
| EVERSOURCE ENERGY COM |  |  | \*\* | 1038431 |
| EVERTEC INC COM |  |  | \*\* | 82616 |
| EVOLENT HEALTH INC CL A CL A |  |  | \*\* | 294244 |
| EVOLUTION MINING NPV |  |  | \*\* | 1814491 |
| EVRAZ PLC ORD US0.5 |  |  | \*\* | 336084 |
| EXACT SCIENCES CORP COM |  |  | \*\* | 784449 |
| EXAIL TECHNOLOGIES |  |  | \*\* | 61451 |
| EXCELERATE ENERGY INC CL A COM CL A COM |  |  | \*\* | 5549636 |
| EXEDY CORP NPV |  |  | \*\* | 1059402 |
| EXELIXIS INC COM STK |  |  | \*\* | 2635717 |
| EXELON CORP 4.05% DUE 04-15-2030 | 4/15/2030 | 4.05% | \*\* | 338129 |
| EXELON CORP 5.15% 03-15-2028 | 3/15/2028 | 5.15% | \*\* | 1993764 |
| EXELON CORP 5.15% 03-15-2029 | 3/15/2029 | 5.15% | \*\* | 1364320 |
| EXELON CORP 5.6% DUE 03-15-2053 | 3/15/2053 | 5.60% | \*\* | 272253 |
| EXELON CORP 6.5% 03-15-2055 | 3/15/2055 | 6.50% | \*\* | 83364 |
| EXELON CORP COM |  |  | \*\* | 8203202 |
| EXELON GENERATION 5.75% DUE 10-01-2041 | 10/1/2041 | 5.75% | \*\* | 51100 |
| EXELON GENERATION SR NT 6.25 DUE 10-01-2039 | 10/1/2039 | 6.25% | \*\* | 304070 |
| EXEO GROUP INC NPV |  |  | \*\* | 1115906 |
| EXETER AUTOMOBILE 4.28% DUE 07-15-2030 | 7/15/2030 | 4.28% | \*\* | 6524036 |
| EXETER AUTOMOBILE 4.39% DUE 09-17-2029 | 9/17/2029 | 4.39% | \*\* | 1406121 |
| EXETER AUTOMOBILE 4.64% DUE 01-15-2030 | 1/15/2030 | 4.64% | \*\* | 3414510 |
| EXETER AUTOMOBILE 4.68% DUE 03-15-2032 | 3/15/2032 | 4.68% | \*\* | 336114 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| EXETER AUTOMOBILE 4.91% DUE 08-15-2029 | 8/15/2029 | 4.91% | \*\* | 4351160 |
| EXETER AUTOMOBILE 5.48% DUE 08-15-2030 | 8/15/2030 | 5.48% | \*\* | 3903187 |
| EXETER AUTOMOBILE 5.57% DUE 09-15-2028 | 9/15/2028 | 5.57% | \*\* | 578486 |
| EXETER AUTOMOBILE 5.61% DUE 04-17-2028 | 4/17/2028 | 5.61% | \*\* | 507502 |
| EXETER AUTOMOBILE 5.92% DUE 02-15-2030 | 2/15/2030 | 5.92% | \*\* | 1581283 |
| EXETER AUTOMOBILE 6.21% DUE 06-15-2028 | 6/15/2028 | 6.21% | \*\* | 1087041 |
| EXETER AUTOMOBILE 6.32% DUE 05-15-2028 | 5/15/2028 | 6.32% | \*\* | 1546375 |
| EXETER AUTOMOBILE FIXED 4.57% DUE 06-16-2031 | 6/16/2031 | 4.57% | \*\* | 1499355 |
| EXETER AUTOMOBILE RECEIVABLES SER 24-1A CL C 5.410% 05-15-2030 | 5/15/2030 | 5.41% | \*\* | 626504 |
| EXETER AUTOMOBILE RECEIVABLES TR 4.38% 06-15-2028 | 6/15/2028 | 4.38% | \*\* | 4303957 |
| EXETER AUTOMOBILE RECEIVABLES TR AUTO RECEIVABLES BKD NT CL 5.82% 02-15-2028 | 2/15/2028 | 5.82% | \*\* | 47825 |
| EXETER AUTOMOBILE RECEIVABLES TR SER 24-3A CL C 5.7% 07-16-2029 | 7/16/2029 | 5.70% | \*\* | 4051269 |
| EXETER AUTOMOBILE RECEIVABLES TR SER 25-4A CL A2 4.53% 03-15-2028 | 3/15/2028 | 4.53% | \*\* | 1497071 |
| EXETER AUTOMOBILE RECEIVABLES TRUST SR 23-2A CL C 5.75% 07-17-2028 | 7/17/2028 | 5.75% | \*\* | 2338065 |
| EXETER AUTOMOBILE RECEIVABLES TRUST SR 25-3A CL C 5.09% 10-15-2031 | 10/15/2031 | 5.09% | \*\* | 391044 |
| EXETER SELECT 4.69% DUE 04-15-2030 | 4/15/2030 | 4.69% | \*\* | 4079786 |
| EXLSERVICE COM INC COM STK |  |  | \*\* | 2327622 |
| EXP WORLD HOLDINGS INC |  |  | \*\* | 410490 |
| EXPAND ENERGY CORP |  |  | \*\* | 1143881 |
| EXPAND ENERGY CORPORATION 5.375% 03-15-2030 | 3/15/2030 | 5.38% | \*\* | 4952259 |
| EXPEDIA GROUP INC COM USD0.001 |  |  | \*\* | 847097 |
| EXPERIAN ORD USD0.10 |  |  | \*\* | 12494319 |
| EXTENDED STAY AMER TR 2025-ESH 5.45% 10-15-2042 | 10/15/2042 | 5.05% | \*\* | 1201874 |
| EXTENDED STAY AMER TR 2025-ESH 5.75% 10-15-2042 | 10/15/2042 | 5.35% | \*\* | 2503904 |
| EXTRA SPACE FIXED 5.7% 04-01-2028 | 4/1/2028 | 5.70% | \*\* | 310033 |
| EXTRA SPACE STORAGE INC 2.35% 03-15-2032 | 3/15/2032 | 2.35% | \*\* | 482105 |
| EXTRA SPACE STORAGE L P 4.95% 01-15-2033 | 1/15/2033 | 4.95% | \*\* | 202375 |
| EXTRA SPACE STORAGE L P 5.4% 06-15-2035 | 6/15/2035 | 5.40% | \*\* | 3338448 |
| EXTRA SPACE STORAGE L P SR NT 2.2% 10-15-2030 | 10/15/2030 | 2.20% | \*\* | 113232 |
| EXXON MOBIL CORP 3.095% DUE 08-16-2049 | 8/16/2049 | 3.10% | \*\* | 294697 |
| EXXON MOBIL CORP 3.452% DUE 04-15-2051 REG | 4/15/2051 | 3.45% | \*\* | 734237 |
| EXXON MOBIL CORP 4.114% DUE 03-01-2046 | 3/1/2046 | 4.11% | \*\* | 125812 |
| EXXON MOBIL CORP COM |  |  | \*\* | 28152580 |
| EXZEO GROUP INC COM |  |  | \*\* | 1731450 |
| F&G ANNUITIES & LIFE INC COM |  |  | \*\* | 309604 |
| F.C.C. CO LTD NPV |  |  | \*\* | 92309 |
| F5 INC COM STK NPV |  |  | \*\* | 36633128 |
| FABRINET COM USD0.01 |  |  | \*\* | 3325365 |
| FACC AG NVP |  |  | \*\* | 46650 |
| FACTSET RESH SYS INC COM STK |  |  | \*\* | 831394 |
| FAIRFAX FINANCIAL HLDGS LTD 5.625% 08-16-2032 | 8/16/2032 | 5.62% | \*\* | 4962514 |
| FAIRFAX FINANCIAL HLDGS LTD 6.1% 03-15-2055 | 3/15/2055 | 6.10% | \*\* | 804864 |
| FAIRFAX FINL HLDGS 2.75% SNR 29/03/2028 EUR | 3/29/2028 | 2.75% | \*\* | 116720 |
| FAIRFAX FINL HLDGS LTD 6.5% 05-20-2055 | 5/20/2055 | 6.50% | \*\* | 6368958 |
| FALABELLA SA COM NPV |  |  | \*\* | 276473 |
| FANNIE MAE 1997-89 CL-ZA 7.0% DUE 12-20-2027 | 12/20/2027 | 7.00% | \*\* | 11241 |
| FANNIE MAE BS9278 4.65% 08-01-2028 | 8/1/2028 | 4.65% | \*\* | 1774226 |
| FANNIE MAE BV2859 3% 03-01-2052 | 3/1/2052 | 3.00% | \*\* | 52808 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FANNIE MAE BZ0819 POOL #BZ0819 4.62% 04-01-2029 | 4/1/2029 | 4.62% | \*\* | 2228869 |
| FANNIE MAE BZ3405 4.32% 03-01-2030 | 3/1/2030 | 4.32% | \*\* | 902646 |
| FANNIE MAE FN BY9041 6% 08-01-2053 | 8/1/2053 | 6.00% | \*\* | 1015637 |
| FANNIE MAE FNR 2013-34 PF 5.7851% 08-25-2042 | 8/25/2042 | 4.34% | \*\* | 730351 |
| FANNIE MAE POOL #BS7923 4.1% 03-01-2028 | 3/1/2028 | 4.10% | \*\* | 4019719 |
| FANNIE MAE POOL #BZ0592 5.05% 03-01-2029 | 3/1/2029 | 5.05% | \*\* | 3086654 |
| FANNIE MAE POOL #BZ3406 4.32% 03-01-2030 | 3/1/2030 | 4.32% | \*\* | 1121744 |
| FANNIE MAE POOL #CB8226 6.5% 03-01-2054 | 3/1/2054 | 6.50% | \*\* | 398970 |
| FANNIE MAE POOL #FN BZ2693 5.29% 01-01-2036 | 1/1/2036 | 5.29% | \*\* | 342195 |
| FANNIE MAE POOL FN DA5981 6.50% 6.5% 01-01-2054 | 1/1/2054 | 6.50% | \*\* | 40632 |
| FANNIE MAE POOL#BZ3735 4.36% 05-01-2030 | 5/1/2030 | 4.36% | \*\* | 4038287 |
| FANNIE MAE REMIC SER 15-88 CL AC 3.0% 04-25-2043 | 4/25/2043 | 3.00% | \*\* | 2293827 |
| FANNIE MAE REMIC SR 015-60 CL-AF FLTG RATE 08-25-2045 | 8/25/2045 | 4.29% | \*\* | 482549 |
| FANNIE MAE REMICS SR 24-86 CL FA FLTG 12-25-2054 | 12/25/2054 | 5.32% | \*\* | 1421833 |
| FANNIE MAE SR 05-99 CL KZ 5.5% 12-25-2035 | 12/25/2035 | 5.50% | \*\* | 976866 |
| FANNIE MAE SR 12-104 CL QC 2.5% 05-25-2042 | 5/25/2042 | 2.50% | \*\* | 197544 |
| FANNIE MAE SR 24-100 CL V 5.5% 12-25-2035 | 12/25/2035 | 5.50% | \*\* | 6384538 |
| FANNIE MAE SR 24-88 CL FD FLTG RT 12-25-2054 | 12/25/2054 | 5.07% | \*\* | 591129 |
| FANNIE MAE SR 24-88 CL J 5.5% 10-25-2050 | 10/25/2050 | 5.50% | \*\* | 3383063 |
| FANNIE POOL #BX6719 5.5% 02-01-2053 | 2/1/2053 | 5.50% | \*\* | 281113 |
| FANNIEMAE-ACES SER 22-M1G CL A1 VAR 01-25-2031 | 9/25/2031 | 1.53% | \*\* | 2679527 |
| FANUC CORP NPV |  |  | \*\* | 54340 |
| FAR EAST HORIZON NPV |  |  | \*\* | 28923 |
| FARMERS NATL BANC CORP COM |  |  | \*\* | 34366 |
| FAST RETAILING CO LTD NPV |  |  | \*\* | 108980 |
| FASTENAL CO COM |  |  | \*\* | 125767 |
| FASTLY INC CL A CL A |  |  | \*\* | 29074 |
| FB FINL CORP COM |  |  | \*\* | 7569605 |
| FED AGRIC MTG CORP MEDIUM TERM NTS TRANCHE # TR 00292 2.6% 10-17-2034 | 10/17/2034 | 2.60% | \*\* | 436859 |
| FED FARM CR BKS CONS SYSTEMWIDE BDS DTD .7% 01-27-2027 | 1/27/2027 | 0.70% | \*\* | 5818704 |
| FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.28% 06-03-2030 | 6/3/2030 | 1.28% | \*\* | 195148 |
| FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.3% 02-03-2031 | 2/3/2031 | 1.30% | \*\* | 3388154 |
| FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.48% 02-18-2031 | 2/18/2031 | 1.48% | \*\* | 279324 |
| FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.48% 11-26-2032 | 11/26/2032 | 1.48% | \*\* | 8424827 |
| FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.99% 03-17-2031 | 3/17/2031 | 1.99% | \*\* | 168084 |
| FED HOME LN BANKS 4% DUE 02-01-2053 | 2/1/2053 | 4.00% | \*\* | 4282828 |
| FED HOME LN MTG 1% DUE 05-15-2041 | 5/15/2041 | 1.00% | \*\* | 2385314 |
| FED HOME LN MTG 2.5% DUE 01-01-2052 | 1/1/2052 | 2.50% | \*\* | 7062432 |
| FED HOME LN MTG 2.5% DUE 02-01-2051 | 2/1/2051 | 2.50% | \*\* | 1187661 |
| FED HOME LN MTG 2.5% DUE 07-01-2050 | 7/1/2050 | 2.50% | \*\* | 1112188 |
| FED HOME LN MTG 2.5% DUE 10-01-2035 | 10/1/2035 | 2.50% | \*\* | 1277983 |
| FED HOME LN MTG 2.5% DUE 10-01-2050 | 10/1/2050 | 2.50% | \*\* | 1517278 |
| FED HOME LN MTG 3% DUE 02-01-2050 | 2/1/2050 | 3.00% | \*\* | 2526243 |
| FED HOME LN MTG 3% DUE 03-01-2052 | 3/1/2052 | 3.00% | \*\* | 469044 |
| FED HOME LN MTG 3.5% DUE 04-01-2050 | 4/1/2050 | 3.50% | \*\* | 3941985 |
| FED HOME LN MTG 3.5% DUE 09-01-2032 | 9/1/2032 | 3.50% | \*\* | 255592 |
| FED HOME LN MTG 4% DUE 04-01-2052 | 4/1/2052 | 4.00% | \*\* | 2720392 |
| FED HOME LN MTG 5.5% DUE 09-01-2053 | 9/1/2053 | 5.50% | \*\* | 23599265 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FED HOME LN MTG 6% DUE 07-01-2053 | 7/1/2053 | 6.00% | \*\* | 393357 |
| FED HOME LN MTG CORP G14239 4 DUE 09-01-2026 | 9/1/2026 | 4.00% | \*\* | 956 |
| FED HOME LOAN MTG SR 3981 CL ME 3.0% 01-15-2027 | 1/15/2027 | 3.00% | \*\* | 11242 |
| FED NATL MTG ASSOC 5% DUE 05-01-2053 | 5/1/2053 | 5.00% | \*\* | 195681 |
| FEDERAL BANK |  |  | \*\* | 600373 |
| FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 1.37% 11-04-2030 | 11/4/2030 | 1.37% | \*\* | 93806 |
| FEDERAL FARM CREDIT 2.17% 10-29-2029 | 10/29/2029 | 2.17% | \*\* | 2371103 |
| FEDERAL FARM CREDIT BANK 4.41% 01-28-2027 | 1/28/2027 | 4.41% | \*\* | 2533329 |
| FEDERAL HOME LN BKS 1.5% 09-30-2033 | 9/30/2033 | 1.50% | \*\* | 297730 |
| FEDERAL HOME LN BKS 2.0% 02-25-2036 | 2/25/2036 | 2.00% | \*\* | 119319 |
| FEDERAL HOME LN BKS 2.1% 02-25-2039 | 2/25/2039 | 2.10% | \*\* | 366054 |
| FEDERAL HOME LN BKS 2.18% 11-06-2029 | 11/6/2029 | 2.18% | \*\* | 3307039 |
| FEDERAL HOME LN BKS 2.5% 05-19-2036 | 5/19/2036 | 2.50% | \*\* | 248205 |
| FEDERAL HOME LN BKS 4.0% 10-07-2027 | 10/7/2027 | 4.00% | \*\* | 2087791 |
| FEDERAL HOME LN BKS 4.05% 10-08-2027 | 10/8/2027 | 4.05% | \*\* | 1290089 |
| FEDERAL HOME LN BKS 4.07% 11-09-2027 | 11/9/2027 | 4.07% | \*\* | 1919112 |
| FEDERAL HOME LN BKS CONS BD DTD 01/27/2021 1.61% 01-27-2033 | 1/27/2033 | 1.61% | \*\* | 1940821 |
| FEDERAL HOME LN BKS CONS BD DTD 02/05/2021 1.8% 02-05-2036 | 2/5/2036 | 1.80% | \*\* | 545998 |
| FEDERAL HOME LN BKS CONS BD DTD 02/12/2021 .55% 02-12-2026 | 2/12/2026 | 0.55% | \*\* | 4982576 |
| FEDERAL HOME LN BKS CONS BD DTD 03/03/2021 .9% 03-03-2026 | 3/3/2026 | 0.90% | \*\* | 1891510 |
| FEDERAL HOME LN BKS CONS BD DTD 03/04/2021 .8% 03-04-2026 | 3/4/2026 | 0.80% | \*\* | 9390546 |
| FEDERAL HOME LN BKS CONS BD DTD 06/23/2021 2.375% 06-23-2036 | 6/23/2036 | 2.38% | \*\* | 489397 |
| FEDERAL HOME LN BKS CONS BD DTD 07/30/2021 1.11% 07-27-2026 | 7/27/2026 | 1.11% | \*\* | 1970131 |
| FEDERAL HOME LN BKS CONS BD DTD 09/29/2025 4.125% 09-17-2027 | 9/17/2027 | 4.12% | \*\* | 1290276 |
| FEDERAL HOME LN BKS CONS BD DTD 1.57% 06-30-2032 | 6/30/2032 | 1.57% | \*\* | 2543013 |
| FEDERAL HOME LN MTG CORP POOL #QD3960 2.0% 01-01-2052 | 1/1/2052 | 2.00% | \*\* | 372335 |
| FEDERAL HOME LN MTG CORP 2% 01-01-2042 | 1/1/2042 | 2.00% | \*\* | 312062 |
| FEDERAL HOME LN MTG CORP 2% 11-01-2051 | 11/1/2051 | 2.00% | \*\* | 415983 |
| FEDERAL HOME LN MTG CORP 2.5% 01-01-2052 | 1/1/2052 | 2.50% | \*\* | 417891 |
| FEDERAL HOME LN MTG CORP 2.5% 04-01-2037 | 4/1/2037 | 2.50% | \*\* | 2068321 |
| FEDERAL HOME LN MTG CORP 3% 04-01-2052 | 4/1/2052 | 3.00% | \*\* | 413323 |
| FEDERAL HOME LN MTG CORP 3.5% 05-01-2052 | 5/1/2052 | 3.50% | \*\* | 191059 |
| FEDERAL HOME LN MTG CORP 5.5% 01-01-2053 | 1/1/2053 | 5.50% | \*\* | 478969 |
| FEDERAL HOME LN MTG CORP 5.5% 07-01-2053 | 7/1/2053 | 5.50% | \*\* | 229853 |
| FEDERAL HOME LN MTG CORP 6% 12-01-2052 | 12/1/2052 | 6.00% | \*\* | 950720 |
| FEDERAL HOME LN MTG CORP 6.5% 01-01-2053 | 1/1/2053 | 6.50% | \*\* | 405823 |
| FEDERAL HOME LN MTG CORP MULTICLASS PREASSIGN SER 3019 CL FN 08-15-2035 REG | 8/15/2035 | 4.40% | \*\* | 471845 |
| FEDERAL HOME LN MTG CORP MULTICLASS SER 004639 CL KB STEP UP 04-15-2053 | 4/15/2053 | 3.25% | \*\* | 1007479 |
| FEDERAL HOME LN MTG CORP MULTICLASS SER 3384 CL FL FLTG RT 11-15-2037 | 11/15/2037 | 4.63% | \*\* | 742990 |
| FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-25 CL EF VAR 04-25-2038 REG | 4/25/2038 | 4.94% | \*\* | 444374 |
| FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-6 CL BF VAR 02-25-2038 REG | 2/25/2038 | 4.49% | \*\* | 658647 |
| FEDERAL HOME LN MTG CORP MULTICLASS SR 2410 CL PF VAR 02-15-2032 REG | 2/15/2032 | 5.08% | \*\* | 223031 |
| FEDERAL HOME LN MTG CORP MULTICLASS SR 3055 CL CF VAR 10-15-2035 REG | 10/15/2035 | 4.51% | \*\* | 93523 |
| FEDERAL HOME LN MTG CORP MULTICLASS SR 3150 CL FA VAR 05-15-2036 REG | 5/15/2036 | 4.45% | \*\* | 556054 |
| FEDERAL HOME LN MTG CORP MULTICLASS VAR SR 2012-17 CL FG 03-25-2042 REG | 3/25/2042 | 4.49% | \*\* | 808387 |
| FEDERAL HOME LN MTG CORP POOL #2B0646 FLTG RT DUE 07-01-2042 BEO | 7/1/2042 | 6.52% | \*\* | 16598 |
| FEDERAL HOME LN MTG CORP POOL #410792 5.88% 02-01-2030 BEO | 2/1/2030 | 5.88% | \*\* | 2441 |
| FEDERAL HOME LN MTG CORP POOL #841076 3.007% 11-01-2048 BEO | 11/1/2048 | 3.01% | \*\* | 2781944 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP POOL #841077 5.046% 11-01-2047 BEO | 11/1/2047 | 5.16% | \*\* | 646147 |
| FEDERAL HOME LN MTG CORP POOL #841081 3.118% 02-01-2050 BEO | 2/1/2050 | 3.27% | \*\* | 1323047 |
| FEDERAL HOME LN MTG CORP POOL #849407 6.279% 09-01-2037 BEO | 9/1/2037 | 6.26% | \*\* | 63220 |
| FEDERAL HOME LN MTG CORP POOL #84-9790 FLTG RT DUE 03-01-2045 | 3/1/2045 | 6.28% | \*\* | 368499 |
| FEDERAL HOME LN MTG CORP POOL #A39803 5.5% 11-01-2035 BEO | 11/1/2035 | 5.50% | \*\* | 4308 |
| FEDERAL HOME LN MTG CORP POOL #A47038 5%09-01-2035 BEO | 9/1/2035 | 5.00% | \*\* | 21292 |
| FEDERAL HOME LN MTG CORP POOL #A62378 6%06-01-2037 BEO | 6/1/2037 | 6.00% | \*\* | 4711 |
| FEDERAL HOME LN MTG CORP POOL #A63809 6%08-01-2037 BEO | 8/1/2037 | 6.00% | \*\* | 15805 |
| FEDERAL HOME LN MTG CORP POOL #A69654 6%12-01-2037 BEO | 12/1/2037 | 6.00% | \*\* | 6319 |
| FEDERAL HOME LN MTG CORP POOL #A71410 6%01-01-2038 BEO | 1/1/2038 | 6.00% | \*\* | 129 |
| FEDERAL HOME LN MTG CORP POOL #A85726 5%04-01-2039 BEO | 4/1/2039 | 5.00% | \*\* | 32056 |
| FEDERAL HOME LN MTG CORP POOL #A91235 4.5% 02-01-2040 BEO | 2/1/2040 | 4.50% | \*\* | 79708 |
| FEDERAL HOME LN MTG CORP POOL #A93318 5%08-01-2040 BEO | 8/1/2040 | 5.00% | \*\* | 58848 |
| FEDERAL HOME LN MTG CORP POOL #A93625 5%08-01-2040 BEO | 8/1/2040 | 5.00% | \*\* | 124189 |
| FEDERAL HOME LN MTG CORP POOL #A93652 5%09-01-2040 BEO | 9/1/2040 | 5.00% | \*\* | 8434 |
| FEDERAL HOME LN MTG CORP POOL #A93713 5%09-01-2040 BEO | 9/1/2040 | 5.00% | \*\* | 138711 |
| FEDERAL HOME LN MTG CORP POOL #A94069 5%09-01-2040 BEO | 9/1/2040 | 5.00% | \*\* | 48965 |
| FEDERAL HOME LN MTG CORP POOL #A94898 4.5% 11-01-2040 BEO | 11/1/2040 | 4.50% | \*\* | 92870 |
| FEDERAL HOME LN MTG CORP POOL #A95085 4%11-01-2040 BEO | 11/1/2040 | 4.00% | \*\* | 81148 |
| FEDERAL HOME LN MTG CORP POOL #A95519 4.5% 12-01-2040 BEO | 12/1/2040 | 4.50% | \*\* | 30453 |
| FEDERAL HOME LN MTG CORP POOL #A95561 4%12-01-2040 BEO | 12/1/2040 | 4.00% | \*\* | 138591 |
| FEDERAL HOME LN MTG CORP POOL #A95575 4%12-01-2040 BEO | 12/1/2040 | 4.00% | \*\* | 117663 |
| FEDERAL HOME LN MTG CORP POOL #A97040 4%02-01-2041 BEO | 2/1/2041 | 4.00% | \*\* | 83888 |
| FEDERAL HOME LN MTG CORP POOL #C01623 5.5% 09-01-2033 BEO | 9/1/2033 | 5.50% | \*\* | 69148 |
| FEDERAL HOME LN MTG CORP POOL #C03517 4.5% 09-01-2040 BEO | 9/1/2040 | 4.50% | \*\* | 63054 |
| FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO | 9/1/2040 | 4.00% | \*\* | 569376 |
| FEDERAL HOME LN MTG CORP POOL #C03545 5%08-01-2040 BEO | 9/1/2040 | 4.00% | \*\* | 62860 |
| FEDERAL HOME LN MTG CORP POOL #C03613 4%11-01-2040 BEO | 11/1/2040 | 4.00% | \*\* | 72910 |
| FEDERAL HOME LN MTG CORP POOL #C03792 3.5% 04-01-2042 BEO | 4/1/2042 | 3.50% | \*\* | 293934 |
| FEDERAL HOME LN MTG CORP POOL #C04240 3.5% 09-01-2042 BEO | 9/1/2042 | 3.50% | \*\* | 168747 |
| FEDERAL HOME LN MTG CORP POOL #C04422 3%12-01-2042 BEO | 12/1/2042 | 3.00% | \*\* | 206093 |
| FEDERAL HOME LN MTG CORP POOL #C09022 3%01-01-2043 BEO | 1/1/2043 | 3.00% | \*\* | 891614 |
| FEDERAL HOME LN MTG CORP POOL #C09055 4%12-01-2043 BEO | 12/1/2043 | 4.00% | \*\* | 130259 |
| FEDERAL HOME LN MTG CORP POOL #C10542 7%06-01-2028 BEO | 6/1/2028 | 7.00% | \*\* | 544 |
| FEDERAL HOME LN MTG CORP POOL #C12585 7%07-01-2028 BEO | 7/1/2028 | 7.00% | \*\* | 89 |
| FEDERAL HOME LN MTG CORP POOL #C14084 7%08-01-2028 BEO | 8/1/2028 | 7.00% | \*\* | 594 |
| FEDERAL HOME LN MTG CORP POOL #C91161 5%02-01-2028 BEO | 2/1/2028 | 5.00% | \*\* | 1246 |
| FEDERAL HOME LN MTG CORP POOL #C91362 4.5% 03-01-2031 BEO | 3/1/2031 | 4.50% | \*\* | 65661 |
| FEDERAL HOME LN MTG CORP POOL #C91581 3%11-01-2032 BEO | 11/1/2032 | 3.00% | \*\* | 419250 |
| FEDERAL HOME LN MTG CORP POOL #C91589 3.5% 11-01-2032 BEO | 11/1/2032 | 3.50% | \*\* | 81242 |
| FEDERAL HOME LN MTG CORP POOL #C91925 3.5% 04-01-2037 BEO | 4/1/2037 | 3.50% | \*\* | 365564 |
| FEDERAL HOME LN MTG CORP POOL #C91928 3.5% 05-01-2037 BEO | 5/1/2037 | 3.50% | \*\* | 58998 |
| FEDERAL HOME LN MTG CORP POOL #C91942 4%06-01-2037 BEO | 6/1/2037 | 4.00% | \*\* | 4703 |
| FEDERAL HOME LN MTG CORP POOL #C91960 3.5% 11-01-2037 BEO | 11/1/2037 | 3.50% | \*\* | 274818 |
| FEDERAL HOME LN MTG CORP POOL #D70703 7%04-01-2026 BEO | 4/1/2026 | 7.00% | \*\* | 284 |
| FEDERAL HOME LN MTG CORP POOL #D75787 8%11-01-2026 BEO | 11/1/2026 | 8.00% | \*\* | 191 |
| FEDERAL HOME LN MTG CORP POOL #D80177 7%05-01-2027 BEO | 5/1/2027 | 7.00% | \*\* | 774 |
| FEDERAL HOME LN MTG CORP POOL #FR SD8265 4.0% 11-01-2052 | 11/1/2052 | 4.00% | \*\* | 1992488 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP POOL #G00704 7%12-01-2026 BEO | 12/1/2026 | 7.00% | \*\* | 51 |
| FEDERAL HOME LN MTG CORP POOL #G01665 5.5% 03-01-2034 BEO | 3/1/2034 | 5.50% | \*\* | 89378 |
| FEDERAL HOME LN MTG CORP POOL #G02031 5.5% 02-01-2036 BEO | 2/1/2036 | 5.50% | \*\* | 28092 |
| FEDERAL HOME LN MTG CORP POOL #G02427 5.5% 12-01-2036 BEO | 12/1/2036 | 5.50% | \*\* | 89248 |
| FEDERAL HOME LN MTG CORP POOL #G03073 5.5% 07-01-2037 BEO | 7/1/2037 | 5.50% | \*\* | 48931 |
| FEDERAL HOME LN MTG CORP POOL #G03233 6%08-01-2037 BEO | 8/1/2037 | 6.00% | \*\* | 2398 |
| FEDERAL HOME LN MTG CORP POOL #G03695 5.5% 11-01-2037 BEO | 11/1/2037 | 5.50% | \*\* | 24765 |
| FEDERAL HOME LN MTG CORP POOL #G03812 5.5% 02-01-2038 BEO | 2/1/2038 | 5.50% | \*\* | 34352 |
| FEDERAL HOME LN MTG CORP POOL #G03819 6%01-01-2038 BEO | 1/1/2038 | 6.00% | \*\* | 14151 |
| FEDERAL HOME LN MTG CORP POOL #G04448 5.5% 07-01-2038 BEO | 7/1/2038 | 5.50% | \*\* | 13934 |
| FEDERAL HOME LN MTG CORP POOL #G04585 5.5% 02-01-2038 BEO | 2/1/2038 | 5.50% | \*\* | 24578 |
| FEDERAL HOME LN MTG CORP POOL #G04588 5.5% 08-01-2038 BEO | 8/1/2038 | 5.50% | \*\* | 14873 |
| FEDERAL HOME LN MTG CORP POOL #G04636 5%12-01-2035 BEO | 12/1/2035 | 5.00% | \*\* | 17123 |
| FEDERAL HOME LN MTG CORP POOL #G04688 5.5% 09-01-2038 BEO | 9/1/2038 | 5.50% | \*\* | 14002 |
| FEDERAL HOME LN MTG CORP POOL #G05179 5.5% 01-01-2039 BEO | 1/1/2039 | 5.50% | \*\* | 17572 |
| FEDERAL HOME LN MTG CORP POOL #G05527 4%07-01-2039 BEO | 7/1/2039 | 4.00% | \*\* | 11277 |
| FEDERAL HOME LN MTG CORP POOL #G05676 4%11-01-2039 BEO | 11/1/2039 | 4.00% | \*\* | 204216 |
| FEDERAL HOME LN MTG CORP POOL #G05726 5%08-01-2039 BEO | 8/1/2039 | 5.00% | \*\* | 49556 |
| FEDERAL HOME LN MTG CORP POOL #G05741 4.5% 12-01-2039 BEO | 12/1/2039 | 4.50% | \*\* | 106977 |
| FEDERAL HOME LN MTG CORP POOL #G05927 4.5% 07-01-2040 BEO | 7/1/2040 | 4.50% | \*\* | 244503 |
| FEDERAL HOME LN MTG CORP POOL #G06021 5.5% 01-01-2040 BEO | 1/1/2040 | 5.50% | \*\* | 39300 |
| FEDERAL HOME LN MTG CORP POOL #G06087 5%09-01-2040 BEO | 9/1/2040 | 5.00% | \*\* | 11119 |
| FEDERAL HOME LN MTG CORP POOL #G06601 4.5% 12-01-2040 BEO | 12/1/2040 | 4.50% | \*\* | 470324 |
| FEDERAL HOME LN MTG CORP POOL #G07032 3%06-01-2042 BEO | 6/1/2042 | 3.00% | \*\* | 248217 |
| FEDERAL HOME LN MTG CORP POOL #G07129 3.5% 09-01-2042 BEO | 9/1/2042 | 3.50% | \*\* | 239772 |
| FEDERAL HOME LN MTG CORP POOL #G07434 3.5% 07-01-2043 BEO | 7/1/2043 | 3.50% | \*\* | 475365 |
| FEDERAL HOME LN MTG CORP POOL #G08273 5.5% 06-01-2038 BEO | 6/1/2038 | 5.50% | \*\* | 10358 |
| FEDERAL HOME LN MTG CORP POOL #G08368 4.5% 10-01-2039 BEO | 10/1/2039 | 4.50% | \*\* | 90233 |
| FEDERAL HOME LN MTG CORP POOL #G08457 4.5% 08-01-2041 BEO | 8/1/2041 | 4.50% | \*\* | 147674 |
| FEDERAL HOME LN MTG CORP POOL #G08521 3%01-01-2043 BEO | 1/1/2043 | 3.00% | \*\* | 148366 |
| FEDERAL HOME LN MTG CORP POOL #G08540 3%08-01-2043 BEO | 8/1/2043 | 3.00% | \*\* | 247648 |
| FEDERAL HOME LN MTG CORP POOL #G08567 4%01-01-2044 BEO | 1/1/2044 | 4.00% | \*\* | 279670 |
| FEDERAL HOME LN MTG CORP POOL #G08624 4%01-01-2045 BEO | 1/1/2045 | 4.00% | \*\* | 371466 |
| FEDERAL HOME LN MTG CORP POOL #G08653 3%07-01-2045 BEO | 7/1/2045 | 3.00% | \*\* | 437687 |
| FEDERAL HOME LN MTG CORP POOL #G08672 4%10-01-2045 BEO | 10/1/2045 | 4.00% | \*\* | 218893 |
| FEDERAL HOME LN MTG CORP POOL #G08681 3.5% 12-01-2045 BEO | 12/1/2045 | 3.50% | \*\* | 802860 |
| FEDERAL HOME LN MTG CORP POOL #G08732 3%11-01-2046 BEO | 11/1/2046 | 3.00% | \*\* | 850927 |
| FEDERAL HOME LN MTG CORP POOL #G08734 4%11-01-2046 BEO | 11/1/2046 | 4.00% | \*\* | 440228 |
| FEDERAL HOME LN MTG CORP POOL #G08741 3%01-01-2047 BEO | 1/1/2047 | 3.00% | \*\* | 555716 |
| FEDERAL HOME LN MTG CORP POOL #G08764 4.5% 05-01-2047 BEO | 5/1/2047 | 4.50% | \*\* | 110875 |
| FEDERAL HOME LN MTG CORP POOL #G08770 3.5% 07-01-2047 BEO | 7/1/2047 | 3.50% | \*\* | 1374367 |
| FEDERAL HOME LN MTG CORP POOL #G08772 4.5% 07-01-2047 BEO | 7/1/2047 | 4.50% | \*\* | 67105 |
| FEDERAL HOME LN MTG CORP POOL #G08785 4%10-01-2047 BEO | 10/1/2047 | 4.00% | \*\* | 132793 |
| FEDERAL HOME LN MTG CORP POOL #G08786 4.5% 10-01-2047 BEO | 10/1/2047 | 4.50% | \*\* | 117424 |
| FEDERAL HOME LN MTG CORP POOL #G08790 4.5% 11-01-2047 BEO | 11/1/2047 | 4.50% | \*\* | 101831 |
| FEDERAL HOME LN MTG CORP POOL #G08792 3.5% 12-01-2047 BEO | 12/1/2047 | 3.50% | \*\* | 1452582 |
| FEDERAL HOME LN MTG CORP POOL #G08809 4%04-01-2048 BEO | 4/1/2048 | 4.00% | \*\* | 52440 |
| FEDERAL HOME LN MTG CORP POOL #G08827 4.5% 07-01-2048 BEO | 7/1/2048 | 4.50% | \*\* | 438895 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP POOL #G08832 4.5% 08-01-2048 BEO | 8/1/2048 | 4.50% | \*\* | 187412 |
| FEDERAL HOME LN MTG CORP POOL #G08862 4%02-01-2049 BEO | 2/1/2049 | 4.00% | \*\* | 2116368 |
| FEDERAL HOME LN MTG CORP POOL #G14375 4%07-01-2026 BEO | 7/1/2026 | 4.00% | \*\* | 55 |
| FEDERAL HOME LN MTG CORP POOL #G14517 2.5% 07-01-2027 BEO | 7/1/2027 | 2.50% | \*\* | 413497 |
| FEDERAL HOME LN MTG CORP POOL #G14956 2.5% 05-01-2028 BEO | 5/1/2028 | 2.50% | \*\* | 67819 |
| FEDERAL HOME LN MTG CORP POOL #G15100 2.5% 07-01-2028 BEO | 7/1/2028 | 2.50% | \*\* | 408358 |
| FEDERAL HOME LN MTG CORP POOL #G15252 3%12-01-2029 BEO | 12/1/2029 | 3.00% | \*\* | 119437 |
| FEDERAL HOME LN MTG CORP POOL #G15403 3.5% 04-01-2030 BEO | 4/1/2030 | 3.50% | \*\* | 282164 |
| FEDERAL HOME LN MTG CORP POOL #G15441 3%03-01-2030 BEO | 3/1/2030 | 3.00% | \*\* | 110598 |
| FEDERAL HOME LN MTG CORP POOL #G15653 3%10-01-2028 BEO | 10/1/2028 | 3.00% | \*\* | 4095566 |
| FEDERAL HOME LN MTG CORP POOL #G16015 3%01-01-2032 BEO | 1/1/2032 | 3.00% | \*\* | 135572 |
| FEDERAL HOME LN MTG CORP POOL #G16177 2%01-01-2032 BEO | 1/1/2032 | 2.00% | \*\* | 342368 |
| FEDERAL HOME LN MTG CORP POOL #G16763 4%02-01-2034 BEO | 2/1/2034 | 4.00% | \*\* | 924187 |
| FEDERAL HOME LN MTG CORP POOL #G16789 4%02-01-2034 BEO | 2/1/2034 | 4.00% | \*\* | 1077667 |
| FEDERAL HOME LN MTG CORP POOL #G16792 4%03-01-2034 BEO | 3/1/2034 | 4.00% | \*\* | 902733 |
| FEDERAL HOME LN MTG CORP POOL #G18475 2.5% 08-01-2028 BEO | 8/1/2028 | 2.50% | \*\* | 23157 |
| FEDERAL HOME LN MTG CORP POOL #G18552 3%05-01-2030 BEO | 5/1/2030 | 3.00% | \*\* | 188797 |
| FEDERAL HOME LN MTG CORP POOL #G18659 3%09-01-2032 BEO | 9/1/2032 | 3.00% | \*\* | 280247 |
| FEDERAL HOME LN MTG CORP POOL #G20028 7.5% 12-01-2036 BEO | 12/1/2036 | 7.50% | \*\* | 93887 |
| FEDERAL HOME LN MTG CORP POOL #G30591 6%02-01-2028 BEO | 2/1/2028 | 6.00% | \*\* | 2982 |
| FEDERAL HOME LN MTG CORP POOL #G31156 5.5% 02-01-2029 BEO | 2/1/2029 | 5.50% | \*\* | 480617 |
| FEDERAL HOME LN MTG CORP POOL #G60985 3%05-01-2047 BEO | 5/1/2047 | 3.00% | \*\* | 2042000 |
| FEDERAL HOME LN MTG CORP POOL #G61047 4.5% 07-01-2047 BEO | 7/1/2047 | 4.50% | \*\* | 100381 |
| FEDERAL HOME LN MTG CORP POOL #G61502 5%02-01-2048 BEO | 2/1/2048 | 5.00% | \*\* | 85842 |
| FEDERAL HOME LN MTG CORP POOL #G61638 4%07-01-2048 BEO | 7/1/2048 | 4.00% | \*\* | 301697 |
| FEDERAL HOME LN MTG CORP POOL #G61657 5%12-01-2047 BEO | 12/1/2047 | 5.00% | \*\* | 249628 |
| FEDERAL HOME LN MTG CORP POOL #G61713 3.5% 01-01-2045 BEO | 1/1/2045 | 3.50% | \*\* | 270993 |
| FEDERAL HOME LN MTG CORP POOL #G61739 3%09-01-2048 BEO | 9/1/2048 | 3.00% | \*\* | 1327339 |
| FEDERAL HOME LN MTG CORP POOL #G61909 4.5% 12-01-2037 BEO | 12/1/2037 | 4.50% | \*\* | 508914 |
| FEDERAL HOME LN MTG CORP POOL #J15658 4%06-01-2026 BEO | 6/1/2026 | 4.00% | \*\* | 1450 |
| FEDERAL HOME LN MTG CORP POOL #J15719 4%06-01-2026 BEO | 6/1/2026 | 4.00% | \*\* | 7832 |
| FEDERAL HOME LN MTG CORP POOL #J16059 4%07-01-2026 BEO | 7/1/2026 | 4.00% | \*\* | 2294 |
| FEDERAL HOME LN MTG CORP POOL #J25735 3%09-01-2028 BEO | 9/1/2028 | 3.00% | \*\* | 45087 |
| FEDERAL HOME LN MTG CORP POOL #J27464 3.5% 02-01-2029 BEO | 2/1/2029 | 3.50% | \*\* | 89121 |
| FEDERAL HOME LN MTG CORP POOL #J31736 3.5% 05-01-2030 BEO | 5/1/2030 | 3.50% | \*\* | 154801 |
| FEDERAL HOME LN MTG CORP POOL #Q04673 4%11-01-2041 BEO | 11/1/2041 | 4.00% | \*\* | 203907 |
| FEDERAL HOME LN MTG CORP POOL #Q04674 4%12-01-2041 BEO | 12/1/2041 | 4.00% | \*\* | 2405 |
| FEDERAL HOME LN MTG CORP POOL #Q10448 3.5% 08-01-2042 BEO | 8/1/2042 | 3.50% | \*\* | 109684 |
| FEDERAL HOME LN MTG CORP POOL #Q19853 3.5% 06-01-2043 BEO | 6/1/2043 | 3.50% | \*\* | 185870 |
| FEDERAL HOME LN MTG CORP POOL #Q25703 4.5% 04-01-2044 BEO | 4/1/2044 | 4.50% | \*\* | 212985 |
| FEDERAL HOME LN MTG CORP POOL #Q25705 4.5% 04-01-2044 BEO | 4/1/2044 | 4.50% | \*\* | 86609 |
| FEDERAL HOME LN MTG CORP POOL #Q56364 4%05-01-2048 BEO | 5/1/2048 | 4.00% | \*\* | 355376 |
| FEDERAL HOME LN MTG CORP POOL #QC3242 3%06-01-2051 BEO | 6/1/2051 | 3.00% | \*\* | 219681 |
| FEDERAL HOME LN MTG CORP POOL #QD6056 3%02-01-2052 BEO | 2/1/2052 | 3.00% | \*\* | 362280 |
| FEDERAL HOME LN MTG CORP POOL #QF8222 6.5% 02-01-2053 BEO | 2/1/2053 | 6.50% | \*\* | 215428 |
| FEDERAL HOME LN MTG CORP POOL #QF8298 6.5% 03-01-2053 BEO | 3/1/2053 | 6.50% | \*\* | 108760 |
| FEDERAL HOME LN MTG CORP POOL #RA3882 2.0% DUE 11-01-2050 REG | 11/1/2050 | 2.00% | \*\* | 699489 |
| FEDERAL HOME LN MTG CORP POOL #RA-3913 2.5% 11-01-2050 | 11/1/2050 | 2.50% | \*\* | 4169168 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP POOL #RA4142 2.5% 12-01-2050 BEO | 12/1/2050 | 2.50% | \*\* | 3030613 |
| FEDERAL HOME LN MTG CORP POOL #RA5373 2%DUE 06-01-2051 REG | 6/1/2051 | 2.00% | \*\* | 836859 |
| FEDERAL HOME LN MTG CORP POOL #RB5114 2.0% DUE 05-01-2041 | 6/1/2041 | 2.00% | \*\* | 233137 |
| FEDERAL HOME LN MTG CORP POOL #RB-5131 2.0% 09-01-2041 | 10/1/2041 | 2.00% | \*\* | 1877141 |
| FEDERAL HOME LN MTG CORP POOL #RB-5141 2% DUE 01-01-2042 REG | 1/1/2042 | 2.00% | \*\* | 189501 |
| FEDERAL HOME LN MTG CORP POOL #RB5153 2%04-01-2042 BEO | 4/1/2042 | 2.00% | \*\* | 590712 |
| FEDERAL HOME LN MTG CORP POOL #RBS5145 2.0% 01-01-2042 | 2/1/2042 | 2.00% | \*\* | 3434996 |
| FEDERAL HOME LN MTG CORP POOL #RE0014 3.0% 09-01-2050 | 9/1/2050 | 3.00% | \*\* | 1578042 |
| FEDERAL HOME LN MTG CORP POOL #RJ0137 5.0%12-01-2053 | 12/1/2053 | 5.00% | \*\* | 11772000 |
| FEDERAL HOME LN MTG CORP POOL #S0-6179 3% 09-15-2042 BEO | 9/15/2042 | 3.00% | \*\* | 1397297 |
| FEDERAL HOME LN MTG CORP POOL #S0-6228 3% 09-15-2042 BEO | 9/15/2042 | 3.00% | \*\* | 1080595 |
| FEDERAL HOME LN MTG CORP POOL #SB0258 4% 06-01-2034 | 6/1/2034 | 4.00% | \*\* | 404438 |
| FEDERAL HOME LN MTG CORP POOL #SC0093 2.0% 10-01-2040 | 10/1/2040 | 2.00% | \*\* | 299320 |
| FEDERAL HOME LN MTG CORP POOL #SC0319 2%04-01-2042 BEO | 4/1/2042 | 2.00% | \*\* | 792603 |
| FEDERAL HOME LN MTG CORP POOL #SD-0573 2.0% DUE 04-01-2051 REG | 4/1/2051 | 2.00% | \*\* | 189003 |
| FEDERAL HOME LN MTG CORP POOL #SD-0615 4.5% 01-01-2051 | 1/1/2051 | 4.50% | \*\* | 561612 |
| FEDERAL HOME LN MTG CORP POOL #SD0987 4.5% 01-01-2050 BEO | 1/1/2050 | 4.50% | \*\* | 775873 |
| FEDERAL HOME LN MTG CORP POOL #SD1439 2%02-01-2052 BEO | 2/1/2052 | 2.00% | \*\* | 1122382 |
| FEDERAL HOME LN MTG CORP POOL #SD1610 4.5% 09-01-2052 BEO | 9/1/2052 | 4.50% | \*\* | 26424863 |
| FEDERAL HOME LN MTG CORP POOL #SD2394 4.5% 11-01-2052 BEO | 11/1/2052 | 4.50% | \*\* | 558484 |
| FEDERAL HOME LN MTG CORP POOL #SD3642 6%09-01-2053 BEO | 9/1/2053 | 6.00% | \*\* | 790678 |
| FEDERAL HOME LN MTG CORP POOL #SD3737 6%09-01-2053 BEO | 9/1/2053 | 6.00% | \*\* | 563913 |
| FEDERAL HOME LN MTG CORP POOL #SD3853 5.5% 08-01-2053 BEO | 8/1/2053 | 5.50% | \*\* | 19762901 |
| FEDERAL HOME LN MTG CORP POOL #SD3942 4.5% 01-01-2053 BEO | 1/1/2053 | 4.50% | \*\* | 2936399 |
| FEDERAL HOME LN MTG CORP POOL #SD3953 3%02-01-2052 BEO | 2/1/2052 | 3.00% | \*\* | 4016541 |
| FEDERAL HOME LN MTG CORP POOL #SD4030 6.5% 10-01-2053 BEO | 10/1/2053 | 6.50% | \*\* | 2251951 |
| FEDERAL HOME LN MTG CORP POOL #SD4115 4.5% 10-01-2052 BEO | 10/1/2052 | 4.50% | \*\* | 2133085 |
| FEDERAL HOME LN MTG CORP POOL #SD4365 5.5% 09-01-2053 BEO | 9/1/2053 | 5.50% | \*\* | 495333 |
| FEDERAL HOME LN MTG CORP POOL #SD7554 2.5% 04-01-2052 BEO | 4/1/2052 | 2.50% | \*\* | 6129735 |
| FEDERAL HOME LN MTG CORP POOL #SD7555 3%08-01-2052 BEO | 8/1/2052 | 3.00% | \*\* | 5331923 |
| FEDERAL HOME LN MTG CORP POOL #SD7560 4.0% 02-01-2053 | 2/1/2053 | 4.00% | \*\* | 1697883 |
| FEDERAL HOME LN MTG CORP POOL #SD8090 2.0% DUE 08-01-2050 | 9/1/2050 | 2.00% | \*\* | 1415675 |
| FEDERAL HOME LN MTG CORP POOL #SD8141 2.5% DUE 03-01-2051 REG | 4/1/2051 | 2.50% | \*\* | 10517430 |
| FEDERAL HOME LN MTG CORP POOL #SD8151 2.5% DUE 06-01-2051 BEO | 6/1/2051 | 2.50% | \*\* | 4727599 |
| FEDERAL HOME LN MTG CORP POOL #SD8155 2.0% 07-01-2051 | 7/1/2051 | 2.00% | \*\* | 1150267 |
| FEDERAL HOME LN MTG CORP POOL #SD8156 2.5% DUE 07-01-2051 BEO | 7/1/2051 | 2.50% | \*\* | 664900 |
| FEDERAL HOME LN MTG CORP POOL #SD8238 4.5% DUE 07-01-2052 REG | 8/1/2052 | 4.50% | \*\* | 1663525 |
| FEDERAL HOME LN MTG CORP POOL #SD8244 4%DUE 09-01-2052 BEO | 9/1/2052 | 4.00% | \*\* | 23161752 |
| FEDERAL HOME LN MTG CORP POOL #SD8258 5%DUE 10-01-2052 BEO | 10/1/2052 | 5.00% | \*\* | 1998986 |
| FEDERAL HOME LN MTG CORP POOL #SD8264 3.5% DUE 10-01-2052 BEO | 11/1/2052 | 3.50% | \*\* | 2835268 |
| FEDERAL HOME LN MTG CORP POOL #SD8267 5%DUE 11-01-2052 BEO | 11/1/2052 | 5.00% | \*\* | 4034347 |
| FEDERAL HOME LN MTG CORP POOL #SD8284 3%01-01-2053 BEO | 1/1/2053 | 3.00% | \*\* | 689458 |
| FEDERAL HOME LN MTG CORP POOL #SD8290 6%01-01-2053 BEO | 1/1/2053 | 6.00% | \*\* | 6869073 |
| FEDERAL HOME LN MTG CORP POOL #T45022 2.5% 01-01-2028 BEO | 1/1/2028 | 2.50% | \*\* | 249289 |
| FEDERAL HOME LN MTG CORP POOL #T45023 2.5% 02-01-2028 BEO | 2/1/2028 | 2.50% | \*\* | 128827 |
| FEDERAL HOME LN MTG CORP POOL #U79041 3%10-01-2029 BEO | 10/1/2029 | 3.00% | \*\* | 1220553 |
| FEDERAL HOME LN MTG CORP POOL #U79065 3.5% 04-01-2030 BEO | 4/1/2030 | 3.50% | \*\* | 131948 |
| FEDERAL HOME LN MTG CORP POOL #U80439 3.5% 07-01-2033 BEO | 7/1/2033 | 3.50% | \*\* | 37706 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP POOL #U9-0690 3.5 DUE 06-01-2042 | 6/1/2042 | 3.50% | \*\* | 48737 |
| FEDERAL HOME LN MTG CORP POOL #U92272 4.5% 12-01-2043 BEO | 12/1/2043 | 4.50% | \*\* | 181328 |
| FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO | 12/1/2043 | 4.50% | \*\* | 1341674 |
| FEDERAL HOME LN MTG CORP POOL #U99084 4.5% 02-01-2044 BEO | 2/1/2044 | 4.50% | \*\* | 1038448 |
| FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO | 3/1/2044 | 4.50% | \*\* | 318333 |
| FEDERAL HOME LN MTG CORP POOL #ZA2257 3.5% 04-01-2032 BEO | 4/1/2032 | 3.50% | \*\* | 550961 |
| FEDERAL HOME LN MTG CORP POOL #ZA2489 3.5% 01-01-2038 BEO | 1/1/2038 | 3.50% | \*\* | 564064 |
| FEDERAL HOME LN MTG CORP POOL #ZA3714 3%06-01-2029 BEO | 6/1/2029 | 3.00% | \*\* | 432710 |
| FEDERAL HOME LN MTG CORP POOL #ZA5796 4.5% 11-01-2038 BEO | 11/1/2038 | 4.50% | \*\* | 270026 |
| FEDERAL HOME LN MTG CORP POOL #ZK4886 2.5% 01-01-2028 BEO | 1/1/2028 | 2.50% | \*\* | 656125 |
| FEDERAL HOME LN MTG CORP POOL #ZK5602 2.5% 06-01-2028 BEO | 6/1/2028 | 2.50% | \*\* | 557936 |
| FEDERAL HOME LN MTG CORP POOL #ZM5659 3.5% 02-01-2048 BEO | 2/1/2048 | 3.50% | \*\* | 677015 |
| FEDERAL HOME LN MTG CORP POOL #ZM6968 4%06-01-2048 BEO | 6/1/2048 | 4.00% | \*\* | 47413 |
| FEDERAL HOME LN MTG CORP POOL #ZS8682 3%01-01-2033 BEO | 1/1/2033 | 3.00% | \*\* | 2454077 |
| FEDERAL HOME LN MTG CORP POOL #ZS9316 3.5% 01-01-2038 BEO | 1/1/2038 | 3.50% | \*\* | 1895449 |
| FEDERAL HOME LN MTG CORP POOL #ZT0536 3.5% 03-01-2048 BEO | 3/1/2048 | 3.50% | \*\* | 3088500 |
| FEDERAL HOME LN MTG CORP POOL #ZT1257 3%01-01-2046 BEO | 1/1/2046 | 3.00% | \*\* | 290535 |
| FEDERAL HOME LN MTG CORP POOL #ZT1561 3%04-01-2031 BEO | 4/1/2031 | 3.00% | \*\* | 1586488 |
| FEDERAL HOME LN MTG CORP POOL #ZT1985 3.5% DUE 02-01-2031 BEO | 2/1/2031 | 3.50% | \*\* | 1560033 |
| FEDERAL HOME LN MTG CORP POOL# QF5465 5.0% 12-01-2052 | 12/1/2052 | 5.00% | \*\* | 443484 |
| FEDERAL HOME LN MTG CORP POOL#RB5064 2.0% 06-01-2040 | 6/1/2040 | 2.00% | \*\* | 505174 |
| FEDERAL HOME LN MTG CORP Q15062 3 DUE 02-01-2043 | 2/1/2043 | 3.00% | \*\* | 738309 |
| FEDERAL HOME LN MTG CORP Q5-2319 3.5% 11-01-2047 | 11/1/2047 | 3.50% | \*\* | 511915 |
| FEDERAL HOME LN MTG CORP REMIC SER 2794 CL PH 5.5% 05-15-2034 | 5/15/2034 | 5.50% | \*\* | 1413297 |
| FEDERAL HOME LN MTG CORP REMIC SER 4042 CL EB 6.5 08-15-2039 | 8/15/2039 | 6.50% | \*\* | 308076 |
| FEDERAL HOME LN MTG CORP SER 004569 CL G3.5% DUE 06-15-2042 REG | 6/15/2042 | 3.50% | \*\* | 102897 |
| FEDERAL HOME LN MTG CORP SER 004638 CL FA FLTG 07-15-2040 | 7/15/2040 | 4.58% | \*\* | 39289 |
| FEDERAL HOME LN MTG CORP SER 004752 CL PL 3% 09-15-2046 | 9/15/2046 | 3.00% | \*\* | 983836 |
| FEDERAL HOME LN MTG CORP SER 004879 CL DF 4.22183% 08-15-2034 | 8/15/2034 | 4.50% | \*\* | 703610 |
| FEDERAL HOME LN MTG CORP SER 004941 CL MB 3% 07-25-2049 | 7/25/2049 | 3.00% | \*\* | 862474 |
| FEDERAL HOME LN MTG CORP SER 004949 CL CB 3% 05-25-2037 | 5/25/2037 | 3.00% | \*\* | 43821 |
| FEDERAL HOME LN MTG CORP SER 004989 CL FA 4.48913% 08-15-2040 | 8/15/2040 | 4.49% | \*\* | 988561 |
| FEDERAL HOME LN MTG CORP SER 004989 CL FB 4.48913% 10-15-2040 | 10/15/2040 | 4.49% | \*\* | 763386 |
| FEDERAL HOME LN MTG CORP SER 005000 CL MA 2% 06-25-2044 | 6/25/2044 | 2.00% | \*\* | 658778 |
| FEDERAL HOME LN MTG CORP SER 005006 CL KA 2% 06-25-2045 | 6/25/2045 | 2.00% | \*\* | 1913768 |
| FEDERAL HOME LN MTG CORP SER 00KJ47 CL A2 5.42999982834% 06-25-2031 | 6/25/2031 | 5.43% | \*\* | 3130011 |
| FEDERAL HOME LN MTG CORP SER 00Q034 CL APT2 2.94236% 07-25-2054 | 7/25/2054 | 2.94% | \*\* | 4691119 |
| FEDERAL HOME LN MTG CORP SER 2519 CL NU 5.0% 11-15-2032 | 11/15/2032 | 5.00% | \*\* | 433945 |
| FEDERAL HOME LN MTG CORP SER 3221 CL FW 09-15-2036 | 9/15/2036 | 4.52% | \*\* | 317990 |
| FEDERAL HOME LN MTG CORP SER 3231 CL FA FRN 10-15-2036 | 10/15/2036 | 4.50% | \*\* | 224605 |
| FEDERAL HOME LN MTG CORP SER 3326 CL FG 4.17183% 06-15-2037 | 6/15/2037 | 4.45% | \*\* | 659589 |
| FEDERAL HOME LN MTG CORP SER 3361 CL PF FRN 08-15-2035 | 8/15/2035 | 4.55% | \*\* | 647602 |
| FEDERAL HOME LN MTG CORP SER 3370 CL FC 4.46183% 10-15-2037 | 10/15/2037 | 4.74% | \*\* | 684796 |
| FEDERAL HOME LN MTG CORP SER 3404 CL FB FRN 01-15-2038 | 1/15/2038 | 5.10% | \*\* | 517294 |
| FEDERAL HOME LN MTG CORP SER 3616 CL FG FRN 03-15-2032 | 3/15/2032 | 4.75% | \*\* | 104699 |
| FEDERAL HOME LN MTG CORP SER 3725 CL PD 2.5% 01-15-2040 | 1/15/2040 | 2.50% | \*\* | 9258 |
| FEDERAL HOME LN MTG CORP SER 3741 CL HF FLTG 11-15-2039 | 11/15/2039 | 4.55% | \*\* | 49204 |
| FEDERAL HOME LN MTG CORP SER 3786 CL NA 4.5 DUE 07-15-2040 REG | 7/15/2040 | 4.50% | \*\* | 101408 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP SER 3925 CL DE 2.0% 07-15-2040 | 7/15/2040 | 2.00% | \*\* | 50231 |
| FEDERAL HOME LN MTG CORP SER 3954 CL GF 4.32183% 11-15-2041 | 11/15/2041 | 4.60% | \*\* | 376197 |
| FEDERAL HOME LN MTG CORP SER 4024 CL C 3.0% 03-15-2027 | 3/15/2027 | 3.00% | \*\* | 36616 |
| FEDERAL HOME LN MTG CORP SER 4120 CL KA 1.75% 10-15-2032 | 10/15/2032 | 1.75% | \*\* | 511891 |
| FEDERAL HOME LN MTG CORP SER 4125 CL PH 3 08-15-2041 | 8/15/2041 | 3.00% | \*\* | 579936 |
| FEDERAL HOME LN MTG CORP SER 4205 CL PC 1.75% 01-15-2033 | 1/15/2033 | 1.75% | \*\* | 377666 |
| FEDERAL HOME LN MTG CORP SER 4205 CL PE 2% 01-15-2033 | 1/15/2033 | 2.00% | \*\* | 378715 |
| FEDERAL HOME LN MTG CORP SER 4229 CL MA 3.5 05-15-2041 REG | 5/15/2041 | 3.50% | \*\* | 346202 |
| FEDERAL HOME LN MTG CORP SER 4231 CL B 2.5% 07-15-2028 | 7/15/2028 | 2.50% | \*\* | 603226 |
| FEDERAL HOME LN MTG CORP SER 4247 CL AK 4.5 12-15-2042 | 12/15/2042 | 4.50% | \*\* | 110349 |
| FEDERAL HOME LN MTG CORP SER 4341 CL MA 4% 11-15-2031 | 11/15/2031 | 4.00% | \*\* | 1597314 |
| FEDERAL HOME LN MTG CORP SER 4374 CL CE 3.5% 12-15-2043 | 12/15/2043 | 3.50% | \*\* | 296208 |
| FEDERAL HOME LN MTG CORP SER 4508 CL CF FLTG 09-15-2045 | 9/15/2045 | 4.50% | \*\* | 2030250 |
| FEDERAL HOME LN MTG CORP SER 4559 CL AF FLTG 03-15-2042 REG | 3/15/2042 | 4.64% | \*\* | 263093 |
| FEDERAL HOME LN MTG CORP SER 4559 CL LA 2% 03-15-2031 | 3/15/2031 | 2.00% | \*\* | 10451249 |
| FEDERAL HOME LN MTG CORP SER 4637 CL WF FLTG RT 07-15-2041 | 7/15/2041 | 4.64% | \*\* | 964518 |
| FEDERAL HOME LN MTG CORP SER 4678 CL AF FLTG RT 12-15-2042 | 12/15/2042 | 4.54% | \*\* | 780972 |
| FEDERAL HOME LN MTG CORP SER 5565 CL FA FLTG RT 08-25-2055 | 8/25/2055 | 5.02% | \*\* | 3606742 |
| FEDERAL HOME LN MTG CORP SL 4365 CL FH FRN 01-15-2040 REG | 1/15/2040 | 4.60% | \*\* | 2972840 |
| FEDERAL HOME LN MTG CORP SR 3867 CL FB FLTG RT 05-15-2041 | 5/15/2041 | 4.54% | \*\* | 485275 |
| FEDERAL HOME LN MTG CORP SR 4097 CL KF FLTG 09-15-2031 | 9/15/2031 | 4.40% | \*\* | 39624 |
| FEDERAL HOME LN MTG CORP SR 4162 CL DA 1.5% 02-15-2028 | 2/15/2028 | 1.50% | \*\* | 1513110 |
| FEDERAL HOME LN MTG CORP SR 4387 CL NA 1.5% 09-15-2029 | 9/15/2029 | 1.50% | \*\* | 66703 |
| FEDERAL HOME LN MTG CORP SR 5353 CL A 6.5% 08-25-2045 | 8/25/2045 | 6.50% | \*\* | 2240685 |
| FEDERAL HOME LN MTG CORP SR 5427 CL DA 5.5% 05-25-2045 | 5/25/2045 | 5.50% | \*\* | 1893041 |
| FEDERAL HOME LOAN BANK 1.8% 01-25-2036 | 1/25/2036 | 1.80% | \*\* | 3141491 |
| FEDERAL HOME LOAN BANK 2.0% 02-25-2036 | 2/25/2036 | 2.00% | \*\* | 449106 |
| FEDERAL HOME LOAN BANK 4.0% 10-13-2027 | 10/13/2027 | 4.00% | \*\* | 1254112 |
| FEDERAL HOME LOAN BANKS DISC NTS 01-12-2026 | 1/12/2026 | —% | \*\* | 34558941 |
| FEDERAL HOME LOAN BANKS 2.27% 08-19-2036 | 8/19/2036 | 2.27% | \*\* | 403380 |
| FEDERAL HOME LOAN BANKS 2.5% 11-01-2051 | 11/1/2051 | 2.50% | \*\* | 7487682 |
| FEDERAL HOME LOAN BANKS 3% 01-01-2052 | 1/1/2052 | 3.00% | \*\* | 2251081 |
| FEDERAL HOME LOAN BANKS DISC NT 01-02-2026 | 1/2/2026 | —% | \*\* | 31993760 |
| FEDERAL HOME LOAN BANKS DISC NT 01-23-2026 | 1/23/2026 | —% | \*\* | 45976642 |
| FEDERAL HOME LOAN MORTGAGE CORP POOL #SD2612 4.5% 10-01-2052 | 10/1/2052 | 4.50% | \*\* | 1712334 |
| FEDERAL HOME LOAN MORTGAGE CORP #FR SD8288 5.0% 01-01-2053 | 1/1/2053 | 5.00% | \*\* | 2837782 |
| FEDERAL HOME LOAN MORTGAGE CORP 1.5% 11-01-2050 | 11/1/2050 | 1.50% | \*\* | 1614953 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 01-01-2042 | 1/1/2042 | 2.00% | \*\* | 2303882 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 02-01-2042 | 2/1/2042 | 2.00% | \*\* | 516602 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 03-01-2041 | 3/1/2041 | 2.00% | \*\* | 936694 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 04-01-2042 | 4/1/2042 | 2.00% | \*\* | 1703610 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 04-01-2051 | 4/1/2051 | 2.00% | \*\* | 3545236 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 05-01-2051 | 5/1/2051 | 2.00% | \*\* | 2703767 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 07-01-2041 | 7/1/2041 | 2.00% | \*\* | 283272 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 08-01-2041 | 8/1/2041 | 2.00% | \*\* | 478105 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-2040 | 9/1/2040 | 2.00% | \*\* | 398727 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-2041 | 9/1/2041 | 2.00% | \*\* | 2154958 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 12-01-2041 | 12/1/2041 | 2.00% | \*\* | 5024547 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03-01-2042 | 3/1/2042 | 2.50% | \*\* | 395785 |
| FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08-01-2051 | 8/1/2051 | 2.50% | \*\* | 1422933 |
| FEDERAL HOME LOAN MORTGAGE CORP 3% 02-01-2051 | 2/1/2051 | 3.00% | \*\* | 243292 |
| FEDERAL HOME LOAN MORTGAGE CORP 3% 03-01-2052 | 3/1/2052 | 3.00% | \*\* | 132715 |
| FEDERAL HOME LOAN MORTGAGE CORP 3% 04-01-2052 | 4/1/2052 | 3.00% | \*\* | 723441 |
| FEDERAL HOME LOAN MORTGAGE CORP 3% 05-01-2042 | 5/1/2042 | 3.00% | \*\* | 4534550 |
| FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02-01-2034 | 2/1/2034 | 3.50% | \*\* | 2888212 |
| FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12-01-2050 | 12/1/2050 | 3.50% | \*\* | 727169 |
| FEDERAL HOME LOAN MORTGAGE CORP 4% 07-01-2050 | 7/1/2050 | 4.00% | \*\* | 325202 |
| FEDERAL HOME LOAN MORTGAGE CORP 4% 08-01-2053 | 8/1/2053 | 4.00% | \*\* | 179553 |
| FEDERAL HOME LOAN MORTGAGE CORP 4% 11-01-2039 | 11/1/2039 | 4.00% | \*\* | 11046050 |
| FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03-01-2047 | 3/1/2047 | 4.50% | \*\* | 282515 |
| FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12-01-2052 | 12/1/2052 | 4.50% | \*\* | 6358670 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 01-01-2053 | 1/1/2053 | 5.00% | \*\* | 461344 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 01-01-2055 | 1/1/2055 | 5.00% | \*\* | 26998 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 02-01-2053 | 2/1/2053 | 5.00% | \*\* | 15914181 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 06-01-2053 | 6/1/2053 | 5.00% | \*\* | 49809698 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 07-01-2052 | 7/1/2052 | 5.00% | \*\* | 1864008 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 09-01-2035 | 9/1/2035 | 5.00% | \*\* | 3990191 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 09-01-2052 | 9/1/2052 | 5.00% | \*\* | 371768 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 11-01-2053 | 11/1/2053 | 5.00% | \*\* | 1592962 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 11-01-2054 | 11/1/2054 | 5.00% | \*\* | 6920407 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 | 1/1/2053 | 5.50% | \*\* | 1079411 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-2053 | 2/1/2053 | 5.50% | \*\* | 10106910 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-2055 | 2/1/2055 | 5.50% | \*\* | 6089322 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-25-2050 | 2/25/2050 | 5.50% | \*\* | 3123541 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04-01-2053 | 4/1/2053 | 5.50% | \*\* | 444821 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05-01-2053 | 5/1/2053 | 5.50% | \*\* | 2181836 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 06-01-2053 | 6/1/2053 | 5.50% | \*\* | 1078484 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08-01-2053 | 8/1/2053 | 5.50% | \*\* | 1352955 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12-01-2052 | 12/1/2052 | 5.50% | \*\* | 392815 |
| FEDERAL HOME LOAN MORTGAGE CORP 6% 02-01-2055 | 2/1/2055 | 6.00% | \*\* | 9802209 |
| FEDERAL HOME LOAN MORTGAGE CORP 6% 03-01-2053 | 3/1/2053 | 6.00% | \*\* | 521460 |
| FEDERAL HOME LOAN MORTGAGE CORP 6% 03-01-2055 | 3/1/2055 | 6.00% | \*\* | 39217342 |
| FEDERAL HOME LOAN MORTGAGE CORP 6% 04-01-2054 | 4/1/2054 | 6.00% | \*\* | 255387 |
| FEDERAL HOME LOAN MORTGAGE CORP 6% 10-01-2053 | 10/1/2053 | 6.00% | \*\* | 429041 |
| FEDERAL HOME LOAN MORTGAGE CORP 6% 12-01-2052 | 12/1/2052 | 6.00% | \*\* | 1094320 |
| FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02-01-2053 | 2/1/2053 | 6.50% | \*\* | 563044 |
| FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04-01-2054 | 4/1/2054 | 6.50% | \*\* | 791761 |
| FEDERAL HOME LOAN MORTGAGE CORP POOL #QB5093 2.5% 11-01-2050 BEO | 11/1/2050 | 2.50% | \*\* | 222390 |
| FEDERAL HOME LOAN MORTGAGE CORP POOL #SD0935 3% DUE 04-01-2052 REG | 4/1/2052 | 3.00% | \*\* | 5058031 |
| FEDERAL HOME LOAN MORTGAGE CORP POOL #SD1218 4.0% DUE 07-01-2049 REG | 7/1/2049 | 4.00% | \*\* | 419681 |
| FEDERAL HOME LOAN MORTGAGE CORP POOL #SD2511 5.5% DUE 04-01-2053 | 4/1/2053 | 5.50% | \*\* | 384119 |
| FEDERAL HOME LOAN MORTGAGE CORP SER 00K509 CL A2 4.85% 09-25-2028 | 9/25/2028 | 4.85% | \*\* | 5022504 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | 2/1/2051 | 2.00% | \*\* | 1207422 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | 3/1/2051 | 2.00% | \*\* | 2676993 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 05-01-2051 | 5/1/2051 | 2.00% | \*\* | 3540158 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 11-01-2051 | 11/1/2051 | 2.00% | \*\* | 822661 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01-01-2052 | 1/1/2052 | 2.50% | \*\* | 4075874 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2036 | 2/1/2036 | 2.50% | \*\* | 1573428 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2052 | 2/1/2052 | 2.50% | \*\* | 1433250 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-2041 | 4/1/2041 | 2.50% | \*\* | 625696 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-2052 | 4/1/2052 | 2.50% | \*\* | 1948386 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 07-01-2051 | 7/1/2051 | 2.50% | \*\* | 355251 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 08-01-2051 | 8/1/2051 | 2.50% | \*\* | 294162 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 10-01-2050 | 10/1/2050 | 2.50% | \*\* | 5372810 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2041 | 11/1/2041 | 2.50% | \*\* | 1397256 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2050 | 11/1/2050 | 2.50% | \*\* | 308789 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 12-01-2051 | 12/1/2051 | 2.50% | \*\* | 1127609 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 01-01-2052 | 1/1/2052 | 3.00% | \*\* | 3061909 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 05-01-2052 | 5/1/2052 | 3.00% | \*\* | 36208 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 06-01-2052 | 6/1/2052 | 3.00% | \*\* | 2224516 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 07-01-2052 | 7/1/2052 | 3.00% | \*\* | 1386346 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 10-01-2051 | 10/1/2051 | 3.00% | \*\* | 2189566 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 03-01-2052 | 3/1/2052 | 3.50% | \*\* | 1020604 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 04-01-2052 | 4/1/2052 | 3.50% | \*\* | 272305 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 05-01-2052 | 5/1/2052 | 3.50% | \*\* | 639088 |
| FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-2050 | 4/1/2050 | 4.00% | \*\* | 1452367 |
| FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-2052 | 4/1/2052 | 4.00% | \*\* | 340445 |
| FEDERAL NATIONAL MORTGAGE ASSOC 4.81% 12-01-2029 | 12/1/2029 | 4.81% | \*\* | 3844399 |
| FEDERAL NATIONAL MORTGAGE ASSOC 4.89728%10-25-2053 | 10/25/2053 | 5.07% | \*\* | 1752664 |
| FEDERAL NATIONAL MORTGAGE ASSOC 5% 07-01-2052 | 7/1/2052 | 5.00% | \*\* | 438256 |
| FEDERAL NATIONAL MORTGAGE ASSOC 5% 10-01-2053 | 10/1/2053 | 5.00% | \*\* | 1746625 |
| FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 05-01-2053 | 5/1/2053 | 5.50% | \*\* | 814353 |
| FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 09-01-2053 | 9/1/2053 | 5.50% | \*\* | 2530643 |
| FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 11-01-2052 | 11/1/2052 | 5.50% | \*\* | 2064521 |
| FEDERAL NATIONAL MORTGAGE ASSOC 6% 09-01-2054 | 9/1/2054 | 6.00% | \*\* | 89486 |
| FEDERAL NATIONAL MORTGAGE ASSOC 6% 12-01-2052 | 12/1/2052 | 6.00% | \*\* | 1247042 |
| FEDERAL NATIONAL MORTGAGE ASSOC 6.5% 01-01-2053 | 1/1/2053 | 6.50% | \*\* | 589369 |
| FEDERAL NATIONAL MORTGAGE ASSOC 6.5% 02-01-2054 | 2/1/2054 | 6.50% | \*\* | 279698 |
| FEDERAL NATIONAL MORTGAGE ASSOC DISC NT 01-15-2026 | 1/15/2026 | —% | \*\* | 2088681 |
| FEDERAL NATIONAL MORTGAGE ASSOC FR SER 11-124 CL JF FLTG RT DUE 02-25-2041 | 2/25/2041 | 4.39% | \*\* | 90052 |
| FEDERAL NATIONAL MORTGAGE ASSOC POOL #BZ3505 4.25% 04-01-2030 | 4/1/2030 | 4.25% | \*\* | 8045798 |
| FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AL 2.944% 07-25-2039 | 7/25/2039 | 2.94% | \*\* | 102337 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH0210 4.5% 12-01-2040 BEO | 12/1/2040 | 4.50% | \*\* | 274031 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH0864 4% 12-01-2040 BEO | 12/1/2040 | 4.00% | \*\* | 2973 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH0943 4% DUE 12-01-2040 BEO | 12/1/2040 | 4.00% | \*\* | 319459 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1115 4.5% 01-01-2041 BEO | 1/1/2041 | 4.50% | \*\* | 563844 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1266 4% 01-01-2041 BEO | 1/1/2041 | 4.00% | \*\* | 74174 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1508 4.5% 12-01-2040 BEO | 12/1/2040 | 4.50% | \*\* | 270207 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1559 4% 12-01-2040 BEO | 12/1/2040 | 4.00% | \*\* | 163868 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1560 4% 01-01-2041 BEO | 1/1/2041 | 4.00% | \*\* | 260195 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1565 4.5% 12-01-2040 BEO | 12/1/2040 | 4.50% | \*\* | 99799 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH2442 4% 01-01-2041 BEO | 1/1/2041 | 4.00% | \*\* | 13379 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH3203 4% DUE 01-01-2041 BEO | 1/1/2041 | 4.00% | \*\* | 18107 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH4404 4% 01-01-2041 BEO | 1/1/2041 | 4.00% | \*\* | 266356 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH6958 ADJ RT DUE 02-01-2041 BEO | 2/1/2041 | 6.64% | \*\* | 27881 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AI1051 4% DUE 06-01-2026 REG | 6/1/2026 | 4.00% | \*\* | 1923 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AI1892 5% 05-01-2041 BEO | 5/1/2041 | 5.00% | \*\* | 186539 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AI7778 4% 07-01-2041 BEO | 7/1/2041 | 4.00% | \*\* | 2338 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AI8630 4% 07-01-2042 BEO | 7/1/2042 | 4.00% | \*\* | 13186 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AI9940 5% 09-01-2041 BEO | 9/1/2041 | 5.00% | \*\* | 173236 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AJ1884 FIXED 3.5% 02-01-2042 BEO | 2/1/2042 | 3.50% | \*\* | 302406 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AJ2288 4% 09-01-2041 BEO | 9/1/2041 | 4.00% | \*\* | 118733 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AJ4051 4% 10-01-2041 BEO | 10/1/2041 | 4.00% | \*\* | 1354 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9317 4% 01-01-2042 BEO | 1/1/2042 | 4.00% | \*\* | 329973 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9982 3.5% 08-01-2042 BEO | 8/1/2042 | 3.50% | \*\* | 653320 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK0968 3% 02-01-2027 BEO | 2/1/2027 | 3.00% | \*\* | 19249 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK1140 3% 02-01-2027 BEO | 2/1/2027 | 3.00% | \*\* | 13366 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK1608 3% 01-01-2027 BEO | 1/1/2027 | 3.00% | \*\* | 11321 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK5551 FIXED 4% 04-01-2042 BEO | 4/1/2042 | 4.00% | \*\* | 898185 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK6966 3% 03-01-2027 BEO | 3/1/2027 | 3.00% | \*\* | 18952 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL0007 5% 12-01-2034 BEO | 12/1/2034 | 5.00% | \*\* | 149657 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL0009 5.5% 12-01-2034 BEO | 12/1/2034 | 5.50% | \*\* | 137154 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL0379 8% 12-01-2036 BEO | 12/1/2036 | 8.00% | \*\* | 20000 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL0533 ADJ RT DUE 07-01-2041 BEO | 7/1/2041 | 6.50% | \*\* | 82352 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL0998 4.5% 10-01-2041 BEO | 10/1/2041 | 4.50% | \*\* | 104409 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL1945 3.5% 06-01-2042 BEO | 6/1/2042 | 3.50% | \*\* | 135665 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL2151 3.5% 03-01-2042 BEO | 3/1/2042 | 3.50% | \*\* | 301106 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL2389 3.5% 09-01-2042 BEO | 9/1/2042 | 3.50% | \*\* | 284598 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL2465 3.0% 10-01-2027 | 10/1/2027 | 3.00% | \*\* | 436463 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL3626 4% 09-01-2042 BEO | 9/1/2042 | 4.00% | \*\* | 3748 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL3797 2.5% 06-01-2028 BEO | 6/1/2028 | 2.50% | \*\* | 248129 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4043 3% 09-01-2028 BEO | 9/1/2028 | 3.00% | \*\* | 363932 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4324 6.5% 05-01-2040 BEO | 5/1/2040 | 6.50% | \*\* | 615613 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO | 1/1/2044 | 4.50% | \*\* | 190114 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4895 3.5% 12-01-2028 BEO | 12/1/2028 | 3.50% | \*\* | 91678 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4936 3% 03-01-2029 BEO | 3/1/2029 | 3.00% | \*\* | 130673 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL5232 3.5% 03-01-2029 BEO | 3/1/2029 | 3.50% | \*\* | 300693 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL5674 4.5% 08-01-2044 BEO | 8/1/2044 | 4.50% | \*\* | 535385 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL5760 4% 09-01-2043 BEO | 9/1/2043 | 4.00% | \*\* | 11975 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL6185 3% 10-01-2029 BEO | 10/1/2029 | 3.00% | \*\* | 334927 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL6605 3% 04-01-2030 BEO | 4/1/2030 | 3.00% | \*\* | 89463 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL6851 2.5% 10-01-2043 BEO | 10/1/2043 | 2.50% | \*\* | 231130 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL7204 5% 10-01-2043 BEO | 10/1/2043 | 5.00% | \*\* | 20212 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL7320 3% 09-01-2030 BEO | 9/1/2030 | 3.00% | \*\* | 116248 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL7430 3.5% DUE 08-01-2030 REG | 8/1/2030 | 3.50% | \*\* | 290217 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL9397 3% 10-01-2046 BEO | 10/1/2046 | 3.00% | \*\* | 630511 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL9546 3.5% 11-01-2046 BEO | 11/1/2046 | 3.50% | \*\* | 353478 |
| FEDERAL NATL MTG ASSN SR 2011-59 CL NZ 5.5 DUE 07-25-2041 | 7/25/2041 | 5.50% | \*\* | 859909 |
| FEDERAL RLTY INVT TR COM USD0.01 |  |  | \*\* | 135878 |
| FEDERAL RLTY INVT TR 3.5% DUE 06-01-2030 | 6/1/2030 | 3.50% | \*\* | 865075 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL SIGNAL CORP COM |  |  | \*\* | 4219807 |
| FEDEX CORP 3.25% DUE 04-01-2026 | 4/1/2026 | 3.25% | \*\* | 1493527 |
| FEDEX CORP 4.4% 01-15-2047 | 1/15/2047 | 4.40% | \*\* | 204128 |
| FEDEX CORP COM |  |  | \*\* | 18902998 |
| FERGUSON ENTERPRISES INC USD0.0001 |  |  | \*\* | 980240 |
| FERROGLOBE PLC COM NPV |  |  | \*\* | 213704 |
| FFNMA SER 2015-38 CL-PG 3.0% 08-25-2044 | 8/25/2044 | 3.00% | \*\* | 930277 |
| FHLMC CMO SER 2248 CL FB FLTG DUE 09-15-2030 REG | 9/15/2030 | 4.60% | \*\* | 545 |
| FHLMC FR SD8363 6% 09-01-2053 | 9/1/2053 | 6.00% | \*\* | 220707 |
| FHLMC GOLD #A53630 A53630 6 10-01-2036 | 10/1/2036 | 6.00% | \*\* | 67067 |
| FHLMC GOLD #G00473 7.5% DUE 05-01-2026 | 3/1/2026 | 7.50% | \*\* | 3 |
| FHLMC GOLD 3% MBS 01/06/2029 USD'V6-0564' V60564 3 06-01-2029 | 6/1/2029 | 3.00% | \*\* | 104416 |
| FHLMC GOLD 3% MBS 01/10/2046 USD'G6-7701' G67701 3 10-01-2046 | 10/1/2046 | 3.00% | \*\* | 1161956 |
| FHLMC GOLD 3% MBS 01/10/2046 USD'Q4-3413' Q43413 3 10-01-2046 | 10/1/2046 | 3.00% | \*\* | 220374 |
| FHLMC GOLD 3.5% MBS 01/01/2046 USD'Q3-8490' Q38490 3.5 01-01-2046 | 1/1/2046 | 3.50% | \*\* | 1041431 |
| FHLMC GOLD 4.5% MBS 01/02/2048 USD'V8-3956' V83956 4.5 02-01-2048 | 2/1/2048 | 4.50% | \*\* | 284601 |
| FHLMC GOLD A47999 5 08-01-2035 | 8/1/2035 | 5.00% | \*\* | 84569 |
| FHLMC GOLD A62077 6 06-01-2037 | 6/1/2037 | 6.00% | \*\* | 12276 |
| FHLMC GOLD A9-5825 4.0% DUE 12-01-2040 | 12/1/2040 | 4.00% | \*\* | 113177 |
| FHLMC GOLD A95831 4.5 12-01-2040 | 12/1/2040 | 4.50% | \*\* | 225390 |
| FHLMC GOLD C00522 7.0% 05-01-2027 | 5/1/2027 | 7.00% | \*\* | 311 |
| FHLMC GOLD C00632 7 07-01-2028 | 7/1/2028 | 7.00% | \*\* | 429 |
| FHLMC GOLD C00987 7.5 05-01-2030 | 5/1/2030 | 7.50% | \*\* | 158 |
| FHLMC GOLD C01116 7.5 01-01-2031 | 1/1/2031 | 7.50% | \*\* | 5068 |
| FHLMC GOLD C04272 3 10-01-2042 | 10/1/2042 | 3.00% | \*\* | 504574 |
| FHLMC GOLD C80379 7.0% 02-01-2026 | 2/1/2026 | 7.00% | \*\* | 13 |
| FHLMC GOLD C80407 7.0% 06-01-2026 | 6/1/2026 | 7.00% | \*\* | 3 |
| FHLMC GOLD C91908 3 01-01-2037 | 1/1/2037 | 3.00% | \*\* | 210730 |
| FHLMC GOLD G02408 5.5 12-01-2036 | 12/1/2036 | 5.50% | \*\* | 41528 |
| FHLMC GOLD G06506 4 12-01-2040 | 12/1/2040 | 4.00% | \*\* | 395311 |
| FHLMC GOLD G06507 4 02-01-2041 | 2/1/2041 | 4.00% | \*\* | 73047 |
| FHLMC GOLD G0-7388 3.5 05-01-2043 | 5/1/2043 | 3.50% | \*\* | 467465 |
| FHLMC GOLD G07762 4.5 06-01-2044 | 6/1/2044 | 4.50% | \*\* | 201078 |
| FHLMC GOLD G08372 4.5 11-01-2039 | 11/1/2039 | 4.50% | \*\* | 88274 |
| FHLMC GOLD G08553 3 10-01-2043 | 10/1/2043 | 3.00% | \*\* | 35097 |
| FHLMC GOLD G08793 4 12-01-2047 | 12/1/2047 | 4.00% | \*\* | 64996 |
| FHLMC GOLD G67720 4.5 03-01-2049 | 3/1/2049 | 4.50% | \*\* | 913806 |
| FHLMC GOLD GROUP #C00636 7.5 MTG PARTN CTF DUE 07-01-2028 REG | 7/1/2028 | 7.50% | \*\* | 381 |
| FHLMC GOLD J23935 3 05-01-2028 | 5/1/2028 | 3.00% | \*\* | 22582 |
| FHLMC GOLD J2-7964 3 04-01-2029 | 4/1/2029 | 3.00% | \*\* | 47333 |
| FHLMC GOLD J28196 3 05-01-2029 | 5/1/2029 | 3.00% | \*\* | 388672 |
| FHLMC GOLD J29007 3 08-01-2029 | 8/1/2029 | 3.00% | \*\* | 64850 |
| FHLMC GOLD POOL #G00675 7.5% DUE 03-01-2027 | 3/1/2027 | 7.50% | \*\* | 465 |
| FHLMC GOLD POOL #G00869 7.5% DUE 01-01-2028 | 1/1/2028 | 7.50% | \*\* | 663 |
| FHLMC GOLD POOL #Q11288 3.5 09-01-2042 | 9/1/2042 | 3.50% | \*\* | 114397 |
| FHLMC GOLD POOL #Q1-1788 3 DUE 10-01-2042 | 10/1/2042 | 3.00% | \*\* | 58517 |
| FHLMC GOLD POOL #Q12052 Q12052 3.5 10-01-2042 | 10/1/2042 | 3.50% | \*\* | 125226 |
| FHLMC GOLD POOL C00984 8 05-01-2030 | 5/1/2030 | 8.00% | \*\* | 176 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FHLMC GOLD POOL G0-0529 7.5% DUE 08-01-2026 | 8/1/2026 | 7.50% | \*\* | 9 |
| FHLMC GOLD POOL G01091 7 12-01-2029 | 12/1/2029 | 7.00% | \*\* | 3078 |
| FHLMC GOLD POOL G67713 4.0% DUE 06-01-2048 | 6/1/2048 | 4.00% | \*\* | 3762631 |
| FHLMC GOLD POOL Q44963 3.5% 12-01-2046 | 12/1/2046 | 3.50% | \*\* | 403366 |
| FHLMC GOLD POOL# U91254 4 DUE 04-01-2043 | 4/1/2043 | 4.00% | \*\* | 263201 |
| FHLMC GOLD POOL#Q17792 3.5 DUE 05-01-2043 | 5/1/2043 | 3.50% | \*\* | 636563 |
| FHLMC GOLD Q08998 3.5 06-01-2042 | 6/1/2042 | 3.50% | \*\* | 223684 |
| FHLMC GOLD Q12520 3 10-01-2042 | 10/1/2042 | 3.00% | \*\* | 30314 |
| FHLMC GOLD Q14326 2.5 01-01-2043 | 1/1/2043 | 2.50% | \*\* | 292332 |
| FHLMC GOLD Q44452 3 11-01-2046 | 11/1/2046 | 3.00% | \*\* | 394268 |
| FHLMC GOLD Q45458 4 08-01-2046 | 8/1/2046 | 4.00% | \*\* | 110331 |
| FHLMC GOLD Q48338 4.5 05-01-2047 | 5/1/2047 | 4.50% | \*\* | 17053 |
| FHLMC GOLD Q49494 4.5% 07-01-2047 | 7/1/2047 | 4.50% | \*\* | 114372 |
| FHLMC GOLD U90291 4 10-01-2042 | 10/1/2042 | 4.00% | \*\* | 42870 |
| FHLMC GOLD U90316 4 10-01-2042 | 10/1/2042 | 4.00% | \*\* | 457559 |
| FHLMC GOLD U91619 4 06-01-2043 | 6/1/2043 | 4.00% | \*\* | 270642 |
| FHLMC GOLD V60298 3.0% 10-01-2028 | 10/1/2028 | 3.00% | \*\* | 47896 |
| FHLMC GOLD V60869 2.5 07-01-2030 | 7/1/2030 | 2.50% | \*\* | 294389 |
| FHLMC GOLDPOOL #Q10241 3.5 08-01-2042 | 8/1/2042 | 3.50% | \*\* | 108902 |
| FHLMC GROUP #C00516 8.0 MTG PARTN CTF DUE 05-01-2027 REG | 5/1/2027 | 8.00% | \*\* | 237 |
| FHLMC GROUP #G00825 7.0 MTG PARTN CTF DUE 11-01-2027 REG | 12/1/2027 | 7.00% | \*\* | 47 |
| FHLMC MULTICLASS SER 4102 CL EG 1.25% 09-15-2027 | 9/15/2027 | 1.25% | \*\* | 17818 |
| FHLMC MULTICLASS 2005-S001 CTF CL 2A2 VAR RATE 09-25-2045 | 9/25/2045 | 4.00% | \*\* | 161264 |
| FHLMC MULTICLASS 3.5 07-15-2041 | 7/15/2041 | 3.50% | \*\* | 7056 |
| FHLMC MULTICLASS 3122 CL FE FLTG 03-15-2036 | 3/15/2036 | 4.40% | \*\* | 446881 |
| FHLMC MULTICLASS 5.0% DUE 07-15-2033 REG | 7/15/2033 | 5.00% | \*\* | 132235 |
| FHLMC MULTICLASS FHLMC #80-0146 10-15-2037 | 10/15/2037 | 4.49% | \*\* | 892446 |
| FHLMC MULTICLASS FREDDIE MAC SER 2017-SR01 CL A3G 3.089% 11-25-2027 | 11/25/2027 | 3.09% | \*\* | 2690314 |
| FHLMC MULTICLASS PREASSIGN 00320 4.5 09-15-2034 | 9/15/2034 | 4.50% | \*\* | 166587 |
| FHLMC MULTICLASS PREASSIGN 00366 5 08-15-2035 | 8/15/2035 | 5.00% | \*\* | 130997 |
| FHLMC MULTICLASS SER 004281 CL LG 4 01-15-2043 | 1/15/2043 | 4.00% | \*\* | 515590 |
| FHLMC MULTICLASS SER 004293 CL KG 3.0% DUE 08-15-2043 REG | 8/15/2043 | 3.00% | \*\* | 263075 |
| FHLMC MULTICLASS SER 004302 CL HF 01-15-2038 | 1/15/2038 | 4.48% | \*\* | 173227 |
| FHLMC MULTICLASS SER 004579 CL FD 01-15-2038 | 1/15/2038 | 4.49% | \*\* | 98941 |
| FHLMC MULTICLASS SER 004582 CL PA 3 11-15-2045 | 11/15/2045 | 3.00% | \*\* | 4237504 |
| FHLMC MULTICLASS SER 004711 CL HA 3 12-15-2043 | 12/15/2043 | 3.00% | \*\* | 8964 |
| FHLMC MULTICLASS SER 004774 CL LP 3.5% 09-15-2046 | 9/15/2046 | 3.50% | \*\* | 271968 |
| FHLMC MULTICLASS SER 004864 CL TZ 4 12-15-2048 | 12/15/2048 | 4.00% | \*\* | 483745 |
| FHLMC MULTICLASS SER 004877 CL CA 3 04-15-2034 | 4/15/2034 | 3.00% | \*\* | 791524 |
| FHLMC MULTICLASS SER 004936 CL AP 2.5 09-25-2048 | 9/25/2048 | 2.50% | \*\* | 2879517 |
| FHLMC MULTICLASS SER 005048 CL B 1% 05-25-2033 | 5/25/2033 | 1.00% | \*\* | 669137 |
| FHLMC MULTICLASS SER 18-4 CL MA 3.5% FIXED UE 11-25-2057 REG | 3/25/2058 | 3.50% | \*\* | 183911 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% 07-25-2058 REG | 7/25/2058 | 3.50% | \*\* | 534111 |
| FHLMC MULTICLASS SER 2113 CL MW 6.5 01-15-2029 | 1/15/2029 | 6.50% | \*\* | 16039 |
| FHLMC MULTICLASS SER 2135 CL OH 6.5 03-15-2029 | 3/15/2029 | 6.50% | \*\* | 17780 |
| FHLMC MULTICLASS SER 2175 CL TH 6 07-15-2029 | 7/15/2029 | 6.00% | \*\* | 12397 |
| FHLMC MULTICLASS SER 2319 CL PZ 6.5 05-15-2031 | 5/15/2031 | 6.50% | \*\* | 74030 |
| FHLMC MULTICLASS SER 2338 CL ZC 6.5 07-15-2031 | 7/15/2031 | 6.50% | \*\* | 29825 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FHLMC MULTICLASS SER 2430 CL WF 6.5 03-15-2032 REG | 3/15/2032 | 6.50% | \*\* | 12761 |
| FHLMC MULTICLASS SER 2663 CL Z 5.5 08-15-2033 | 8/15/2033 | 5.50% | \*\* | 228567 |
| FHLMC MULTICLASS SER 2792 CL MB 5.5% 05-15-2034 | 5/15/2034 | 5.50% | \*\* | 1650065 |
| FHLMC MULTICLASS SER 2980 CL QA 6 05-15-2035 | 5/15/2035 | 6.00% | \*\* | 16268 |
| FHLMC MULTICLASS SER 3047 CL CJ 5.5 10-15-2035 | 10/15/2035 | 5.50% | \*\* | 1654058 |
| FHLMC MULTICLASS SER 3108 CL FP 12-15-2035 | 12/15/2035 | 4.40% | \*\* | 495753 |
| FHLMC MULTICLASS SER 3117 CL FE FLT RT 02-15-2036 | 2/15/2036 | 4.40% | \*\* | 161607 |
| FHLMC MULTICLASS SER 3153 CL UF 05-15-2036 | 5/15/2036 | 4.53% | \*\* | 1530656 |
| FHLMC MULTICLASS SER 3187 CL Z 5 07-15-2036 | 7/15/2036 | 5.00% | \*\* | 32127 |
| FHLMC MULTICLASS SER 3531 CL FA 05-15-2039 | 5/15/2039 | 4.80% | \*\* | 395604 |
| FHLMC MULTICLASS SER 3564 CL AL FLT RT 08-15-2036 | 8/15/2036 | 5.04% | \*\* | 30460 |
| FHLMC MULTICLASS SER 3578 CL VZ 5.5 08-15-2036 | 8/15/2036 | 5.50% | \*\* | 156974 |
| FHLMC MULTICLASS SER 3648 CL CY 4.5% DUE 03-15-2030 | 3/15/2030 | 4.50% | \*\* | 19962 |
| FHLMC MULTICLASS SER 3653 CL HJ 5 04-15-2040 | 4/15/2040 | 5.00% | \*\* | 36489 |
| FHLMC MULTICLASS SER 3662 CL PJ 5 DUE 04-15-2040 | 4/15/2040 | 5.00% | \*\* | 38221 |
| FHLMC MULTICLASS SER 3677 CL PB 4.5 DUE 05-15-2040 REG | 5/15/2040 | 4.50% | \*\* | 34421 |
| FHLMC MULTICLASS SER 3746 CL KL 3.25 04-15-2040 | 4/15/2040 | 3.25% | \*\* | 233489 |
| FHLMC MULTICLASS SER 3939 CL BZ 4.5 06-15-2041 | 6/15/2041 | 4.50% | \*\* | 426124 |
| FHLMC MULTICLASS SER 3956 CL EB 3.25 11-15-2041 | 11/15/2041 | 3.25% | \*\* | 471213 |
| FHLMC MULTICLASS SER 3966 CL VZ 4 12-15-2041 | 12/15/2041 | 4.00% | \*\* | 221085 |
| FHLMC MULTICLASS SER 4016 CL CA 2% 07-15-2041 | 7/15/2041 | 2.00% | \*\* | 46027 |
| FHLMC MULTICLASS SER 4059 CL DA 2.0% 02-15-2041 REG | 2/15/2041 | 2.00% | \*\* | 38659 |
| FHLMC MULTICLASS SER 406 CL F43 FLTG RT 10-25-2053 | 10/25/2053 | 4.67% | \*\* | 4635407 |
| FHLMC MULTICLASS SER 4100 CL EC 1.5 DUE 08-15-2027 REG | 8/15/2027 | 1.50% | \*\* | 16195 |
| FHLMC MULTICLASS SER 4118 CL PD 1.5 05-15-2042 | 5/15/2042 | 1.50% | \*\* | 92557 |
| FHLMC MULTICLASS SER 4148 CL JB 1.5 12-15-2027 | 12/15/2027 | 1.50% | \*\* | 21683 |
| FHLMC MULTICLASS SER 4150 CL FN FLTG 07-15-2041 | 7/15/2041 | 4.40% | \*\* | 470610 |
| FHLMC MULTICLASS SER 4170 CL TC 1.625 02-15-2028 | 2/15/2028 | 1.62% | \*\* | 22042 |
| FHLMC MULTICLASS SER 4171 CL NG 2 06-15-2042 | 6/15/2042 | 2.00% | \*\* | 268621 |
| FHLMC MULTICLASS SER 4176 CL HA 4 DUE 12-15-2042 | 12/15/2042 | 4.00% | \*\* | 97640 |
| FHLMC MULTICLASS SER 4188 CL AG 2 04-15-2028 | 4/15/2028 | 2.00% | \*\* | 4828 |
| FHLMC MULTICLASS SER 4198 CL QP 4.0% 01-15-2033 | 1/15/2033 | 4.00% | \*\* | 200902 |
| FHLMC MULTICLASS SER 4203 CL DG 2.25% DUE 04-15-2033 REG | 4/15/2033 | 2.25% | \*\* | 98093 |
| FHLMC MULTICLASS SER 4261 CL DA 2.5% DUE06-15-2032 | 6/15/2032 | 2.50% | \*\* | 3645 |
| FHLMC MULTICLASS SER 4268 CL BP 4.25 08-15-2042 | 8/15/2042 | 4.25% | \*\* | 800118 |
| FHLMC MULTICLASS SER 4281 CL MP 3.75% 12-15-2043 | 12/15/2043 | 3.75% | \*\* | 187563 |
| FHLMC MULTICLASS SER 4331 CL EA 4 03-15-2043 | 3/15/2043 | 4.00% | \*\* | 139283 |
| FHLMC MULTICLASS SER 4338 CL A 2.5% 05-15-2044 | 5/15/2044 | 2.50% | \*\* | 375190 |
| FHLMC MULTICLASS SER 4373 CL PA 3 02-15-2043 | 2/15/2043 | 3.00% | \*\* | 223038 |
| FHLMC MULTICLASS SER 4374 CL GA 3.0% 09-15-2036 | 9/15/2036 | 3.00% | \*\* | 551962 |
| FHLMC MULTICLASS SER 4457 CL BA 3.0% DUE07-15-2039 | 7/15/2039 | 3.00% | \*\* | 282964 |
| FHLMC MULTICLASS SER 4458 CL CB 2.0% 2.0% DUE 11-15-2028 REG | 11/15/2028 | 2.00% | \*\* | 14800 |
| FHLMC MULTICLASS SER 4472 CL WL 3 05-15-2045 | 5/15/2045 | 3.00% | \*\* | 4239182 |
| FHLMC MULTICLASS SER 4480 CL EA 3.5 11-15-2043 | 11/15/2043 | 3.50% | \*\* | 299832 |
| FHLMC MULTICLASS SER 4482 CL CA 3.0% 04-15-2034 | 4/15/2034 | 3.00% | \*\* | 425413 |
| FHLMC MULTICLASS SER 4631 CL AE 3.5 05-15-2044 | 5/15/2044 | 3.50% | \*\* | 791362 |
| FHLMC MULTICLASS SER 4631 CL VA 3.5% 02-15-2028 | 2/15/2028 | 3.50% | \*\* | 446533 |
| FHLMC MULTICLASS SER T-34 CL A1V 07-25-2031 | 7/25/2031 | 4.23% | \*\* | 1758282 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-2044 | 7/25/2044 | 5.43% | \*\* | 179824 |
| FHLMC MULTICLASS SER-4777 CL-CB 3.5% 10-15-2045 REG | 10/15/2045 | 3.50% | \*\* | 905473 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% 06-25-2028 | 6/25/2028 | 3.50% | \*\* | 506312 |
| FHLMC MULTICLASS SR 3814 CL B 3 02-15-2026 | 2/15/2026 | 3.00% | \*\* | 4423 |
| FHLMC MULTICLASS SR 4569 CL JA FLTG 3.0% 03-15-2042 | 3/15/2042 | 3.00% | \*\* | 489617 |
| FHLMC MULTICLASS SR 5400 CL AP 5.5% 02-25-2054 | 2/25/2054 | 5.50% | \*\* | 1622032 |
| FHLMC MULTICLASS SR 5501 CL EA 6.0% 07-25-2049 | 7/25/2049 | 6.00% | \*\* | 2460628 |
| FHLMC MULTICLASS SR 5534 CL DA 5.0% 04-25-2052 | 4/25/2052 | 5.00% | \*\* | 2679616 |
| FHLMC MULTICLASS SR K506 CL A2 4.65% 08-25-2028 | 8/25/2028 | 4.65% | \*\* | 3864701 |
| FHLMC MULTICLASS TRANCHE 00045 2.952 02-25-2027 | 2/25/2027 | 2.95% | \*\* | 460456 |
| FHLMC MULTICLASS TRANCHE 00112 3.176 11-25-2028 | 11/25/2028 | 3.18% | \*\* | 375366 |
| FHLMC MULTICLASSSER 3613 CL HJ 5.5 DUE 12-15-2039 REG | 12/15/2039 | 5.50% | \*\* | 110637 |
| FHLMC POOL #1B8062 ADJ RT 03-01-2041 | 3/1/2041 | 6.84% | \*\* | 13310 |
| FHLMC POOL #1G1381 ADJ RT 12-01-2036 | 12/1/2036 | 6.66% | \*\* | 9492 |
| FHLMC POOL #1J1467 ADJ RT 12-01-2036 | 12/1/2036 | 6.22% | \*\* | 25853 |
| FHLMC POOL #1J1492 ADJ RT 11-01-2036 | 11/1/2036 | 6.24% | \*\* | 10108 |
| FHLMC POOL #2B4296 ADJ RT 06-01-2045 | 6/1/2045 | 6.26% | \*\* | 495627 |
| FHLMC POOL #3132D9KK9 6.0% 01-01-2030 | 1/1/2030 | 6.00% | \*\* | 1188333 |
| FHLMC POOL #3132DV6Q3 2 07-01-2050 | 7/1/2050 | 2.00% | \*\* | 1078234 |
| FHLMC POOL #C00650 7 09-01-2028 | 9/1/2028 | 7.00% | \*\* | 304 |
| FHLMC POOL #G08788 3.5 11-01-2047 | 11/1/2047 | 3.50% | \*\* | 135743 |
| FHLMC POOL #Q25818 4.5 04-01-2044 | 4/1/2044 | 4.50% | \*\* | 755769 |
| FHLMC POOL #Q25819 4.5 04-01-2044 | 4/1/2044 | 4.50% | \*\* | 722982 |
| FHLMC POOL #QA7477 3.0% DUE 03-01-2050 | 3/1/2050 | 3.00% | \*\* | 1864412 |
| FHLMC POOL #QC-9154 3% DUE 10-01-2051 REG | 10/1/2051 | 3.00% | \*\* | 338097 |
| FHLMC POOL #QE0992 3.0% 04-01-2052 | 4/1/2052 | 3.00% | \*\* | 663717 |
| FHLMC POOL #QE3984 3.0% 05-01-2052 | 5/1/2052 | 3.00% | \*\* | 1147674 |
| FHLMC POOL #QG2979 3.0% 05-01-2053 | 5/1/2053 | 3.00% | \*\* | 60740 |
| FHLMC POOL #RA1293 3.0% DUE 09-01-2049 | 9/1/2049 | 3.00% | \*\* | 852712 |
| FHLMC POOL #RA6486 3.0% 12-01-2051 | 12/1/2051 | 3.00% | \*\* | 4642140 |
| FHLMC POOL #RA9079 6.5% 05-01-2053 | 5/1/2053 | 6.50% | \*\* | 215449 |
| FHLMC POOL #RA-9080 6.5% 05-01-2053 | 5/1/2053 | 6.50% | \*\* | 245480 |
| FHLMC POOL #RA-9081 6.5% 05-01-2053 | 5/1/2053 | 6.50% | \*\* | 416540 |
| FHLMC POOL #RA9437 5.5% 07-01-2053 | 7/1/2053 | 5.50% | \*\* | 388158 |
| FHLMC POOL #SC0405 3.5% 11-01-2038 | 11/1/2038 | 3.50% | \*\* | 376588 |
| FHLMC POOL #SD0849 2.5% DUE 01-01-2052 | 1/1/2052 | 2.50% | \*\* | 492945 |
| FHLMC POOL #SD1967 4.0% 10-01-2052 | 10/1/2052 | 4.00% | \*\* | 10263577 |
| FHLMC POOL #SD2269 3% 01-01-2052 | 1/1/2052 | 3.00% | \*\* | 3085660 |
| FHLMC POOL #SD2723 5.5% 03-01-2053 | 3/1/2053 | 5.50% | \*\* | 600261 |
| FHLMC POOL #SD5143 6.0% 04-01-2054 | 4/1/2054 | 6.00% | \*\* | 1394698 |
| FHLMC POOL #SD5384 5.5% 07-01-2053 | 7/1/2053 | 5.50% | \*\* | 429427 |
| FHLMC POOL #SD5691 6.0% 06-01-2054 | 6/1/2054 | 6.00% | \*\* | 1045883 |
| FHLMC POOL #SD5709 6.0% 07-01-2054 | 7/1/2054 | 6.00% | \*\* | 663583 |
| FHLMC POOL #SD5876 6.0% 05-01-2054 | 5/1/2054 | 6.00% | \*\* | 1034131 |
| FHLMC POOL #SD7509 3.0% DUE 11-01-2049 REG | 11/1/2049 | 3.00% | \*\* | 608789 |
| FHLMC POOL #SD8006 4.0% 08-01-2049 | 8/1/2049 | 4.00% | \*\* | 8135413 |
| FHLMC POOL #SD-8113 2.0% 11-01-2050 | 12/1/2050 | 2.00% | \*\* | 270570 |
| FHLMC POOL #SD-8121 2.0% DUE 12-01-2050 REG | 1/1/2051 | 2.00% | \*\* | 3251320 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FHLMC POOL #SD8335 3.0% 04-01-2053 | 4/1/2053 | 3.00% | \*\* | 95089 |
| FHLMC POOL 846661 ADJ RT DUE 02-01-2029 | 2/1/2029 | 6.03% | \*\* | 31 |
| FHLMC POOL SD5416 5.5% 04-01-2054 | 4/1/2054 | 5.50% | \*\* | 345345 |
| FHLMC POOL# SD2688 5.5% 04-01-2053 | 4/1/2053 | 5.50% | \*\* | 801448 |
| FHLMC POOL# SD2866 4.0% 07-01-2049 | 7/1/2049 | 4.00% | \*\* | 378268 |
| FHLMC POOL#SD2981 6.5% 05-01-2053 | 5/1/2053 | 6.50% | \*\* | 418443 |
| FHLMC PRIN STRIP PRIN PMT ON 6.25% DEB 2032 07-15-2032 (UNDDATE) | 7/15/2032 | —% | \*\* | 2321022 |
| FHLMC SER 3645 CL KP 5 02-15-2040 | 2/15/2040 | 5.00% | \*\* | 143573 |
| FHLMC SR 5407 CL A 5.5% 11-25-2050 | 11/25/2050 | 5.50% | \*\* | 2142563 |
| FHLMC SR 5440 CL F FLTG 08-25-2054 | 8/25/2054 | 4.92% | \*\* | 1332957 |
| FHLMC SR 5482 CL FC FLTG RT 12-25-2054 | 12/25/2054 | 5.17% | \*\* | 688983 |
| FHLMC SR 5490 CL LA 5.0% 12-31-2049 | 4/25/2052 | 5.00% | \*\* | 4480495 |
| FHLMC SUPER 30Y FIXED 5% 10-01-2054 | 10/1/2054 | 5.00% | \*\* | 2060854 |
| FHLMC UMBS 30Y FIXED 2% 02-01-2051 | 2/1/2051 | 2.00% | \*\* | 1339346 |
| FHLMC UMBS 30Y FIXED 2% 03-01-2051 | 3/1/2051 | 2.00% | \*\* | 655906 |
| FHLMC UMBS 30Y FIXED 2% 11-01-2051 | 11/1/2051 | 2.00% | \*\* | 255465 |
| FHLMC UMBS 30Y FIXED 2.5% 08-01-2051 | 8/1/2051 | 2.50% | \*\* | 1764277 |
| FHLMC UMBS 30Y FIXED 3% 02-01-2052 | 2/1/2052 | 3.00% | \*\* | 16390 |
| FHLMC UMBS 30Y FIXED 3% 06-01-2052 | 6/1/2052 | 3.00% | \*\* | 640533 |
| FHLMC UMBS 30Y FIXED 3% 10-01-2052 | 10/1/2052 | 3.00% | \*\* | 551893 |
| FHLMC UMBS 30Y FIXED 5% 04-01-2053 | 4/1/2053 | 5.00% | \*\* | 1128574 |
| FHLMC UMBS 30Y FIXED 6% 04-01-2054 | 4/1/2054 | 6.00% | \*\* | 436661 |
| FHLMC UMBS 30Y FIXED 6.5% 02-01-2054 | 2/1/2054 | 6.50% | \*\* | 787952 |
| FHLMC UMBS 30Y FIXED 6.5% 04-01-2053 | 4/1/2053 | 6.50% | \*\* | 634426 |
| FHLMC UMBS 30Y FIXED 6.5% 04-01-2054 | 4/1/2054 | 6.50% | \*\* | 862736 |
| FHLMC UMBS 30Y FXD 2.5% DUE 02-01-2052 | 2/1/2052 | 2.50% | \*\* | 565598 |
| FHLMC UMBS 30Y FXD 5% DUE 02-01-2053 | 2/1/2053 | 5.00% | \*\* | 4426804 |
| FIDELIS INSURANCE HOLDINGS LIMITED |  |  | \*\* | 600094 |
| FIDELITY NATIONAL INFORMATION SERVICES INC 1.15% 03-01-2026 | 3/1/2026 | 1.15% | \*\* | 2093806 |
| FIDELITY NATL FINL INC NEW FORMERLY FIDELITY COMMON STOCK |  |  | \*\* | 9130887 |
| FIDELITY NATL INFORMATION SVCS INC COM STK |  |  | \*\* | 10285748 |
| FIDELITY NATL INFORMATION SVCS INC SR NT1.65% 03-01-2028 | 3/1/2028 | 1.65% | \*\* | 1440480 |
| FIEM INDUSTRIES LT INR10 |  |  | \*\* | 367405 |
| FIERA MILANO NPV |  |  | \*\* | 565597 |
| FIFTH THIRD BANCORP 5.631% 01-29-2032 | 1/29/2032 | 5.63% | \*\* | 136551 |
| FIFTH THIRD BANCORP 6.339% 07-27-2029 | 7/27/2029 | 6.34% | \*\* | 1300944 |
| FIGS INC COM USD0.0001 CL A |  |  | \*\* | 902029 |
| FINCANTIERI SPA NPV |  |  | \*\* | 25497 |
| FIRST ABU DHABI BK AED1 |  |  | \*\* | 1004425 |
| FIRST AMERN FINL CORP COM STK |  |  | \*\* | 115384 |
| FIRST BANCORP P R COM NEW COM NEW |  |  | \*\* | 820846 |
| FIRST INTERNET BANCORP COM STK |  |  | \*\* | 45497 |
| FIRST RESOURCES LT NPV |  |  | \*\* | 1604067 |
| FIRST TRACTOR CO 'H'CNY1 |  |  | \*\* | 27926 |
| FIRSTCASH HLDGS INC COM |  |  | \*\* | 5024614 |
| FIRSTENERGY CORP 2.65% DUE 03-01-2030 | 3/1/2030 | 2.65% | \*\* | 1372073 |
| FIRSTENERGY CORP 3.9% 07-15-2027 | 7/15/2027 | 3.90% | \*\* | 4572463 |
| FIRSTENERGY CORP COM |  |  | \*\* | 72259 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FIRSTENERGY CORP FIXED 2.25% DUE 09-01-2030 | 9/1/2030 | 2.25% | \*\* | 1617192 |
| FIRSTENERGY TRANSMISSION LLC 4.55% 01-15-2030 | 1/15/2030 | 4.55% | \*\* | 862187 |
| FIRSTENERGY TRANSMISSION LLC 5.0% 01-15-2035 | 1/15/2035 | 5.00% | \*\* | 471855 |
| FIRSTENERGY TRANSMISSION LLC SR NT 144A 4.55% 04-01-2049 | 4/1/2049 | 4.55% | \*\* | 140985 |
| FIRSTGROUP ORD GBP0.05 |  |  | \*\* | 1614586 |
| FIRSTKEY HOMES 2021-SFR1 TR 1.788% 08-17-2038 | 8/17/2038 | 1.79% | \*\* | 2702414 |
| FIRSTKEY HOMES 2021-SFR1 TR 2.389% 08-17-2038 | 8/17/2038 | 2.39% | \*\* | 1277908 |
| FIRSTSERVICE CORP COM NPV |  |  | \*\* | 1370316 |
| FISERV INC 3.5% DUE 07-01-2029 | 7/1/2029 | 3.50% | \*\* | 7161606 |
| FISERV INC 5.15% 08-12-2034 | 8/12/2034 | 5.15% | \*\* | 3381264 |
| FISERV INC 5.15% 03-15-2027 | 3/15/2027 | 5.15% | \*\* | 532603 |
| FISERV INC 5.375% 08-21-2028 | 8/21/2028 | 5.38% | \*\* | 2307979 |
| FISERV INC 5.45% DUE 03-02-2028 | 3/2/2028 | 5.45% | \*\* | 1682900 |
| FISERV INC 5.6% DUE 03-02-2033 | 3/2/2033 | 5.60% | \*\* | 516773 |
| FISERV INC COM |  |  | \*\* | 5270158 |
| FIVE 2023-V1 MTG TR COML MTG PASS THRU CTF CL 5.1719% 02-10-2056 | 2/10/2056 | 5.17% | \*\* | 3018638 |
| FIVE BELOW INC COM USD0.01 |  |  | \*\* | 5744603 |
| FIVE STAR BANCORP COM NPV |  |  | \*\* | 2147 |
| FL PWR & LT CO 3.8% DUE 12-15-2042 | 12/15/2042 | 3.80% | \*\* | 98851 |
| FL PWR & LT CO 3.95% 03-01-2048 | 3/1/2048 | 3.95% | \*\* | 160308 |
| FL PWR & LT CO 4.05% DUE 06-01-2042 | 6/1/2042 | 4.05% | \*\* | 196958 |
| FLAGSHIP CR AUTO 1.46% DUE 09-15-2027 | 9/15/2027 | 1.46% | \*\* | 383987 |
| FLATEXDEGIRO SE NPV (REG) |  |  | \*\* | 346901 |
| FLEX LTD COM USD0.01 |  |  | \*\* | 4958730 |
| FLOOR & DECOR HLDGS INC CL A CL A |  |  | \*\* | 1805084 |
| FLORIDA POWER & LIGHT COMPANY 5.05% DUE 04-01-2028 | 4/1/2028 | 5.05% | \*\* | 102562 |
| FLORIDA POWER & LIGHT COMPANY 5.6% 02-15-2066 | 2/15/2066 | 5.60% | \*\* | 237055 |
| FLORIDA PWR & LT CO 4.4% 05-15-2028 | 5/15/2028 | 4.40% | \*\* | 1022925 |
| FLORIDA PWR & LT CO 5.8% 03-15-2065 | 3/15/2065 | 5.80% | \*\* | 183715 |
| FLORIDA ST BRD ADMIN FIN CORP REV 5.526%07-01-2034 BEO TAXABLE | 7/1/2034 | 5.53% | \*\* | 4100626 |
| FLOWSERVE CORP COM |  |  | \*\* | 5040179 |
| FLUENCE ENERGY INC CL A CL A |  |  | \*\* | 1061375 |
| FLUOR CORP NEW COM |  |  | \*\* | 2551578 |
| FLUSHING FINL CORP COM |  |  | \*\* | 48483 |
| FLYWIRE CORP COM VTG COM VTG |  |  | \*\* | 1012709 |
| FMC CORP 3.45% DUE 10-01-2029 | 10/1/2029 | 3.45% | \*\* | 2276289 |
| FMC CORP COM (NEW) |  |  | \*\* | 688285 |
| FNMA POOL #QA6364 3.5% 01-01-2050 | 1/1/2050 | 3.50% | \*\* | 373245 |
| FNMA . POOL #AO6482 ADJ RT DUE 07-01-2042 BEO | 7/1/2042 | 6.42% | \*\* | 9560 |
| FNMA 0.87% DUE 08-05-2030 | 8/5/2030 | 0.88% | \*\* | 189842 |
| FNMA 01/04/2051 POOL #BR7745 2% DUE 04-01-2051 BEO | 4/1/2051 | 2.00% | \*\* | 204301 |
| FNMA 1.55% DUE 08-24-2035 | 8/24/2035 | 1.55% | \*\* | 501239 |
| FNMA 2.0% DUE 02-25-2043 REG | 2/25/2043 | 2.00% | \*\* | 143868 |
| FNMA 2.5% 11-01-2041 | 11/1/2041 | 2.50% | \*\* | 370317 |
| FNMA 2.5% DUE 02-01-2036 | 2/1/2036 | 2.50% | \*\* | 768478 |
| FNMA 2.5% MBS 01/05/2051 USD'BR1001F' POOL #BR1001 2.5% DUE 05-01-2051 BEO | 5/1/2051 | 2.50% | \*\* | 234374 |
| FNMA 2004-W1 CL-2A1 6.5% DUE 12-25-2043 | 12/25/2043 | 6.50% | \*\* | 44388 |
| FNMA 3% DUE 05-01-2052 | 5/1/2052 | 3.00% | \*\* | 17834985 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA 3% DUE 10-01-2050 | 10/1/2050 | 3.00% | \*\* | 504440 |
| FNMA 3% DUE 12-01-2051 | 12/1/2051 | 3.00% | \*\* | 829673 |
| FNMA 3.5% MBS 01/07/2049 USD'CA3861F' POOL #CA3861 3.5% DUE 07-01-2049 BEO | 7/1/2049 | 3.50% | \*\* | 1582532 |
| FNMA 4% MBS 01/10/2048 USD'CA2472F' POOL#CA2472 4% DUE 10-01-2048 BEO | 10/1/2048 | 4.00% | \*\* | 498276 |
| FNMA 4.5% DUE 03-25-2037 BEO | 3/25/2037 | 4.50% | \*\* | 562172 |
| FNMA 4.5% MBS 01/04/2049 USD'BN5404F' POOL #BN5404 4.5% DUE 04-01-2049 BEO | 4/1/2049 | 4.50% | \*\* | 433890 |
| FNMA 4.5% MBS 01/07/2029 USD'BO1834F' POOL #BO1834 4.5% DUE 07-01-2029 BEO | 7/1/2029 | 4.50% | \*\* | 297809 |
| FNMA AR9203 3.5 DUE 03-01-2043 | 3/1/2043 | 3.50% | \*\* | 380699 |
| FNMA BS9323 4.855% 08-01-2028 | 8/1/2028 | 4.86% | \*\* | 1533839 |
| FNMA CMO SER 2002-86 CL PG 6 09-25-2032 BEO | 12/25/2032 | 6.00% | \*\* | 33895 |
| FNMA DTD 11/03/2000 6.625 11-15-2030 | 11/15/2030 | 6.62% | \*\* | 2533273 |
| FNMA DTD 12/27/2001 ZCP NT 0 DUE 03-17-2031 | 3/17/2031 | —% | \*\* | 698100 |
| FNMA FLTG RT SER 16-62 CL FH 09-25-2046 | 9/25/2046 | 4.39% | \*\* | 1417131 |
| FNMA FLTG RT SER 19-14 CL FA 04-25-2049 REG | 4/25/2049 | 4.39% | \*\* | 1426103 |
| FNMA FN#BL6037 2.02% 05-01-2030 | 5/1/2030 | 2.02% | \*\* | 2822984 |
| FNMA FNMA # FS5270 5.5% 07-01-2053 | 7/1/2053 | 5.50% | \*\* | 803638 |
| FNMA FNMA # MA5190 5.5% 11-01-2053 | 11/1/2053 | 5.50% | \*\* | 5703771 |
| FNMA FNMA 11-25-2046 | 11/25/2046 | 4.54% | \*\* | 472345 |
| FNMA FNR 2006-127 CL-FD FLTG RT 07-25-2036 | 7/25/2036 | 4.27% | \*\* | 491829 |
| FNMA FNR 2007-58 FLTG RT 06-25-2037 | 6/25/2037 | 4.24% | \*\* | 445801 |
| FNMA FNR 2011-75 ME 3 08-25-2026 | 8/25/2026 | 3.00% | \*\* | 157 |
| FNMA FNR 2012-37 BF FLTG RT 12-25-2035 | 12/25/2035 | 4.49% | \*\* | 412222 |
| FNMA FNR 2024-97 MA 5.5% 25/12/2050 5.5 12-25-2050 | 12/25/2050 | 5.50% | \*\* | 4389874 |
| FNMA FR CMO 25/02/2037 USD1000'DF' 2007-4 02-25-2037 | 2/25/2037 | 4.43% | \*\* | 123493 |
| FNMA FR CMO 25/06/2037 USD1000 'EF' '2007-54 06-25-2037 | 6/25/2037 | 4.33% | \*\* | 1257177 |
| FNMA FR CMO 25/10/2037 USD1000 A7 10-25-2037 | 10/25/2037 | 6.06% | \*\* | 5948 |
| FNMA POOL #190353 5% 08-01-2034 BEO | 8/1/2034 | 5.00% | \*\* | 1570 |
| FNMA POOL #190357 5% 03-01-2035 BEO | 3/1/2035 | 5.00% | \*\* | 1240 |
| FNMA POOL #190360 5% 08-01-2035 BEO | 8/1/2035 | 5.00% | \*\* | 981 |
| FNMA POOL #190377 5% 11-01-2036 BEO | 11/1/2036 | 5.00% | \*\* | 43024 |
| FNMA POOL #253947 8% DUE 08-01-2031 REG | 8/1/2031 | 8.00% | \*\* | 8732 |
| FNMA POOL #254223 7.5% DUE 02-01-2032 REG | 2/1/2032 | 7.50% | \*\* | 86 |
| FNMA POOL #256901 6.5% 09-01-2037 BEO | 9/1/2037 | 6.50% | \*\* | 959 |
| FNMA POOL #256937 6.5% 10-01-2037 BEO | 10/1/2037 | 6.50% | \*\* | 1660 |
| FNMA POOL #257239 5.5% 06-01-2028 BEO | 6/1/2028 | 5.50% | \*\* | 8766 |
| FNMA POOL #313947 7% 01-01-2028 BEO | 1/1/2028 | 7.00% | \*\* | 68 |
| FNMA POOL #347547 ADJ RT DUE 08-01-2026 BEO | 8/1/2026 | 6.12% | \*\* | 15 |
| FNMA POOL #347633 6.125% 07-01-2026 BEO | 7/1/2026 | 6.12% | \*\* | 998 |
| FNMA POOL #371073 7.5% 02-01-2027 BEO | 2/1/2027 | 7.50% | \*\* | 408 |
| FNMA POOL #396439 7.5% 11-01-2027 BEO | 11/1/2027 | 7.50% | \*\* | 1796 |
| FNMA POOL #397256 7.5% 10-01-2027 BEO | 10/1/2027 | 7.50% | \*\* | 95 |
| FNMA POOL #401788 7.5 GTD MTG PASS THRU CTF DUE 10-01-2027 REG | 10/1/2027 | 7.50% | \*\* | 62 |
| FNMA POOL #479545 7% DUE 08-01-2029 REG | 8/1/2029 | 7.00% | \*\* | 232 |
| FNMA POOL #503573 7% DUE 10-01-2029 REG | 10/1/2029 | 7.00% | \*\* | 823 |
| FNMA POOL #509662 7% DUE 08-01-2029 REG | 8/1/2029 | 7.00% | \*\* | 193 |
| FNMA POOL #511384 7% 09-01-2029 BEO | 9/1/2029 | 7.00% | \*\* | 366 |
| FNMA POOL #515518 7% DUE 10-01-2029 REG | 10/1/2029 | 7.00% | \*\* | 1416 |
| FNMA POOL #523486 8% DUE 08-01-2030 REG | 8/1/2030 | 8.00% | \*\* | 260 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #534194 8% DUE 04-01-2030 REG | 4/1/2030 | 8.00% | \*\* | 321 |
| FNMA POOL #545204 ADJ RT DUE 05-01-2036 REG | 5/1/2036 | 4.41% | \*\* | 1961 |
| FNMA POOL #545278 7.5% DUE 11-01-2031 REG | 11/1/2031 | 7.50% | \*\* | 11045 |
| FNMA POOL #554482 7.5% 10-01-2030 BEO | 10/1/2030 | 7.50% | \*\* | 13791 |
| FNMA POOL #593848 8% 07-01-2031 BEO | 7/1/2031 | 8.00% | \*\* | 10325 |
| FNMA POOL #602065 7% DUE 09-01-2031 REG | 9/1/2031 | 7.00% | \*\* | 12076 |
| FNMA POOL #60680 ADJ RT DUE 02-01-2028 REG | 2/1/2028 | 4.50% | \*\* | 948 |
| FNMA POOL #609504 7% DUE 10-01-2031 REG | 10/1/2031 | 7.00% | \*\* | 35481 |
| FNMA POOL #725946 5.5% 11-01-2034 BEO | 11/1/2034 | 5.50% | \*\* | 21603 |
| FNMA POOL #735061 6% 11-01-2034 BEO | 10/1/2035 | 5.00% | \*\* | 242470 |
| FNMA POOL #735382 5% 04-01-2035 BEO | 4/1/2035 | 5.00% | \*\* | 156233 |
| FNMA POOL #735500 5.5% 05-01-2035 BEO | 5/1/2035 | 5.50% | \*\* | 231155 |
| FNMA POOL #735501 6% 05-01-2035 BEO | 5/1/2035 | 6.00% | \*\* | 56564 |
| FNMA POOL #735503 6% 04-01-2035 BEO | 4/1/2035 | 6.00% | \*\* | 67408 |
| FNMA POOL #735561 FLTG DUE 04-01-2034 | 4/1/2034 | 6.16% | \*\* | 17270 |
| FNMA POOL #735580 5% 06-01-2035 BEO | 6/1/2035 | 5.00% | \*\* | 73049 |
| FNMA POOL #735676 5% 07-01-2035 BEO | 7/1/2035 | 5.00% | \*\* | 51234 |
| FNMA POOL #735893 5% 10-01-2035 BEO | 10/1/2035 | 5.00% | \*\* | 22071 |
| FNMA POOL #735989 5.5% 02-01-2035 BEO | 2/1/2035 | 5.50% | \*\* | 302984 |
| FNMA POOL #745140 5% 11-01-2035 BEO | 11/1/2035 | 5.00% | \*\* | 302899 |
| FNMA POOL #745327 6% DUE 03-01-2036 REG | 3/1/2036 | 6.00% | \*\* | 37677 |
| FNMA POOL #745412 5.5% 12-01-2035 BEO | 12/1/2035 | 5.50% | \*\* | 174399 |
| FNMA POOL #745885 6% 10-01-2036 BEO | 10/1/2036 | 6.00% | \*\* | 111995 |
| FNMA POOL #745948 6.5% DUE 10-01-2036 BEO | 10/1/2036 | 6.50% | \*\* | 12106 |
| FNMA POOL #813599 ADJ RT DUE 01-01-2036 BEO | 1/1/2036 | 5.80% | \*\* | 19966 |
| FNMA POOL #831561 6.5% 05-01-2036 BEO | 5/1/2036 | 6.50% | \*\* | 4201 |
| FNMA POOL #833600 6.5% DUE 11-01-2035 REG | 11/1/2035 | 6.50% | \*\* | 2017 |
| FNMA POOL #836464 ADJ RT DUE 10-01-2035 BEO | 10/1/2035 | 6.13% | \*\* | 10904 |
| FNMA POOL #836852 ADJ RT DUE 10-01-2035 BEO | 10/1/2035 | 5.97% | \*\* | 5400 |
| FNMA POOL #843823 ADJ RT DUE 11-01-2035 BEO | 11/1/2035 | 5.95% | \*\* | 4939 |
| FNMA POOL #843997 5.783% 11-01-2035 BEO | 11/1/2035 | 5.86% | \*\* | 2401 |
| FNMA POOL #844052 4.065 11-01-2035 BEO | 11/1/2035 | 5.88% | \*\* | 1218 |
| FNMA POOL #844148 5.86% 11-01-2035 BEO | 11/1/2035 | 5.95% | \*\* | 2347 |
| FNMA POOL #844237 ADJ RT DUE 11-01-2035 BEO | 11/1/2035 | 5.62% | \*\* | 1680 |
| FNMA POOL #844789 5.809% 11-01-2035 BEO | 11/1/2035 | 5.90% | \*\* | 2538 |
| FNMA POOL #866888 ADJ RT DUE 01-01-2036 BEO | 1/1/2036 | 6.16% | \*\* | 4433 |
| FNMA POOL #879067 ADJ RT DUE 04-01-2036 BEO | 4/1/2036 | 6.61% | \*\* | 94726 |
| FNMA POOL #880870 6.5% 03-01-2036 BEO | 3/1/2036 | 6.50% | \*\* | 9170 |
| FNMA POOL #884773 ADJ RT DUE 10-01-2036 BEO | 10/1/2036 | 6.36% | \*\* | 21397 |
| FNMA POOL #888637 6% 09-01-2037 BEO | 9/1/2037 | 6.00% | \*\* | 19147 |
| FNMA POOL #888890 6.5% DUE 10-01-2037 BEO | 10/1/2037 | 6.50% | \*\* | 34935 |
| FNMA POOL #888893 5.5% 08-01-2037 BEO | 8/1/2037 | 5.50% | \*\* | 8112 |
| FNMA POOL #889072 6.5% 12-01-2037 BEO | 12/1/2037 | 6.50% | \*\* | 40294 |
| FNMA POOL #889190 6% 03-01-2038 BEO | 3/1/2038 | 6.00% | \*\* | 16691 |
| FNMA POOL #889579 6% DUE 05-01-2038 REG | 5/1/2038 | 6.00% | \*\* | 261142 |
| FNMA POOL #890236 4.5% 08-01-2040 BEO | 8/1/2040 | 4.50% | \*\* | 15713 |
| FNMA POOL #890268 6.5% 10-01-2038 BEO | 10/1/2038 | 6.50% | \*\* | 58781 |
| FNMA POOL #890594 3% 01-01-2029 BEO | 1/1/2029 | 3.00% | \*\* | 35109 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #890604 4.5% 10-01-2044 BEO | 10/1/2044 | 4.50% | \*\* | 628861 |
| FNMA POOL #890827 3.5% 12-01-2037 BEO | 9/1/2047 | 3.00% | \*\* | 109152 |
| FNMA POOL #890843 3% 09-01-2047 BEO | 9/1/2047 | 3.00% | \*\* | 2404121 |
| FNMA POOL #891654 6.5% DUE 06-01-2036 REG | 6/1/2036 | 6.50% | \*\* | 67594 |
| FNMA POOL #902425 ADJ RT DUE 11-01-2036 | 11/1/2036 | 6.15% | \*\* | 8811 |
| FNMA POOL #903261 6% 10-01-2036 BEO | 10/1/2036 | 6.00% | \*\* | 756 |
| FNMA POOL #906666 6.5% 12-01-2036 BEO | 12/1/2036 | 6.50% | \*\* | 1333 |
| FNMA POOL #908172 6.5% DUE 01-01-2037 REG | 1/1/2037 | 6.50% | \*\* | 413 |
| FNMA POOL #914875 6.5% DUE 04-01-2037 REG | 4/1/2037 | 6.50% | \*\* | 62917 |
| FNMA POOL #918653 6% 06-01-2037 BEO | 6/1/2037 | 6.00% | \*\* | 697 |
| FNMA POOL #928746 6.5% DUE 09-01-2037 REG | 9/1/2037 | 6.50% | \*\* | 4173 |
| FNMA POOL #929298 5% 03-01-2038 BEO | 3/1/2038 | 5.00% | \*\* | 4662 |
| FNMA POOL #931307 4.5% 06-01-2039 BEO | 6/1/2039 | 4.50% | \*\* | 73446 |
| FNMA POOL #931991 4.5% 09-01-2039 BEO | 9/1/2039 | 4.50% | \*\* | 63136 |
| FNMA POOL #932058 4.5% 10-01-2039 BEO | 10/1/2039 | 4.50% | \*\* | 66693 |
| FNMA POOL #932426 4.5% 01-01-2040 BEO | 1/1/2040 | 4.50% | \*\* | 380614 |
| FNMA POOL #932495 4.5% 02-01-2040 BEO | 2/1/2040 | 4.50% | \*\* | 31658 |
| FNMA POOL #932669 4.5% 03-01-2040 BEO | 3/1/2040 | 4.50% | \*\* | 2017 |
| FNMA POOL #932850 4% 12-01-2040 BEO | 12/1/2040 | 4.00% | \*\* | 47299 |
| FNMA POOL #933409 5% 03-01-2038 BEO | 3/1/2038 | 5.00% | \*\* | 3205 |
| FNMA POOL #933638 ADJ RT DUE 08-01-2038 BEO | 8/1/2038 | 6.38% | \*\* | 25297 |
| FNMA POOL #942798 6.5% DUE 08-01-2037 REG | 8/1/2037 | 6.50% | \*\* | 12687 |
| FNMA POOL #943699 6.5% DUE 08-01-2037 REG | 8/1/2037 | 6.50% | \*\* | 6066 |
| FNMA POOL #946065 6.5% 09-01-2037 BEO | 9/1/2037 | 6.50% | \*\* | 7102 |
| FNMA POOL #948849 6% 08-01-2037 BEO | 8/1/2037 | 6.00% | \*\* | 15012 |
| FNMA POOL #955762 6.5% 10-01-2037 BEO | 10/1/2037 | 6.50% | \*\* | 2748 |
| FNMA POOL #962062 5% 03-01-2038 BEO | 3/1/2038 | 5.00% | \*\* | 5465 |
| FNMA POOL #962444 5% DUE 04-01-2038 BEO | 4/1/2038 | 5.00% | \*\* | 7918 |
| FNMA POOL #971053 4.5% 02-01-2039 BEO | 2/1/2039 | 4.50% | \*\* | 8126 |
| FNMA POOL #972571 5% 03-01-2038 BEO | 3/1/2038 | 5.00% | \*\* | 11208 |
| FNMA POOL #972572 5% DUE 03-01-2038 REG | 3/1/2038 | 5.00% | \*\* | 754 |
| FNMA POOL #973161 6.5% 02-01-2038 BEO | 2/1/2038 | 6.50% | \*\* | 42138 |
| FNMA POOL #975184 5% 03-01-2038 BEO | 3/1/2038 | 5.00% | \*\* | 5914 |
| FNMA POOL #975441 5% DUE 03-01-2038 REG | 3/1/2038 | 5.00% | \*\* | 1265 |
| FNMA POOL #979973 5% 09-01-2036 BEO | 9/1/2036 | 5.00% | \*\* | 1657 |
| FNMA POOL #987325 ADJ RT DUE 09-01-2038 BEO | 9/1/2038 | 6.62% | \*\* | 49014 |
| FNMA POOL #995067 6% 09-01-2036 BEO | 9/1/2036 | 6.00% | \*\* | 356449 |
| FNMA POOL #995149 6.5% 10-01-2038 BEO | 10/1/2038 | 6.50% | \*\* | 38728 |
| FNMA POOL #995899 6% 02-01-2038 BEO | 2/1/2038 | 6.00% | \*\* | 29125 |
| FNMA POOL #AA0472 4% 03-01-2039 BEO | 3/1/2039 | 4.00% | \*\* | 29540 |
| FNMA POOL #AA2700 5% 01-01-2039 BEO | 1/1/2039 | 5.00% | \*\* | 2326 |
| FNMA POOL #AB3701 4.5% 10-01-2041 BEO | 10/1/2041 | 4.50% | \*\* | 216748 |
| FNMA POOL #AB4058 4% 12-01-2041 BEO | 12/1/2041 | 4.00% | \*\* | 146930 |
| FNMA POOL #AB4590 3.5% DUE 03-01-2042 BEO | 3/1/2042 | 3.50% | \*\* | 305563 |
| FNMA POOL #AB4689 3.5% 03-01-2042 BEO | 3/1/2042 | 3.50% | \*\* | 243803 |
| FNMA POOL #AB4941 3.5% 04-01-2042 BEO | 4/1/2042 | 3.50% | \*\* | 652566 |
| FNMA POOL #AB5236 3% 05-01-2027 BEO | 5/1/2027 | 3.00% | \*\* | 18089 |
| FNMA POOL #AB5546 3.5% DUE 06-01-2042 BEO | 6/1/2042 | 3.50% | \*\* | 301812 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #AB5593 3.5% 07-01-2042 BEO | 7/1/2042 | 3.50% | \*\* | 145336 |
| FNMA POOL #AB6229 3.5% 09-01-2042 BEO | 9/1/2042 | 3.50% | \*\* | 616460 |
| FNMA POOL #AB6238 3.5% 09-01-2042 BEO | 9/1/2042 | 3.50% | \*\* | 143125 |
| FNMA POOL #AB6390 3% 10-01-2042 BEO | 10/1/2042 | 3.00% | \*\* | 92337 |
| FNMA POOL #AB6694 3% 10-01-2042 BEO | 10/1/2042 | 3.00% | \*\* | 125654 |
| FNMA POOL #AB6832 3.5% 11-01-2042 BEO | 11/1/2042 | 3.50% | \*\* | 430950 |
| FNMA POOL #AB7272 3 12-01-2042 REG | 12/1/2042 | 3.00% | \*\* | 354821 |
| FNMA POOL #AB7410 3% 12-01-2042 BEO | 12/1/2042 | 3.00% | \*\* | 651982 |
| FNMA POOL #AB7426 3% 12-01-2042 BEO | 12/1/2042 | 3.00% | \*\* | 269330 |
| FNMA POOL #AB7568 3% 01-01-2043 BEO | 1/1/2043 | 3.00% | \*\* | 413606 |
| FNMA POOL #AB7570 3% 01-01-2043 BEO | 1/1/2043 | 3.00% | \*\* | 647578 |
| FNMA POOL #AB7741 3% 01-01-2043 BEO | 1/1/2043 | 3.00% | \*\* | 460473 |
| FNMA POOL #AB8680 2% 03-01-2028 BEO | 3/1/2028 | 2.00% | \*\* | 200567 |
| FNMA POOL #AB9347 3% 05-01-2043 BEO | 5/1/2043 | 3.00% | \*\* | 572184 |
| FNMA POOL #AB9361 3.5% DUE 05-01-2043 BEO | 5/1/2043 | 3.50% | \*\* | 159926 |
| FNMA POOL #AB9461 3% 05-01-2043 BEO | 5/1/2043 | 3.00% | \*\* | 552192 |
| FNMA POOL #AB9516 2.5% 05-01-2028 BEO | 5/1/2028 | 2.50% | \*\* | 21663 |
| FNMA POOL #AB9615 4% 06-01-2033 BEO | 6/1/2033 | 4.00% | \*\* | 41832 |
| FNMA POOL #AB9663 3% 06-01-2043 BEO | 6/1/2043 | 3.00% | \*\* | 79310 |
| FNMA POOL #AB9825 2.5% 07-01-2028 BEO | 7/1/2028 | 2.50% | \*\* | 8327 |
| FNMA POOL #AC1889 4% 09-01-2039 BEO | 9/1/2039 | 4.00% | \*\* | 71265 |
| FNMA POOL #AC2953 4.5% 09-01-2039 BEO | 9/1/2039 | 4.50% | \*\* | 23395 |
| FNMA POOL #AC3237 5% 10-01-2039 BEO | 10/1/2039 | 5.00% | \*\* | 294263 |
| FNMA POOL #AC9526 5.5% DUE 01-01-2040 BEO | 1/1/2040 | 5.50% | \*\* | 196373 |
| FNMA POOL #AD0121 4.5% 09-01-2029 BEO | 9/1/2029 | 4.50% | \*\* | 133397 |
| FNMA POOL #AD0249 5.5% 04-01-2037 BEO | 4/1/2037 | 5.50% | \*\* | 97316 |
| FNMA POOL #AD0296 FLTG 12-01-2036 | 12/1/2036 | 6.00% | \*\* | 23138 |
| FNMA POOL #AD0329 6.5 DUE 09-01-2028 BEO | 9/1/2028 | 6.50% | \*\* | 1787 |
| FNMA POOL #AD0752 7% 01-01-2039 BEO | 1/1/2039 | 7.00% | \*\* | 22361 |
| FNMA POOL #AD0979 7.5% 10-01-2035 BEO | 10/1/2035 | 7.50% | \*\* | 12783 |
| FNMA POOL #AD4178 4.5% 06-01-2040 BEO | 6/1/2040 | 4.50% | \*\* | 438952 |
| FNMA POOL #AD9143 4.5% 08-01-2040 BEO | 8/1/2040 | 4.50% | \*\* | 6906 |
| FNMA POOL #AD9153 4.5% 08-01-2040 BEO | 8/1/2040 | 4.50% | \*\* | 49166 |
| FNMA POOL #AD9713 5% 08-01-2040 BEO | 8/1/2040 | 5.00% | \*\* | 27918 |
| FNMA POOL #AE0113 4% 07-01-2040 BEO | 7/1/2040 | 4.00% | \*\* | 88222 |
| FNMA POOL #AE0478 4% 11-01-2040 BEO | 11/1/2040 | 4.00% | \*\* | 1318 |
| FNMA POOL #AE0521 6% 08-01-2037 BEO | 8/1/2037 | 6.00% | \*\* | 41072 |
| FNMA POOL #AE0654 6.347% DUE 12-01-2040 BEO | 12/1/2040 | 6.35% | \*\* | 470293 |
| FNMA POOL #AE0967 3.5% 06-01-2039 BEO | 6/1/2039 | 3.50% | \*\* | 203148 |
| FNMA POOL #AE1807 4% 10-01-2040 BEO | 10/1/2040 | 4.00% | \*\* | 2172 |
| FNMA POOL #AE1840 5% 08-01-2040 BEO | 8/1/2040 | 5.00% | \*\* | 8164 |
| FNMA POOL #AE1862 5% 08-01-2040 BEO | 8/1/2040 | 5.00% | \*\* | 45393 |
| FNMA POOL #AE4456 4% 02-01-2041 BEO | 2/1/2041 | 4.00% | \*\* | 16615 |
| FNMA POOL #AE4664 4% 10-01-2040 BEO | 10/1/2040 | 4.00% | \*\* | 15501 |
| FNMA POOL #AE6090 4% 10-01-2040 BEO | 10/1/2040 | 4.00% | \*\* | 61121 |
| FNMA POOL #AE6191 4% 11-01-2040 BEO | 11/1/2040 | 4.00% | \*\* | 10325 |
| FNMA POOL #AE7314 4% 11-01-2040 BEO | 11/1/2040 | 4.00% | \*\* | 559 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #AE8446 4% 11-01-2040 BEO | 11/1/2040 | 4.00% | \*\* | 777 |
| FNMA POOL #AE9387 4% 12-01-2040 BEO | 12/1/2040 | 4.00% | \*\* | 499 |
| FNMA POOL #AH2683 4% 01-01-2041 BEO | 1/1/2041 | 4.00% | \*\* | 311563 |
| FNMA POOL #AL8558 6% 07-01-2041 BEO | 7/1/2041 | 6.00% | \*\* | 89348 |
| FNMA POOL #AN0360 3.95% DUE 12-01-2045 BEO | 12/1/2045 | 3.95% | \*\* | 3854155 |
| FNMA POOL #AN1371 2.68% DUE 06-01-2028 BEO | 6/1/2028 | 2.68% | \*\* | 1945852 |
| FNMA POOL #AN1461 2.59% 05-01-2026 | 5/1/2026 | 2.59% | \*\* | 1489849 |
| FNMA POOL #AN1613 2.55% 07-01-2026 BEO | 7/1/2026 | 2.55% | \*\* | 1534941 |
| FNMA POOL #AN5171 3.29% 04-01-2027 | 4/1/2027 | 3.29% | \*\* | 5133361 |
| FNMA POOL #AN6585 2.84% 09-01-2027 | 9/1/2027 | 2.84% | \*\* | 1428768 |
| FNMA POOL #AN8612 3.29% 03-01-2028 | 3/1/2028 | 3.29% | \*\* | 4175987 |
| FNMA POOL #AN8717 3.02% 03-01-2028 | 3/1/2028 | 3.02% | \*\* | 215478 |
| FNMA POOL #AN9215 3.43% 05-01-2028 | 5/1/2028 | 3.43% | \*\* | 485515 |
| FNMA POOL #AN9814 3.63% DUE 08-01-2028 BEO | 8/1/2028 | 3.63% | \*\* | 2056835 |
| FNMA POOL #AO0454 3.5% 08-01-2042 BEO | 8/1/2042 | 3.50% | \*\* | 167518 |
| FNMA POOL #AO0527 3% 05-01-2027 BEO | 5/1/2027 | 3.00% | \*\* | 11301 |
| FNMA POOL #AO2801 3% DUE 06-01-2027 BEO | 6/1/2027 | 3.00% | \*\* | 65219 |
| FNMA POOL #AO2802 3% 06-01-2027 BEO | 6/1/2027 | 3.00% | \*\* | 118448 |
| FNMA POOL #AO4135 3.5% 06-01-2042 BEO | 6/1/2042 | 3.50% | \*\* | 348164 |
| FNMA POOL #AO4688 3% DUE 07-01-2043 BEO | 7/1/2043 | 3.00% | \*\* | 678175 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | 6/1/2042 | 4.00% | \*\* | 65981 |
| FNMA POOL #AO7348 4% 08-01-2042 BEO | 8/1/2042 | 4.00% | \*\* | 77948 |
| FNMA POOL #AP0006 ADJ RT DUE 07-01-2042 BEO | 7/1/2042 | 6.42% | \*\* | 13469 |
| FNMA POOL #AP0645 3.5% 07-01-2032 BEO | 7/1/2032 | 3.50% | \*\* | 13801 |
| FNMA POOL #AP2611 3.5% 09-01-2042 BEO | 9/1/2042 | 3.50% | \*\* | 106927 |
| FNMA POOL #AP3308 3.5% 09-01-2042 BEO | 9/1/2042 | 3.50% | \*\* | 117327 |
| FNMA POOL #AP3902 3% 10-01-2042 BEO | 10/1/2042 | 3.00% | \*\* | 102957 |
| FNMA POOL #AP4710 3.5% 08-01-2042 BEO | 8/1/2042 | 3.50% | \*\* | 227986 |
| FNMA POOL #AP5143 3% 09-01-2042 BEO | 9/1/2042 | 3.00% | \*\* | 124694 |
| FNMA POOL #AP6027 3% 04-01-2043 BEO | 4/1/2043 | 3.00% | \*\* | 98529 |
| FNMA POOL #AP6032 3% 04-01-2043 BEO | 4/1/2043 | 3.00% | \*\* | 111131 |
| FNMA POOL #AP6053 2.5% 07-01-2028 BEO | 7/1/2028 | 2.50% | \*\* | 13889 |
| FNMA POOL #AP6054 3% 07-01-2043 BEO | 7/1/2043 | 3.00% | \*\* | 14811 |
| FNMA POOL #AP7126 2.5% 10-01-2027 BEO | 10/1/2027 | 2.50% | \*\* | 22096 |
| FNMA POOL #AP8057 3.5% 09-01-2042 BEO | 9/1/2042 | 3.50% | \*\* | 166654 |
| FNMA POOL #AP8903 3.5% 10-01-2042 BEO | 10/1/2042 | 3.50% | \*\* | 112744 |
| FNMA POOL #AP9539 3% DUE 10-01-2042 BEO | 10/1/2042 | 3.00% | \*\* | 79368 |
| FNMA POOL #AP9766 4% 10-01-2042 BEO | 10/1/2042 | 4.00% | \*\* | 310087 |
| FNMA POOL #AQ0556 3% 11-01-2042 BEO | 11/1/2042 | 3.00% | \*\* | 559590 |
| FNMA POOL #AQ1534 3.5% 10-01-2032 BEO | 10/1/2032 | 3.50% | \*\* | 47215 |
| FNMA POOL #AQ1607 3.5% 11-01-2032 BEO | 11/1/2032 | 3.50% | \*\* | 39603 |
| FNMA POOL #AQ1802 3.5% 10-01-2042 BEO | 10/1/2042 | 3.50% | \*\* | 68074 |
| FNMA POOL #AQ7192 3% DUE 07-01-2043 REG | 7/1/2043 | 3.00% | \*\* | 43416 |
| FNMA POOL #AQ8359 3% 01-01-2043 BEO | 1/1/2043 | 3.00% | \*\* | 179965 |
| FNMA POOL #AR2638 3.5% 02-01-2043 BEO | 2/1/2043 | 3.50% | \*\* | 179603 |
| FNMA POOL #AR3368 2.5% DUE 02-01-2028 REG | 2/1/2028 | 2.50% | \*\* | 23590 |
| FNMA POOL #AR4343 3% 06-01-2043 BEO | 6/1/2043 | 3.00% | \*\* | 75058 |
| FNMA POOL #AR4410 2.5% 02-01-2028 BEO | 2/1/2028 | 2.50% | \*\* | 493126 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #AR7214 3% DUE 06-01-2043 REG | 6/1/2043 | 3.00% | \*\* | 467084 |
| FNMA POOL #AR7399 3% 06-01-2043 BEO | 6/1/2043 | 3.00% | \*\* | 35393 |
| FNMA POOL #AR7961 3.5% DUE 03-01-2033 REG | 3/1/2033 | 3.50% | \*\* | 47675 |
| FNMA POOL #AR8749 3% 03-01-2043 BEO | 3/1/2043 | 3.00% | \*\* | 562472 |
| FNMA POOL #AR9215 3% DUE 03-01-2043 REG | 3/1/2043 | 3.00% | \*\* | 367399 |
| FNMA POOL #AS0038 3% DUE 07-01-2043 BEO | 7/1/2043 | 3.00% | \*\* | 370949 |
| FNMA POOL #AS0047 2.5% 07-01-2028 BEO | 1/1/2045 | 3.00% | \*\* | 60466 |
| FNMA POOL #AS0070 4% DUE 08-01-2043 REG | 8/1/2043 | 4.00% | \*\* | 126463 |
| FNMA POOL #AS0302 3% 08-01-2043 BEO | 8/1/2043 | 3.00% | \*\* | 32893 |
| FNMA POOL #AS0522 3.5% 09-01-2043 BEO | 9/1/2043 | 3.50% | \*\* | 56221 |
| FNMA POOL #AS0838 5% 10-01-2043 BEO | 10/1/2043 | 5.00% | \*\* | 34265 |
| FNMA POOL #AS1364 3% 12-01-2043 BEO | 12/1/2043 | 3.00% | \*\* | 25418 |
| FNMA POOL #AS1745 3% 02-01-2029 BEO | 2/1/2029 | 3.00% | \*\* | 210644 |
| FNMA POOL #AS1774 4% 02-01-2044 BEO | 2/1/2044 | 4.00% | \*\* | 24612 |
| FNMA POOL #AS2117 4.0% 04-01-2044 | 4/1/2044 | 4.00% | \*\* | 1881 |
| FNMA POOL #AS2369 3.5% 05-01-2029 BEO | 5/1/2029 | 3.50% | \*\* | 132971 |
| FNMA POOL #AS3282 3% 10-01-2043 BEO | 10/1/2043 | 3.00% | \*\* | 49912 |
| FNMA POOL #AS3293 4% 09-01-2044 BEO | 9/1/2044 | 4.00% | \*\* | 173373 |
| FNMA POOL #AS4302 4% 01-01-2045 BEO | 1/1/2045 | 4.00% | \*\* | 192676 |
| FNMA POOL #AS4354 4.5% 01-01-2045 BEO | 1/1/2045 | 4.50% | \*\* | 504877 |
| FNMA POOL #AS4427 4.5% 02-01-2045 BEO | 2/1/2045 | 4.50% | \*\* | 493346 |
| FNMA POOL #AS4431 4.5% 02-01-2045 BEO | 2/1/2045 | 4.50% | \*\* | 311995 |
| FNMA POOL #AS5068 3.5% 06-01-2045 BEO | 6/1/2045 | 3.50% | \*\* | 21871 |
| FNMA POOL #AS5103 3% 06-01-2030 BEO | 6/1/2030 | 3.00% | \*\* | 219611 |
| FNMA POOL #AS5133 3.5% 06-01-2045 BEO | 6/1/2045 | 3.50% | \*\* | 550578 |
| FNMA POOL #AS5598 4% 08-01-2045 BEO | 8/1/2045 | 4.00% | \*\* | 381806 |
| FNMA POOL #AS5722 3.5% 09-01-2045 BEO | 9/1/2045 | 3.50% | \*\* | 2323498 |
| FNMA POOL #AS6065 3.5% 10-01-2045 BEO | 10/1/2045 | 3.50% | \*\* | 62725 |
| FNMA POOL #AS6067 3.5% 10-01-2045 BEO | 10/1/2045 | 3.50% | \*\* | 3195486 |
| FNMA POOL #AS6286 4% 12-01-2045 BEO | 12/1/2045 | 4.00% | \*\* | 438794 |
| FNMA POOL #AS6304 4% DUE 12-01-2045 BEO | 12/1/2045 | 4.00% | \*\* | 599010 |
| FNMA POOL #AS6315 4% 12-01-2045 BEO | 12/1/2045 | 4.00% | \*\* | 20788 |
| FNMA POOL #AS6328 3.5% 12-01-2045 BEO | 12/1/2045 | 4.00% | \*\* | 727175 |
| FNMA POOL #AS6386 3% 12-01-2045 BEO | 12/1/2045 | 3.00% | \*\* | 72260 |
| FNMA POOL #AS6395 3.5% 12-01-2045 BEO | 12/1/2045 | 3.50% | \*\* | 30214 |
| FNMA POOL #AS6452 3.5% 01-01-2046 BEO | 1/1/2046 | 3.50% | \*\* | 120500 |
| FNMA POOL #AS6489 4% DUE 01-01-2046 BEO | 1/1/2046 | 4.00% | \*\* | 474397 |
| FNMA POOL #AS6534 3.5% 01-01-2046 BEO | 1/1/2046 | 3.50% | \*\* | 1161521 |
| FNMA POOL #AS7125 2.5% 05-01-2046 BEO | 4/1/2045 | 4.00% | \*\* | 256524 |
| FNMA POOL #AS7155 3% 05-01-2046 BEO | 5/1/2046 | 3.00% | \*\* | 187645 |
| FNMA POOL #AS7530 2.5% 07-01-2046 BEO | 7/1/2046 | 2.50% | \*\* | 459622 |
| FNMA POOL #AS7533 3% 07-01-2046 BEO | 7/1/2046 | 3.00% | \*\* | 988004 |
| FNMA POOL #AS7693 2% DUE 08-01-2031 BEO | 8/1/2031 | 2.00% | \*\* | 375075 |
| FNMA POOL #AS7844 3% 09-01-2046 BEO | 9/1/2046 | 3.00% | \*\* | 491864 |
| FNMA POOL #AS7877 2.5% 09-01-2046 BEO | 9/1/2046 | 2.50% | \*\* | 545295 |
| FNMA POOL #AS8143 4% 10-01-2046 BEO | 10/1/2046 | 4.00% | \*\* | 50871 |
| FNMA POOL #AS8249 3% 11-01-2036 BEO | 11/1/2036 | 3.00% | \*\* | 603180 |
| FNMA POOL #AS8257 2% 11-01-2026 BEO | 11/1/2026 | 2.00% | \*\* | 236672 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #AS8269 3% 11-01-2046 BEO | 11/1/2046 | 3.00% | \*\* | 3312266 |
| FNMA POOL #AS8740 3.5% 02-01-2037 BEO | 2/1/2037 | 3.50% | \*\* | 116858 |
| FNMA POOL #AS8980 4.5% 03-01-2047 BEO | 3/1/2047 | 4.50% | \*\* | 657054 |
| FNMA POOL #AS9588 4% 05-01-2047 BEO | 5/1/2047 | 4.00% | \*\* | 1197833 |
| FNMA POOL #AS9610 4.5% 05-01-2047 BEO | 5/1/2047 | 4.50% | \*\* | 1761558 |
| FNMA POOL #AT0874 POOL #AT0874 3% DUE 07-01-2043 REG | 7/1/2043 | 3.00% | \*\* | 26829 |
| FNMA POOL #AT1572 3% DUE 05-01-2043 REG | 5/1/2043 | 3.00% | \*\* | 507608 |
| FNMA POOL #AT2005 2.5% 04-01-2028 BEO | 4/1/2028 | 2.50% | \*\* | 92435 |
| FNMA POOL #AT2043 3% DUE 04-01-2043 REG | 4/1/2043 | 3.00% | \*\* | 18766 |
| FNMA POOL #AT2722 3% DUE 05-01-2043 REG | 5/1/2043 | 3.00% | \*\* | 260341 |
| FNMA POOL #AT2725 3% 05-01-2043 BEO | 5/1/2043 | 3.00% | \*\* | 2868904 |
| FNMA POOL #AT3179 3% 05-01-2043 BEO | 5/1/2043 | 3.00% | \*\* | 147760 |
| FNMA POOL #AT3487 3.5% DUE 04-01-2043 REG | 4/1/2043 | 3.50% | \*\* | 473051 |
| FNMA POOL #AT5803 3% 06-01-2043 BEO | 6/1/2043 | 3.00% | \*\* | 17019 |
| FNMA POOL #AT5915 4 DUE 06-01-2043 REG | 6/1/2043 | 4.00% | \*\* | 101288 |
| FNMA POOL #AT5994 3% 05-01-2043 BEO | 5/1/2043 | 3.00% | \*\* | 54091 |
| FNMA POOL #AT6764 3% 07-01-2043 BEO | 7/1/2043 | 3.00% | \*\* | 12049 |
| FNMA POOL #AT7213 2.5% DUE 06-01-2028 BEO | 6/1/2028 | 2.50% | \*\* | 3991 |
| FNMA POOL #AT7620 3% DUE 06-01-2043 REG | 6/1/2043 | 3.00% | \*\* | 525052 |
| FNMA POOL #AT8000 3% 06-01-2043 BEO | 6/1/2043 | 3.00% | \*\* | 37121 |
| FNMA POOL #AT8326 3% DUE 06-01-2043 BEO | 6/1/2043 | 3.00% | \*\* | 421905 |
| FNMA POOL #AT8419 3 DUE 06-01-2043 REG | 6/1/2043 | 3.00% | \*\* | 84195 |
| FNMA POOL #AT8489 3% DUE 08-01-2043 REG | 8/1/2043 | 3.00% | \*\* | 786070 |
| FNMA POOL #AT8968 2.5% 07-01-2028 BEO | 7/1/2028 | 2.50% | \*\* | 5671 |
| FNMA POOL #AT9250 3% 07-01-2043 BEO | 7/1/2043 | 3.00% | \*\* | 483663 |
| FNMA POOL #AT9311 FIXED 2.5% 07-01-2028 BEO | 7/1/2028 | 2.50% | \*\* | 16175 |
| FNMA POOL #AT9521 2.5% 07-01-2028 BEO | 7/1/2028 | 2.50% | \*\* | 21840 |
| FNMA POOL #AU0317 3% 06-01-2043 BEO | 6/1/2043 | 3.00% | \*\* | 44684 |
| FNMA POOL #AU0909 2% 07-01-2028 BEO | 7/1/2028 | 2.00% | \*\* | 36897 |
| FNMA POOL #AU0923 3.5% 07-01-2043 BEO | 7/1/2043 | 3.50% | \*\* | 133303 |
| FNMA POOL #AU1629 3% DUE 07-01-2043 REG | 7/1/2043 | 3.00% | \*\* | 43069 |
| FNMA POOL #AU1632 3% DUE 07-01-2043 REG | 7/1/2043 | 3.00% | \*\* | 1060254 |
| FNMA POOL #AU1811 2.5% 08-01-2028 BEO | 8/1/2028 | 2.50% | \*\* | 16695 |
| FNMA POOL #AU2032 3% 07-01-2043 BEO | 7/1/2043 | 3.00% | \*\* | 58636 |
| FNMA POOL #AU2909 3% 08-01-2028 BEO | 8/1/2028 | 3.00% | \*\* | 86272 |
| FNMA POOL #AU3034 2.5% 08-01-2028 BEO | 8/1/2028 | 2.50% | \*\* | 6709 |
| FNMA POOL #AU3176 3% DUE 08-01-2043 REG | 8/1/2043 | 3.00% | \*\* | 48582 |
| FNMA POOL #AU3191 2.5% DUE 08-01-2028 REG | 8/1/2028 | 2.50% | \*\* | 30535 |
| FNMA POOL #AU3195 3% 08-01-2043 BEO | 8/1/2043 | 3.00% | \*\* | 41920 |
| FNMA POOL #AU3334 2.5% DUE 07-01-2028 REG | 7/1/2028 | 2.50% | \*\* | 28726 |
| FNMA POOL #AU3789 2.5% DUE 08-01-2028 REG | 8/1/2028 | 2.50% | \*\* | 18136 |
| FNMA POOL #AU3811 3% DUE 08-01-2043 REG | 8/1/2043 | 3.00% | \*\* | 35038 |
| FNMA POOL #AU4585 3% 08-01-2043 BEO | 8/1/2043 | 3.00% | \*\* | 16107 |
| FNMA POOL #AU5161 3 DUE 08-01-2043 REG | 8/1/2043 | 3.00% | \*\* | 655647 |
| FNMA POOL #AU5190 2.5% 08-01-2028 BEO | 8/1/2028 | 2.50% | \*\* | 32017 |
| FNMA POOL #AU5202 3% 08-01-2043 BEO | 8/1/2043 | 3.00% | \*\* | 29856 |
| FNMA POOL #AU5904 3.5% 09-01-2033 BEO | 9/1/2033 | 3.50% | \*\* | 120143 |
| FNMA POOL #AU6735 3% 10-01-2043 BEO | 10/1/2043 | 3.00% | \*\* | 349454 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #AU8066 3% 09-01-2043 BEO | 9/1/2043 | 3.00% | \*\* | 43539 |
| FNMA POOL #AV0702 4% 12-01-2043 BEO | 12/1/2043 | 4.00% | \*\* | 66123 |
| FNMA POOL #AV0802 2.5% 08-01-2028 BEO | 8/1/2028 | 2.50% | \*\* | 5361 |
| FNMA POOL #AV4736 4% 12-01-2043 BEO | 12/1/2043 | 4.00% | \*\* | 74298 |
| FNMA POOL #AV5425 4.5% 01-01-2044 BEO | 1/1/2044 | 4.50% | \*\* | 415155 |
| FNMA POOL #AV5667 4% 01-01-2044 BEO | 1/1/2044 | 4.00% | \*\* | 58978 |
| FNMA POOL #AV5730 4.5% 04-01-2044 BEO | 4/1/2044 | 4.50% | \*\* | 169233 |
| FNMA POOL #AV9290 4.5% 02-01-2044 BEO | 2/1/2044 | 4.50% | \*\* | 226117 |
| FNMA POOL #AW3146 4% 06-01-2044 BEO | 6/1/2044 | 4.00% | \*\* | 113071 |
| FNMA POOL #AW9504 3% 01-01-2045 BEO | 1/1/2045 | 3.00% | \*\* | 37198 |
| FNMA POOL #AX1348 4% 10-01-2044 BEO | 10/1/2044 | 4.00% | \*\* | 5126 |
| FNMA POOL #AX4277 3% 01-01-2045 BEO | 1/1/2045 | 3.00% | \*\* | 170860 |
| FNMA POOL #AX4883 3% 12-01-2044 BEO | 12/1/2044 | 3.00% | \*\* | 546692 |
| FNMA POOL #AX6579 3% 01-01-2045 BEO | 1/1/2045 | 3.00% | \*\* | 52112 |
| FNMA POOL #AX7578 3% 01-01-2045 BEO | 1/1/2045 | 3.00% | \*\* | 31891 |
| FNMA POOL #AY1022 3% 05-01-2045 BEO | 5/1/2045 | 3.00% | \*\* | 254623 |
| FNMA POOL #AY1363 4% 04-01-2045 BEO | 4/1/2045 | 4.00% | \*\* | 119094 |
| FNMA POOL #AY1377 4% DUE 04-01-2045 REG | 4/1/2045 | 4.00% | \*\* | 184865 |
| FNMA POOL #AY3913 3.5% 02-01-2045 BEO | 2/1/2045 | 3.50% | \*\* | 94941 |
| FNMA POOL #AY4869 4% 06-01-2045 BEO | 6/1/2045 | 4.00% | \*\* | 106701 |
| FNMA POOL #AY5484 4% 12-01-2044 BEO | 12/1/2044 | 4.00% | \*\* | 2921 |
| FNMA POOL #AY9434 4% 12-01-2045 BEO | 12/1/2045 | 4.00% | \*\* | 19859 |
| FNMA POOL #AZ0711 3.5% 02-01-2046 BEO | 2/1/2046 | 3.50% | \*\* | 26923 |
| FNMA POOL #AZ3743 3.5% 11-01-2045 BEO | 11/1/2045 | 3.50% | \*\* | 416061 |
| FNMA POOL #AZ3926 4% 10-01-2045 BEO | 10/1/2045 | 4.00% | \*\* | 558 |
| FNMA POOL #AZ4234 3% 06-01-2030 BEO | 6/1/2030 | 3.00% | \*\* | 597112 |
| FNMA POOL #AZ4775 3.5% 10-01-2045 BEO | 10/1/2045 | 3.50% | \*\* | 1536394 |
| FNMA POOL #AZ5713 4% 09-01-2045 BEO | 9/1/2045 | 4.00% | \*\* | 224188 |
| FNMA POOL #AZ7353 3.5% 11-01-2045 BEO | 11/1/2045 | 3.50% | \*\* | 140433 |
| FNMA POOL #BA3779 4% 01-01-2046 BEO | 1/1/2046 | 4.00% | \*\* | 3637 |
| FNMA POOL #BA4750 3.5% 01-01-2031 BEO | 1/1/2031 | 3.50% | \*\* | 93103 |
| FNMA POOL #BA4766 4% 01-01-2046 BEO | 1/1/2046 | 4.00% | \*\* | 51824 |
| FNMA POOL #BA4780 4% 01-01-2046 BEO | 1/1/2046 | 4.00% | \*\* | 1395716 |
| FNMA POOL #BA4801 4% 02-01-2046 BEO | 2/1/2046 | 4.00% | \*\* | 309489 |
| FNMA POOL #BA5330 4% 11-01-2045 BEO | 11/1/2045 | 4.00% | \*\* | 10535 |
| FNMA POOL #BA5827 3% 11-01-2030 BEO | 4/1/2044 | 4.50% | \*\* | 102222 |
| FNMA POOL #BA6018 3% 01-01-2046 BEO | 1/1/2046 | 3.00% | \*\* | 8556 |
| FNMA POOL #BA6555 3% 01-01-2046 BEO | 1/1/2046 | 3.00% | \*\* | 13886 |
| FNMA POOL #BA6798 4% 01-01-2046 BEO | 1/1/2046 | 4.00% | \*\* | 67757 |
| FNMA POOL #BA6824 3% 02-01-2046 BEO | 2/1/2046 | 3.00% | \*\* | 101224 |
| FNMA POOL #BA6924 3% 02-01-2046 BEO | 2/1/2046 | 3.00% | \*\* | 11487 |
| FNMA POOL #BC0855 3% 04-01-2031 BEO | 4/1/2031 | 3.00% | \*\* | 1315412 |
| FNMA POOL #BC1104 3% 02-01-2046 BEO | 2/1/2046 | 3.00% | \*\* | 112409 |
| FNMA POOL #BC1509 3% 08-01-2046 BEO | 8/1/2046 | 3.00% | \*\* | 428830 |
| FNMA POOL #BC2817 3% 09-01-2046 BEO | 9/1/2046 | 3.00% | \*\* | 863646 |
| FNMA POOL #BC3020 3% 02-01-2046 BEO | 2/1/2046 | 3.00% | \*\* | 250713 |
| FNMA POOL #BC3883 4% DUE 03-01-2046 BEO | 3/1/2046 | 4.00% | \*\* | 189432 |
| FNMA POOL #BC4411 3.5% 03-01-2031 BEO | 3/1/2031 | 3.50% | \*\* | 125258 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #BC4764 3% 10-01-2046 BEO | 10/1/2046 | 3.00% | \*\* | 414232 |
| FNMA POOL #BC9077 3.5% 12-01-2046 BEO | 12/1/2046 | 3.50% | \*\* | 268212 |
| FNMA POOL #BD5992 2.5% 07-01-2031 BEO | 7/1/2031 | 2.50% | \*\* | 59513 |
| FNMA POOL #BD8104 3% 10-01-2046 BEO | 10/1/2046 | 3.00% | \*\* | 734991 |
| FNMA POOL #BF0194 4.5% 07-01-2040 BEO | 7/1/2040 | 4.50% | \*\* | 543420 |
| FNMA POOL #BF0334 3.5% 01-01-2059 BEO | 1/1/2059 | 3.50% | \*\* | 129884 |
| FNMA POOL #BF0574 6% 11-01-2039 BEO | 11/1/2039 | 6.00% | \*\* | 5027829 |
| FNMA POOL #BJ0669 3.5% 03-01-2033 BEO | 3/1/2033 | 3.50% | \*\* | 334444 |
| FNMA POOL #BJ1635 3% 11-01-2032 BEO | 11/1/2032 | 3.00% | \*\* | 390535 |
| FNMA POOL #BJ8703 3.5% 05-01-2049 BEO | 5/1/2049 | 3.50% | \*\* | 50965 |
| FNMA POOL #BJ9249 4.5% 06-01-2048 BEO | 6/1/2048 | 4.50% | \*\* | 305878 |
| FNMA POOL #BK2620 2.5% 06-01-2050 BEO | 6/1/2050 | 2.50% | \*\* | 345075 |
| FNMA POOL #BK7608 4% 09-01-2048 BEO | 9/1/2048 | 4.00% | \*\* | 3334634 |
| FNMA POOL #BK8814 4.5% 08-01-2048 BEO | 8/1/2048 | 4.50% | \*\* | 176778 |
| FNMA POOL #BK9849 4% 09-01-2033 BEO | 9/1/2033 | 4.00% | \*\* | 269675 |
| FNMA POOL #BL6406 1.63% 05-01-2027 BEO | 5/1/2027 | 1.63% | \*\* | 7279116 |
| FNMA POOL #BM1565 3% 04-01-2047 BEO | 4/1/2047 | 3.00% | \*\* | 1118453 |
| FNMA POOL #BM1775 4.5% 07-01-2047 BEO | 7/1/2047 | 4.50% | \*\* | 247352 |
| FNMA POOL #BM3119 1.8% 02-01-2047 BEO | 2/1/2047 | 1.80% | \*\* | 693570 |
| FNMA POOL #BM3280 4.5% 11-01-2047 BEO | 11/1/2047 | 4.50% | \*\* | 1962812 |
| FNMA POOL #BM3537 3% 01-01-2031 BEO | 1/1/2031 | 3.00% | \*\* | 1722951 |
| FNMA POOL #BM3724 3.5% 03-01-2048 BEO | 3/1/2048 | 3.50% | \*\* | 4699166 |
| FNMA POOL #BM3855 4% 03-01-2048 BEO | 3/1/2048 | 4.00% | \*\* | 615316 |
| FNMA POOL #BM3904 5% 05-01-2048 BEO | 5/1/2048 | 5.00% | \*\* | 300760 |
| FNMA POOL #BM4130 3.5% 03-01-2032 BEO | 3/1/2032 | 3.50% | \*\* | 6999700 |
| FNMA POOL #BM4301 4% 03-01-2048 BEO | 3/1/2048 | 4.00% | \*\* | 7546247 |
| FNMA POOL #BM4676 4% 10-01-2048 BEO | 10/1/2048 | 4.00% | \*\* | 722240 |
| FNMA POOL #BM4716 3.5% 12-01-2030 BEO | 12/1/2030 | 3.50% | \*\* | 112747 |
| FNMA POOL #BM4898 4% 11-01-2038 BEO | 11/1/2038 | 4.00% | \*\* | 513534 |
| FNMA POOL #BM5082 4.5% 11-01-2048 BEO | 11/1/2048 | 4.50% | \*\* | 988758 |
| FNMA POOL #BM5111 3% 11-01-2033 BEO | 11/1/2033 | 3.00% | \*\* | 3146920 |
| FNMA POOL #BM5184 4% 09-01-2033 BEO | 9/1/2033 | 4.00% | \*\* | 528887 |
| FNMA POOL #BM5261 4% 01-01-2048 BEO | 1/1/2048 | 4.00% | \*\* | 2276164 |
| FNMA POOL #BM5568 4.5% 02-01-2049 BEO | 2/1/2049 | 4.50% | \*\* | 1505272 |
| FNMA POOL #BM6605 3.5% 01-01-2038 BEO | 1/1/2038 | 3.50% | \*\* | 9246890 |
| FNMA POOL #BM7221 3% 02-01-2031 BEO | 2/1/2031 | 3.00% | \*\* | 1001471 |
| FNMA POOL #BM7643 2.5% 01-01-2035 BEO | 1/1/2035 | 2.50% | \*\* | 2833621 |
| FNMA POOL #BN4428 4.5% DUE 12-01-2048 REG | 12/1/2048 | 4.50% | \*\* | 156780 |
| FNMA POOL #BQ6617 1.5% 10-01-2051 BEO | 10/1/2051 | 1.50% | \*\* | 3271987 |
| FNMA POOL #BQ9298 2.5% 12-01-2050 | 12/1/2050 | 2.50% | \*\* | 199160 |
| FNMA POOL #BR2664 2.0% 02-01-2051 | 2/1/2051 | 2.00% | \*\* | 517982 |
| FNMA POOL #BR4753 2.0% DUE 03-01-2051 | 3/1/2051 | 2.00% | \*\* | 229693 |
| FNMA POOL #BR6500 2.5% DUE 03-01-2051 REG | 3/1/2051 | 2.50% | \*\* | 525094 |
| FNMA POOL #BS6767 4.27% DUE 10-01-2032 BEO | 10/1/2032 | 4.27% | \*\* | 1044125 |
| FNMA POOL #BS9166 4.61% 08-01-2028 | 8/1/2028 | 4.61% | \*\* | 1617387 |
| FNMA POOL #BT0087 2.5% 05-01-2051 | 5/1/2051 | 2.50% | \*\* | 1477771 |
| FNMA POOL #BV7598 3.0% 03-01-2052 | 3/1/2052 | 3.00% | \*\* | 42870 |
| FNMA POOL #BV9613 3% 04-01-2052 BEO | 4/1/2052 | 3.00% | \*\* | 396457 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #BW9916 5% 10-01-2052 BEO | 10/1/2052 | 5.00% | \*\* | 768429 |
| FNMA POOL #BX7702 6.5% 02-01-2053 BEO | 2/1/2053 | 6.50% | \*\* | 291159 |
| FNMA POOL #BZ0874 4.76% 06-01-2029 | 6/1/2029 | 4.76% | \*\* | 3986963 |
| FNMA POOL #BZ1178 5.81% 06-01-2031 | 6/1/2031 | 5.81% | \*\* | 4687673 |
| FNMA POOL #BZ2692 5.21% DUE 12-01-2039 BEO | 12/1/2039 | 5.21% | \*\* | 155345 |
| FNMA POOL #BZ3005 5.03% DUE 01-01-2030 | 1/1/2030 | 5.03% | \*\* | 3620433 |
| FNMA POOL #BZ3101 4.83% DUE 02-01-2030 | 2/1/2030 | 4.83% | \*\* | 3598683 |
| FNMA POOL #BZ5550 4.3% 12-01-2032 | 12/1/2032 | 4.30% | \*\* | 14462820 |
| FNMA POOL #CA0789 3.5% 11-01-2032 | 11/1/2032 | 3.50% | \*\* | 300476 |
| FNMA POOL #CA0907 3.5% DUE 12-01-2047 | 12/1/2047 | 3.50% | \*\* | 380981 |
| FNMA POOL #CA1576 5.0% DUE 01-01-2048 REG | 1/1/2048 | 5.00% | \*\* | 217103 |
| FNMA POOL #CA3283 4.0% 03-01-2034 | 3/1/2034 | 4.00% | \*\* | 645680 |
| FNMA POOL #CA3285 4.0% 03-01-2034 | 3/1/2034 | 4.00% | \*\* | 590707 |
| FNMA POOL #CA3287 4.0% 03-01-2034 | 3/1/2034 | 4.00% | \*\* | 122450 |
| FNMA POOL #CA4346 3% DUE 10-01-2049 REG | 10/1/2049 | 3.00% | \*\* | 271987 |
| FNMA POOL #CA4819 4% DUE 12-01-2049 BEO | 12/1/2049 | 4.00% | \*\* | 336999 |
| FNMA POOL #CA6315 3.0% DUE 07-01-2050 REG | 7/1/2050 | 3.00% | \*\* | 371090 |
| FNMA POOL #CA7257 2.5% DUE 10-01-2050 REG | 10/1/2050 | 2.50% | \*\* | 847150 |
| FNMA POOL #CA7422 2.0% 10-01-2040 | 10/1/2040 | 2.00% | \*\* | 4806387 |
| FNMA POOL #CA9358 2.5% DUE 03-01-2041 REG | 3/1/2041 | 2.50% | \*\* | 548954 |
| FNMA POOL #CB0100 2.5% DUE 04-01-2041 REG | 4/1/2041 | 2.50% | \*\* | 701711 |
| FNMA POOL #CB0470 2.5% 05-01-2041 | 5/1/2041 | 2.50% | \*\* | 1089127 |
| FNMA POOL #CB0858 3.0% DUE 06-01-2051 REG | 6/1/2051 | 3.00% | \*\* | 1723613 |
| FNMA POOL #CB1771 1.5% DUE 09-01-2051 REG | 9/1/2051 | 1.50% | \*\* | 4999198 |
| FNMA POOL #CB2429 3.0% DUE 12-01-2051 REG | 12/1/2051 | 3.00% | \*\* | 12028113 |
| FNMA POOL #CB2858 2.5% DUE 02-01-2052 REG | 2/1/2052 | 2.50% | \*\* | 1637013 |
| FNMA POOL #CB2929 3% 02-01-2052 BEO | 2/1/2052 | 3.00% | \*\* | 60719 |
| FNMA POOL #CB3614 4.0% DUE 05-01-2052 REG | 5/1/2052 | 4.00% | \*\* | 572028 |
| FNMA POOL #CB4090 4% DUE 07-01-2052 | 7/1/2052 | 4.00% | \*\* | 2898656 |
| FNMA POOL #CB4755 5% 09-01-2037 BEO | 9/1/2037 | 5.00% | \*\* | 1854059 |
| FNMA POOL #CB4756 5% 09-01-2037 BEO | 9/1/2037 | 5.00% | \*\* | 815127 |
| FNMA POOL #CB4757 5% 09-01-2037 BEO | 9/1/2037 | 5.00% | \*\* | 1526211 |
| FNMA POOL #CB4758 5% 09-01-2037 BEO | 9/1/2037 | 5.00% | \*\* | 1007513 |
| FNMA POOL #CB4759 5% 09-01-2037 BEO | 9/1/2037 | 5.00% | \*\* | 1002309 |
| FNMA POOL #CB4760 5% 09-01-2037 BEO | 9/1/2037 | 5.00% | \*\* | 2274893 |
| FNMA POOL #CB4991 4.5% 10-01-2037 BEO | 10/1/2037 | 4.50% | \*\* | 419823 |
| FNMA POOL #CB4995 4.5% 10-01-2037 BEO | 10/1/2037 | 4.50% | \*\* | 692455 |
| FNMA POOL #CB5005 5% 10-01-2037 BEO | 10/1/2037 | 5.00% | \*\* | 744409 |
| FNMA POOL #CB6540 6.0% 06-01-2053 | 6/1/2053 | 6.00% | \*\* | 2190732 |
| FNMA POOL #CB6753 6.0% 07-01-2053 | 7/1/2053 | 6.00% | \*\* | 2447013 |
| FNMA POOL #FA0083 2.5% 02-01-2035 BEO | 2/1/2035 | 2.50% | \*\* | 8241970 |
| FNMA POOL #FA0185 1.5% 12-01-2031 BEO | 12/1/2031 | 1.50% | \*\* | 6935053 |
| FNMA POOL #FM1349 3.5% 03-01-2047 BEO | 3/1/2047 | 3.50% | \*\* | 1452057 |
| FNMA POOL #FM1467 3% 12-01-2047 BEO | 12/1/2047 | 3.00% | \*\* | 1048207 |
| FNMA POOL #FM1727 5% 09-01-2049 BEO | 9/1/2049 | 5.00% | \*\* | 887311 |
| FNMA POOL #FM1796 3.5% 10-01-2034 BEO | 10/1/2034 | 3.50% | \*\* | 26813 |
| FNMA POOL #FM2477 3% 05-01-2036 BEO | 5/1/2036 | 3.00% | \*\* | 3334497 |
| FNMA POOL #FM2479 2.5% 07-01-2033 BEO | 7/1/2033 | 2.50% | \*\* | 922924 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #FM2743 3.0% DUE 02-01-2034 REG | 2/1/2034 | 3.00% | \*\* | 1479297 |
| FNMA POOL #FM2922 3% 02-01-2038 BEO | 2/1/2038 | 3.00% | \*\* | 623417 |
| FNMA POOL #FM2972 4% 12-01-2044 BEO | 12/1/2044 | 4.00% | \*\* | 4025492 |
| FNMA POOL #FM3004 4% 01-01-2046 BEO | 1/1/2046 | 4.00% | \*\* | 26185868 |
| FNMA POOL #FM3049 4% 04-01-2044 BEO | 4/1/2044 | 4.00% | \*\* | 1117697 |
| FNMA POOL #FM3123 2.5% 03-01-2038 BEO | 3/1/2038 | 2.50% | \*\* | 781509 |
| FNMA POOL #FM3241 3% 03-01-2050 BEO | 3/1/2050 | 3.00% | \*\* | 9562304 |
| FNMA POOL #FM3243 3.5% 02-01-2050 BEO | 2/1/2050 | 3.50% | \*\* | 88260 |
| FNMA POOL #FM3773 3.5% 11-01-2048 BEO | 11/1/2048 | 3.50% | \*\* | 2222391 |
| FNMA POOL #FM4311 3% 08-01-2050 BEO | 8/1/2050 | 3.00% | \*\* | 299149 |
| FNMA POOL #FM4436 4% 06-01-2034 BEO | 6/1/2034 | 4.00% | \*\* | 881916 |
| FNMA POOL #FM4577 2.5% 10-01-2050 BEO | 10/1/2050 | 2.50% | \*\* | 485005 |
| FNMA POOL #FM4817 5% 06-01-2049 BEO | 6/1/2049 | 5.00% | \*\* | 771425 |
| FNMA POOL #FM5018 2.5% 12-01-2050 BEO | 12/1/2050 | 2.50% | \*\* | 1005164 |
| FNMA POOL #FM5050 2.5% 02-01-2035 BEO | 2/1/2035 | 2.50% | \*\* | 624775 |
| FNMA POOL #FM5313 2.5% 10-01-2050 BEO | 10/1/2050 | 2.50% | \*\* | 687042 |
| FNMA POOL #FM5743 2.5% 02-01-2051 BEO | 2/1/2051 | 2.50% | \*\* | 991153 |
| FNMA POOL #FM5754 3.5% 03-01-2037 BEO | 3/1/2037 | 3.50% | \*\* | 63660 |
| FNMA POOL #FM5783 3% 06-01-2038 BEO | 6/1/2038 | 3.00% | \*\* | 409920 |
| FNMA POOL #FM5904 2.5% 02-01-2051 BEO | 2/1/2051 | 2.50% | \*\* | 196842 |
| FNMA POOL #FM6015 3.5% 08-01-2039 BEO | 8/1/2039 | 3.50% | \*\* | 106143 |
| FNMA POOL #FM6036 4% 01-01-2050 BEO | 1/1/2050 | 4.00% | \*\* | 1108224 |
| FNMA POOL #FM6117 3% 11-01-2048 BEO | 11/1/2048 | 3.00% | \*\* | 200884 |
| FNMA POOL #FM6448 2% 03-01-2051 BEO | 3/1/2051 | 2.00% | \*\* | 881661 |
| FNMA POOL #FM6460 2.5% 03-01-2051 BEO | 3/1/2051 | 2.50% | \*\* | 319733 |
| FNMA POOL #FM7100 3.5% 06-01-2050 BEO | 6/1/2050 | 3.50% | \*\* | 218288 |
| FNMA POOL #FM7531 3% 05-01-2051 BEO | 5/1/2051 | 3.00% | \*\* | 233058 |
| FNMA POOL #FM7630 2.5% 06-01-2051 BEO | 6/1/2051 | 2.50% | \*\* | 272670 |
| FNMA POOL #FM7675 2.5% 06-01-2051 BEO | 6/1/2051 | 2.50% | \*\* | 432679 |
| FNMA POOL #FM7786 4% 01-01-2049 BEO | 1/1/2049 | 4.00% | \*\* | 365384 |
| FNMA POOL #FM7796 4% 06-01-2048 BEO | 6/1/2048 | 4.00% | \*\* | 554479 |
| FNMA POOL #FM7869 2.5% 01-01-2051 BEO | 1/1/2051 | 2.50% | \*\* | 222670 |
| FNMA POOL #FM7900 2.5% 07-01-2051 BEO | 7/1/2051 | 2.50% | \*\* | 283052 |
| FNMA POOL #FM7910 2.5% 07-01-2051 BEO | 7/1/2051 | 2.50% | \*\* | 422102 |
| FNMA POOL #FM8166 3% 06-01-2051 BEO | 6/1/2051 | 3.00% | \*\* | 319447 |
| FNMA POOL #FM8325 2.5% 07-01-2035 BEO | 7/1/2035 | 2.50% | \*\* | 1629775 |
| FNMA POOL #FM8480 3% 11-01-2050 BEO | 11/1/2050 | 3.00% | \*\* | 1058206 |
| FNMA POOL #FM8576 3% 02-01-2050 BEO | 2/1/2050 | 3.00% | \*\* | 631647 |
| FNMA POOL #FM8577 3% 08-01-2051 BEO | 8/1/2051 | 3.00% | \*\* | 822969 |
| FNMA POOL #FM8648 3% 09-01-2051 BEO | 9/1/2051 | 3.00% | \*\* | 1326249 |
| FNMA POOL #FM8864 2.5% 10-01-2051 BEO | 10/1/2051 | 2.50% | \*\* | 686717 |
| FNMA POOL #FM9044 3% 10-01-2051 BEO | 10/1/2051 | 3.00% | \*\* | 294503 |
| FNMA POOL #FM9365 3% 11-01-2051 BEO | 11/1/2051 | 3.00% | \*\* | 237669 |
| FNMA POOL #FM9464 3% 11-01-2051 BEO | 11/1/2051 | 3.00% | \*\* | 874941 |
| FNMA POOL #FN BZ0099 5.69% 12-01-2028 | 12/1/2028 | 5.69% | \*\* | 1259077 |
| FNMA POOL #FNAT5995 3 DUE 05-01-2043 REG | 5/1/2043 | 3.00% | \*\* | 62145 |
| FNMA POOL #FP0021 4% 05-01-2031 BEO | 5/1/2031 | 4.00% | \*\* | 1076970 |
| FNMA POOL #FP0028 2% 08-01-2040 BEO | 8/1/2040 | 2.00% | \*\* | 348941 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #FS0024 2.5% 09-01-2051 BEO | 8/1/2051 | 3.00% | \*\* | 266826 |
| FNMA POOL #FS0034 3% 12-01-2051 BEO | 12/1/2051 | 3.00% | \*\* | 363370 |
| FNMA POOL #FS0037 3% 08-01-2051 BEO | 8/1/2051 | 3.00% | \*\* | 209721 |
| FNMA POOL #FS0041 3% 11-01-2050 BEO | 11/1/2050 | 3.00% | \*\* | 210468 |
| FNMA POOL #FS0191 2.5% 01-01-2052 BEO | 1/1/2052 | 2.50% | \*\* | 310947 |
| FNMA POOL #FS0240 3% 01-01-2052 BEO | 1/1/2052 | 3.00% | \*\* | 365351 |
| FNMA POOL #FS0331 3% 01-01-2052 BEO | 1/1/2052 | 3.00% | \*\* | 448446 |
| FNMA POOL #FS0366 2.5% 01-01-2052 BEO | 1/1/2052 | 2.50% | \*\* | 237749 |
| FNMA POOL #FS0408 3% 01-01-2052 BEO | 1/1/2052 | 3.00% | \*\* | 367457 |
| FNMA POOL #FS0424 2.5% 01-01-2052 BEO | 1/1/2052 | 2.50% | \*\* | 1307440 |
| FNMA POOL #FS0697 2.5% 02-01-2042 BEO | 2/1/2042 | 2.50% | \*\* | 605057 |
| FNMA POOL #FS0744 3% 02-01-2052 BEO | 2/1/2052 | 3.00% | \*\* | 4826869 |
| FNMA POOL #FS0751 3% 03-01-2052 BEO | 2/1/2052 | 3.00% | \*\* | 1308714 |
| FNMA POOL #FS0835 2.5% 03-01-2052 BEO | 3/1/2052 | 2.50% | \*\* | 656386 |
| FNMA POOL #FS0896 3% 12-01-2051 BEO | 12/1/2051 | 3.00% | \*\* | 5305169 |
| FNMA POOL #FS0995 2.5% 03-01-2042 BEO | 3/1/2042 | 2.50% | \*\* | 191627 |
| FNMA POOL #FS1014 2% 02-01-2052 BEO | 2/1/2052 | 2.00% | \*\* | 373046 |
| FNMA POOL #FS1015 2% 02-01-2052 BEO | 2/1/2052 | 2.00% | \*\* | 1195828 |
| FNMA POOL #FS1074 3% 03-01-2052 BEO | 3/1/2052 | 3.00% | \*\* | 2757031 |
| FNMA POOL #FS1201 3% 01-01-2050 BEO | 1/1/2050 | 3.00% | \*\* | 693026 |
| FNMA POOL #FS1289 3% 03-01-2052 BEO | 3/1/2052 | 3.00% | \*\* | 899903 |
| FNMA POOL #FS1403 3% 01-01-2045 BEO | 1/1/2045 | 3.00% | \*\* | 372350 |
| FNMA POOL #FS1427 3% 02-01-2050 BEO | 2/1/2050 | 3.00% | \*\* | 311927 |
| FNMA POOL #FS1462 3.5% 01-01-2052 BEO | 1/1/2052 | 3.50% | \*\* | 194438 |
| FNMA POOL #FS1539 3% 11-01-2048 BEO | 11/1/2048 | 3.00% | \*\* | 444843 |
| FNMA POOL #FS1553 2.5% 11-01-2050 BEO | 11/1/2050 | 2.50% | \*\* | 245998 |
| FNMA POOL #FS1726 2% 09-01-2041 BEO | 9/1/2041 | 2.00% | \*\* | 441768 |
| FNMA POOL #FS1836 2.5% 05-01-2052 BEO | 5/1/2052 | 2.50% | \*\* | 3209919 |
| FNMA POOL #FS1845 3.5% 12-01-2029 BEO | 12/1/2029 | 3.50% | \*\* | 529596 |
| FNMA POOL #FS2768 2% 01-01-2052 BEO | 1/1/2052 | 2.00% | \*\* | 194749 |
| FNMA POOL #FS2920 3% 07-01-2036 BEO | 7/1/2036 | 3.00% | \*\* | 1373330 |
| FNMA POOL #FS3009 2% 05-01-2042 BEO | 5/1/2042 | 2.00% | \*\* | 332632 |
| FNMA POOL #FS3249 5% 11-01-2052 BEO | 11/1/2052 | 5.00% | \*\* | 886170 |
| FNMA POOL #FS3275 3% 04-01-2052 BEO | 4/1/2052 | 3.00% | \*\* | 2019572 |
| FNMA POOL #FS3393 4% 10-01-2052 BEO | 10/1/2052 | 4.00% | \*\* | 106597 |
| FNMA POOL #FS3411 6% 01-01-2053 BEO | 1/1/2053 | 6.00% | \*\* | 344180 |
| FNMA POOL #FS3425 4.5% 09-01-2052 BEO | 3/1/2052 | 2.00% | \*\* | 1022660 |
| FNMA POOL #FS3672 5.5% 02-01-2053 BEO | 2/1/2053 | 5.50% | \*\* | 1068340 |
| FNMA POOL #FS3836 4.5% 01-01-2053 BEO | 1/1/2053 | 4.50% | \*\* | 657972 |
| FNMA POOL #FS3977 4.5% 11-01-2052 BEO | 11/1/2052 | 4.50% | \*\* | 475682 |
| FNMA POOL #FS3978 5% 01-01-2053 BEO | 1/1/2053 | 5.00% | \*\* | 487892 |
| FNMA POOL #FS4000 6.0% 07-01-2041 | 7/1/2041 | 6.00% | \*\* | 749591 |
| FNMA POOL #FS4166 5.5% 04-01-2053 BEO | 4/1/2053 | 5.50% | \*\* | 753805 |
| FNMA POOL #FS4269 2.0% 10-01-2051 | 10/1/2051 | 2.00% | \*\* | 1477310 |
| FNMA POOL #FS4270 2.0% 03-01-2052 | 3/1/2052 | 2.00% | \*\* | 1485359 |
| FNMA POOL #FS4314 2% 03-01-2052 BEO | 3/1/2052 | 2.00% | \*\* | 265623 |
| FNMA POOL #FS4363 2.5% 03-01-2035 BEO | 3/1/2035 | 2.50% | \*\* | 1272971 |
| FNMA POOL #FS4377 3% 04-01-2052 BEO | 4/1/2052 | 3.00% | \*\* | 81663 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #FS4448 4% 12-01-2044 BEO | 12/1/2044 | 4.00% | \*\* | 217003 |
| FNMA POOL #FS4454 6% 04-01-2053 BEO | 4/1/2053 | 6.00% | \*\* | 457727 |
| FNMA POOL #FS4471 2.5% 09-01-2042 BEO | 9/1/2042 | 2.50% | \*\* | 286873 |
| FNMA POOL #FS4480 4.5% 03-01-2050 BEO | 3/1/2050 | 4.50% | \*\* | 287959 |
| FNMA POOL #FS4570 5.0% 12-01-2047 | 12/1/2047 | 5.00% | \*\* | 805847 |
| FNMA POOL #FS4573 6% 05-01-2053 BEO | 1/1/2053 | 5.00% | \*\* | 914226 |
| FNMA POOL #FS4805 5.5% 05-01-2053 BEO | 5/1/2053 | 5.50% | \*\* | 442671 |
| FNMA POOL #FS4914 2.5% 10-01-2037 BEO | 10/1/2037 | 2.50% | \*\* | 632047 |
| FNMA POOL #FS5155 5% 07-01-2053 BEO | 7/1/2053 | 5.00% | \*\* | 1866796 |
| FNMA POOL #FS5191 2% 08-01-2042 BEO | 8/1/2042 | 2.00% | \*\* | 495576 |
| FNMA POOL #FS5306 6% 07-01-2053 BEO | 7/1/2053 | 6.00% | \*\* | 492728 |
| FNMA POOL #FS5365 3% 02-01-2050 BEO | 2/1/2050 | 3.00% | \*\* | 1897500 |
| FNMA POOL #FS5385 2.5% 04-01-2052 BEO | 4/1/2052 | 2.50% | \*\* | 1487452 |
| FNMA POOL #FS5647 5.5% 07-01-2053 BEO | 7/1/2053 | 5.50% | \*\* | 671848 |
| FNMA POOL #FS6072 2.5% 12-01-2036 BEO | 12/1/2036 | 2.50% | \*\* | 558281 |
| FNMA POOL #FS6451 5.5% 08-01-2053 BEO | 8/1/2053 | 5.50% | \*\* | 1013188 |
| FNMA POOL #FS6779 6.5% 12-01-2053 BEO | 12/1/2053 | 6.50% | \*\* | 435983 |
| FNMA POOL #FS7170 2.0% 08-01-2042 | 8/1/2042 | 2.00% | \*\* | 814607 |
| FNMA POOL #FS7180 2% 05-01-2042 BEO | 5/1/2042 | 2.00% | \*\* | 441658 |
| FNMA POOL #FS7294 5.5% 05-01-2044 | 5/1/2044 | 5.50% | \*\* | 639821 |
| FNMA POOL #FS7408 2.5% 04-01-2052 BEO | 4/1/2052 | 2.50% | \*\* | 2360566 |
| FNMA POOL #FS7624 6.5% 03-01-2054 BEO | 3/1/2054 | 6.50% | \*\* | 589340 |
| FNMA POOL #FS7849 2.5% 05-01-2052 BEO | 5/1/2052 | 2.50% | \*\* | 450316 |
| FNMA POOL #FS7997 6% 05-01-2054 BEO | 5/1/2054 | 6.00% | \*\* | 1531063 |
| FNMA POOL #FS8001 5.5% 06-01-2054 BEO | 6/1/2054 | 5.50% | \*\* | 356555 |
| FNMA POOL #FS8027 2.5% 03-01-2052 BEO | 3/1/2052 | 2.50% | \*\* | 901910 |
| FNMA POOL #FS8087 5.5% 06-01-2054 BEO | 6/1/2054 | 5.50% | \*\* | 1181006 |
| FNMA POOL #FS8398 2.5% 02-01-2035 BEO | 2/1/2035 | 2.50% | \*\* | 2722699 |
| FNMA POOL #G67717 4.0% DUE 11-01-2048 REG | 11/1/2048 | 4.00% | \*\* | 305097 |
| FNMA POOL #MA0006 4% 03-01-2039 BEO | 3/1/2039 | 4.00% | \*\* | 2732 |
| FNMA POOL #MA0214 5% 10-01-2029 BEO | 10/1/2029 | 5.00% | \*\* | 48204 |
| FNMA POOL #MA0243 5% 11-01-2029 BEO | 11/1/2029 | 5.00% | \*\* | 41381 |
| FNMA POOL #MA0295 5% 01-01-2030 BEO | 1/1/2030 | 5.00% | \*\* | 27971 |
| FNMA POOL #MA0583 4% 12-01-2040 BEO | 12/1/2040 | 4.00% | \*\* | 1308 |
| FNMA POOL #MA0706 4.5% 04-01-2031 BEO | 4/1/2031 | 4.50% | \*\* | 25639 |
| FNMA POOL #MA0734 4.5% DUE 05-01-2031 BEO | 5/1/2031 | 4.50% | \*\* | 89299 |
| FNMA POOL #MA0776 4.5% DUE 06-01-2031 BEO | 6/1/2031 | 4.50% | \*\* | 93526 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | 8/1/2031 | 4.50% | \*\* | 73866 |
| FNMA POOL #MA0919 3.5% 12-01-2031 BEO | 12/1/2031 | 3.50% | \*\* | 4088666 |
| FNMA POOL #MA0939 4.5% 12-01-2031 BEO | 12/1/2031 | 4.50% | \*\* | 68435 |
| FNMA POOL #MA1044 3% DUE 04-01-2042 BEO | 4/1/2042 | 3.00% | \*\* | 36440 |
| FNMA POOL #MA1045 3% 04-01-2027 BEO | 4/1/2031 | 4.50% | \*\* | 39545 |
| FNMA POOL #MA1125 4 07-01-2042 BEO | 7/1/2042 | 4.00% | \*\* | 70118 |
| FNMA POOL #MA1177 3.5% 09-01-2042 BEO | 9/1/2042 | 3.50% | \*\* | 61827 |
| FNMA POOL #MA1213 3.5% DUE 10-01-2042 BEO | 10/1/2042 | 3.50% | \*\* | 60776 |
| FNMA POOL #MA1272 3% 12-01-2042 BEO | 12/1/2042 | 3.00% | \*\* | 294151 |
| FNMA POOL #MA1373 3.5% 03-01-2043 BEO | 3/1/2043 | 3.50% | \*\* | 171547 |
| FNMA POOL #MA1458 3% 06-01-2043 BEO | 6/1/2043 | 3.00% | \*\* | 246203 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #MA1463 3.5% 06-01-2043 BEO | 6/1/2043 | 3.50% | \*\* | 384535 |
| FNMA POOL #MA1508 3.5% 07-01-2043 BEO | 7/1/2043 | 3.50% | \*\* | 110416 |
| FNMA POOL #MA1510 4% 07-01-2043 BEO | 7/1/2043 | 4.00% | \*\* | 115392 |
| FNMA POOL #MA1546 3.5% DUE 08-01-2043 BEO | 8/1/2043 | 3.50% | \*\* | 142700 |
| FNMA POOL #MA1553 2.5% 08-01-2028 BEO | 8/1/2028 | 2.50% | \*\* | 149157 |
| FNMA POOL #MA1591 4.5% 09-01-2043 BEO | 9/1/2043 | 4.50% | \*\* | 80991 |
| FNMA POOL #MA1629 4.5% 10-01-2043 BEO | 10/1/2043 | 4.50% | \*\* | 73597 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | 12/1/2043 | 4.50% | \*\* | 61279 |
| FNMA POOL #MA1728 5% 11-01-2033 BEO | 11/1/2033 | 5.00% | \*\* | 38024 |
| FNMA POOL #MA1772 3.5% 02-01-2034 BEO | 2/1/2034 | 3.50% | \*\* | 1903453 |
| FNMA POOL #MA2110 3.5% 12-01-2034 BEO | 12/1/2034 | 3.50% | \*\* | 379002 |
| FNMA POOL #MA2138 3.5% 01-01-2035 BEO | 1/1/2035 | 3.50% | \*\* | 228415 |
| FNMA POOL #MA2320 3% 07-01-2035 BEO | 7/1/2035 | 3.00% | \*\* | 120220 |
| FNMA POOL #MA2373 2.5% 08-01-2030 BEO | 8/1/2030 | 2.50% | \*\* | 24560 |
| FNMA POOL #MA2516 3% 01-01-2046 BEO | 1/1/2046 | 3.00% | \*\* | 202016 |
| FNMA POOL #MA2523 3% 02-01-2036 BEO | 2/1/2036 | 3.00% | \*\* | 499972 |
| FNMA POOL #MA2579 3% 04-01-2036 BEO | 4/1/2036 | 3.00% | \*\* | 369670 |
| FNMA POOL #MA2670 3% 07-01-2046 BEO | 7/1/2046 | 3.00% | \*\* | 662640 |
| FNMA POOL #MA2672 3% 07-01-2036 BEO | 7/1/2036 | 3.00% | \*\* | 1453926 |
| FNMA POOL #MA2707 3% 08-01-2036 BEO | 8/1/2036 | 3.00% | \*\* | 3076299 |
| FNMA POOL #MA2728 2.5% 08-01-2031 BEO | 8/1/2031 | 2.50% | \*\* | 236551 |
| FNMA POOL #MA2749 2.5% 09-01-2036 BEO | 9/1/2036 | 2.50% | \*\* | 529476 |
| FNMA POOL #MA2773 3% 10-01-2036 BEO | 10/1/2036 | 3.00% | \*\* | 1639302 |
| FNMA POOL #MA2798 2.5% 10-01-2031 BEO | 10/1/2031 | 2.50% | \*\* | 90855 |
| FNMA POOL #MA2806 3% DUE 11-01-2046 REG | 11/1/2046 | 3.00% | \*\* | 599287 |
| FNMA POOL #MA2832 3% 12-01-2036 BEO | 12/1/2036 | 3.00% | \*\* | 1170339 |
| FNMA POOL #MA2863 3% DUE 01-01-2047 BEO | 1/1/2047 | 3.00% | \*\* | 1890138 |
| FNMA POOL #MA2913 2.5% 02-01-2032 BEO | 2/1/2032 | 2.50% | \*\* | 71777 |
| FNMA POOL #MA2930 4% 03-01-2047 BEO | 3/1/2047 | 4.00% | \*\* | 76961 |
| FNMA POOL #MA2960 4% 04-01-2047 BEO | 4/1/2047 | 4.00% | \*\* | 458555 |
| FNMA POOL #MA2995 4% 05-01-2047 BEO | 5/1/2047 | 4.00% | \*\* | 374394 |
| FNMA POOL #MA3058 4% 07-01-2047 BEO | 7/1/2047 | 4.00% | \*\* | 59136 |
| FNMA POOL #MA3060 3% 07-01-2032 BEO | 7/1/2032 | 3.00% | \*\* | 757572 |
| FNMA POOL #MA3076 2.5% 07-01-2032 BEO | 7/1/2032 | 2.50% | \*\* | 453998 |
| FNMA POOL #MA3114 2.5% 08-01-2032 BEO | 8/1/2043 | 3.50% | \*\* | 510428 |
| FNMA POOL #MA3124 2.5% 09-01-2032 BEO | 1/1/2046 | 3.00% | \*\* | 483042 |
| FNMA POOL #MA3182 3.5% 11-01-2047 BEO | 11/1/2047 | 3.50% | \*\* | 1429450 |
| FNMA POOL #MA3183 4% 11-01-2047 BEO | 11/1/2047 | 4.00% | \*\* | 128854 |
| FNMA POOL #MA3210 3.5% 12-01-2047 BEO | 12/1/2047 | 3.50% | \*\* | 26627 |
| FNMA POOL #MA3211 4% DUE 12-01-2047 BEO | 12/1/2047 | 4.00% | \*\* | 305297 |
| FNMA POOL #MA3239 4% 01-01-2048 BEO | 1/1/2048 | 4.00% | \*\* | 681951 |
| FNMA POOL #MA3305 3.5% 03-01-2048 BEO | 3/1/2048 | 3.50% | \*\* | 8522896 |
| FNMA POOL #MA3310 4% 03-01-2038 BEO | 3/1/2038 | 4.00% | \*\* | 1381 |
| FNMA POOL #MA3333 4% 04-01-2048 BEO | 4/1/2048 | 4.00% | \*\* | 52663 |
| FNMA POOL #MA3356 3.5% 05-01-2048 BEO | 5/1/2048 | 3.50% | \*\* | 2114973 |
| FNMA POOL #MA3383 3.5% 06-01-2048 BEO | 6/1/2048 | 3.50% | \*\* | 7314977 |
| FNMA POOL #MA3385 4.5% 06-01-2048 BEO | 6/1/2048 | 4.50% | \*\* | 347078 |
| FNMA POOL #MA3442 3.5% 08-01-2048 BEO | 8/1/2048 | 3.50% | \*\* | 796482 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #MA3564 4.5% 01-01-2049 BEO | 1/1/2049 | 4.50% | \*\* | 161489 |
| FNMA POOL #MA3879 4.5% 12-01-2049 BEO | 12/1/2049 | 4.50% | \*\* | 1226659 |
| FNMA POOL #MA3897 3% 01-01-2035 BEO | 1/1/2035 | 3.00% | \*\* | 870647 |
| FNMA POOL #MA3937 3% 02-01-2050 BEO | 2/1/2050 | 3.00% | \*\* | 1649190 |
| FNMA POOL #MA3945 4.5% DUE 02-01-2050 BEO | 2/1/2050 | 4.50% | \*\* | 746127 |
| FNMA POOL #MA3960 3% 03-01-2050 BEO | 11/1/2052 | 4.50% | \*\* | 936735 |
| FNMA POOL #MA4014 3% 05-01-2035 BEO | 5/1/2035 | 3.00% | \*\* | 2254529 |
| FNMA POOL #MA4026 4% 05-01-2050 BEO | 5/1/2050 | 4.00% | \*\* | 1175910 |
| FNMA POOL #MA4031 4.5% 05-01-2050 BEO | 5/1/2050 | 4.50% | \*\* | 374704 |
| FNMA POOL #MA4047 2% 06-01-2050 BEO | 6/1/2050 | 2.00% | \*\* | 6363310 |
| FNMA POOL #MA4053 2.5% 06-01-2035 BEO | 6/1/2035 | 2.50% | \*\* | 2317841 |
| FNMA POOL #MA4093 2% 08-01-2040 BEO | 8/1/2040 | 2.00% | \*\* | 864900 |
| FNMA POOL #MA4099 2.5% 08-01-2035 BEO | 8/1/2035 | 2.50% | \*\* | 7824161 |
| FNMA POOL #MA4119 2% 09-01-2050 BEO | 9/1/2050 | 2.00% | \*\* | 3785157 |
| FNMA POOL #MA4128 2% 09-01-2040 BEO | 9/1/2040 | 2.00% | \*\* | 777265 |
| FNMA POOL #MA4157 1.5% 10-01-2050 BEO | 10/1/2050 | 1.50% | \*\* | 509950 |
| FNMA POOL #MA4158 2% DUE 10-01-2050 BEO | 10/1/2050 | 2.00% | \*\* | 6639942 |
| FNMA POOL #MA4177 2.5% 11-01-2040 BEO | 11/1/2040 | 2.50% | \*\* | 477396 |
| FNMA POOL #MA4181 1.5% 11-01-2050 BEO | 11/1/2050 | 1.50% | \*\* | 1113004 |
| FNMA POOL #MA4182 2% 11-01-2050 BEO | 11/1/2050 | 2.00% | \*\* | 3705874 |
| FNMA POOL #MA4209 1.5% 12-01-2050 BEO | 12/1/2050 | 1.50% | \*\* | 7090524 |
| FNMA POOL #MA4232 2% 01-01-2041 BEO | 1/1/2041 | 2.00% | \*\* | 215456 |
| FNMA POOL #MA4237 2% DUE 01-01-2051 BEO | 1/1/2051 | 2.00% | \*\* | 3393511 |
| FNMA POOL #MA4255 2% 02-01-2051 BEO | 2/1/2051 | 2.00% | \*\* | 13170075 |
| FNMA POOL #MA4281 2% 03-01-2051 BEO | 3/1/2051 | 2.00% | \*\* | 585601 |
| FNMA POOL #MA4285 2% 03-01-2031 BEO | 3/1/2031 | 2.00% | \*\* | 690160 |
| FNMA POOL #MA4305 2% 04-01-2051 BEO | 4/1/2051 | 2.00% | \*\* | 237293 |
| FNMA POOL #MA4306 2.5% 04-01-2051 BEO | 4/1/2051 | 2.50% | \*\* | 10202115 |
| FNMA POOL #MA4325 2.0% 05-01-2051 | 5/1/2051 | 2.00% | \*\* | 10825411 |
| FNMA POOL #MA4333 2% 05-01-2041 BEO | 5/1/2041 | 2.00% | \*\* | 4584272 |
| FNMA POOL #MA4364 2% 06-01-2041 BEO | 6/1/2041 | 2.00% | \*\* | 1056933 |
| FNMA POOL #MA4377 1.5% 07-01-2051 BEO | 7/1/2051 | 1.50% | \*\* | 9295299 |
| FNMA POOL #MA4380 3% 07-01-2051 BEO | 7/1/2051 | 3.00% | \*\* | 301864 |
| FNMA POOL #MA4389 1.5% 07-01-2031 BEO | 7/1/2031 | 1.50% | \*\* | 4077502 |
| FNMA POOL #MA4399 2.5% 08-01-2051 BEO | 8/1/2051 | 2.50% | \*\* | 1307983 |
| FNMA POOL #MA4414 2.5% 09-01-2051 BEO | 9/1/2051 | 2.50% | \*\* | 690354 |
| FNMA POOL #MA4422 2% 09-01-2041 BEO | 9/1/2041 | 2.00% | \*\* | 2311324 |
| FNMA POOL #MA4446 2% 10-01-2041 BEO | 10/1/2041 | 2.00% | \*\* | 772328 |
| FNMA POOL #MA4474 2% 11-01-2041 BEO | 11/1/2041 | 2.00% | \*\* | 838648 |
| FNMA POOL #MA4501 2% 12-01-2041 BEO | 12/1/2041 | 2.00% | \*\* | 2166562 |
| FNMA POOL #MA4523 2% 01-01-2032 BEO | 1/1/2032 | 2.00% | \*\* | 1446040 |
| FNMA POOL #MA4539 1.5% 02-01-2042 BEO | 2/1/2042 | 1.50% | \*\* | 332170 |
| FNMA POOL #MA4540 2% 02-01-2042 BEO | 2/1/2042 | 2.00% | \*\* | 1440246 |
| FNMA POOL #MA4571 2.5% 03-01-2042 BEO | 3/1/2042 | 2.50% | \*\* | 382274 |
| FNMA POOL #MA4579 3% 04-01-2052 BEO | 4/1/2052 | 3.00% | \*\* | 2962987 |
| FNMA POOL #MA4586 2% 04-01-2042 BEO | 4/1/2042 | 2.00% | \*\* | 393363 |
| FNMA POOL #MA4587 2.5% 04-01-2042 BEO | 4/1/2042 | 2.50% | \*\* | 911067 |
| FNMA POOL #MA4599 3% 05-01-2052 BEO | 5/1/2052 | 3.00% | \*\* | 3197085 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #MA4600 3.5% 05-01-2052 BEO | 5/1/2052 | 3.50% | \*\* | 812454 |
| FNMA POOL #MA4626 4% 06-01-2052 BEO | 6/1/2052 | 4.00% | \*\* | 2926333 |
| FNMA POOL #MA4643 3% 05-01-2042 BEO | 5/1/2042 | 3.00% | \*\* | 1039802 |
| FNMA POOL #MA4656 4.5% 07-01-2052 BEO | 7/1/2052 | 4.50% | \*\* | 275982 |
| FNMA POOL #MA4686 5% 06-01-2052 BEO | 6/1/2052 | 5.00% | \*\* | 1049960 |
| FNMA POOL #MA4700 4% 08-01-2052 BEO | 8/1/2052 | 4.00% | \*\* | 4078418 |
| FNMA POOL #MA4701 4.5% 08-01-2052 BEO | 8/1/2052 | 4.50% | \*\* | 232473 |
| FNMA POOL #MA4732 4% 09-01-2052 BEO | 9/1/2052 | 4.00% | \*\* | 47999158 |
| FNMA POOL #MA4733 4.5% 09-01-2052 BEO | 9/1/2052 | 4.50% | \*\* | 3738361 |
| FNMA POOL #MA4737 5% 08-01-2052 BEO | 8/1/2052 | 5.00% | \*\* | 358483 |
| FNMA POOL #MA4783 4% 10-01-2052 BEO | 10/1/2052 | 4.00% | \*\* | 6147668 |
| FNMA POOL #MA4785 5% 10-01-2052 BEO | 10/1/2052 | 5.00% | \*\* | 8438652 |
| FNMA POOL #MA4805 4.5% 11-01-2052 BEO | 11/1/2052 | 4.50% | \*\* | 1467077 |
| FNMA POOL #MA4807 5.5% 11-01-2052 BEO | 11/1/2052 | 5.50% | \*\* | 764161 |
| FNMA POOL #MA4840 4.5% 12-01-2052 BEO | 12/1/2052 | 4.50% | \*\* | 1587351 |
| FNMA POOL #MA4867 4.5% 01-01-2053 BEO | 1/1/2053 | 4.50% | \*\* | 3553955 |
| FNMA POOL #MA4894 6% 01-01-2053 BEO | 1/1/2053 | 6.00% | \*\* | 9745490 |
| FNMA POOL #MA4962 4% 03-01-2053 BEO | 3/1/2053 | 4.00% | \*\* | 167193 |
| FNMA POOL #MA4979 5.5% 04-01-2053 BEO | 4/1/2053 | 5.50% | \*\* | 1655894 |
| FNMA POOL #MA4980 6% 04-01-2053 BEO | 4/1/2053 | 6.00% | \*\* | 2133663 |
| FNMA POOL #MA5008 4.5% 05-01-2053 BEO | 5/1/2053 | 4.50% | \*\* | 22916329 |
| FNMA POOL #MA5010 5.5% 05-01-2053 BEO | 5/1/2053 | 5.50% | \*\* | 2290937 |
| FNMA POOL #MA5036 3% 04-01-2053 BEO | 4/1/2053 | 3.00% | \*\* | 538843 |
| FNMA POOL #MA5038 5% 06-01-2053 BEO | 6/1/2053 | 5.00% | \*\* | 1261855 |
| FNMA POOL #MA5108 6% 08-01-2053 BEO | 8/1/2053 | 6.00% | \*\* | 602827 |
| FNMA POOL #MA5139 6% 09-01-2053 BEO | 9/1/2053 | 6.00% | \*\* | 1111199 |
| FNMA POOL #MA5167 6.5% 10-01-2053 BEO | 10/1/2053 | 6.50% | \*\* | 1674126 |
| FNMA POOL #MA5191 6% 11-01-2053 BEO | 12/1/2049 | 4.50% | \*\* | 4249669 |
| FNMA POOL #MA5192 6.5% 11-01-2053 BEO | 11/1/2053 | 6.50% | \*\* | 224695 |
| FNMA POOL #MA5246 5.5% 01-01-2054 BEO | 1/1/2054 | 5.50% | \*\* | 727955 |
| FNMA POOL #MA5794 6.5% 08-01-2055 BEO | 8/1/2055 | 6.50% | \*\* | 8338945 |
| FNMA POOL #SB0623 2.5% 03-01-2037 | 3/1/2037 | 2.50% | \*\* | 1020266 |
| FNMA POOL #SD8323 5.0% 05-01-2053 | 5/1/2053 | 5.00% | \*\* | 35943405 |
| FNMA POOL #ZT1857 4.5% DUE 03-01-2049 | 3/1/2049 | 4.50% | \*\* | 17085443 |
| FNMA POOL AT3389 3 DUE 08-01-2043 REG | 8/1/2043 | 3.00% | \*\* | 111505 |
| FNMA POOL AU4346 3.5 DUE 07-01-2043 REG | 7/1/2043 | 3.50% | \*\* | 253393 |
| FNMA POOL CA0243 4.5% DUE 08-01-2047 | 8/1/2047 | 4.50% | \*\* | 88792 |
| FNMA POOL FN #BZ0254 4.66% 01-01-2029 | 1/1/2029 | 4.66% | \*\* | 1666153 |
| FNMA POOL FN #BZ3419 4.32% 03-01-2030 | 3/1/2030 | 4.32% | \*\* | 1008661 |
| FNMA POOL FN FS7902 6.5% 12-01-2053 | 12/1/2053 | 6.50% | \*\* | 273105 |
| FNMA POOL# AN6729 2.81% 09-01-2027 | 9/1/2027 | 2.81% | \*\* | 4170693 |
| FNMA POOL# BZ0820 4.66% 04-01-2029 | 4/1/2029 | 4.66% | \*\* | 2025172 |
| FNMA POOL# SB0799 2.5% 01-01-2028 | 1/1/2028 | 2.50% | \*\* | 716388 |
| FNMA POOL#CA1535 3.5% 02-01-2048 REG | 2/1/2048 | 3.50% | \*\* | 3396749 |
| FNMA PREASSIGN 00800 5.5 03-25-2033 | 3/25/2033 | 5.50% | \*\* | 20611 |
| FNMA PRIN PMT ON 7.25% 2030 DEB 05-15-2030 (UNDDATE) | 5/15/2030 | —% | \*\* | 1356483 |
| FNMA REMIC 2004-40 CL-FY FRN 05-25-2034 | 5/25/2034 | 4.44% | \*\* | 353484 |
| FNMA REMIC 2017-77 CL-CA 2.0% DUE 10-25-2047 | 10/25/2047 | 2.00% | \*\* | 377259 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA REMIC SER 03-85 CL PZ 5% 09-25-2033REG | 9/25/2033 | 5.00% | \*\* | 673296 |
| FNMA REMIC SER 07-15 CL BF FLTG 03-25-2037 | 3/25/2037 | 4.29% | \*\* | 1043639 |
| FNMA REMIC SER 09-62 SER BY 4.0% DUE 08-25-2029 BEO | 8/25/2029 | 4.00% | \*\* | 518777 |
| FNMA REMIC SER 10-21 CL FA FLTG 03-25-2040 | 3/25/2040 | 4.74% | \*\* | 1129722 |
| FNMA REMIC SER 12-128 CL JC 1.5% 09-25-2042 | 9/25/2042 | 1.50% | \*\* | 867944 |
| FNMA REMIC SER 13-37 CL JA 1.75% DUE 06-25-2042 | 6/25/2042 | 1.75% | \*\* | 64713 |
| FNMA REMIC SER 16-49 CL-BA 2.5% 11-25-2041 | 11/25/2041 | 2.50% | \*\* | 129819 |
| FNMA REMIC SER 16-60 CL Q 1.75% 09-25-2046 | 9/25/2046 | 1.75% | \*\* | 405480 |
| FNMA REMIC SER 17-15 CL KG 2.5% 03-25-2032 | 3/25/2032 | 2.50% | \*\* | 2103901 |
| FNMA REMIC SER 2003-W1 CL IA-1 4.68634 12-25-2042 | 12/25/2042 | 4.69% | \*\* | 42076 |
| FNMA REMIC SER 2003-W15 CL 1A1 6.5 07-25-2043 | 7/25/2043 | 6.50% | \*\* | 14555 |
| FNMA REMIC SER 2005-70 CL NA 5.5 08-25-2035 | 8/25/2035 | 5.50% | \*\* | 7039 |
| FNMA REMIC SER 2005-83 CL LA 5.5 10-25-2035 | 10/25/2035 | 5.50% | \*\* | 592580 |
| FNMA REMIC SER 2007-73 CL A1 FLT RT 07-25-2037 | 7/25/2037 | 4.05% | \*\* | 69380 |
| FNMA REMIC SER 2013-133 CL-LA 3.0% 01-25-2033 | 1/25/2033 | 3.00% | \*\* | 61551 |
| FNMA REMIC SER 2013-9 CL CB 5.50 04-25-2042 | 4/25/2042 | 5.50% | \*\* | 975484 |
| FNMA REMIC SER 2014-87 CL-JB 3.0% 01-25-2045 | 1/25/2045 | 3.00% | \*\* | 280157 |
| FNMA REMIC SER 2015-33 CL-P 2.5% DUE 06-25-2045 | 6/25/2045 | 2.50% | \*\* | 251304 |
| FNMA REMIC SR 12-128 CL QC 1.75% 06-25-2042 | 6/25/2042 | 1.75% | \*\* | 63701 |
| FNMA REMIC SR 12-146 CL KC 2.0% 11-25-2042 | 11/25/2042 | 2.00% | \*\* | 107559 |
| FNMA REMIC SR 16-55 CL-AC 1.75% 01-25-2038 | 1/25/2038 | 1.75% | \*\* | 13019102 |
| FNMA REMIC SR 2009-88 CL-MA 4.5% 10-25-2039 | 10/25/2039 | 4.50% | \*\* | 13443 |
| FNMA REMIC SR 2017-46 CLLB 3.5 12-25-2052 | 12/25/2052 | 3.50% | \*\* | 102837 |
| FNMA REMIC SR 2018-21 CL CA 3.5% 04-25-2045 | 4/25/2045 | 3.50% | \*\* | 96111 |
| FNMA REMIC TR 18-35 CL-EA 3.0% 05-25-2048 | 5/25/2048 | 3.00% | \*\* | 2523783 |
| FNMA REMIC TR 2001-81 CL-HE 6.5 01-25-2032 | 1/25/2032 | 6.50% | \*\* | 97065 |
| FNMA REMIC TR 2004-38 CL-FK FLTG RATE 05-25-2034 | 5/25/2034 | 4.34% | \*\* | 51457 |
| FNMA REMIC TR 2004-W1 CL-1A7 5.681 11-25-2043 | 11/25/2043 | 5.68% | \*\* | 103839 |
| FNMA REMIC TR 2005-64 CL-PL 5.5% 07-25-2035 | 7/25/2035 | 5.50% | \*\* | 82506 |
| FNMA REMIC TR 2005-84 CL-XM 5.75 10-25-2035 | 10/25/2035 | 5.75% | \*\* | 175148 |
| FNMA REMIC TR 2006-48 CL-TF VAR RATE 06-25-2036 | 6/25/2036 | 4.39% | \*\* | 7278 |
| FNMA REMIC TR 2007-100 CL-YF FLT RATE DUE 10-25-2037 | 10/25/2037 | 4.54% | \*\* | 221634 |
| FNMA REMIC TR 2009-103 CL-FM VAR RATE 11-25-2039 | 11/25/2039 | 4.69% | \*\* | 791556 |
| FNMA REMIC TR 2009-19 CL-PW 4.5 10-25-2036 | 10/25/2036 | 4.50% | \*\* | 730934 |
| FNMA REMIC TR 2009-29 CL-LA VAR RATE 05-25-2039 | 5/25/2039 | 1.07% | \*\* | 267757 |
| FNMA REMIC TR 2009-73 CL-AB 4.0% 09-25-2029 | 9/25/2029 | 4.00% | \*\* | 355410 |
| FNMA REMIC TR 2009-87 CL-NF VAR RATE 11-25-2039 | 11/25/2039 | 4.74% | \*\* | 229996 |
| FNMA REMIC TR 2009-W1 CL-A 6.0% DUE 12-25-2049 REG | 12/25/2049 | 5.99% | \*\* | 11261 |
| FNMA REMIC TR 2010-107 CL-KF FLTG RATE 03-25-2036 | 3/25/2036 | 4.39% | \*\* | 52405 |
| FNMA REMIC TR 2010-115 CL-FD VAR 4.21176% 11-25-2039 | 11/25/2039 | 4.39% | \*\* | 428864 |
| FNMA REMIC TR 2010-135 CL-BM 4.0% DUE 12-25-2040 | 12/25/2040 | 4.00% | \*\* | 566299 |
| FNMA REMIC TR 2010-155 CL-PC 4% 02-25-2040 | 2/25/2040 | 4.00% | \*\* | 391910 |
| FNMA REMIC TR 2010-26 CL-F FLTG RATE DUE 11-25-2036 | 11/25/2036 | 4.76% | \*\* | 1100313 |
| FNMA REMIC TR 2010-43 CL-MC 3.5 DUE 05-25-2040 REG | 5/25/2040 | 3.50% | \*\* | 2977 |
| FNMA REMIC TR 2011-44 CL-EB 3 05-25-2026/01-25-2026 | 5/25/2026 | 3.00% | \*\* | 523 |
| FNMA REMIC TR 2012-132 CL-KH 1.75% 12-25-2032 | 12/25/2032 | 1.75% | \*\* | 9039389 |
| FNMA REMIC TR 2012-54 CL-WA 3.0% DUE 04-25-2032 REG | 4/25/2032 | 3.00% | \*\* | 27324 |
| FNMA REMIC TR 2012-68 CL-NA 2 DUE 03-25-2042 REG | 3/25/2042 | 2.00% | \*\* | 129559 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA REMIC TR 2012-90 CL-DA 1.5 03-25-2042 | 3/25/2042 | 1.50% | \*\* | 43602 |
| FNMA REMIC TR 2012-93 CL-DP 1.5% 09-25-2027 | 9/25/2027 | 1.50% | \*\* | 266091 |
| FNMA REMIC TR 2013-115 CL-DZ 3% 10-25-2033 | 10/25/2033 | 3.00% | \*\* | 1147603 |
| FNMA REMIC TR 2013-126 CL-EZ PRIN ONLY 301-25-2038 | 1/25/2038 | 3.00% | \*\* | 757006 |
| FNMA REMIC TR 2013-15 CL-CP 1.75 % 04-25-2041 | 4/25/2041 | 1.75% | \*\* | 85167 |
| FNMA REMIC TR 2013-20 CL-YC 1.75% 03-25-2042 | 3/25/2042 | 1.75% | \*\* | 394488 |
| FNMA REMIC TR 2013-57 CL-DG 3.5 06-25-2028 | 6/25/2028 | 3.50% | \*\* | 38220 |
| FNMA REMIC TR 2013-58 CL-KJ 3 DUE 02-25-2043 | 2/25/2043 | 3.00% | \*\* | 1543601 |
| FNMA REMIC TR 2013-59 CL-HC 1.5 06-25-2028 | 6/25/2028 | 1.50% | \*\* | 30940 |
| FNMA REMIC TR 2013-6 CL-NE 2.0% DUE 11-25-2032 REG | 11/25/2032 | 2.00% | \*\* | 137142 |
| FNMA REMIC TR 2013-86 CL-LC 3 02-25-2043 | 2/25/2043 | 3.00% | \*\* | 203017 |
| FNMA REMIC TR 2013-90 CL-PD 3% 09-25-2042 | 9/25/2042 | 3.00% | \*\* | 365619 |
| FNMA REMIC TR 2013-93 CL-PJ 3 07-25-2042 REG | 7/25/2042 | 3.00% | \*\* | 358830 |
| FNMA REMIC TR 2013-96 CL-FY VAR RATE 07-25-2042 | 7/25/2042 | 4.34% | \*\* | 1180690 |
| FNMA REMIC TR 2014-32 CL-DK 3.0% 08-25-2043 | 8/25/2043 | 3.00% | \*\* | 234113 |
| FNMA REMIC TR 2015-53 CL-MA 2.5 06-25-2045 | 6/25/2045 | 2.50% | \*\* | 527844 |
| FNMA REMIC TR 2015-79 CL-FE VAR RATE 11-25-2045 | 11/25/2045 | 4.24% | \*\* | 79684 |
| FNMA REMIC TR 2016-10 CL-MA 1.5 10-25-2044 | 10/25/2044 | 1.50% | \*\* | 173397 |
| FNMA REMIC TR 2016-100 CL-WF VAR RATE 01-25-2047 | 1/25/2047 | 4.64% | \*\* | 1128969 |
| FNMA REMIC TR 2016-12 CL-EG 2 05-25-2032 | 5/25/2032 | 2.00% | \*\* | 922997 |
| FNMA REMIC TR 2016-14 CL-PN 4% 01-25-2046 | 1/25/2046 | 4.00% | \*\* | 422593 |
| FNMA REMIC TR 2016-3 CL-HB 2% 10-25-2031 | 10/25/2031 | 2.00% | \*\* | 188423 |
| FNMA REMIC TR 2016-6 CL-AD 2.5% 04-25-2034 | 4/25/2034 | 2.50% | \*\* | 161317 |
| FNMA REMIC TR 2016-75 CL-LA 2.5% DUE 05-25-2045 REG | 5/25/2045 | 2.50% | \*\* | 389096 |
| FNMA REMIC TR 2016-8 CL-FB VAR 4.21176% 03-25-2046 | 3/25/2046 | 4.39% | \*\* | 4047510 |
| FNMA REMIC TR 2016-84 CL-DF VAR RATE 11-25-2046 | 11/25/2046 | 4.56% | \*\* | 731208 |
| FNMA REMIC TR 2016-97 CL-CF VAR RATE 12-25-2056 | 12/25/2056 | 4.56% | \*\* | 235758 |
| FNMA REMIC TR 2020-77 CL-DP .75% 11-25-2050 | 11/25/2050 | 0.75% | \*\* | 3368915 |
| FNMA REMIC TR 2021-M900 CL-A1 .833% 12-25-2030 | 12/25/2030 | 0.83% | \*\* | 1343300 |
| FNMA REMIC TR 2022-M8 CL-A1 VAR 1.93614%12-25-2031 | 12/25/2031 | 1.94% | \*\* | 1532784 |
| FNMA REMIC TR 2024-104 CL-FA VAR 4.74728% 01-25-2055 | 1/25/2055 | 4.92% | \*\* | 1721696 |
| FNMA REMIC TR 2025-19 CL-FC VAR 4.85728%03-25-2055 | 3/25/2055 | 5.03% | \*\* | 435503 |
| FNMA REMIC TR 2025-24 CL-FB VAR 4.59728%03-25-2055 | 3/25/2055 | 4.77% | \*\* | 785317 |
| FNMA REMIC TR SER 06-106 CL FC FLTG DUE 11-25-2036 REG | 11/25/2036 | 4.40% | \*\* | 251837 |
| FNMA REMIC TR SER 13-99 CL BD 2% 08-25-2041 | 8/25/2041 | 2.00% | \*\* | 86976 |
| FNMA REMIC TR SER 2013-12 CL-P 1.75% DUE 11-25-2041 REG | 11/25/2041 | 1.75% | \*\* | 248960 |
| FNMA REMIC TR SR 12-128 CL WB 1.5% 10-25-2032 | 10/25/2032 | 1.50% | \*\* | 299406 |
| FNMA REMIC TR SR 2010-130 CL-EF VAR RATE 11-25-2040 | 11/25/2040 | 4.44% | \*\* | 59377 |
| FNMA REMIC TR SR 2010-135 CL-CA 2.0% 04-25-2040 | 4/25/2040 | 2.00% | \*\* | 12482 |
| FNMA REMIC TRUST SER 23-M4 CL A2 VAR RT DUE 08-25-2032 | 9/25/2032 | 3.77% | \*\* | 193371 |
| FNMA SER 07-15 CL CF FLT RT DUE 03-25-2037 REG | 3/25/2037 | 4.36% | \*\* | 94252 |
| FNMA SER 10-118 CLS FN VAR RT 10-25-2040 | 10/25/2040 | 4.39% | \*\* | 3308160 |
| FNMA SER 12-139 CL CA 2.0% 11-25-2042 REG | 11/25/2042 | 2.00% | \*\* | 243041 |
| FNMA SER 12-35 CL PL 2.0% DUE 11-25-2041 REG | 11/25/2041 | 2.00% | \*\* | 93321 |
| FNMA SER 12-93 CL FL FLTG DUE 09-25-2032 BEO | 9/25/2032 | 4.39% | \*\* | 418968 |
| FNMA SER 13-137 CL BA 1.5% 01-25-2029 | 1/25/2029 | 1.50% | \*\* | 188779 |
| FNMA SER 13-4 CLS GB 3.92 02-25-2043 | 2/25/2043 | 1.75% | \*\* | 178795 |
| FNMA SER 13-44 CLS PB 1.75% DUE 01-25-2043 | 1/25/2043 | 1.75% | \*\* | 287051 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA SER 13-6 CLS NC 1.5% 11-25-2032 | 11/25/2032 | 1.50% | \*\* | 272732 |
| FNMA SER 14-35 CLS CA 3.5 06-25-2044 | 6/25/2044 | 3.50% | \*\* | 355010 |
| FNMA SER 14-67 CL HC 3.0% 03-25-2044 | 3/25/2044 | 3.00% | \*\* | 3454 |
| FNMA SER 15-79 CLS FA FLTG 11-25-2045 | 11/25/2045 | 4.24% | \*\* | 5191261 |
| FNMA SER 16-2 CLS HA 3 12-25-2041 | 12/25/2041 | 3.00% | \*\* | 110799 |
| FNMA SER 16-8 CLS HA 3.0% 06-25-2027 | 6/25/2027 | 3.00% | \*\* | 53859 |
| FNMA SER 18-70 CLS HA 3.5% 10-25-2056 | 10/25/2056 | 3.50% | \*\* | 3116862 |
| FNMA SER 19-28 CL FJ FLTG DUE 06-25-2059 REG | 6/25/2059 | 4.44% | \*\* | 1379183 |
| FNMA SER 2010-54 CL FT FRN 04-25-2037 | 4/25/2037 | 4.75% | \*\* | 2925957 |
| FNMA SER 2010-58 CL NK 3% 05-25-2040 | 5/25/2040 | 3.00% | \*\* | 3639 |
| FNMA SER 2010-64 CL DM 05/01/2010 5 06/25/2040 | 6/25/2040 | 5.00% | \*\* | 30242 |
| FNMA SER 2012-102 CL GA 1.375 DUE 09-25-2027 REG | 9/25/2027 | 1.38% | \*\* | 200026 |
| FNMA SER 2012-145 CL DC 1.5 DUE 01-25-2028 | 1/25/2028 | 1.50% | \*\* | 39354 |
| FNMA SER 2012-28 CL B 6.5 06-25-2039 | 6/25/2039 | 6.50% | \*\* | 2548 |
| FNMA SER 2013-23 CL-NH 2% 03-25-2028 | 3/25/2028 | 2.00% | \*\* | 50246 |
| FNMA SER 2013-9 CL BC 6.5 07-25-2042 | 7/25/2042 | 6.50% | \*\* | 514202 |
| FNMA SER 2016-76 CL-ME 3.0% 01-25-2046 | 1/25/2046 | 3.00% | \*\* | 1229821 |
| FNMA SER 2017-M12 CL A2 FLTG RT 06-25-2027 | 6/25/2027 | 3.06% | \*\* | 188857 |
| FNMA SER 2017-M5 CL A2 3.303% 04-25-2029 | 4/25/2029 | 3.02% | \*\* | 103570 |
| FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG | 6/25/2027 | 2.90% | \*\* | 721548 |
| FNMA SER 2018-17 CL EA 3.5% DUE 11-25-2047 | 11/25/2047 | 3.50% | \*\* | 258568 |
| FNMA SER 2018-M3 CL A2 3.1935% 02-25-2030 | 2/25/2030 | 3.07% | \*\* | 190990 |
| FNMA SER 2018-M4 CL A2 VAR RT DUE 03-25-2028 REG | 3/25/2028 | 3.07% | \*\* | 289116 |
| FNMA SER 2019-M4 CL A2 3.61% 02-25-2031 REG | 2/25/2031 | 3.61% | \*\* | 330436 |
| FNMA SER 20-37 CL FH FLTG RT 06-25-2050 | 6/25/2050 | 4.39% | \*\* | 872864 |
| FNMA SER 20-79 CLS JA 1.5% 11-25-2050 | 11/25/2050 | 1.50% | \*\* | 1546936 |
| FNMA SER 21-M2G CL A1 1.198% 03-25-2031 REG | 3/25/2031 | 1.20% | \*\* | 5421291 |
| FNMA SER 24-8 CL A 5.5 05-25-2050 | 5/25/2050 | 5.50% | \*\* | 4847240 |
| FNMA SERIES 2013-5 CLASS MP 3.5 02-25-2043 | 2/25/2043 | 3.50% | \*\* | 368585 |
| FNMA SR 05-79 CL UC 5.75 09-25-2035 | 9/25/2035 | 5.75% | \*\* | 408314 |
| FNMA SR 06-101 CL FC VAR RT 07-25-2036 | 7/25/2036 | 4.29% | \*\* | 27528 |
| FNMA SR 11-64 CL DT 5.8 07-25-2041 | 7/25/2041 | 5.80% | \*\* | 1564111 |
| FNMA SR 13-54 CL-CA 3.0% 06-25-2033 | 6/25/2033 | 3.00% | \*\* | 1253964 |
| FNMA SR 16-55 CL DC 2.5% 12-25-2034 | 12/25/2034 | 2.50% | \*\* | 1163494 |
| FNMA SR 17-86 CL AF VAR RT 11-25-2057 | 11/25/2057 | 4.44% | \*\* | 5486564 |
| FNMA SR 19-60 CL BA 2.5% 10-25-2049 | 10/25/2049 | 2.50% | \*\* | 87556 |
| FNMA SR 2013-104 CL-ZT 3.0% 10-25-2033 | 10/25/2033 | 3.00% | \*\* | 1859666 |
| FNMA SR 2013-26 CL-JD 3.0% 04-25-2033 | 4/25/2033 | 3.00% | \*\* | 774039 |
| FNMA SR 2017-M7 CL A2 VAR RT 02-25-2027 | 2/25/2027 | 2.96% | \*\* | 167451 |
| FNMA SR 25-52 CL FB FLTG RT 07-25-2055 | 7/25/2055 | 5.07% | \*\* | 3686818 |
| FNMA SR 25-62 CL BA 5.5% 11-25-2051 | 11/25/2051 | 5.50% | \*\* | 3305974 |
| FNMA TRANCHE 05-25-2027 | 5/25/2027 | 3.06% | \*\* | 242015 |
| FNMA TRANCHE 12-25-2026 | 12/25/2026 | 2.57% | \*\* | 297870 |
| FNMA TRANCHE 3.5 10-25-2042 | 10/25/2042 | 3.50% | \*\* | 34858 |
| FNMA TRANCHE SER 2013-1 CL LA 1.25 02-25-2028 | 2/25/2028 | 1.25% | \*\* | 233921 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | 2/25/2044 | 7.00% | \*\* | 6493 |
| FOCALTECH SYSTEMS TWD10 |  |  | \*\* | 113534 |
| FOCUS MEDIA INFORM 'A'CNY1 |  |  | \*\* | 845550 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FOCUS TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT) |  |  | \*\* | 24913 |
| FORCE MOTORS LTD INR10 |  |  | \*\* | 293116 |
| FORD AUTO 6.082% 15/10/2029 | 10/15/2029 | 6.08% | \*\* | 1990880 |
| FORD CR AUTO LEASE 5.05% DUE 06-15-2027 | 6/15/2027 | 5.05% | \*\* | 1104661 |
| FORD CR AUTO LEASE 5.06% DUE 05-15-2027 | 5/15/2027 | 5.06% | \*\* | 991001 |
| FORD CR AUTO OWNER 1.53% DUE 05-15-2034 | 5/15/2034 | 1.53% | \*\* | 489839 |
| FORD CR AUTO OWNER 1.61% DUE 10-17-2033 | 10/17/2033 | 1.61% | \*\* | 714304 |
| FORD CR AUTO OWNER 1.91% DUE 05-15-2034 | 5/15/2034 | 1.91% | \*\* | 1176158 |
| FORD CR AUTO OWNER 4.86% DUE 08-15-2037 | 8/15/2037 | 4.86% | \*\* | 8487072 |
| FORD CR AUTO OWNER 5.53% DUE 09-15-2028 | 9/15/2028 | 5.53% | \*\* | 3689712 |
| FORD CR AUTO OWNER TR 2025-B SER 25-B CL-A2A 3.88% 06-15-2028 | 6/15/2028 | 3.88% | \*\* | 8677795 |
| FORD CR FLOORPLAN 4.92% DUE 05-15-2028 | 5/15/2028 | 4.92% | \*\* | 3410842 |
| FORD CR FLOORPLAN 5.24% DUE 04-15-2031 | 4/15/2031 | 5.24% | \*\* | 2534995 |
| FORD CR FLOORPLAN MASTER OWNER TR SER 18-4 CL A 4.06% 11-15-2030 REG | 11/15/2030 | 4.06% | \*\* | 4830807 |
| FORD CR FLOORPLAN MASTER OWNER TR SR 25-1 CL A1 4.63% 04-15-2030 | 4/15/2030 | 4.63% | \*\* | 3050464 |
| FORD CREDIT AUTO OWNER TRUST SER 23-A CL A3 4.65% DUE 02-15-2028 | 2/15/2028 | 4.65% | \*\* | 3038854 |
| FORD CREDIT AUTO OWNER TRUST SER 24-B CLS A3 5.1% 04-15-2029 | 4/15/2029 | 5.10% | \*\* | 1164810 |
| FORD FNDTN 2.815% DUE 06-01-2070 | 6/1/2070 | 2.82% | \*\* | 133065 |
| FORD MOTOR CREDIT CO LLC 5.8% 03-05-2027 | 3/5/2027 | 5.80% | \*\* | 303769 |
| FORD MOTOR CREDIT CO LLC 5.875% 11-07-2029 | 11/7/2029 | 5.88% | \*\* | 4560607 |
| FORD MOTOR CREDIT CO LLC 6.125% 03-08-2034 | 3/8/2034 | 6.12% | \*\* | 5801744 |
| FORD MOTOR CREDIT CO LLC 6.95% 06-10-2026 | 6/10/2026 | 6.95% | \*\* | 3163269 |
| FORD MOTOR CREDIT CO LLC 7.35% DUE 11-04-2027 BEO | 11/4/2027 | 7.35% | \*\* | 631562 |
| FORD MTR CO DEL 3.25% 02-12-2032 | 2/12/2032 | 3.25% | \*\* | 379428 |
| FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01 |  |  | \*\* | 1648029 |
| FORD MTR CR CO LLC 4.0% DUE 11-13-2030 BEO | 11/13/2030 | 4.00% | \*\* | 755630 |
| FORD MTR CR CO LLC 4.125% DUE 08-17-2027 | 8/17/2027 | 4.12% | \*\* | 1234838 |
| FORD MTR CR CO LLC 4.95% 05-28-2027 | 5/28/2027 | 4.95% | \*\* | 401494 |
| FORD MTR CR CO LLC 5.8% 03-08-2029 | 3/8/2029 | 5.80% | \*\* | 2380015 |
| FORD MTR CR CO LLC 5.918% 03-20-2028 | 3/20/2028 | 5.92% | \*\* | 1023462 |
| FORD OTOMOTIV SAN TRY1 |  |  | \*\* | 296979 |
| FORESTAR GROUP INC COM |  |  | \*\* | 225167 |
| FORFARMERS NV EUR0.01 |  |  | \*\* | 507815 |
| FORTERRA PLC ORD GBP0.01 |  |  | \*\* | 770900 |
| FORTESCUE LTD NPV |  |  | \*\* | 145438 |
| FORTIS HEALTHCARELIMITED. W.E.F |  |  | \*\* | 266215 |
| FORTIS INC 3.055% DUE 10-04-2026 | 10/4/2026 | 3.06% | \*\* | 204311 |
| FORTIS INC COM NPV |  |  | \*\* | 947475 |
| FORTIS INC COM STK |  |  | \*\* | 10700 |
| FORTUNA MNG CORP COM |  |  | \*\* | 1440050 |
| FORUM ENERGY TECHNOLOGIES INC COM NEW |  |  | \*\* | 205701 |
| FORVIA EUR7 |  |  | \*\* | 895209 |
| FOSITEK CORP TWD10 |  |  | \*\* | 206871 |
| FOX CORP CL A CL A |  |  | \*\* | 473201 |
| FOX CORP CL B CL B |  |  | \*\* | 168688 |
| FOXCONN TECH CO TWD10 |  |  | \*\* | 37310 |
| FRANCO NEV CORP COM STK |  |  | \*\* | 1264408 |
| FRANKLIN COVEY CO COM |  |  | \*\* | 31546 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FREDDIE MAC 1.3% 08-27-2032 | 8/27/2032 | 1.30% | \*\* | 422736 |
| FREDDIE MAC 01/02/2051 2% 02-01-2051 | 2/1/2051 | 2.00% | \*\* | 232947 |
| FREDDIE MAC 1.5% 09-02-2033 | 9/2/2033 | 1.50% | \*\* | 82128 |
| FREDDIE MAC 1.5% 08-10-2025 | 8/10/2035 | 1.50% | \*\* | 186867 |
| FREDDIE MAC 4.5% 01/01/2040 4.5% 01-01-2040 | 1/1/2040 | 4.50% | \*\* | 1403350 |
| FREDDIE MAC FR QG9541 6% 08-01-2053 | 8/1/2053 | 6.00% | \*\* | 192554 |
| FREDDIE MAC FR QJ0915 6% 08-01-2054 | 8/1/2054 | 6.00% | \*\* | 228687 |
| FREDDIE MAC FR RA7346 3% 06-01-2052 | 6/1/2052 | 3.00% | \*\* | 2126721 |
| FREDDIE MAC FR SD1441 4% 08-01-2052 | 8/1/2052 | 4.00% | \*\* | 130525 |
| FREDDIE MAC FR SD2864 3% 03-01-2052 | 3/1/2052 | 3.00% | \*\* | 4434979 |
| FREDDIE MAC MSCR TR MN12 NT CL M-1 144A 5.44728% 11-25-2045 | 11/25/2045 | 5.62% | \*\* | 365019 |
| FREDDIE MAC POOL #G08847 4% 11-01-2048 BEO | 11/1/2048 | 4.00% | \*\* | 5414206 |
| FREDDIE MAC POOL #SD1749 2.5% 04-01-2052 | 4/1/2052 | 2.50% | \*\* | 269623 |
| FREDDIE MAC POOL FR QH2780 5.50% 5.5% 09-01-2053 | 9/1/2053 | 5.50% | \*\* | 28880 |
| FREDDIE MAC POOL FR QI9919 5% 07-01-2054 | 7/1/2054 | 5.00% | \*\* | 196009 |
| FREDDIE MAC POOL FR SB1233 2.5% 2.5% 10-01-2032 | 10/1/2032 | 2.50% | \*\* | 3283455 |
| FREDDIE MAC POOL FR SI2103 2% 08-01-2050 | 8/1/2050 | 2.00% | \*\* | 296557 |
| FREDDIE MAC RA7026 3% 03-01-2052 | 3/1/2052 | 3.00% | \*\* | 3190220 |
| FREDDIE MAC RJ0136 4.5% 12-01-2053 | 12/1/2053 | 4.50% | \*\* | 6170593 |
| FREDDIE MAC SB1364 2.5% 02-01-2035 | 2/1/2035 | 2.50% | \*\* | 6545337 |
| FREDDIE MAC SER 005334 CL GA 6% 07-25-2045 | 7/25/2045 | 6.00% | \*\* | 2863141 |
| FREDDIE MAC SER 3914 CL NA 4.0% 06-15-2039 | 6/15/2039 | 4.00% | \*\* | 171550 |
| FREDDIE MAC SER 4000 CL PJ 3.0% 01-15-2042 | 1/15/2042 | 3.00% | \*\* | 16759 |
| FREDDIE MAC SER 4102 CL CE 1.5% 11-15-2040 | 11/15/2040 | 1.50% | \*\* | 16176 |
| FREDDIE MAC SER 5502 CL FD FLTG 02-25-2055 | 2/25/2055 | 5.47% | \*\* | 789250 |
| FREDDIE MAC SER 5511 CL FB 5.72859% 03-25-2055 | 3/25/2055 | 5.27% | \*\* | 792394 |
| FREDDIE MAC SR 5387 CL KG 5.25% 05-25-2051 | 5/25/2051 | 5.25% | \*\* | 3046063 |
| FREDDIE MAC SR 5439 CL FK FLTG RT 08-25-2054 | 8/25/2054 | 4.87% | \*\* | 2395409 |
| FREDDIE MAC SR 5481 CL FA FLTG RT 12-25-2054 | 12/25/2054 | 5.27% | \*\* | 2427582 |
| FREDDIE MAC SR 5483 CL FD FLTG RT 12-25-2054 | 12/25/2054 | 5.17% | \*\* | 665045 |
| FREDDIE MAC SR 5499 CL FH FLTG 02-25-2055 | 2/25/2055 | 5.07% | \*\* | 2081261 |
| FREDDIE MAC SR 5502 CL EF FLTG 02-25-2055 | 2/25/2055 | 5.27% | \*\* | 23627881 |
| FREDDIE MAC SR 5507 CL FG FRN 02-25-2055 | 2/25/2055 | 5.27% | \*\* | 6258298 |
| FREDDIE MAC SR 5513 CL MF FLTG RT 11-25-2054 | 11/25/2054 | 4.81% | \*\* | 26545107 |
| FREDDIEMAC STRIP FLTG 6.22809% 10-25-2053 | 10/25/2053 | 4.77% | \*\* | 3670028 |
| FREEPORT-MCMORAN INC |  |  | \*\* | 4333200 |
| FRESENIUS MEDICAL CARE AG |  |  | \*\* | 1783467 |
| FRESENIUS SE&KGAA NPV |  |  | \*\* | 2664078 |
| FRESHPET INC COM |  |  | \*\* | 1355936 |
| FRESNILLO PLC ORD USD0.50 |  |  | \*\* | 1113072 |
| FRIEDRICH VORWERK NPV |  |  | \*\* | 843541 |
| FRKLN RES INC COM |  |  | \*\* | 617509 |
| FS KKR CAP CORP COM NEW COM NEW |  |  | \*\* | 149818 |
| FS KKR CAP CORP SR NT 3.125% 10-12-2028 | 10/12/2028 | 3.12% | \*\* | 3692349 |
| FTI CONSULTING INC COM |  |  | \*\* | 1799182 |
| FUFENG GROUP LTD |  |  | \*\* | 72893 |
| FUJI ELECTRIC HOLINDGS CO Y50 |  |  | \*\* | 355322 |
| FUJI KYUKO CO LTD NPV |  |  | \*\* | 26463 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FUJI MACHINE MFG NPV |  |  | \*\* | 787457 |
| FUJI SEAL INTL INC NPV |  |  | \*\* | 22001 |
| FUJIAN FUXIN SOFTW A CNY1 |  |  | \*\* | 900636 |
| FUJIFILM HOLDINGS CORP NPV |  |  | \*\* | 6605011 |
| FUJITSU NPV |  |  | \*\* | 3745015 |
| FUKUOKA FINANCIAL NPV |  |  | \*\* | 58188 |
| FULCRUM THERAPEUTICS INC COM |  |  | \*\* | 14499 |
| FULGENT GENETICS INC COM |  |  | \*\* | 32233 |
| FULLER H B CO COM |  |  | \*\* | 12168192 |
| FULLER SMITH&TURNR 'A'ORD GBP0.40 |  |  | \*\* | 52499 |
| FUNKO INC CL A CL A |  |  | \*\* | 179761 |
| FURUKAWA CO NPV |  |  | \*\* | 51514 |
| FURUKAWA ELECTRIC NPV |  |  | \*\* | 1066490 |
| FUSO CHEMICAL CO NPV |  |  | \*\* | 32511 |
| FUT C 23JAN26 EURX EUR-BU 13050 | 1/23/2026 | —% | \*\* | 24 |
| FUTABA INDUSTRIAL NPV |  |  | \*\* | 414806 |
| FY GROUP LTD TWD10 |  |  | \*\* | 21793 |
| G CITY LTD ILS1 |  |  | \*\* | 318916 |
| GAKKEN HOLDINGS CO LTD NPV |  |  | \*\* | 100660 |
| GALAXY ENTERTAINME NPV |  |  | \*\* | 1604975 |
| GALDERMA GROUP AG CHF0.01 |  |  | \*\* | 2640250 |
| GALLAGHER ARTHUR J & CO COM |  |  | \*\* | 18692143 |
| GALLIFORD TRY HOLD GBP0.5 |  |  | \*\* | 442674 |
| GALP ENERGIA SGPS EUR1 |  |  | \*\* | 4839110 |
| GAMMA COMMUNICATIO ORD GBP0.0025 |  |  | \*\* | 404913 |
| GAP INC COM |  |  | \*\* | 1730176 |
| GARMIN LTD COMMON STOCK |  |  | \*\* | 1628886 |
| GARRETT MOTION INC COM |  |  | \*\* | 6345 |
| GARTNER INC COM |  |  | \*\* | 697050 |
| GATX CORP COM |  |  | \*\* | 156202 |
| GATX CORP SR NT 5.4% 03-15-2027 | 3/15/2027 | 5.40% | \*\* | 1252760 |
| GAZPROM PJSC RUB5(RUB) |  |  | \*\* | 399549 |
| GAZPROM PJSC SPON ADR-EACH REPR 2 ORD SHS |  |  | \*\* | 8180 |
| G-BITS NETWORK TEC A CNY1 STOCK CONNECT |  |  | \*\* | 1888514 |
| GBL ONE R/EST INV REIT |  |  | \*\* | 200443 |
| GCAT 2021-NQM7 TR MTG PASSTHRU CTF CL A-1 1.915% 08-25-2066 | 8/25/2066 | 1.92% | \*\* | 905470 |
| GCAT 2023-NQM4 TR 4.25% DUE 05-25-2067 | 5/25/2067 | 4.25% | \*\* | 3090627 |
| GDR NESTLE S A SPONSORED ADR REPSTG REG SH |  |  | \*\* | 7467768 |
| GE AEROSPACE |  |  | \*\* | 29120540 |
| GE CAP FDG LLC 4.55% 05-15-2032 | 5/15/2032 | 4.55% | \*\* | 4065377 |
| GE HEALTHCARE TECHNOLOGIES INC COM |  |  | \*\* | 22154258 |
| GE VERNOVA LLC COM |  |  | \*\* | 5584102 |
| GE VERNOVA T AND D INDIA LIMITED |  |  | \*\* | 736707 |
| GEA GROUP AG NPV |  |  | \*\* | 1390520 |
| GEELY AUTOMOBILE H HKD0.02 |  |  | \*\* | 296666 |
| GEN MTRS CO COM |  |  | \*\* | 27285625 |
| GEN MTRS FINL CO 5.25% DUE 03-01-2026 | 3/1/2026 | 5.25% | \*\* | 1281998 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GEN MTRS FINL CO FIXED 4.35% DUE 01-17-2027 | 1/17/2027 | 4.35% | \*\* | 516105 |
| GENERAC HLDGS INC COM STK |  |  | \*\* | 291014 |
| GENERAL DYNAMICS CORP COM |  |  | \*\* | 34201626 |
| GENERAL MOTORS CO 5.0% 04-09-2027 | 4/9/2027 | 5.00% | \*\* | 1880148 |
| GENERAL MOTORS FINANCIAL CO INC 2.35% 02-26-2027 | 2/26/2027 | 2.35% | \*\* | 2061901 |
| GENERAL MOTORS FINANCIAL CO INC 5.4% DUE04-06-2026 | 4/6/2026 | 5.40% | \*\* | 1021546 |
| GENERAL MOTORS FINL CO 2.4% DUE 10-15-2028 BEO | 10/15/2028 | 2.40% | \*\* | 2341768 |
| GENERAL MOTORS FINL CO 5.05% 04-04-2028 | 4/4/2028 | 5.05% | \*\* | 1083934 |
| GENERAL MTRS CO 5.15% DUE 04-01-2038 | 4/1/2038 | 5.15% | \*\* | 241121 |
| GENERAL MTRS FINL CO 5.55% 07-15-2029 | 7/15/2029 | 5.55% | \*\* | 758312 |
| GENERAL MTRS FINL CO INC 1.25% DUE 01-08-2026 REG | 1/8/2026 | 1.25% | \*\* | 2378112 |
| GENERAL MTRS FINL CO INC 1.5% DUE 06-10-2026 BEO | 6/10/2026 | 1.50% | \*\* | 2387719 |
| GENERAL MTRS FINL CO INC 2.7% DUE 08-20-2027 REG | 8/20/2027 | 2.70% | \*\* | 2023602 |
| GENERAL MTRS FINL CO INC 6.15% 07-15-2035 | 7/15/2035 | 6.15% | \*\* | 496153 |
| GENERAL PLASTIC IN TWD10 |  |  | \*\* | 18061 |
| GENERTEC UNIVERSAL MEDICAL GROUP COMPANY LIMITED |  |  | \*\* | 150594 |
| GENESCO INC COM |  |  | \*\* | 198160 |
| GENESYS LOGIC TWD10 |  |  | \*\* | 178737 |
| GENFLEET THERA |  |  | \*\* | 133206 |
| GENIE ENERGY LTD CL B CL B |  |  | \*\* | 106905 |
| GENIUS ELECTRONIC TWD10 |  |  | \*\* | 343343 |
| GENIUS SPORTS LTD COM NPV |  |  | \*\* | 4248772 |
| GENMAB AS DKK1 |  |  | \*\* | 1506128 |
| GENTERA SAB DE CV COM NPV |  |  | \*\* | 439541 |
| GENTEX CORP COM |  |  | \*\* | 64947 |
| GENWORTH FINL INC COMMON STOCK |  |  | \*\* | 883829 |
| GEO ENERGY RESO NPV |  |  | \*\* | 206505 |
| GEORGIA POWER CO 4.7% 05-15-2032 | 5/15/2032 | 4.70% | \*\* | 5075037 |
| GEORGIA POWER CO 5.004% 02-23-2027 | 2/23/2027 | 5.00% | \*\* | 451808 |
| GEORGIA PWR CO 4.0% 10-01-2028 | 10/1/2028 | 4.00% | \*\* | 571302 |
| GEORGIA PWR CO 4.75% DUE 09-01-2040 | 9/1/2040 | 4.75% | \*\* | 190077 |
| GEORGIA PWR CO 5.125% DUE 05-15-2052 BEO | 5/15/2052 | 5.12% | \*\* | 205413 |
| GFL ENVIRONMENTAL INC. COM NPV SUB VTG SHS |  |  | \*\* | 3650492 |
| GFPT PCL THB1(NVDR) |  |  | \*\* | 210587 |
| GILDAN ACTIVEWEAR INC COM |  |  | \*\* | 13253262 |
| GILEAD SCIENCES 4.5% DUE 02-01-2045 | 2/1/2045 | 4.50% | \*\* | 372570 |
| GILEAD SCIENCES 4.75% DUE 03-01-2046 | 3/1/2046 | 4.75% | \*\* | 627589 |
| GILEAD SCIENCES INC |  |  | \*\* | 2917898 |
| GILEAD SCIENCES INC 2.6% DUE 10-01-2040 | 10/1/2040 | 2.60% | \*\* | 483656 |
| GILEAD SCIENCES INC 4.8% 11-15-2029 | 11/15/2029 | 4.80% | \*\* | 224432 |
| GINNIE MAE II POOL G2 MB0262 7% 03-20-2055 | 3/20/2055 | 7.00% | \*\* | 3090369 |
| GJENSIDIGE FORSIKR NOK2 |  |  | \*\* | 144520 |
| GLACIER BANCORP INC NEW COM |  |  | \*\* | 14769040 |
| GLAXO SMITHKLINE P INR10 |  |  | \*\* | 25622 |
| GLAXOSMITHKLINE 4.5% DUE 04-15-2030 | 4/15/2030 | 4.50% | \*\* | 680428 |
| GLENCORE FDG LLC 2.5% DUE 09-01-2030 | 9/1/2030 | 2.50% | \*\* | 1290268 |
| GLENCORE FDG LLC 3.875% DUE 10-27-2027 | 10/27/2027 | 3.88% | \*\* | 3722253 |
| GLENCORE FDG LLC 4% DUE 03-27-2027 | 3/27/2027 | 4.00% | \*\* | 5130706 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GLENMARK PHARM INR1.00 |  |  | \*\* | 720431 |
| GLOBAL E ONLINE LTD COM NPV |  |  | \*\* | 239673 |
| GLOBAL INDL CO COM USD0.01 |  |  | \*\* | 220991 |
| GLOBAL LIGHTING TECHNOLOGIES INC SHS |  |  | \*\* | 28637 |
| GLOBAL PMTS INC 1.2% DUE 03-01-2026 | 3/1/2026 | 1.20% | \*\* | 977419 |
| GLOBAL PMTS INC 2.9% 11-15-2031 | 11/15/2031 | 2.90% | \*\* | 1794521 |
| GLOBAL PMTS INC COM |  |  | \*\* | 1509300 |
| GLOBAL PMTS INC FIXED 2.9% DUE 05-15-2030 | 5/15/2030 | 2.90% | \*\* | 1299145 |
| GLOBAL PMTS INC SR NT 4.5% 11-15-2028 | 11/15/2028 | 4.50% | \*\* | 1878249 |
| GLOBAL PMTS INC SR NT 4.875% 11-15-2030 | 11/15/2030 | 4.88% | \*\* | 972139 |
| GLOBAL PMTS INC SR NT 5.2% 11-15-2032 | 11/15/2032 | 5.20% | \*\* | 996515 |
| GLOBAL PMTS INC SR NT 5.55% 11-15-2035 | 11/15/2035 | 5.55% | \*\* | 4517225 |
| GLOBAL POWER SYNER THB10(NVDR) |  |  | \*\* | 83758 |
| GLOBAL SHIP LEASE INC |  |  | \*\* | 87600 |
| GLOBAL STANDARD TE KRW500 |  |  | \*\* | 154929 |
| GLOBAL UNICHIP COR TWD10 |  |  | \*\* | 202893 |
| GLOBANT SA USD1.20 |  |  | \*\* | 275404 |
| GLOBE LIFE INC COM |  |  | \*\* | 4113702 |
| GLP CAP L P / GLP 4% DUE 01-15-2030 | 1/15/2030 | 4.00% | \*\* | 921589 |
| GLP CAP L P / GLP 5.75% DUE 06-01-2028 | 6/1/2028 | 5.75% | \*\* | 309894 |
| GLP CAP L P / GLP FING II INC 5.3% 01-15-2029 | 1/15/2029 | 5.30% | \*\* | 1933873 |
| GLP CAP L P/GLP FING II INC 5.625% 09-15-2034 | 9/15/2034 | 5.62% | \*\* | 2333461 |
| GLP CAP L P/GLP FING II INC 6.25% 09-15-2054 | 9/15/2054 | 6.25% | \*\* | 1392147 |
| GLS AUTO 1.48% DUE 07-15-2027 | 7/15/2027 | 1.48% | \*\* | 501107 |
| GLS AUTO 5.21% DUE 02-18-2031 | 2/18/2031 | 5.21% | \*\* | 3036195 |
| GLS AUTO 7.01% DUE 01-16-2029 | 1/16/2029 | 7.01% | \*\* | 2161470 |
| GLS AUTO RECEIVABLES ISSUER TR AUTO RECEIVABLES BACKED NT 4.74% 08-15-2031 | 8/15/2031 | 4.74% | \*\* | 798469 |
| GM FINANCIAL AUTOMOBILE LEASIN 5.78% SER 24-2 CL A3 07-20-2027 | 7/20/2027 | 5.39% | \*\* | 344010 |
| GM FINANCIAL AUTOMOBILE LEASIN SR 25-1 CL A3 4.66% 02-21-2028 | 2/21/2028 | 4.66% | \*\* | 4680109 |
| GM FINANCIAL AUTOMOBILE LEASING TR SR 24-3 CL A3 4.21% 10-20-2027 | 10/20/2027 | 4.21% | \*\* | 3365449 |
| GM FINANCIAL CONSUMER AUTOMOBILE SER 2024-1 CL A3 4.85% 12-18-2028 | 12/18/2028 | 4.85% | \*\* | 183488 |
| GM FINANCIAL SECURITIZED TERM SER 23-1 CL A3 4.66% DUE 02-16-2028 | 2/16/2028 | 4.66% | \*\* | 696667 |
| GM FINL AUTOMOBILE 4.55% DUE 07-20-2027 | 7/20/2027 | 4.55% | \*\* | 1679306 |
| GM FINL AUTOMOBILE LEASING TR SR 25-2 CL A3 4.58% 05-22-2028 | 5/22/2028 | 4.79% | \*\* | 6054088 |
| GM FINL CNSMR 3.84% DUE 02-18-2031 | 2/18/2031 | 3.84% | \*\* | 1932982 |
| GM FINL CNSMR 5.5% DUE 08-16-2028 | 8/16/2028 | 5.50% | \*\* | 504575 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES AUTO NT CL A-4 3.71% 12-16-2027 | 12/16/2027 | 3.71% | \*\* | 584399 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES CL A-4 3.25% 04-17-2028 | 4/17/2028 | 3.25% | \*\* | 3156663 |
| GM FINL SECURITIZED TERM AUTO SR 25-1 CL A3 4.62% 12-17-2029 | 12/17/2029 | 4.62% | \*\* | 479904 |
| GMO GLOBALSIGN HOLDINGS KK |  |  | \*\* | 21034 |
| GMO INTERNET GROUP NPV |  |  | \*\* | 739882 |
| GNMA 2.3% DUE 11-16-2051 | 11/16/2051 | 2.30% | \*\* | 101864 |
| GNMA 2.4% DUE 09-16-2058 | 9/16/2058 | 2.40% | \*\* | 3581 |
| GNMA 2008-047 REMIC CL ML 5.25 DUE 06-16-2038 | 6/16/2038 | 5.25% | \*\* | 10654 |
| GNMA 2009-069 CL PV 4 DUE 08-20-2039 | 8/20/2039 | 4.00% | \*\* | 6551 |
| GNMA 2009-076 REMIC PASSTHRU MX CL CF 09-16-2039 | 9/16/2039 | 4.65% | \*\* | 209702 |
| GNMA 2009-096 REMIC PASSTHRU FT 10-20-2039 | 10/20/2039 | 4.60% | \*\* | 219124 |
| GNMA 2010-046 REMIC PASSTHRU 4.58984% 03-20-2035 | 3/20/2035 | 4.65% | \*\* | 627532 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA 2010-H11 REMIC PASSTHRU CTF CL FA 06-20-2060 | 6/20/2060 | 5.03% | \*\* | 220586 |
| GNMA 2010-H26 REMIC PASSTHRU CTF CL LF INT FLTG 08-20-2058 | 8/20/2058 | 4.46% | \*\* | 96270 |
| GNMA 2011-157 REMIC PASSTHRU CL PA 3.0% DUE 03-20-2041 | 3/20/2041 | 3.00% | \*\* | 57100 |
| GNMA 2011-H09 CL AF VAR 03-20-2061 | 3/20/2061 | 4.61% | \*\* | 120009 |
| GNMA 2012-059 REMIC PASSTHRU CTF CL F 05-20-2042 | 5/20/2042 | 4.30% | \*\* | 85463 |
| GNMA 2012-105 REMIC PASSTHRU CTF 1.25% 08-16-2027 | 8/16/2027 | 1.25% | \*\* | 367720 |
| GNMA 2012-106 REMIC PASSTHRU 1.25% 09-20-2027 | 9/20/2027 | 1.25% | \*\* | 1255098 |
| GNMA 2012-H08 REMIC PASSTHRU CTF CL FS 04-20-2062 | 4/20/2062 | 4.81% | \*\* | 676931 |
| GNMA 2012-H31 REMIC PASSTHRU SECS CL FD VAR RT 12-20-2062 | 12/20/2062 | 4.45% | \*\* | 274979 |
| GNMA 2013-88 REMIC CL WA VAR RT DUE 06-20-2030 REG | 6/20/2030 | 4.82% | \*\* | 529 |
| GNMA 2013-H04 REMIC PASSTHRU CTF CL BA 1.65 DUE 02-20-2063 | 2/20/2063 | 1.65% | \*\* | 375 |
| GNMA 2013-H05 REMIC PASSTHRU CL FB FLTG RT 02-20-2062 | 2/20/2062 | 4.39% | \*\* | 722 |
| GNMA 2013-H15 REMIC PASSTHRU CTF 4.49919% 07-20-2063 | 7/20/2063 | 4.66% | \*\* | 408499 |
| GNMA 2013-H22 REMIC PASSTHRU 4.58919% 07-20-2063 | 7/20/2063 | 4.75% | \*\* | 58837 |
| GNMA 2013-H22 REMIC PASSTHRU 5.58919% 08-20-2063 | 8/20/2063 | 5.75% | \*\* | 82265 |
| GNMA 2014-190 REMIC PASSTHRU CTF CL PA FIXED 3.0% 06-20-2044 | 6/20/2044 | 3.00% | \*\* | 466825 |
| GNMA 2014-H10 CL FA FLTG RT DUE04-20-2064 | 4/20/2064 | 4.61% | \*\* | 46437 |
| GNMA 2014-H17 REMIC PASSTHRU CTF 4.59411% 08-20-2064 | 8/20/2064 | 4.59% | \*\* | 432810 |
| GNMA 2014-H20 REMIC SER 14-H20 CL FA FLTG DUE 10-20-2064 REG | 10/20/2064 | 4.54% | \*\* | 252286 |
| GNMA 2015-H06 REMIC PASSTHRU CTF 4.59919% 02-20-2065 | 2/20/2065 | 4.76% | \*\* | 1025112 |
| GNMA 2015-H27 REMIC PASSTHRU CTF CL FA 09-20-2065 | 9/20/2065 | 4.86% | \*\* | 143546 |
| GNMA 2015-H28 REMIC PASSTHRU CTF CL MX-FL 10-20-2065 | 10/20/2065 | 4.81% | \*\* | 464044 |
| GNMA 2015-H29 REMIC PASSTHRU SEC CL FJ 11-20-2065 | 11/20/2065 | 4.79% | \*\* | 478683 |
| GNMA 2015-H31 REMIC PASSTHRU SEC CL FT 11-20-2065 | 11/20/2065 | 4.76% | \*\* | 50528 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH 12-20-2065 | 12/20/2065 | 4.77% | \*\* | 48492 |
| GNMA 2016-H04 MTG PASSTHRU CTF CL FK 02-20-2066 | 2/20/2066 | 5.16% | \*\* | 122386 |
| GNMA 2016-H11 REMIC PASSTHRU CTF CL FE 04-20-2066 | 4/20/2066 | 4.96% | \*\* | 431129 |
| GNMA 2016-H13 REMIC PASS THRU SECS CL FT05-20-2066 | 5/20/2066 | 4.69% | \*\* | 29315 |
| GNMA 2016-H19 REMIC PASSTHRU SECS CL FA 09-20-2066 | 9/20/2066 | 4.89% | \*\* | 261793 |
| GNMA 2016-H20 REMIC PASSTHRU CTF CL FG 08-20-2066 | 8/20/2066 | 4.81% | \*\* | 95167 |
| GNMA 2016-H22 REMIC PASSTHRU CTF CL FA 10-20-2066 | 10/20/2066 | 4.88% | \*\* | 788272 |
| GNMA 2016-H23 REMIC PASSTHRU CTF CL F FLTG RT 10-20-2066 | 10/20/2066 | 4.86% | \*\* | 461822 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL MX-FC 12-20-2066 | 12/20/2066 | 5.11% | \*\* | 21292 |
| GNMA 2017-121 MTG PASS THRU CTF 3% 07-20-2046 | 7/20/2046 | 3.00% | \*\* | 2167 |
| GNMA 2017-153 CL WA DUE 06-20-2036 | 6/20/2036 | 4.49% | \*\* | 151389 |
| GNMA 2017-H03 CL FB FLTG 06-20-2066 | 6/20/2066 | 4.76% | \*\* | 141648 |
| GNMA 2017-H03 REMIC PASSTHRU CTF 4.74919% 01-20-2067 | 1/20/2067 | 4.91% | \*\* | 226379 |
| GNMA 2017-H06 REMIC PASS THRU 4.69919% 11-20-2066 | 11/20/2066 | 4.86% | \*\* | 618122 |
| GNMA 2017-H10 REMIC PASSTHRU SECS CL FB FLTG RT 04-20-2067 REG | 4/20/2067 | 5.59% | \*\* | 285992 |
| GNMA 2017-H14 CL FD FLTG 06-20-2067 | 6/20/2067 | 4.58% | \*\* | 168246 |
| GNMA 2017-H14 REMIC PASSTHRU CTF CL FB 06-20-2067 | 6/20/2067 | 5.23% | \*\* | 264225 |
| GNMA 2017-H14 REMIC PASSTHRU CTF CL FE 06-20-2067 | 6/20/2067 | 5.23% | \*\* | 809820 |
| GNMA 2017-H14 REMIC PASSTHRU CTF CL FG 06-20-2067 | 6/20/2067 | 5.23% | \*\* | 457398 |
| GNMA 2017-H16 REMIC PASSTHRU CTF CL FG FLTG 07-20-2067 REG | 7/20/2067 | 5.38% | \*\* | 4854735 |
| GNMA 2017-H16 REMIC PASSTHRU CTF CL FH 07-20-2067 | 7/20/2067 | 5.33% | \*\* | 7904547 |
| GNMA 2017-H23 MTG PASS THRU CTF 4.39919%11-20-2067 | 11/20/2067 | 4.56% | \*\* | 1220667 |
| GNMA 2018-H08 REMIC SER 2018-H08 CLS KF VAR RT DUE 05-20-2068 | 5/20/2068 | 4.41% | \*\* | 550188 |
| GNMA 2019-H09 REMIC PASSTHRU CTF 4.44919% 04-20-2069 | 4/20/2069 | 4.61% | \*\* | 676899 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA 2019-H11 REMIC PASSTHRU CTF 4.54919% 05-20-2069 | 5/20/2069 | 4.71% | \*\* | 1408647 |
| GNMA 2020-H13 REMIC PASSTHRU CTF 4.34919% 08-20-2070 | 8/20/2070 | 4.51% | \*\* | 672455 |
| GNMA 2020-H13 REMIC PASSTHRU CTF 4.39919% 07-20-2070 | 7/20/2070 | 4.56% | \*\* | 9669314 |
| GNMA 2025-001 REMIC PASS THRU 5.003% 01-20-2055 | 1/20/2055 | 5.22% | \*\* | 3398109 |
| GNMA 3% DUE 01-20-2046 | 1/20/2046 | 3.00% | \*\* | 340290 |
| GNMA 3% DUE 02-16-2046 | 2/16/2046 | 3.00% | \*\* | 541032 |
| GNMA 3% DUE 09-16-2039 | 9/16/2039 | 3.00% | \*\* | 20917 |
| GNMA 3.5% DUE 03-20-2046 | 3/20/2046 | 3.50% | \*\* | 547124 |
| GNMA 4% DUE 04-16-2041 | 4/16/2041 | 4.00% | \*\* | 84063 |
| GNMA 4% DUE 07-16-2039 | 7/16/2039 | 4.00% | \*\* | 4937 |
| GNMA 4.36919% 06-20-2070 | 6/20/2070 | 4.53% | \*\* | 2319958 |
| GNMA 4.44919% 05-20-2069 | 5/20/2069 | 4.61% | \*\* | 1253531 |
| GNMA 4.44919% 07-20-2070 | 7/20/2070 | 4.61% | \*\* | 379324 |
| GNMA 5% DUE 03-16-2034 | 3/16/2034 | 5.00% | \*\* | 66096 |
| GNMA 5.5% DUE 08-20-2033 | 8/20/2033 | 5.50% | \*\* | 41253 |
| GNMA 5.5% DUE 11-20-2037 | 11/20/2037 | 5.50% | \*\* | 20754 |
| GNMA 6.5% DUE 08-16-2042 | 8/16/2042 | 6.50% | \*\* | 157616 |
| GNMA CL 2007-035 CL TE 6 DUE 06-20-2037 | 6/20/2037 | 6.00% | \*\* | 14650 |
| GNMA FIXED 3.5% DUE 02-20-2045 | 2/20/2045 | 3.50% | \*\* | 21677 |
| GNMA FLTG RT 4.27919% DUE 10-20-2060 | 10/20/2060 | 4.44% | \*\* | 587939 |
| GNMA FLTG RT 4.44919% DUE 04-20-2061 | 4/20/2061 | 4.61% | \*\* | 416360 |
| GNMA FLTG RT SER 18-H19 CL FA 12-20-2063 REG | 12/20/2063 | 4.46% | \*\* | 1227752 |
| GNMA GNMA # MA7471 2% 07-20-2051 | 7/20/2051 | 2.00% | \*\* | 2789158 |
| GNMA MTG PASS THRU CTF CL FM 02-20-2066 | 2/20/2066 | 4.88% | \*\* | 800 |
| GNMA POOL #3529 5% 03-20-2034 BEO | 3/20/2034 | 5.00% | \*\* | 665 |
| GNMA POOL #4028 6% 09-20-2037 BEO | 9/20/2037 | 6.00% | \*\* | 12603 |
| GNMA POOL #4041 7% 10-20-2037 BEO | 10/20/2037 | 7.00% | \*\* | 65230 |
| GNMA POOL #4222 6% 08-20-2038 BEO | 8/20/2038 | 6.00% | \*\* | 11202 |
| GNMA POOL #4245 6% 09-20-2038 BEO | 9/20/2038 | 6.00% | \*\* | 144791 |
| GNMA POOL #4247 7% 09-20-2038 BEO | 9/20/2038 | 7.00% | \*\* | 48292 |
| GNMA POOL #4423 4.5% 04-20-2039 BEO | 4/20/2039 | 4.50% | \*\* | 1187 |
| GNMA POOL #4447 5% 05-20-2039 BEO | 5/20/2039 | 5.00% | \*\* | 25103 |
| GNMA POOL #4520 5% 08-20-2039 BEO | 8/20/2039 | 5.00% | \*\* | 109997 |
| GNMA POOL #4543 6% 09-20-2039 BEO | 9/20/2039 | 6.00% | \*\* | 10102 |
| GNMA POOL #4746 4.5% 07-20-2040 BEO | 7/20/2040 | 4.50% | \*\* | 44634 |
| GNMA POOL #4800 4% 09-20-2040 BEO | 9/20/2040 | 4.00% | \*\* | 101065 |
| GNMA POOL #4833 4% 10-20-2040 BEO | 10/20/2040 | 4.00% | \*\* | 345916 |
| GNMA POOL #4834 4.5% 10-20-2040 BEO | 10/20/2040 | 4.50% | \*\* | 14735 |
| GNMA POOL #4855 5% 11-20-2040 BEO | 11/20/2040 | 5.00% | \*\* | 322882 |
| GNMA POOL #4883 4.5% 12-20-2040 BEO | 12/20/2040 | 4.50% | \*\* | 76790 |
| GNMA POOL #4923 4.5% 01-20-2041 BEO | 1/20/2041 | 4.50% | \*\* | 75076 |
| GNMA POOL #4945 4% 02-20-2041 BEO | 2/20/2041 | 4.00% | \*\* | 57066 |
| GNMA POOL #497630 SER 2029 6% DUE 02-15-2029 REG | 2/15/2029 | 6.00% | \*\* | 58 |
| GNMA POOL #4978 4.5% 03-20-2041 BEO | 3/20/2041 | 4.50% | \*\* | 1497820 |
| GNMA POOL #4979 5% 03-20-2041 BEO | 3/20/2041 | 5.00% | \*\* | 142797 |
| GNMA POOL #498387 SER 2029 6% DUE 02-15-2029 REG | 2/15/2029 | 6.00% | \*\* | 210 |
| GNMA POOL #5016 4% 04-20-2041 BEO | 4/20/2041 | 4.00% | \*\* | 50623 |
| GNMA POOL #5017 4.5% 04-20-2041 BEO | 4/20/2041 | 4.50% | \*\* | 122077 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA POOL #5018 5% 04-20-2041 BEO | 4/20/2041 | 5.00% | \*\* | 98161 |
| GNMA POOL #5115 4.5% 07-20-2041 BEO | 7/20/2041 | 4.50% | \*\* | 21455 |
| GNMA POOL #5140 4.5% 08-20-2041 BEO | 8/20/2041 | 4.50% | \*\* | 207188 |
| GNMA POOL #521330 SER 2035 5% DUE 05-15-2035 BEO | 5/15/2035 | 5.00% | \*\* | 43403 |
| GNMA POOL #5259 4% 12-20-2041 BEO | 12/20/2041 | 4.00% | \*\* | 29226 |
| GNMA POOL #5280 4% 01-20-2042 BEO | 1/20/2042 | 4.00% | \*\* | 43948 |
| GNMA POOL #5305 4% 02-20-2042 BEO | 2/20/2042 | 4.00% | \*\* | 259773 |
| GNMA POOL #543812 SER 2031 6% DUE 02-15-2031 REG | 2/15/2031 | 6.00% | \*\* | 4650 |
| GNMA POOL #586373 5% DUE 02-15-2035 REG | 2/15/2035 | 5.00% | \*\* | 2084 |
| GNMA POOL #594106 SER 2033 4.5% DUE 09-15-2033 BEO | 9/15/2033 | 4.50% | \*\* | 10350 |
| GNMA POOL #595611 SER 2035 5% DUE 01-15-2035 BEO | 1/15/2035 | 5.00% | \*\* | 1019 |
| GNMA POOL #604497 5% 07-15-2033 BEO | 7/15/2033 | 5.00% | \*\* | 1819 |
| GNMA POOL #607451 SER 2034 5% DUE 01-15-2034 REG | 1/15/2034 | 5.00% | \*\* | 9509 |
| GNMA POOL #607465 5% DUE 02-15-2034 REG | 2/15/2034 | 5.00% | \*\* | 10228 |
| GNMA POOL #610410 SER 2033 5% DUE 08-15-2033 BEO | 8/15/2033 | 5.00% | \*\* | 1768 |
| GNMA POOL #615656 5% 10-15-2033 BEO | 10/15/2033 | 5.00% | \*\* | 1603 |
| GNMA POOL #623871 5.0% 06-15-2034 | 6/15/2034 | 5.00% | \*\* | 1468 |
| GNMA POOL #633701 5.0% 09-15-2033 | 9/15/2033 | 5.00% | \*\* | 2357 |
| GNMA POOL #636484 5.0% 03-15-2035 | 3/15/2035 | 5.00% | \*\* | 2627 |
| GNMA POOL #637746 5.0% 12-15-2034 | 12/15/2034 | 5.00% | \*\* | 3489 |
| GNMA POOL #638222 5% 12-15-2034 BEO | 12/15/2034 | 5.00% | \*\* | 1237 |
| GNMA POOL #643362 5% 10-15-2035 BEO | 10/15/2035 | 5.00% | \*\* | 852 |
| GNMA POOL #668014 3% 11-15-2044 BEO | 11/15/2044 | 3.00% | \*\* | 998948 |
| GNMA POOL #670030 3% 07-15-2045 BEO | 7/15/2045 | 3.00% | \*\* | 238363 |
| GNMA POOL #672676 SER 2038 5.5% DUE 04-15-2038 BEO | 4/15/2038 | 5.50% | \*\* | 19274 |
| GNMA POOL #676754 SER 2038 5.5% DUE 03-15-2038 REG | 3/15/2038 | 5.50% | \*\* | 47838 |
| GNMA POOL #687179 SER 2038 5.5% DUE 04-15-2038 REG | 4/15/2038 | 5.50% | \*\* | 24571 |
| GNMA POOL #687835 6% 08-15-2038 BEO | 8/15/2038 | 6.00% | \*\* | 15563 |
| GNMA POOL #688043 6% 11-15-2038 BEO | 11/15/2038 | 6.00% | \*\* | 24179 |
| GNMA POOL #690922 5.5% 06-15-2038 BEO | 6/15/2038 | 5.50% | \*\* | 37242 |
| GNMA POOL #697586 5.5% 11-15-2038 BEO | 11/15/2038 | 5.50% | \*\* | 1197 |
| GNMA POOL #711379 SER 2038 5.5% DUE 07-15-2038 REG | 7/15/2038 | 5.50% | \*\* | 1160 |
| GNMA POOL #723344 4% 09-15-2039 BEO | 9/15/2039 | 4.00% | \*\* | 112325 |
| GNMA POOL #723430 4.5% 11-15-2039 BEO | 11/15/2039 | 4.50% | \*\* | 29522 |
| GNMA POOL #723616 5% 01-15-2040 BEO | 1/15/2040 | 5.00% | \*\* | 303559 |
| GNMA POOL #726480 5% 11-15-2039 BEO | 11/15/2039 | 5.00% | \*\* | 423762 |
| GNMA POOL #733600 SER 2040 5% DUE 04-15-2040 REG | 4/15/2040 | 5.00% | \*\* | 4106 |
| GNMA POOL #733627 5% 05-15-2040 BEO | 5/15/2040 | 5.00% | \*\* | 8382 |
| GNMA POOL #736520 SER 2040 4.5% DUE 04-15-2040 REG | 4/15/2040 | 4.50% | \*\* | 127068 |
| GNMA POOL #737111 FIXED 4.5% 04-15-2040 BEO | 4/15/2040 | 4.50% | \*\* | 89442 |
| GNMA POOL #738108 4.5% 03-15-2041 BEO | 3/15/2041 | 4.50% | \*\* | 139906 |
| GNMA POOL #745243 4% 07-15-2040 BEO | 7/15/2040 | 4.00% | \*\* | 103842 |
| GNMA POOL #771561 4.0% 08-15-2041 | 8/15/2041 | 4.00% | \*\* | 57104 |
| GNMA POOL #781804 6% 09-15-2034 BEO | 9/15/2034 | 6.00% | \*\* | 55931 |
| GNMA POOL #781847 6% 12-15-2034 BEO | 12/15/2034 | 6.00% | \*\* | 43149 |
| GNMA POOL #781885 SER 2035 5% DUE 03-15-2035 REG | 3/15/2035 | 5.00% | \*\* | 3057 |
| GNMA POOL #781902 6% 02-15-2035 BEO | 2/15/2035 | 6.00% | \*\* | 62642 |
| GNMA POOL #781958 5% 07-15-2035 BEO | 7/15/2035 | 5.00% | \*\* | 2897 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA POOL #782382 5.5% 08-15-2038 BEO | 8/15/2038 | 5.50% | \*\* | 3968 |
| GNMA POOL #782436 6% 10-15-2038 BEO | 10/15/2038 | 6.00% | \*\* | 27022 |
| GNMA POOL #782716 SER 2039 5% DUE 07-15-2039 REG | 7/15/2039 | 5.00% | \*\* | 31767 |
| GNMA POOL #784119 3% 02-20-2046 BEO | 2/20/2046 | 3.00% | \*\* | 163927 |
| GNMA POOL #799706 SER 2042 3.5% DUE 09-15-2042 BEO | 9/15/2042 | 3.50% | \*\* | 21349 |
| GNMA POOL #AA5821 3 DUE 11-15-2042 REG | 11/15/2042 | 3.00% | \*\* | 267908 |
| GNMA POOL #AB3031 SER 2042 3% DUE 10-15-2042 REG | 10/15/2042 | 3.00% | \*\* | 72153 |
| GNMA POOL #AC3752 3 DUE 12-15-2042 REG | 12/15/2042 | 3.00% | \*\* | 99349 |
| GNMA POOL #AD1034 3% DUE 07-15-2043 REG | 7/15/2043 | 3.00% | \*\* | 174987 |
| GNMA POOL #AD2413 3.5% DUE 05-15-2043 REG | 5/15/2043 | 3.50% | \*\* | 58784 |
| GNMA POOL #AD2414 3.5 DUE 05-15-2043 REG | 5/15/2043 | 3.50% | \*\* | 45352 |
| GNMA POOL #AD4102 SER 2043 3 DUE 07-15-2043 REG | 7/15/2043 | 3.00% | \*\* | 376743 |
| GNMA POOL #AD6086 3.5% 02-15-2050 BEO | 2/15/2050 | 3.50% | \*\* | 313571 |
| GNMA POOL #AE7691 3 DUE 08-15-2043 REG | 8/15/2043 | 3.00% | \*\* | 596153 |
| GNMA POOL #AF5807 SER 2044 3.5% DUE 01-15-2044 BEO | 1/15/2044 | 3.50% | \*\* | 20682 |
| GNMA POOL #AI6888 3% 05-15-2045 BEO | 5/15/2045 | 3.00% | \*\* | 394665 |
| GNMA POOL #AK6718 3% 01-15-2045 BEO | 1/15/2045 | 3.00% | \*\* | 38182 |
| GNMA POOL #AK7285 3% 03-15-2045 BEO | 3/15/2045 | 3.00% | \*\* | 82877 |
| GNMA POOL #AK7286 3% 03-15-2045 BEO | 3/15/2045 | 3.00% | \*\* | 148622 |
| GNMA POOL #AK7329 3% 04-15-2045 BEO | 4/15/2045 | 3.00% | \*\* | 687820 |
| GNMA POOL #AK8997 SER 2045 3% DUE 07-15-2045 BEO | 7/15/2045 | 3.00% | \*\* | 136831 |
| GNMA POOL #AL1539 3% 05-15-2045 BEO | 5/15/2045 | 3.00% | \*\* | 58609 |
| GNMA POOL #AL4608 SER 2045 3% DUE 03-15-2045 BEO | 3/15/2045 | 3.00% | \*\* | 594795 |
| GNMA POOL #AL8635 SER 2045 3% DUE 03-15-2045 BEO | 3/15/2045 | 3.00% | \*\* | 314596 |
| GNMA POOL #AM4099 3% 04-15-2045 BEO | 4/15/2045 | 3.00% | \*\* | 347409 |
| GNMA POOL #AM8643 3% 05-15-2045 BEO | 5/15/2045 | 3.00% | \*\* | 413407 |
| GNMA POOL #AM8646 3% 05-15-2045 BEO | 5/15/2045 | 3.00% | \*\* | 229782 |
| GNMA POOL #AN5715 3% 06-15-2045 BEO | 6/15/2045 | 3.00% | \*\* | 58176 |
| GNMA POOL #AN5721 3% 06-15-2045 BEO | 6/15/2045 | 3.00% | \*\* | 37139 |
| GNMA POOL #AN5726 SER 2045 3% DUE 06-15-2045 BEO | 6/15/2045 | 3.00% | \*\* | 384046 |
| GNMA POOL #AN5733 3% 06-15-2045 BEO | 6/15/2045 | 3.00% | \*\* | 47440 |
| GNMA POOL #AN5734 SER 2045 3% DUE 06-15-2045 BEO | 6/15/2045 | 3.00% | \*\* | 299557 |
| GNMA POOL #AS6414 6.092% 03-20-2066 BEO | 3/20/2066 | 5.95% | \*\* | 199627 |
| GNMA POOL #BD4016 3% 10-15-2049 BEO | 10/15/2049 | 3.00% | \*\* | 315929 |
| GNMA POOL #BL1045X SER 2049 3.5% 10-15-2049 | 10/15/2049 | 3.50% | \*\* | 230396 |
| GNMA POOL #BM9692 4.5% 07-20-2049 BEO | 7/20/2049 | 4.50% | \*\* | 303417 |
| GNMA POOL #BP6203X 3.5% 11-15-2049 | 11/15/2049 | 3.50% | \*\* | 240327 |
| GNMA POOL #BP6229 3% 11-15-2049 BEO | 11/15/2049 | 3.00% | \*\* | 452085 |
| GNMA POOL #BQ0651 3.5% 11-15-2049 BEO | 11/15/2049 | 3.50% | \*\* | 126441 |
| GNMA POOL #BQ7371 3.5% 11-15-2049 BEO | 11/15/2049 | 3.50% | \*\* | 70630 |
| GNMA POOL #BR6606 3% 02-15-2050 BEO | 2/15/2050 | 3.00% | \*\* | 21958 |
| GNMA POOL #BS5027 3.5% 02-15-2050 BEO | 2/15/2050 | 3.50% | \*\* | 19348 |
| GNMA POOL #BS5195 3.5% 01-15-2050 BEO | 1/15/2050 | 3.50% | \*\* | 38010 |
| GNMA POOL #MA0318 3.5% 08-20-2042 BEO | 8/20/2042 | 3.50% | \*\* | 561761 |
| GNMA POOL #MA1376 4% 10-20-2043 BEO | 10/20/2043 | 4.00% | \*\* | 122649 |
| GNMA POOL #MA1377 4.5% 10-20-2043 BEO | 10/20/2043 | 4.50% | \*\* | 219622 |
| GNMA POOL #MA1448 3.5% 11-20-2043 BEO | 11/20/2043 | 3.50% | \*\* | 4009 |
| GNMA POOL #MA1839 4% 04-20-2044 BEO | 4/20/2044 | 4.00% | \*\* | 142702 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA POOL #MA1997 4.5% 06-20-2044 BEO | 6/20/2044 | 4.50% | \*\* | 176079 |
| GNMA POOL #MA2072 3% 07-20-2044 BEO | 7/20/2044 | 3.00% | \*\* | 92478 |
| GNMA POOL #MA2149 4% 08-20-2044 BEO | 8/20/2044 | 4.00% | \*\* | 88394 |
| GNMA POOL #MA2303 3.5% 10-20-2044 BEO | 10/20/2044 | 3.50% | \*\* | 243557 |
| GNMA POOL #MA2446 4% 12-20-2044 BEO | 12/20/2044 | 4.00% | \*\* | 161817 |
| GNMA POOL #MA2489 3% 01-20-2030 BEO | 1/20/2030 | 3.00% | \*\* | 815227 |
| GNMA POOL #MA2753 3% 04-20-2045 BEO | 4/20/2045 | 3.00% | \*\* | 112165 |
| GNMA POOL #MA2825 3% 05-20-2045 BEO | 5/20/2045 | 3.00% | \*\* | 102027 |
| GNMA POOL #MA2960 3% 07-20-2045 BEO | 7/20/2045 | 3.00% | \*\* | 208611 |
| GNMA POOL #MA3037 5% 08-20-2045 BEO | 8/20/2045 | 5.00% | \*\* | 96770 |
| GNMA POOL #MA3243 3% 11-20-2045 BEO | 11/20/2045 | 3.00% | \*\* | 72199 |
| GNMA POOL #MA3244 3.5% 11-20-2045 BEO | 11/20/2045 | 3.50% | \*\* | 194585 |
| GNMA POOL #MA3245 4% 11-20-2045 BEO | 11/20/2045 | 4.00% | \*\* | 228247 |
| GNMA POOL #MA3311 4% 12-20-2045 BEO | 12/20/2045 | 4.00% | \*\* | 280812 |
| GNMA POOL #MA3663 3.5% 05-20-2046 BEO | 5/20/2046 | 3.50% | \*\* | 123069 |
| GNMA POOL #MA3737 4% 06-20-2046 BEO | 6/20/2046 | 4.00% | \*\* | 374374 |
| GNMA POOL #MA3802 3% 07-20-2046 BEO | 7/20/2046 | 3.00% | \*\* | 108783 |
| GNMA POOL #MA3803 3.5% 07-20-2046 BEO | 7/20/2046 | 3.50% | \*\* | 1413076 |
| GNMA POOL #MA3873 3% 08-20-2046 BEO | 8/20/2046 | 3.00% | \*\* | 326288 |
| GNMA POOL #MA3937 3.5% 09-20-2046 BEO | 9/20/2046 | 3.50% | \*\* | 105674 |
| GNMA POOL #MA3939 4.5% 09-20-2046 BEO | 9/20/2046 | 4.50% | \*\* | 134452 |
| GNMA POOL #MA4070 4% 11-20-2046 BEO | 11/20/2046 | 4.00% | \*\* | 119593 |
| GNMA POOL #MA4071 4.5% 11-20-2046 BEO | 11/20/2046 | 4.50% | \*\* | 308149 |
| GNMA POOL #MA4125 2.5% 12-20-2046 BEO | 12/20/2046 | 2.50% | \*\* | 267734 |
| GNMA POOL #MA4127 3.5% 12-20-2046 BEO | 12/20/2046 | 3.50% | \*\* | 428164 |
| GNMA POOL #MA4261 3% 02-20-2047 BEO | 2/20/2047 | 3.00% | \*\* | 757088 |
| GNMA POOL #MA4263 4% 02-20-2047 BEO | 2/20/2047 | 4.00% | \*\* | 157387 |
| GNMA POOL #MA4321 3.5% 03-20-2047 BEO | 3/20/2047 | 3.50% | \*\* | 321265 |
| GNMA POOL #MA4450 3% 05-20-2047 BEO | 5/20/2047 | 3.00% | \*\* | 526280 |
| GNMA POOL #MA4585 3% 07-20-2047 BEO | 7/20/2047 | 3.00% | \*\* | 178793 |
| GNMA POOL #MA4781 5% 10-20-2047 BEO | 10/20/2047 | 5.00% | \*\* | 348664 |
| GNMA POOL #MA4838 4% 11-20-2047 BEO | 11/20/2047 | 4.00% | \*\* | 1023211 |
| GNMA POOL #MA4899 3% 12-20-2047 BEO | 12/20/2047 | 3.00% | \*\* | 767671 |
| GNMA POOL #MA4961 3% 01-20-2048 BEO | 1/20/2048 | 3.00% | \*\* | 491229 |
| GNMA POOL #MA4962 3.5% 01-20-2048 BEO | 1/20/2048 | 3.50% | \*\* | 224165 |
| GNMA POOL #MA4964 4.5% 01-20-2048 BEO | 1/20/2048 | 4.50% | \*\* | 140326 |
| GNMA POOL #MA5019 3.5% 02-20-2048 BEO | 2/20/2048 | 3.50% | \*\* | 1087485 |
| GNMA POOL #MA5021 4.5% 02-20-2048 BEO | 2/20/2048 | 4.50% | \*\* | 801920 |
| GNMA POOL #MA5137 4% 04-20-2048 BEO | 4/20/2048 | 4.00% | \*\* | 385097 |
| GNMA POOL #MA5138 4.5% 04-20-2048 BEO | 4/20/2048 | 4.50% | \*\* | 501087 |
| GNMA POOL #MA5265 4.5% 06-20-2048 BEO | 6/20/2048 | 4.50% | \*\* | 763317 |
| GNMA POOL #MA5399 4.5% 08-20-2048 BEO | 8/20/2048 | 4.50% | \*\* | 162571 |
| GNMA POOL #MA5594 3.5% 11-20-2048 BEO | 11/20/2048 | 3.50% | \*\* | 1352298 |
| GNMA POOL #MA5651 4% 12-20-2048 BEO | 12/20/2048 | 4.00% | \*\* | 109917 |
| GNMA POOL #MA5764 4.5% 02-20-2049 BEO | 2/20/2049 | 4.50% | \*\* | 577017 |
| GNMA POOL #MA5817 4% 03-20-2049 BEO | 3/20/2049 | 4.00% | \*\* | 266422 |
| GNMA POOL #MA5877 4.5% DUE 04-20-2049 REG | 4/20/2049 | 4.50% | \*\* | 229495 |
| GNMA POOL #MA6038 3% 07-20-2049 BEO | 7/20/2049 | 3.00% | \*\* | 142752 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA POOL #MA6157 5% 09-20-2049 BEO | 9/20/2049 | 5.00% | \*\* | 271106 |
| GNMA POOL #MA6413 5% 01-20-2050 BEO | 1/20/2050 | 5.00% | \*\* | 241869 |
| GNMA POOL #MA6477 4.5% 02-20-2050 BEO | 2/20/2050 | 4.50% | \*\* | 228904 |
| GNMA POOL #MA6999 4.5% 11-20-2050 BEO | 11/20/2050 | 4.50% | \*\* | 1804011 |
| GNMA POOL #MA8098 3% 06-20-2052 BEO | 6/20/2052 | 3.00% | \*\* | 656521 |
| GNMA POOL #MA8345 3.5% 10-20-2052 BEO | 10/20/2052 | 3.50% | \*\* | 755863 |
| GNMA POOL #MA8877 4.5% 05-20-2053 BEO | 5/20/2053 | 4.50% | \*\* | 3771297 |
| GNMA POOL #MA9780 6% 07-20-2054 BEO | 7/20/2054 | 6.00% | \*\* | 2053420 |
| GNMA POOL #MA9782 7.0% 07-20-2054 | 7/20/2054 | 7.00% | \*\* | 2574150 |
| GNMA POOL #MA9851 5.5% 08-20-2054 | 8/20/2054 | 5.50% | \*\* | 9513760 |
| GNMA POOL #MA9852 6.0% 08-20-2054 | 8/20/2054 | 6.00% | \*\* | 787080 |
| GNMA POOL #MA9853 6.5% 08-20-2054 | 8/20/2054 | 6.50% | \*\* | 1041822 |
| GNMA POOL #MA9906 5.5% 09-20-2054 BEO | 9/20/2054 | 5.50% | \*\* | 509612 |
| GNMA POOL #MA9961 3.5% 10-20-2054 | 10/20/2054 | 3.50% | \*\* | 5384476 |
| GNMA POOL #MA9965 5.5% 10-20-2054 | 10/20/2054 | 5.50% | \*\* | 4140090 |
| GNMA POOL AE7613 SER 2043 3 DUE 07-15-2043 REG | 7/15/2043 | 3.00% | \*\* | 46361 |
| GNMA POOL G2 MA6409 3.0% 01-20-2050 | 1/20/2050 | 3.00% | \*\* | 937531 |
| GNMA POOL#MA5712 5.0% 01-20-2049 REG | 1/20/2049 | 5.00% | \*\* | 608746 |
| GNMA REMIC 2015-H30 CL FD FLT RT 10-20-2065 | 10/20/2065 | 4.71% | \*\* | 412748 |
| GNMA REMIC PASS THRU SECS SER 2012-102 CL DA 1.25% DUE 08-20-2027 | 8/20/2027 | 1.25% | \*\* | 516291 |
| GNMA REMIC PASSTHRU SER 2016-H11 CLS F 05-20-2066 | 5/20/2066 | 4.91% | \*\* | 1206209 |
| GNMA REMIC SER 10-61 CL KG 4% FIXED DUE 03-16-2040 | 3/16/2040 | 4.00% | \*\* | 202751 |
| GNMA REMIC SER 11-128 CL BL 2% DUE 09-16-2026 | 9/16/2026 | 2.00% | \*\* | 3263 |
| GNMA REMIC SER 13-H24 CL FB FLTG DUE 09-20-2063 | 9/20/2063 | 4.84% | \*\* | 13085 |
| GNMA REMIC SER 15-H04 CL FA FLTG DUE 12-20-2064 REG | 12/20/2064 | 4.76% | \*\* | 1844188 |
| GNMA REMIC SER 2010-H02 CL FA 02-20-2060 | 2/20/2060 | 4.71% | \*\* | 303606 |
| GNMA REMIC SR 17-H05 CL FA FLTG 01-20-2067 | 1/20/2067 | 4.86% | \*\* | 872233 |
| GNMA REMIC SR 2017-H12 CL FL VAR RT 05-20-2067 | 5/20/2067 | 4.59% | \*\* | 4887845 |
| GNMA REMIC TRUST SER 17-H07 CL FC FLTG RT DUE 03-20-2067 REG | 3/20/2067 | 4.63% | \*\* | 947922 |
| GNMA REMIC TRUST SER 19-H03 CL FL FLTG RT DUE 02-20-2069 REG | 2/20/2069 | 4.64% | \*\* | 2068385 |
| GNMA REMIC TRUST SER 20-H10 CL FG FLTG RT DUE 06-20-2070 REG | 6/20/2070 | 5.06% | \*\* | 1460837 |
| GNMA SER 2017-H01 CL FC FLTG 12-20-2066 | 12/20/2066 | 5.06% | \*\* | 253938 |
| GNMA SER 09-98 CLS DA 3.25% 07-16-2039 | 7/16/2039 | 3.25% | \*\* | 462754 |
| GNMA SER 12-H12 CL HD 2.0% 05-20-2062 | 5/20/2062 | 2.00% | \*\* | 48782 |
| GNMA SER 13-H18 CL EA FLTG DUE 07-20-2063 REG | 7/20/2063 | 4.61% | \*\* | 40498 |
| GNMA SER 13-H19 CL FB FLT 08-20-2063 | 8/20/2063 | 4.71% | \*\* | 674644 |
| GNMA SER 16-H24 CL FG FLT 10-20-2066 | 10/20/2066 | 4.86% | \*\* | 386204 |
| GNMA SER 18-36 CL AM 3.0% 07-20-2045 | 7/20/2045 | 3.00% | \*\* | 1693648 |
| GNMA SER 19-111 CL NA 3.5% 05-20-2048 | 5/20/2048 | 3.50% | \*\* | 2702358 |
| GNMA SER 19-H09 CL FG FLTG RT 05-20-2069 | 5/20/2069 | 5.03% | \*\* | 2336917 |
| GNMA SER 19-H14 CL EF FLTG RT 05-20-2069 | 5/20/2069 | 4.55% | \*\* | 316118 |
| GNMA SER 2009-061 CL NP 4.0% DUE 08-20-2039 | 8/20/2039 | 4.00% | \*\* | 158508 |
| GNMA SER 2010-H010 CL FC FLTG RT DUE 05-20-2060 | 5/20/2060 | 5.03% | \*\* | 156626 |
| GNMA SER 2015-H11 CL FC FLTG RT 5-20-2065 | 5/20/2065 | 4.66% | \*\* | 248072 |
| GNMA SER 2015-H20 CL FB FLT RT 08-20-2065 | 8/20/2065 | 4.71% | \*\* | 74728 |
| GNMA SER 2017-H07 CL FG FLTG RT DUE 02-20-2067 REG | 2/20/2067 | 4.57% | \*\* | 643258 |
| GNMA SER 2017-H19 CL FA FLTG RT DUE 08-20-2067 | 8/20/2067 | 4.56% | \*\* | 268146 |
| GNMA SER 2018-H06 CL PF FLTG 02-20-2068 | 2/20/2068 | 4.41% | \*\* | 424528 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA SER 2018-H07 CL FD FLTG 05-20-2068 REG | 5/20/2068 | 4.41% | \*\* | 767325 |
| GNMA SER 24-23 CL BA 5.5% 10-20-2051 | 10/20/2051 | 5.50% | \*\* | 520509 |
| GNMA SER 24-23 CL PB 5.5% 02-20-2050 | 2/20/2050 | 5.50% | \*\* | 685847 |
| GNMA SR 16-H07 CL FQ FLTG RT 03-20-2066 | 3/20/2066 | 4.81% | \*\* | 636583 |
| GNMA SR 19-H15 CL AF FLTG RT 08-20-2069 | 8/20/2069 | 4.96% | \*\* | 307756 |
| GNMA SR 2006-38 CL FZ FLTG DUE 09-16-2035 | 9/16/2035 | 3.95% | \*\* | 453796 |
| GNMA SR 2010-115 CL DA 2.5% DUE 09-20-2040 | 9/20/2040 | 2.50% | \*\* | 27503 |
| GNMA SR 2011-156 CL PD 2.0% 04-20-2040 | 4/20/2040 | 2.00% | \*\* | 98295 |
| GNMA SR 20-127 CL LP 1.5% 06-20-2050 | 6/20/2050 | 1.50% | \*\* | 1250631 |
| GNMA SR 2018-166 CL H-C 3.5% 09-20-2048 | 9/20/2048 | 3.50% | \*\* | 288926 |
| GNMA SR 2019-031CL HA 3.0% 07-20-2047 | 7/20/2047 | 3.00% | \*\* | 59513 |
| GNMA SR 2024-76 CL KA 6.0% 12-20-2049 | 12/20/2049 | 6.00% | \*\* | 1160929 |
| GNMA SR 20-H09 CL BF FLTG 05-20-2070 | 5/20/2070 | 4.96% | \*\* | 4683032 |
| GNMA SR 20-H09 CL FL FLTG RT 05-20-2070 | 5/20/2070 | 5.26% | \*\* | 1114323 |
| GNMA SR 22-120 CL EA 4% 05-20-2046 | 5/20/2046 | 4.00% | \*\* | 1614555 |
| GNMA SR 24-13 CL DA 5.5% 10-20-2050 | 10/20/2050 | 5.50% | \*\* | 1565152 |
| GNMA SR 24-H08 CL FC FLTG 05-20-2074 | 5/20/2074 | 4.57% | \*\* | 284620 |
| GNMA SR 25-2 CL EA 4.5% 09-20-2040 | 9/20/2040 | 4.50% | \*\* | 3039444 |
| GNMAII POOL #004224 SER 2038 7 DUE 08-20-2038 REG | 8/20/2038 | 7.00% | \*\* | 40676 |
| GNMAII POOL #2958 SER 2030 8% DUE 08-20-2030 REG | 8/20/2030 | 8.00% | \*\* | 1863 |
| GNMAII POOL #4040 SER 2037 6.5% DUE 10-20-2037 REG | 10/20/2037 | 6.50% | \*\* | 4259 |
| GNMAII POOL #4060 SER 2037 6% DUE 12-20-2037 REG | 12/20/2037 | 6.00% | \*\* | 13656 |
| GNMAII POOL #4195 SER 2038 6% DUE 07-20-2038 REG | 7/20/2038 | 6.00% | \*\* | 1989 |
| GNMAII POOL #4268 SER 2038 6% DUE 10-20-2038 REG | 10/20/2038 | 6.00% | \*\* | 1448 |
| GNMAII POOL #4696 SER 2040 4.5% DUE 05-20-2040 REG | 5/20/2040 | 4.50% | \*\* | 69939 |
| GNMAII POOL #4697 SER 2040 5% DUE 05-20-2040 REG | 5/20/2040 | 5.00% | \*\* | 43258 |
| GNMAII POOL #4747 SER 2040 5% DUE 07-20-2040 BEO | 7/20/2040 | 5.00% | \*\* | 249632 |
| GNMAII POOL #4922 SER 2041 4% DUE 01-20-2041 BEO | 1/20/2041 | 4.00% | \*\* | 75764 |
| GNMAII POOL #5082 SER 2041 4.5% DUE 06-20-2041 BEO | 6/20/2041 | 4.50% | \*\* | 87289 |
| GNMAII POOL #5326 SER 2027 3% DUE 03-20-2027 BEO | 3/20/2027 | 3.00% | \*\* | 7614 |
| GNMAII POOL #783637 SER 2042 3% DUE 06-20-2042 REG | 6/20/2042 | 3.00% | \*\* | 28286 |
| GNMAII POOL #787154 6.5% 11-20-2053 | 11/20/2053 | 6.50% | \*\* | 256047 |
| GNMAII POOL #80012 SER 2026 ADJ RT 11-20-2026 | 11/20/2026 | 4.75% | \*\* | 626 |
| GNMAII POOL #80106 5.375% DUE 08-20-2027REG | 8/20/2027 | 5.38% | \*\* | 1387 |
| GNMAII POOL #80397 SER 2030 ADJ RT 04-20-2030 | 4/20/2030 | 5.62% | \*\* | 335 |
| GNMAII POOL #8788 SER 2026 5.625% DUE 01-20-2026 REG | 1/20/2026 | 5.62% | \*\* | 3 |
| GNMAII POOL #BX4951 3.5% 09-20-2050 | 9/20/2050 | 3.50% | \*\* | 1199822 |
| GNMAII POOL #CO4938 5.0% 08-20-2052 | 8/20/2052 | 5.00% | \*\* | 1380173 |
| GNMAII POOL #CO4960 5.0% 08-20-2052 | 8/20/2052 | 5.00% | \*\* | 1368188 |
| GNMAII POOL #G2 MA4654 SER 2047 4.5% DUE08-20-2047 REG GNMAII | 8/20/2047 | 4.50% | \*\* | 183626 |
| GNMAII POOL #MA0023 SER 2042 4% DUE 04-20-2042 REG | 4/20/2042 | 4.00% | \*\* | 86152 |
| GNMAII POOL #MA0073 SER 2027 3% DUE 05-20-2027 REG | 5/20/2027 | 3.00% | \*\* | 19158 |
| GNMAII POOL #MA0272 SER 2027 2.0% DUE 07-20-2027 | 7/20/2027 | 2.00% | \*\* | 26803 |
| GNMAII POOL #MA0299 SER 2027 2.5% DUE 08-20-2027 REG | 8/20/2027 | 2.50% | \*\* | 45938 |
| GNMAII POOL #MA0317 3 DUE 08-20-2012 REG | 8/20/2042 | 3.00% | \*\* | 307717 |
| GNMAII POOL #MA0391 SER 2042 3% DUE 09-20-2042 REG | 9/20/2042 | 3.00% | \*\* | 406849 |
| GNMAII POOL #MA0392 SER 2042 3.5 DUE 09-20-2042 REG | 9/20/2042 | 3.50% | \*\* | 426749 |
| GNMAII POOL #MA0462 3.5 DUE 10-20-2042 REG | 10/20/2042 | 3.50% | \*\* | 596773 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMAII POOL #MA0463 4 DUE 10-20-2042 REG | 10/20/2042 | 4.00% | \*\* | 431101 |
| GNMAII POOL #MA0624 3 12-20-2042 REG | 12/20/2042 | 3.00% | \*\* | 152121 |
| GNMAII POOL #MA0626 4 DUE 11-20-2042 REG | 12/20/2042 | 4.00% | \*\* | 219916 |
| GNMAII POOL #MA0674 SER 2028 2.5 DUE 01-20-2028 REG | 1/20/2028 | 2.50% | \*\* | 1047747 |
| GNMAII POOL #MA0698 3 01-20-2043 REG | 1/20/2043 | 3.00% | \*\* | 214607 |
| GNMAII POOL #MA0933 SER 2043 3% DUE 04-20-2043 REG | 4/20/2043 | 3.00% | \*\* | 178865 |
| GNMAII POOL #MA1012 SER 2043 3.5% DUE 05-20-2043 REG | 5/20/2043 | 3.50% | \*\* | 475870 |
| GNMAII POOL #MA1995 SER 2044 3.5% DUE 06-20-2044 BEO | 6/20/2044 | 3.50% | \*\* | 934707 |
| GNMAII POOL #MA2372 SER 2044 4% DUE 11-20-2044 REG | 11/20/2044 | 4.00% | \*\* | 362192 |
| GNMAII POOL #MA2678 SER 2045 3.5% DUE 03-20-2045 REG | 3/20/2045 | 3.50% | \*\* | 260828 |
| GNMAII POOL #MA2754 SER 2045 3.5% DUE 04-20-2045 REG | 4/20/2045 | 3.50% | \*\* | 715431 |
| GNMAII POOL #MA3172 SER 2045 3% DUE 10-20-2045 REG | 10/20/2045 | 3.00% | \*\* | 364475 |
| GNMAII POOL #MA3174 SER 2045 4% DUE 10-20-2045 REG | 10/20/2045 | 4.00% | \*\* | 185415 |
| GNMAII POOL #MA3597 SER 2046 3.5% DUE 04-20-2046 BEO | 4/20/2046 | 3.50% | \*\* | 1852668 |
| GNMAII POOL #MA3662 SER 2046 3% DUE 05-20-2046 REG | 5/20/2046 | 3.00% | \*\* | 629334 |
| GNMAII POOL #MA3736 SER 2046 3.5% DUE 06-20-2046 REG | 6/20/2046 | 3.50% | \*\* | 233996 |
| GNMAII POOL #MA4004 SER 2046 3.5% DUE 10-20-2046 REG | 10/20/2046 | 3.50% | \*\* | 1316521 |
| GNMAII POOL #MA4322 SER 2047 4% DUE 03-20-2047 REG | 3/20/2047 | 4.00% | \*\* | 503010 |
| GNMAII POOL #MA4383 SER 2047 4% DUE 04-20-2047 REG | 4/20/2047 | 4.00% | \*\* | 203034 |
| GNMAII POOL #MA4452 4.0% DUE 05-20-2047 REG | 5/20/2047 | 4.00% | \*\* | 182606 |
| GNMAII POOL #MA4511 SER 2047 4% DUE 06-20-2047 REG | 6/20/2047 | 4.00% | \*\* | 1327807 |
| GNMAII POOL #MA4720 SER 2047 4% DUE 09-20-2047 REG | 9/20/2047 | 4.00% | \*\* | 3476999 |
| GNMAII POOL #MA4837 SER 2047 3.5% DUE 11-20-2047 REG | 11/20/2047 | 3.50% | \*\* | 261973 |
| GNMAII POOL #MA4900 SER 2047 3.5% DUE 12-20-2047 | 12/20/2047 | 3.50% | \*\* | 62958 |
| GNMAII POOL #MA4901 4% 12-20-2047 | 12/20/2047 | 4.00% | \*\* | 437072 |
| GNMAII POOL #MA5020 4.0% 02-20-2048 | 2/20/2048 | 4.00% | \*\* | 294609 |
| GNMAII POOL #MA5078 4.0% 03-20-2048 | 3/20/2048 | 4.00% | \*\* | 1943068 |
| GNMAII POOL #MA5079 4.5% 03-20-2048 | 3/20/2048 | 4.50% | \*\* | 45158 |
| GNMAII POOL #MA5266 SER 2048 5% DUE 06-01-2048 REG | 6/20/2048 | 5.00% | \*\* | 64120 |
| GNMAII POOL #MA5465 3.5% DUE 09-20-2048 REG | 9/20/2048 | 3.50% | \*\* | 287223 |
| GNMAII POOL #MA5529 4.5% 10-20-2048 | 10/20/2048 | 4.50% | \*\* | 342069 |
| GNMAII POOL #MA5530 SER 2048 5.0% DUE 10-20-2048 REG | 10/20/2048 | 5.00% | \*\* | 552200 |
| GNMAII POOL #MA5597 5.0% 11-20-2048 REG | 11/20/2048 | 5.00% | \*\* | 291532 |
| GNMAII POOL #MA5653 5.0% DUE 12-20-2048 REG | 12/20/2048 | 5.00% | \*\* | 382464 |
| GNMAII POOL #MA5763 4% DUE 02-20-2049 REG | 2/20/2049 | 4.00% | \*\* | 1976404 |
| GNMAII POOL #MA5818 SER 2049 4.5% DUE 03-20-2049 REG MBS | 3/20/2049 | 4.50% | \*\* | 1508281 |
| GNMAII POOL #MA5876 4.0% 04-20-2049 | 4/20/2049 | 4.00% | \*\* | 1010904 |
| GNMAII POOL #MA5988 5.0% 06-20-2049 | 6/20/2049 | 5.00% | \*\* | 52471 |
| GNMAII POOL #MA6153 3.0% 09-20-2049 | 9/20/2049 | 3.00% | \*\* | 467270 |
| GNMAII POOL #MA6217 2.5% 10-20-2049 | 10/20/2049 | 2.50% | \*\* | 458762 |
| GNMAII POOL #MA6411 4.0% 01-20-2050 | 1/20/2050 | 4.00% | \*\* | 88829 |
| GNMAII POOL #MA6476 4.0% 02-20-2050 | 2/20/2050 | 4.00% | \*\* | 128944 |
| GNMAII POOL #MA6659 4.5% 05-20-2050 | 5/20/2050 | 4.50% | \*\* | 1961694 |
| GNMAII POOL #MA6768 4.0% DUE 07-20-2050 | 7/20/2050 | 4.00% | \*\* | 194656 |
| GNMAII POOL #MA6865 SER 2050 2.5% DUE 09-20-2050 REG | 9/20/2050 | 2.50% | \*\* | 422922 |
| GNMAII POOL #MA6930 2.0% 10-20-2050 | 10/20/2050 | 2.00% | \*\* | 4058901 |
| GNMAII POOL #MA6931 2.5% 10-20-2050 | 10/20/2050 | 2.50% | \*\* | 1933865 |
| GNMAII POOL #MA6995 2.5% 11-20-2050 | 11/20/2050 | 2.50% | \*\* | 1473103 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMAII POOL #MA7135 SER 2051 2% DUE 01-20-2051 BEO 2.0% 20/01/2051 | 1/20/2051 | 2.00% | \*\* | 1422707 |
| GNMAII POOL #MA7136 SER 2051 2.5% DUE 01-20-2051 REG | 1/20/2051 | 2.50% | \*\* | 262331 |
| GNMAII POOL #MA7193 SER 2051 2.5% DUE 02-20-2051 REG | 2/20/2051 | 2.50% | \*\* | 2579146 |
| GNMAII POOL #MA7194 SER 2051 3% DUE 02-20-2051 BEO 3.0% 20/02/2051 | 2/20/2051 | 3.00% | \*\* | 4035293 |
| GNMAII POOL #MA7254 2.0% DUE 03-20-2051 REG | 6/20/2052 | 3.50% | \*\* | 1496961 |
| GNMAII POOL #MA7255 SER 2051 2.5% DUE 03-20-2051 REG | 3/20/2051 | 2.50% | \*\* | 404797 |
| GNMAII POOL #MA7312 2.5% DUE 04-20-2051 | 4/20/2051 | 2.50% | \*\* | 2450164 |
| GNMAII POOL #MA7367 SER 2051 2.5% DUE 05-20-2051 REG | 5/20/2051 | 2.50% | \*\* | 6186749 |
| GNMAII POOL #MA7589 2.5% 09-20-2051 | 9/20/2051 | 2.50% | \*\* | 3593822 |
| GNMAII POOL #MA7828 3% DUE 01-20-2052 REG | 1/20/2052 | 3.00% | \*\* | 509808 |
| GNMAII POOL #MA7829 SER 2052 3.5% 01-20-2052 | 1/20/2052 | 3.50% | \*\* | 2380650 |
| GNMAII POOL #MA7937 SER 2052 3.0% 03-20-2052 | 3/20/2052 | 3.00% | \*\* | 375310 |
| GNMAII POOL #MA7988 SER 2052 3.0% 04-20-2052 | 4/20/2052 | 3.00% | \*\* | 10500066 |
| GNMAII POOL #MA7989 3.5% DUE 04-20-2052 REG | 4/20/2052 | 3.50% | \*\* | 2261272 |
| GNMAII POOL #MA8043 SER 2052 3.0% DUE 05-20-2052 REG | 5/20/2052 | 3.00% | \*\* | 4207696 |
| GNMAII POOL #MA8099 SER 2052 3.5% 06-20-2052 | 6/20/2052 | 3.50% | \*\* | 4490060 |
| GNMAII POOL #MA8202 5.0% DUE 08-20-2052 REG | 8/20/2052 | 5.00% | \*\* | 1902328 |
| GNMAII POOL #MA8267 4.0% DUE 09-20-2052 REG | 9/20/2052 | 4.00% | \*\* | 4270923 |
| GNMAII POOL #MA8346 4.0% DUE 10-20-2052 | 10/20/2052 | 4.00% | \*\* | 530166 |
| GNMAII POOL #MA8347 SER 2052 4.5% DUE 10-20-2052 BEO G2 MA8347 | 10/20/2052 | 4.50% | \*\* | 2285564 |
| GNMAII POOL #MA8429 5.5% 11-20-2052 | 11/20/2052 | 5.50% | \*\* | 1530239 |
| GNMAII POOL #MA8491 SER 2052 5.5% DUE 12-20-2052 REG | 12/20/2052 | 5.50% | \*\* | 2832346 |
| GNMAII POOL #MA8725 5% DUE 03-20-2053 | 3/20/2053 | 5.00% | \*\* | 1381254 |
| GNMAII POOL #MA9726 SER 2054 6.0% 06-20-2054 | 6/20/2054 | 6.00% | \*\* | 989415 |
| GNMAII POOL #MA9728 SER 2054 7.0% 06-20-2054 | 6/20/2054 | 7.00% | \*\* | 2102437 |
| GNMAII POOL #MA9964 5.0% 10-20-2054 | 10/20/2054 | 3.50% | \*\* | 14999314 |
| GNMAII POOL #MB0025 SER 2054 5% DUE 11-20-2054 BEO G2 MB0025 5% 20/11/2054 | 11/20/2054 | 5.00% | \*\* | 3875739 |
| GNMAII POOL MA5878 5.0% 04-20-2049 | 4/20/2049 | 5.00% | \*\* | 259844 |
| GNMAII POOL MB0022 3.5% 11-20-2054 | 11/20/2054 | 3.50% | \*\* | 809690 |
| GODADDY INC CL A CL A |  |  | \*\* | 1973492 |
| GODO STEEL LTD NPV |  |  | \*\* | 32719 |
| GODREJ CONSUMER PR INR1 |  |  | \*\* | 52040 |
| GOLD BULLION BAR .9999-1 OZ |  |  | \*\* | 16991 |
| GOLD CIRCUIT ELECT TWD10 |  |  | \*\* | 1027641 |
| GOLD.COM INC |  |  | \*\* | 497777 |
| GOLDEN ENTMT INC COM |  |  | \*\* | 2317920 |
| GOLDEN ST TOB SECURITIZATION CORP 3.714%06-01-2041 | 6/1/2041 | 3.71% | \*\* | 621958 |
| GOLDEN ST TOB SECURITIZATION CORP CALIF 3.0% 06-01-2046 | 6/1/2046 | 3.00% | \*\* | 2260982 |
| GOLDEN ST TOB SECURITIZATION CORP CALIF 4.214% DUE 06-01-2050 REG | 6/1/2050 | 4.21% | \*\* | 2705674 |
| GOLDMAN SACHS 3.85% DUE 01-26-2027 | 1/26/2027 | 3.85% | \*\* | 3152497 |
| GOLDMAN SACHS 4.937% DUE 04-23-2028 | 4/23/2028 | 4.94% | \*\* | 7930773 |
| GOLDMAN SACHS 5.851% 04-25-2035 | 4/25/2035 | 5.85% | \*\* | 585647 |
| GOLDMAN SACHS 6.75% DUE 10-01-2037 | 10/1/2037 | 6.75% | \*\* | 682639 |
| GOLDMAN SACHS BANK USA 5.283% 03-18-2027 | 3/18/2027 | 5.28% | \*\* | 4376130 |
| GOLDMAN SACHS BANK USA FLTG RT 03-18-2027 | 3/18/2027 | 4.47% | \*\* | 1114477 |
| GOLDMAN SACHS BK USA 5.414% 05-21-2027 | 5/21/2027 | 5.41% | \*\* | 2291690 |
| GOLDMAN SACHS FIXED 2.615% 04-22-2032 | 4/22/2032 | 2.62% | \*\* | 4563291 |
| GOLDMAN SACHS GROUP INC 1.431% 03-09-2027 | 3/9/2027 | 1.43% | \*\* | 6799179 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GOLDMAN SACHS GROUP INC 1.542% 09-10-2027 | 9/10/2027 | 1.54% | \*\* | 4844098 |
| GOLDMAN SACHS GROUP INC 1.948% 10-21-2027 | 10/21/2027 | 1.95% | \*\* | 12512571 |
| GOLDMAN SACHS GROUP INC 1.992% DUE 01-27-2032 REG | 1/27/2032 | 1.99% | \*\* | 444564 |
| GOLDMAN SACHS GROUP INC 2.6% DUE 02-07-2030 | 2/7/2030 | 2.60% | \*\* | 940381 |
| GOLDMAN SACHS GROUP INC 2.908% DUE 07-21-2042 BEO | 7/21/2042 | 2.91% | \*\* | 367699 |
| GOLDMAN SACHS GROUP INC 3.102% 02-24-2033 | 2/24/2033 | 3.10% | \*\* | 1383937 |
| GOLDMAN SACHS GROUP INC 3.21% DUE 04-22-2042 BEO | 4/22/2042 | 3.21% | \*\* | 504763 |
| GOLDMAN SACHS GROUP INC 3.691% 06-05-2028 | 6/5/2028 | 3.69% | \*\* | 3979065 |
| GOLDMAN SACHS GROUP INC 4.017% 10-31-2038 | 10/31/2038 | 4.02% | \*\* | 531602 |
| GOLDMAN SACHS GROUP INC 4.153% 10-21-2029 | 10/21/2029 | 4.15% | \*\* | 3780269 |
| GOLDMAN SACHS GROUP INC 4.369% 10-21-2031 | 10/21/2031 | 4.37% | \*\* | 7506578 |
| GOLDMAN SACHS GROUP INC 5.016% 10-23-2035 | 10/23/2035 | 5.02% | \*\* | 15106215 |
| GOLDMAN SACHS GROUP INC 5.049% 07-23-2030 | 7/23/2030 | 5.05% | \*\* | 12310408 |
| GOLDMAN SACHS GROUP INC 5.218% 04-23-2031 | 4/23/2031 | 5.22% | \*\* | 1832487 |
| GOLDMAN SACHS GROUP INC 5.33% 07-23-2035 | 7/23/2035 | 5.33% | \*\* | 617551 |
| GOLDMAN SACHS GROUP INC 5.536% 01-28-2036 | 1/28/2036 | 5.54% | \*\* | 416157 |
| GOLDMAN SACHS GROUP INC 5.561% 11-19-2045 | 11/19/2045 | 5.56% | \*\* | 542095 |
| GOLDMAN SACHS GROUP INC 5.727% 04-25-2030 | 4/25/2030 | 5.73% | \*\* | 3413166 |
| GOLDMAN SACHS GROUP INC 5.734% 01-28-2056 | 1/28/2056 | 5.73% | \*\* | 284367 |
| GOLDMAN SACHS GROUP INC 6 45 05 01 6.45 DUE 05-01-2036 BEO | 5/1/2036 | 6.45% | \*\* | 99030 |
| GOLDMAN SACHS GROUP INC 6.484% DUE 10-24-2029 | 10/24/2029 | 6.48% | \*\* | 11974024 |
| GOLDMAN SACHS GROUP INC COM |  |  | \*\* | 10110258 |
| GOLDMAN SACHS GROUP INC SR NT FIXED / FLTG 2.65% 10-21-2032 | 10/21/2032 | 2.65% | \*\* | 2489531 |
| GOLDWIND SCI&TECH 'H'CNY1 |  |  | \*\* | 55821 |
| GOODLEAP 4% DUE 04-20-2049 | 4/20/2049 | 4.00% | \*\* | 1350611 |
| GOODRX HLDGS INC COM CL A COM CL A |  |  | \*\* | 125384 |
| GOODYEAR TIRE & RUBBER CO COM |  |  | \*\* | 1134543 |
| GOPRO INC CL A CL A |  |  | \*\* | 170203 |
| GOSSAMER BIO INC COM USD0.0001 |  |  | \*\* | 191375 |
| GOVERNMENT NATIONAL MORTGAGE A G2 MB00297% 20/11/2054 7% 11-20-2054 | 11/20/2054 | 7.00% | \*\* | 1269190 |
| GOVERNMENT NATIONAL MORTGAGE A GNR SR 24-84 BA 5.75% 11-20-2045 | 11/20/2045 | 5.75% | \*\* | 2843422 |
| GOVERNMENT NATIONAL MORTGAGE ASSN SR 23-164 CL DA 5.5% 10-20-2047 | 10/20/2047 | 5.50% | \*\* | 2970919 |
| GOVERNMENT NATIONAL MORTGAGE ASSN SR 25-110 CL GE 5.0% 10-20-2049 | 10/20/2049 | 5.00% | \*\* | 3541029 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC 4.59919% 11-20-2065 | 11/20/2065 | 4.76% | \*\* | 488867 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC 5.5% 08-20-2050 | 8/20/2050 | 5.50% | \*\* | 2190641 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7420 3.5% 06-20-2051 | 6/20/2051 | 3.50% | \*\* | 1251792 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7883 3.5% 02-20-2052 | 2/20/2052 | 3.50% | \*\* | 3192922 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC POOL #646853 5.5% 08-15-2035 BEO | 8/15/2035 | 5.50% | \*\* | 537 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC SR 24-19 CL E 5.0% 09-20-2057 | 9/20/2057 | 5.00% | \*\* | 1753336 |
| GOVERNMENT NATIONAL MTG ASSOC 2024-064 REMIC PASSTHRU CTF 4.953 04-20-2054 | 4/20/2054 | 5.17% | \*\* | 1121056 |
| GOVERNMENT NATL MTG SER 2015-H14 CL FA FLTG RT 06-20-2065 | 6/20/2065 | 4.68% | \*\* | 378395 |
| GPMT 2021-FL4 LTD FLTG RT 5.74139% DUE 12-15-2036 | 12/15/2036 | 5.80% | \*\* | 4999090 |
| GPO AERO SURESTE SER'B'NPV |  |  | \*\* | 41877 |
| GPT GROUP NPV (STAPLED SECURITIES) |  |  | \*\* | 1212245 |
| GRACO INC COM |  |  | \*\* | 859373 |
| GRAIL INC COM |  |  | \*\* | 403985 |
| GRAINCORP 'A'NPV |  |  | \*\* | 417512 |
| GRAINGER PLC ORD GBP0.05 |  |  | \*\* | 920716 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GRAINGER W W INC COM |  |  | \*\* | 6009902 |
| GRAND CITY PROPERT EUR0.10 |  |  | \*\* | 557467 |
| GRAND PHARMACEUTICAL GROUP LIMITED HKD0.01 |  |  | \*\* | 51436 |
| GRANITE REAL ESTAT UNITS |  |  | \*\* | 1808082 |
| GRANITE RIDGE RES INC COM |  |  | \*\* | 95015 |
| GRAPHIC PACKAGING HLDG CO COM STK |  |  | \*\* | 723874 |
| GREAT EAGLE HLDGS HKD0.50 |  |  | \*\* | 1939 |
| GREAT EASTERN SHI INR10 (POST REORG) |  |  | \*\* | 389412 |
| GREAT LAKES DREDGE & DOCK CORP NEW COM |  |  | \*\* | 481228 |
| GREAT SOUTHN BANCORP INC COM |  |  | \*\* | 42846 |
| GREAT WALL MOTOR 'H'CNY1 |  |  | \*\* | 130719 |
| GREAT WEST LIFECO COM NPV |  |  | \*\* | 399992 |
| GREATAMERICA 4.22% DUE 05-15-2028 | 5/15/2028 | 4.22% | \*\* | 3411387 |
| GREAT-WEST LIFECO 4.15% DUE 06-03-2047 | 6/3/2047 | 4.15% | \*\* | 146380 |
| GREEN PLAINS INC COM STK |  |  | \*\* | 376467 |
| GREENCORE GROUP ORD GBP0.01 (CDI) |  |  | \*\* | 103948 |
| GREENPLY INDUSTRIE INR1 |  |  | \*\* | 63672 |
| GREENPOINT MTG FDG TR 2006-OH1 MTG PASSTHRU CTF CL A-1 FLTG 01-25-2037 REG | 1/25/2037 | 4.21% | \*\* | 691962 |
| GREENS CO LTD COMMON STOCK |  |  | \*\* | 332483 |
| GREIF INC. |  |  | \*\* | 6083319 |
| GREMS INC NPV |  |  | \*\* | 277294 |
| GREYWOLF CLO IV LTD RE-ISSUE / 0% 04-17-2034 | 4/17/2034 | 5.12% | \*\* | 1799601 |
| GREYWOLF CLO VII LTD SRS 18-7A CL A1 10-20-2031 | 10/20/2031 | 5.32% | \*\* | 872353 |
| GRID DYNAMICS HOLDINGS INC COM USD0.0001CL A |  |  | \*\* | 336259 |
| GRINDR INC COM |  |  | \*\* | 269690 |
| GROUP 1 AUTOMOTIVE INC COM |  |  | \*\* | 382288 |
| GROUPE DYNAMITE INC SUB VTG SHS WI |  |  | \*\* | 494542 |
| GRUPO FINANCIERO BANORTE S A B DE C V |  |  | \*\* | 122562 |
| GS ENGINEERING & C KRW5000 |  |  | \*\* | 84432 |
| GS MTG BACKED SECS 2.5% DUE 09-25-2052 | 9/25/2052 | 2.50% | \*\* | 1842431 |
| GS MTG BACKED SECS 4.72419% DUE 01-25-2052 | 1/25/2052 | 4.55% | \*\* | 359829 |
| GS MTG SECS TR 1.56% DUE 12-12-2053 | 12/12/2053 | 1.56% | \*\* | 904296 |
| GS MTG SECS TR 2020-GC45 SR 20-GC45 CL A3 2.63% 02-13-2053 | 2/13/2053 | 2.64% | \*\* | 2713368 |
| GS MTG SECS TR 3.05% DUE 05-10-2049 | 5/10/2049 | 3.05% | \*\* | 1744464 |
| GS MTG SECS TR 3.469% DUE 11-10-2050 | 11/10/2050 | 3.47% | \*\* | 1816307 |
| GS MTG SECS TR 3.506% DUE 10-10-2048 | 10/10/2048 | 3.51% | \*\* | 123862 |
| GS MTG-BACKED SECS 3% DUE 08-26-2052 | 8/26/2052 | 3.00% | \*\* | 1578989 |
| GS MTG-BACKED SECS FLTG RT 2.5% DUE 12-25-2051 | 12/25/2051 | 2.50% | \*\* | 61153 |
| GS MTG-BACKED SECS TR 2022-HP1 MTG PASSTHRU CTF CL A-2 3% 09-25-2052 | 9/25/2052 | 3.00% | \*\* | 1416087 |
| GSAT TR 2025-BMF 5.18019% 07-15-2040 | 7/15/2040 | 5.25% | \*\* | 4597739 |
| GTT EUR0.01 |  |  | \*\* | 1889215 |
| GUANGDONG DONGPENG GUANGDONG DONGPENG HOLDINGS |  |  | \*\* | 146015 |
| GUANGDONG VANWARD NEW ELECTRIC CO L 'A'CNY1 (STOCK CONNECT) |  |  | \*\* | 372126 |
| GUARDANT HEALTH INC COM |  |  | \*\* | 5444471 |
| GUIDEWIRE SOFTWARE INC COM USD0.0001 |  |  | \*\* | 6669713 |
| GUJARAT NARMADA VALLEY FERTILIZERS AND CHEMCIALS LTD |  |  | \*\* | 23919 |
| GUOQUAN FOOD (SHAN CNY1 H |  |  | \*\* | 445965 |
| H LUNDBECK A/S SER B DKK1 |  |  | \*\* | 992369 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| H WORLD GROUP LTD SPONSORED ADR |  |  | \*\* | 278724 |
| H.U. GROUP HOLDINGS INC |  |  | \*\* | 53941 |
| H2O AMERICA |  |  | \*\* | 19547 |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC |  |  | \*\* | 1096907 |
| HACHIJUNI NAGANO BK LTD NPV |  |  | \*\* | 61729 |
| HACKENSACK MERIDIAN HEALTH INC 2.875% 09-01-2050 | 9/1/2050 | 2.88% | \*\* | 281066 |
| HAESUNG DS CO LTD KRW5000 |  |  | \*\* | 1075992 |
| HAFNIA LIMITED USD0.01 |  |  | \*\* | 167220 |
| HAGERTY INC CL A COM CL A COM |  |  | \*\* | 16545 |
| HAITIAN INTL HLDGS HKD0.10 |  |  | \*\* | 170823 |
| HAL TRUST UNITS NPV |  |  | \*\* | 155605 |
| HALEON US CAPITAL LLC 3.375% 03-24-2027 | 3/24/2027 | 3.38% | \*\* | 4755752 |
| HALEON US CAPITAL LLC 3.375% 03-24-2029 | 3/24/2029 | 3.38% | \*\* | 752267 |
| HALFORDS GROUP ORD GBP0.01 |  |  | \*\* | 401899 |
| HALK GAYRIMENKUL Y TRY1 (B SHARES) |  |  | \*\* | 19583 |
| HALLADOR ENERGY COMPANY COM STK |  |  | \*\* | 7216 |
| HALLIBURTON CO COM |  |  | \*\* | 407537 |
| HALO MICROELECTRON CNY1 A (SHANGHAI STOCK CONN |  |  | \*\* | 352200 |
| HALOZYME THERAPEUTICS INC COM |  |  | \*\* | 2836089 |
| HAMAMATSU PHOTONIC NPV |  |  | \*\* | 69939 |
| HAMILTON INSURANCE GROUP LTD. |  |  | \*\* | 1253798 |
| HAMILTON LANE INC CL A CL A |  |  | \*\* | 4620533 |
| HANA FINANCIAL GRP KRW5000 |  |  | \*\* | 9199466 |
| HANA MICROELECTRNC THB1 (NVDR) |  |  | \*\* | 218954 |
| HANG SENG BANK NPV |  |  | \*\* | 15777 |
| HANGZHOU SHUNWANG 'A'CNY1 |  |  | \*\* | 498754 |
| HANKOOK SHELL OIL KRW5000 |  |  | \*\* | 111957 |
| HANKOOK TIRE & TECHNOLOGY CO LTD |  |  | \*\* | 116353 |
| HANKUK CARBON CO KRW500 |  |  | \*\* | 517990 |
| HANMI FINL CORP COM NEW COM NEW |  |  | \*\* | 46302 |
| HANNSTAR BOARD CRP TWD10 |  |  | \*\* | 85190 |
| HANOVER INS GROUP 4.5% DUE 04-15-2026 | 4/15/2026 | 4.50% | \*\* | 878177 |
| HANOVER INS GROUP INC COM |  |  | \*\* | 1368033 |
| HANSOH PHARMACEUTI HKD0.00001 |  |  | \*\* | 231772 |
| HANWA CO LTD NPV |  |  | \*\* | 324776 |
| HANWHA AEROSPACE CO LTD |  |  | \*\* | 865520 |
| HANWHA CORP KRW5000 |  |  | \*\* | 607405 |
| HANWHA CORPORATION 3RD PRF KRW5000 |  |  | \*\* | 357430 |
| HANWHA ENGINE KRW1000 |  |  | \*\* | 628918 |
| HANWHA GENERAL INSURANCE CO LTD KRW5000 |  |  | \*\* | 52808 |
| HANWHA INVESTMENT & SECURITIES CO., LTD |  |  | \*\* | 42431 |
| HARBIN ELECTRIC COMPANY LTD |  |  | \*\* | 568328 |
| HAREL INS INVS ILS1 |  |  | \*\* | 470001 |
| HARLEY DAVIDSON FINL SVCS INC GTD NT 144A 3.05% 02-14-2027 | 2/14/2027 | 3.05% | \*\* | 3782616 |
| HARLEY-DAVIDSON MOTORCYCLE TR 2024-A SER24-A CL A4 5.29% 12-15-2031 | 12/15/2031 | 5.29% | \*\* | 3790088 |
| HARLEY-DAVIDSON MOTORCYCLE TR SER 24-A CL A3 5.37% 03-15-2029 | 3/15/2029 | 5.37% | \*\* | 3057127 |
| HARMONIC INC COM |  |  | \*\* | 24666 |
| HARMONY BIOSCIENCES HLDGS INC COM |  |  | \*\* | 605718 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| HARMONY GOLD MNG NPV |  |  | \*\* | 753314 |
| HARTFORD FINL SVCS 4.3 DUE 04-15-2043 | 4/15/2043 | 4.30% | \*\* | 137875 |
| HARVEY NORMAN HLDG NPV |  |  | \*\* | 123895 |
| HASBRO INC COM |  |  | \*\* | 5704904 |
| HAVERTY FURNITURE COS INC COM STK |  |  | \*\* | 200732 |
| HAZAMA ANDO CORP NPV |  |  | \*\* | 1275184 |
| HCA HEALTHCARE INC COM |  |  | \*\* | 10793803 |
| HCA INC 3.5% DUE 09-01-2030 | 9/1/2030 | 3.50% | \*\* | 2406578 |
| HCA INC 4.125% 06-15-2029 | 6/15/2029 | 4.12% | \*\* | 4752353 |
| HCA INC 4.3% 11-15-2030 | 11/15/2030 | 4.30% | \*\* | 2858972 |
| HCA INC 4.6% 11-15-2032 | 11/15/2032 | 4.60% | \*\* | 317586 |
| HCA INC 4.9% 11-15-2035 | 11/15/2035 | 4.90% | \*\* | 232224 |
| HCA INC 5.0% 03-01-2028 | 3/1/2028 | 5.00% | \*\* | 4781798 |
| HCA INC 5.2% 06-01-2028 | 6/1/2028 | 5.20% | \*\* | 5851949 |
| HCA INC 5.25% 03-01-2030 | 3/1/2030 | 5.25% | \*\* | 1135405 |
| HCA INC 5.25% DUE 06-15-2026 | 6/15/2026 | 5.25% | \*\* | 3762937 |
| HCA INC 5.25% DUE 06-15-2049 | 6/15/2049 | 5.25% | \*\* | 27212 |
| HCA INC 5.5% DUE 06-15-2047 | 6/15/2047 | 5.50% | \*\* | 237080 |
| HCA INC 5.75% 03-01-2035 | 3/1/2035 | 5.75% | \*\* | 625705 |
| HCA INC 5.875% DUE 02-01-2029 | 2/1/2029 | 5.88% | \*\* | 2808698 |
| HCA INC 5.95% 09-15-2054 | 9/15/2054 | 5.95% | \*\* | 694293 |
| HCA INC 6.2% 03-01-2055 | 3/1/2055 | 6.20% | \*\* | 1737964 |
| HCA INC SR SECD NT 3.125% 03-15-2027 | 3/15/2027 | 3.12% | \*\* | 894711 |
| HCA INC SR SECD NT 4.625% 03-15-2052 | 3/15/2052 | 4.62% | \*\* | 1605317 |
| HCA INC. 5.7% 11-15-2055 | 11/15/2055 | 5.70% | \*\* | 229606 |
| HCI GROUP INC COM NPV |  |  | \*\* | 791680 |
| HCL TECHNOLOGIES INR2 |  |  | \*\* | 341513 |
| HD CONSTRUCTION EQUIPMENT CO LTD |  |  | \*\* | 115029 |
| HD HYUNDAI CO LTD KRW1000 267250 |  |  | \*\* | 562667 |
| HD HYUNDAI ELECTRIC & ENERGY SYSTEM CO LTD KRW5000 |  |  | \*\* | 149368 |
| HD HYUNDAI HEAVY INDUSTRIES CO LTD KRW5000 |  |  | \*\* | 565340 |
| HD KOREA SHIPBUILDING & OFFSHORE ENGINEERING CO LTD |  |  | \*\* | 724409 |
| HDC HOLDINGS CO KRW5000 |  |  | \*\* | 66785 |
| HDFC BANK LTD INR1 |  |  | \*\* | 6647911 |
| HEALTHCARE SVCS GROUP INC COM |  |  | \*\* | 9617 |
| HEALTHEQUITY INC COM |  |  | \*\* | 5349200 |
| HEALTHPEAK OP LLC SR NT 5.375% 02-15-2035 | 2/15/2035 | 5.38% | \*\* | 153495 |
| HEALTHPEAK PPTYS FIXED 3% DUE 01-15-2030 | 1/15/2030 | 3.00% | \*\* | 2095720 |
| HEALTHPEAK PROPERTIES INC 3.5% DUE 07-15-2029 | 7/15/2029 | 3.50% | \*\* | 617641 |
| HEALTHSTREAM INC COM STK ISIN# US42222N1037 |  |  | \*\* | 69671 |
| HECLA MNG CO COM |  |  | \*\* | 487560 |
| HEG LIMITED INR2(POST SUBD) |  |  | \*\* | 96965 |
| HEICO CORP NEW 5.25% 08-01-2028 | 8/1/2028 | 5.25% | \*\* | 828886 |
| HEICO CORP NEW CL A CL A |  |  | \*\* | 2423328 |
| HEICO CORP NEW COM |  |  | \*\* | 245281 |
| HELEN TROY LTD COM STK |  |  | \*\* | 123335 |
| HELIOS TECHNOLOGIES INC |  |  | \*\* | 2150565 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| HELLENIQ ENERGY HOLDINGS S.A. |  |  | \*\* | 23672 |
| HELMERICH & PAYNE INC COM |  |  | \*\* | 3475328 |
| HELVETIA BALOISE HOLDING AG |  |  | \*\* | 120939 |
| HERA EUR1 |  |  | \*\* | 361948 |
| HERITAGE INS HLDGS INC COM |  |  | \*\* | 569575 |
| HERO FDG 2017-2 FIXED 3.28% DUE 09-20-2048 | 9/20/2048 | 3.28% | \*\* | 53699 |
| HERO MOTOCORP LTD INR2 |  |  | \*\* | 146395 |
| HERSHEY COMPANY 4.75% 02-24-2030 | 2/24/2030 | 4.75% | \*\* | 567364 |
| HERTZ VEH FING III 2.33% DUE 06-26-2028 | 6/26/2028 | 2.33% | \*\* | 1172127 |
| HERTZ VEH FING III 3.89% DUE 09-25-2028 | 9/25/2028 | 3.89% | \*\* | 1789991 |
| HESS CORP 4.3% DUE 04-01-2027 | 4/1/2027 | 4.30% | \*\* | 1909320 |
| HEWLETT PACKARD ENTERPRISE CO COM |  |  | \*\* | 1354200 |
| HF SINCLAIR CORPORATION COM USD0.01 |  |  | \*\* | 996065 |
| HFCL LTD INR1 |  |  | \*\* | 199848 |
| HIGHWEALTH CONSTRU TWD10 |  |  | \*\* | 19191 |
| HIGHWOODS PPTYS INC COM |  |  | \*\* | 5706 |
| HIKMA PHARMACEUTIC ORD GBP0.10 |  |  | \*\* | 61544 |
| HILLTOP HLDGS INC COM STK |  |  | \*\* | 391973 |
| HILT COML MTG TR 2024-ORL 5.22142% 05-15-2037 | 5/15/2037 | 5.29% | \*\* | 2002484 |
| HILTON GRAND 4.73% DUE 05-25-2044 | 5/25/2044 | 4.73% | \*\* | 290719 |
| HILTON WORLDWIDE HLDGS INC COM NEW COM NEW |  |  | \*\* | 12638426 |
| HIMS & HERS HEALTH INC COM CL A COM |  |  | \*\* | 300705 |
| HINDUSTAN COPPER LIMITED |  |  | \*\* | 260986 |
| HINDUSTAN PETROL INR10 |  |  | \*\* | 384296 |
| HIPPO HLDGS INC COM NEW |  |  | \*\* | 2698507 |
| HIROGIN HOLDINGS INC |  |  | \*\* | 747642 |
| HIROSE ELECTRIC NPV |  |  | \*\* | 1268892 |
| HISAMITSU PHARM CO NPV |  |  | \*\* | 64446 |
| HISENSE VISUAL TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT) |  |  | \*\* | 68527 |
| HITACHI CONSTRUCTION MACHINERY NPV |  |  | \*\* | 838891 |
| HITACHI ENERGY INDIA LTD |  |  | \*\* | 576113 |
| HITACHI NPV |  |  | \*\* | 21378718 |
| HK ELEC INVS&HK EL UNITS (STAPLED) |  |  | \*\* | 60301 |
| HK INNO.N CORP KRW500 |  |  | \*\* | 692743 |
| HKT TRUST AND HKT HKD0.0005 SHARE STAPLED |  |  | \*\* | 294275 |
| HL MANDO CORPORATI KRW1000 |  |  | \*\* | 166416 |
| HLTN COML MTG TR FLTG RT 5.32169% DUE 06-15-2041 | 6/15/2041 | 5.39% | \*\* | 4743783 |
| HNI CORP COM |  |  | \*\* | 4180458 |
| HOCHSCHILD MINING ORD GBP0.01 |  |  | \*\* | 107678 |
| HOCHTIEF AG NPV |  |  | \*\* | 1533289 |
| HOKURIKU ELEC PWR NPV |  |  | \*\* | 8095 |
| HOKUTO CORP NPV |  |  | \*\* | 14204 |
| HOLOGIC INC COM |  |  | \*\* | 334833 |
| HOME BANCORP INC COM STK |  |  | \*\* | 15606 |
| HOME BANCSHARES INC COM |  |  | \*\* | 1089309 |
| HOME DEPOT INC 2.375% 03-15-2051 | 3/15/2051 | 2.38% | \*\* | 495046 |
| HOME DEPOT INC 3.75% 09-15-2028 | 9/15/2028 | 3.75% | \*\* | 568371 |
| HOME DEPOT INC 4.875% 06-25-2027 | 6/25/2027 | 4.88% | \*\* | 1266320 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| HOME DEPOT INC COM |  |  | \*\* | 3560059 |
| HOME PARTNERS AMER 2.302% DUE 12-17-2026 | 12/17/2026 | 2.30% | \*\* | 3496955 |
| HON HAI PRECISION TWD10 |  |  | \*\* | 7101224 |
| HON PRECISION INC TWD10 |  |  | \*\* | 682155 |
| HONDA AUTO RECEIVABLES OWNER TRUST SER 23-3 CL A3 5.41% 02-18-2028 | 2/18/2028 | 5.41% | \*\* | 2012347 |
| HONDA AUTO RECEIVABLES OWNER TRUST SER 24-3 CLS A4 4.51% 11-21-2030 | 11/21/2030 | 4.51% | \*\* | 3538194 |
| HONDA AUTO RECEIVABLES OWNER TRUST SR 24-1 CL A3 5.21% 08-15-2028 | 8/15/2028 | 5.21% | \*\* | 2427123 |
| HONDA MTR CO LTD 2.534% DUE 03-10-2027 | 3/10/2027 | 2.53% | \*\* | 1854772 |
| HONDA MTR CO LTD 4.436% 07-08-2028 | 7/8/2028 | 4.44% | \*\* | 1734204 |
| HONEYWELL INTERNATIONAL 4.7% 02-01-2030 | 2/1/2030 | 4.70% | \*\* | 1631338 |
| HONEYWELL INTERNATIONAL INC 5.35% 03-01-2064 | 3/1/2064 | 5.35% | \*\* | 143148 |
| HONEYWELL INTL INC COM STK |  |  | \*\* | 22259964 |
| HONG KONG & CHINA GAS HKD0.25 |  |  | \*\* | 43230 |
| HONG KONG EXCHANGES & CLEAR |  |  | \*\* | 2440311 |
| HONG LEONG ASIA NPV |  |  | \*\* | 1658538 |
| HOOSIERS HOLDINGS CO LTD NPV |  |  | \*\* | 4198 |
| HORACE MANN EDUCATORS CORP COM |  |  | \*\* | 802608 |
| HORMEL FOODS CORP COM |  |  | \*\* | 12182 |
| HOSHINO RESORTS REIT |  |  | \*\* | 333280 |
| HOST HOTELS & RESORTS INC REIT |  |  | \*\* | 1803265 |
| HOST HOTELS & RESORTS L P 5.5% 04-15-2035 | 4/15/2035 | 5.50% | \*\* | 709734 |
| HOULIHAN LOKEY INC CL A CL A |  |  | \*\* | 1336734 |
| HOWMET AEROSPACE INC COM USD1.00 WI |  |  | \*\* | 15201208 |
| HOYA CORP NPV |  |  | \*\* | 4638933 |
| HP ENTERPRISE CO 4.15% 09-15-2028 | 9/15/2028 | 4.15% | \*\* | 1101350 |
| HP ENTERPRISE CO 4.55% 10-15-2029 | 10/15/2029 | 4.55% | \*\* | 3117414 |
| HP ENTERPRISE CO 5.0% 10-15-2034 | 10/15/2034 | 5.00% | \*\* | 112252 |
| HP INC COM |  |  | \*\* | 1193807 |
| HP INC NT 1.45% 06-17-2026 | 6/17/2026 | 1.45% | \*\* | 2996721 |
| HPS CORPORATE LENDING FD SR NT 144A 4.9%09-11-2028 | 9/11/2028 | 4.90% | \*\* | 298549 |
| HPS LN MANAGMENT 2025-26 LTD / HPS 0% 07-20-2038 | 7/20/2038 | 5.60% | \*\* | 3010704 |
| HSBC BK USA N A 7 DUE 01-15-2039 | 1/15/2039 | 7.00% | \*\* | 292319 |
| HSBC HLDGS ORD USD0.50(UK REG) |  |  | \*\* | 2164973 |
| HSBC HLDGS PLC 4.041% 03-13-2028 | 3/13/2028 | 4.04% | \*\* | 599227 |
| HSBC HLDGS PLC 5.13% 11-19-2028 | 11/19/2028 | 5.13% | \*\* | 2969607 |
| HSBC HLDGS PLC 5.133% DUE 11-06-2036 | 11/6/2036 | 5.13% | \*\* | 804240 |
| HSBC HLDGS PLC 5.597% 05-17-2028 | 5/17/2028 | 5.60% | \*\* | 3280527 |
| HSBC HLDGS PLC 5.733% DUE 05-17-2032 | 5/17/2032 | 5.73% | \*\* | 7911389 |
| HSBC HLDGS PLC FLTG RT 2.871% DUE 11-22-2032 | 11/22/2032 | 2.87% | \*\* | 909483 |
| HSBC HLDGS PLC FLTG RT 4.899% DUE 03-03-2029 | 3/3/2029 | 4.90% | \*\* | 5527080 |
| HSBC HLDGS PLC FLTG RT 5.24% DUE 05-13-2031 | 5/13/2031 | 5.24% | \*\* | 412457 |
| HSBC HLDGS PLC FLTG RT 5.887% DUE 08-14-2027 | 8/14/2027 | 5.89% | \*\* | 202112 |
| HSBC HOLDINGS PLC 6.161% 03-09-2029 | 3/9/2029 | 6.16% | \*\* | 1640286 |
| HSBC HOLDINGS PLC 6.332% 03-09-2044 | 3/9/2044 | 6.33% | \*\* | 362591 |
| HSTN GALLERIA MALL FLTG RT 5.46185% DUE 02-05-2045 | 2/5/2045 | 5.46% | \*\* | 1110047 |
| HUA NAN FINANCIAL TWD10 |  |  | \*\* | 49558 |
| HUAYU AUTOMOTIVE SYSTEMS CO LTD 'A'CNY1 (STOCK CONNECT) |  |  | \*\* | 548428 |
| HUB GROUP INC CL A CL A |  |  | \*\* | 5388205 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| HUB24 LIMITED NPV |  |  | \*\* | 106739 |
| HUBER & SUHNER AG CHF0.25 (REGD) |  |  | \*\* | 1337515 |
| HUBSPOT INC COM |  |  | \*\* | 1523335 |
| HUDBAY MINERALS IN COM NPV |  |  | \*\* | 1379646 |
| HUDBAY MINERALS INC COM STK |  |  | \*\* | 1238461 |
| HUGO BOSS AG |  |  | \*\* | 23988 |
| HUMANA AB NPV |  |  | \*\* | 131740 |
| HUMANA INC 5.375% 04-15-2031 | 4/15/2031 | 5.38% | \*\* | 2193512 |
| HUMANA INC 5.75% DUE 03-01-2028 | 3/1/2028 | 5.75% | \*\* | 1704683 |
| HUMANA INC COM |  |  | \*\* | 21901164 |
| HUNGARY REP 5.5% 03-26-2036 | 3/26/2036 | 5.50% | \*\* | 699495 |
| HUNGARY(REP OF) 6.75% SNR 25/09/52 USD'REGS | 9/25/2052 | 6.75% | \*\* | 212347 |
| HUNT J B TRANS SVCS INC COM |  |  | \*\* | 204834 |
| HUNTINGTON BANCSHARES INC 5.272% 01-15-2031 | 1/15/2031 | 5.27% | \*\* | 514896 |
| HUNTINGTON BANCSHARES INC 6.208% 08-21-2029 | 8/21/2029 | 6.21% | \*\* | 576968 |
| HUNTINGTON BANCSHARES INC COM |  |  | \*\* | 6604278 |
| HUNTINGTON FLTG RT 5.023% DUE 05-17-2033 | 5/17/2033 | 5.02% | \*\* | 425325 |
| HUNTINGTON INGALLS INDS INC COM |  |  | \*\* | 13919065 |
| HUNTINGTON INGALLS INDS INC SR NT 2.043%08-16-2028 | 8/16/2028 | 2.04% | \*\* | 947429 |
| HUNTSMAN CORP COM STK |  |  | \*\* | 1493170 |
| HUSQVARNA AB SER'B'NPV |  |  | \*\* | 963609 |
| HUT 8 CORP COM |  |  | \*\* | 1859146 |
| HYAKUJUSHI BANK NPV |  |  | \*\* | 33992 |
| HYATT HOTELS CORP 5.05% 03-30-2028 | 3/30/2028 | 5.05% | \*\* | 749539 |
| HYATT HOTELS CORP 5.25% 06-30-2029 | 6/30/2029 | 5.25% | \*\* | 828959 |
| HYATT HOTELS CORP COM CL A COM CL A |  |  | \*\* | 3746358 |
| HYDRO ONE LTD COM NPV |  |  | \*\* | 131543 |
| HYDRO-QUEBEC 8.5% DEB 1/12/2029 USD1000 8.5% DUE 12-01-2029 REG | 12/1/2029 | 8.50% | \*\* | 2306792 |
| HYOSUNG HEAVY INDU KRW5000 |  |  | \*\* | 158251 |
| HYPROP INVESTMENTS LTD |  |  | \*\* | 30317 |
| HYSTER-YALE INC COM USD0.01 CL A |  |  | \*\* | 143083 |
| HYUNDAI AUTO 4.58% DUE 04-15-2027 | 4/15/2027 | 4.58% | \*\* | 264586 |
| HYUNDAI AUTO RECEIVABLES TRUST SER 24-B CL A3 4.84% 03-15-2029 | 3/15/2029 | 4.84% | \*\* | 298304 |
| HYUNDAI CAP AMER 4.875% DUE 11-01-2027 | 11/1/2027 | 4.88% | \*\* | 3029711 |
| HYUNDAI CAP AMER 5% DUE 01-07-2028 | 1/7/2028 | 5.00% | \*\* | 4444787 |
| HYUNDAI DEPT STORE KRW5000 |  |  | \*\* | 170982 |
| HYUNDAI DEVELOPMENT COMPANY |  |  | \*\* | 15993 |
| HYUNDAI ELEVATOR KRW5000 |  |  | \*\* | 289072 |
| HYUNDAI EZWEL CO L KRW500 |  |  | \*\* | 6258 |
| HYUNDAI GLOVIS CO KRW500 |  |  | \*\* | 541844 |
| HYUNDAI HYMS KRW500 |  |  | \*\* | 21416 |
| HYUNDAI MARINE&FIR KRW500 |  |  | \*\* | 117936 |
| HYUNDAI MOBIS KRW5000 |  |  | \*\* | 1189778 |
| HYUNDAI MOTOR CO KRW5000 005380 |  |  | \*\* | 1824014 |
| HYUNDAI ROTEM CO L KRW5000 |  |  | \*\* | 1108317 |
| HYUNDAI STEEL CO KRW5000 |  |  | \*\* | 282857 |
| HYVISION SYSTEM IN SHS |  |  | \*\* | 177408 |
| I/L CANADA (GOVT OF) 3% 01/12/2036 CAD1000 | 12/1/2036 | 4.81% | \*\* | 93716 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| I/O FEDERAL HOME LN MTG CORP SER 2936 CL SC VAR RT 03-15-2029 | 3/15/2029 | 2.28% | \*\* | 3424 |
| I/O FHLMC MULTICLASS SER 004579 CL SD 01-15-2038 | 1/15/2038 | 1.89% | \*\* | 5048 |
| I/O FNMA POOL #AN6788 2.87% 09-01-2027 | 9/1/2027 | 2.87% | \*\* | 1689419 |
| I/O FNMA REMIC SER 2013-13 CL IK 03-25-2028 | 3/25/2028 | 2.50% | \*\* | 777 |
| I/O FNMA REMIC TR 2013-17 CL-TI 3% 03-25-2028 REG | 3/25/2028 | 3.00% | \*\* | 783 |
| I/O FNMA SMBS TR 404 CL 05-25-2040 | 5/25/2040 | 4.59% | \*\* | 87990 |
| I/O FNMA SMBS TR 421 CL 12-25-2038 | 12/25/2038 | 6.50% | \*\* | 21067 |
| I3 VERTICALS INC CL A CL A |  |  | \*\* | 3031037 |
| IA FINANCIAL CORP COM NPV |  |  | \*\* | 5980641 |
| IAC INC COM NEW |  |  | \*\* | 967764 |
| IAMGOLD CORP COM STK |  |  | \*\* | 3562 |
| IBOTTA INC CL A COM USD0.00001 CL A |  |  | \*\* | 150586 |
| ICE_CDS BOFAGB2U 06/20/2026 SELL MORGAN STANLEY 7.25% 0 SWPC0NOQ4 |  |  | \*\* | 1088 |
| ICE_CDS MSNYUS33 06/20/2028 SELL AT&T INC 3.8% 02/15/20 SWPC0LX54 |  |  | \*\* | 2784 |
| ICE_CDS MSNYUS33 12/20/2028 SELL FORD MOTOR COMPANY 4.3 SWPC0M9M2 |  |  | \*\* | 87346 |
| ICE_CDS MSNYUS33 20/12/2029 SELL GLENCORE FINANCE EUROP SWPC0N1J5 |  |  | \*\* | 117290 |
| ICE_CDS MSNYUS33 20/12/2030 SELL BARCLAYS PLC 6.496% 09 SWPC0O278 |  |  | \*\* | 12174 |
| ICE_CDX CHASUS33 12/20/2030 SELL CDX.NA.IG.45 SWPC0NUQ7 |  |  | \*\* | 134164 |
| ICF INTL INC COM STK |  |  | \*\* | 126073 |
| ICG PLC |  |  | \*\* | 843158 |
| ICG US CLO 2024-R1 LTD / ICG US CLO 5.08802% 01-25-2038 | 1/25/2038 | 5.28% | \*\* | 7026810 |
| ICHIGO OFFICE REIT INVESTMENT |  |  | \*\* | 646204 |
| ICICI BANK INR2 |  |  | \*\* | 1088611 |
| ICL GROUP LTD |  |  | \*\* | 782931 |
| ICNQ 2024-MF MTG TR COML MTG PASS THRU CTF CL A 5.778% 12-10-2034 | 12/10/2034 | 5.78% | \*\* | 1032554 |
| IDACORP INC COM |  |  | \*\* | 5004562 |
| IDEC CORPORATION NPV |  |  | \*\* | 316693 |
| IDEMITSU KOSAN CO NPV |  |  | \*\* | 534348 |
| IDEXX LABS INC COM |  |  | \*\* | 23253689 |
| IDT CORP CL B NEW CL B NEW |  |  | \*\* | 432008 |
| IGG INC USD0.0000025 |  |  | \*\* | 669142 |
| IGO LTD |  |  | \*\* | 1252534 |
| IL JIN ELECTRIC KRW1000 (NEW) |  |  | \*\* | 56343 |
| IL ST BUILD AMERICA BONDS-TAXABLE-SER 3 6.725 04-01-2035 BEO | 4/1/2035 | 6.72% | \*\* | 325950 |
| I'LL INC NPV |  |  | \*\* | 25979 |
| ILL TOOL WKS INC COM |  |  | \*\* | 17954777 |
| ILLUMINA INC COM |  |  | \*\* | 647143 |
| IM FINANCIAL GROUP CO LTD |  |  | \*\* | 475163 |
| IMAX CORP COM |  |  | \*\* | 266038 |
| IMB INTERNAT CAPITAL 4.6% 02-05-2029 | 2/5/2029 | 4.60% | \*\* | 1671703 |
| IMDEX LTD NPV |  |  | \*\* | 271982 |
| IMMUNOME INC COM |  |  | \*\* | 115348 |
| IMPALA PLATINUM NPV |  |  | \*\* | 1130332 |
| IMPERIAL BRANDS FIN PLC NT 144A 4.5% 06-30-2028 | 6/30/2028 | 4.50% | \*\* | 814766 |
| IMPERIAL BRNDS FIN 5.25% GTD SNR 15/02/31 EUR | 2/15/2031 | 5.25% | \*\* | 380385 |
| IN MICH PWR CO FIXED 3.85% 05-15-2028 | 5/15/2028 | 3.85% | \*\* | 249599 |
| INABA DENKISANGYO NPV |  |  | \*\* | 55302 |
| INCYTE CORP COM |  |  | \*\* | 82078 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| INDEPENDENCE RLTY TR INC COM |  |  | \*\* | 945563 |
| INDEPENDENT BK CORP MASS COM COM STK USD0.01 |  |  | \*\* | 8238016 |
| INDEPENDENT BK CORPORATION |  |  | \*\* | 87831 |
| INDIAMART INTERMES INR10 |  |  | \*\* | 26743 |
| INDIAN BANK INR10 |  |  | \*\* | 144480 |
| INDIAN METALS & FERRO ALLOY |  |  | \*\* | 146299 |
| INDIAN OIL CORP INR10 |  |  | \*\* | 187806 |
| INDIANA ST FIN AUTH REV 2.496% 03-01-2032 BEO TAXABLE | 3/1/2032 | 2.50% | \*\* | 1790572 |
| INDL BANK OF KOREA KRW5000 |  |  | \*\* | 132036 |
| INDO TAMBANGRAY IDR500 |  |  | \*\* | 110064 |
| INDOCEMENT TUNGGAL IDR500 |  |  | \*\* | 61459 |
| INDONESIA(REPUBLIC OF) T BOND 3.5% 01-11-2028 | 1/11/2028 | 3.50% | \*\* | 792353 |
| INDRA SISTEMAS SA EUR0.20 SER 'A' |  |  | \*\* | 1054416 |
| INDUS HOLDING AG NPV |  |  | \*\* | 264592 |
| INDUSTRIAL & COMMERCIAL BANK CHINA 'H' |  |  | \*\* | 4418799 |
| INDUSTRIAS PENOLES NPV |  |  | \*\* | 219368 |
| INFINEON TECHNOLOG ORD NPV (REGD) |  |  | \*\* | 1616014 |
| INFOSYS LIMITED |  |  | \*\* | 8301015 |
| INFOSYS LIMITED ADR |  |  | \*\* | 679958 |
| INFRONEER HLDGS INC NPV |  |  | \*\* | 10912 |
| ING GROEP N V 4.017% 03-28-2028 | 3/28/2028 | 4.02% | \*\* | 678208 |
| ING GROEP N V 5.525% 03-25-2036 | 3/25/2036 | 5.52% | \*\* | 312187 |
| ING GROEP N V 5.55% 03-19-2035 | 3/19/2035 | 5.55% | \*\* | 3646991 |
| ING GROEP N V 6.083% 09-11-2027 | 9/11/2027 | 6.08% | \*\* | 1006318 |
| ING GROEP N V FIXED 4.625% DUE 01-06-2026 | 1/6/2026 | 4.62% | \*\* | 800047 |
| ING GROEP N V SR NT FIXED/FLTG 4.858% 03-25-2029 | 3/25/2029 | 4.86% | \*\* | 1527852 |
| ING GROEP N.V. EUR0.01 |  |  | \*\* | 30384668 |
| INGENIA GROUP |  |  | \*\* | 1587768 |
| INGERSOLL RAND INC 5.197% 06-15-2027 | 6/15/2027 | 5.20% | \*\* | 2494219 |
| INGERSOLL RAND INC 5.4% DUE 08-14-2028 | 8/14/2028 | 5.40% | \*\* | 1613063 |
| INGEVITY CORP COM |  |  | \*\* | 786798 |
| INGHAMS GROUP LTD NPV |  |  | \*\* | 2780 |
| INGLES MKTS INC CL A |  |  | \*\* | 54086 |
| INGRAM MICRO HLDG CORP COM |  |  | \*\* | 1117725 |
| INGREDION INC COM |  |  | \*\* | 3584332 |
| INNER MONGOLIA ERD 'A'CNY1 |  |  | \*\* | 389396 |
| INNOCARE PHARMA LT USD0.000002 |  |  | \*\* | 314473 |
| INNOTECH CORP(JPN) NPV |  |  | \*\* | 251874 |
| INNOVENT BIOLOGICS INC |  |  | \*\* | 151844 |
| INNOVEX INTERNATIONAL INC COM NPV |  |  | \*\* | 152500 |
| INOGEN INC COM |  |  | \*\* | 52275 |
| INSEEGO CORP COM NEW |  |  | \*\* | 10568 |
| INSMED INC COM PAR $.01 |  |  | \*\* | 7787246 |
| INSOURCE CO LTD NPV |  |  | \*\* | 244988 |
| INSPERITY INC COM |  |  | \*\* | 1076222 |
| INSPIRE MED SYS INC COM |  |  | \*\* | 187965 |
| INSTEEL INDS INC COM |  |  | \*\* | 26096 |
| INTACT FINL CORP COM NPV |  |  | \*\* | 5193480 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| INTEGER HLDGS CORP COM |  |  | \*\* | 6042482 |
| INTEGRAFIN HOLDING ORD GBP0.01 |  |  | \*\* | 1217959 |
| INTEL CORP 3.25% DUE 11-15-2049 | 11/15/2049 | 3.25% | \*\* | 83187 |
| INTEL CORP 3.734% 12-08-2047 BEO | 12/8/2047 | 3.73% | \*\* | 121426 |
| INTEL CORP 4.1% DUE 05-11-2047 | 5/11/2047 | 4.10% | \*\* | 159259 |
| INTEL CORP 4.875% 02-10-2026 | 2/10/2026 | 4.88% | \*\* | 2517597 |
| INTEL CORP COM |  |  | \*\* | 5364670 |
| INTEL CORP FIXED 3.75% DUE 08-05-2027 | 8/5/2027 | 3.75% | \*\* | 1580080 |
| INTELLECT DESIGN ARENA LTD INR5 |  |  | \*\* | 132730 |
| INTER & CO INC BDR EACH REP 1 COM A |  |  | \*\* | 121331 |
| INTERACTIVE BROKERS GROUP INC CL COM |  |  | \*\* | 1614310 |
| INTER-AMERICAN INVESTMENT CORP 3.625% 11-20-2028 | 11/20/2028 | 3.62% | \*\* | 11703628 |
| INTERCONTINENTAL EXCHANGE INC 3.95% 12-01-2028 | 12/1/2028 | 3.95% | \*\* | 4061329 |
| INTERCONTINENTAL EXCHANGE INC COM |  |  | \*\* | 6846211 |
| INTERDIGITAL INC COM |  |  | \*\* | 2308892 |
| INTERFLEX CO LTD KRW500 |  |  | \*\* | 45065 |
| INTERNATIONAL BUSINESS MACHS CORP COM |  |  | \*\* | 2557181 |
| INTERNATIONAL CONSOLIDATED AIRLINE ORD EUR0.10 |  |  | \*\* | 2656247 |
| INTERNATIONAL PERSONAL FINANCE PLC ORD GBP0.10 |  |  | \*\* | 5162 |
| INTERNATIONAL TOWER HILL MINES LTD NEW COM STK |  |  | \*\* | 2697 |
| INTERSTATE PWR & LT CO 3.6% 04-01-2029 | 4/1/2029 | 3.60% | \*\* | 2132073 |
| INTERTEK GROUP ORD GBP0.01 |  |  | \*\* | 14933 |
| INTESA SANPAOLO NPV |  |  | \*\* | 15407388 |
| INTL BK FOR RECON & DEV MEDIUM TRANCHE #TR 00702 2.7% DUE 12-28-2037 REG | 12/28/2037 | 2.70% | \*\* | 2765758 |
| INTL CONTAINER TER PHP1 |  |  | \*\* | 1493432 |
| INTL GAME SYSTEM TWD10 |  |  | \*\* | 2271733 |
| INTOWN 2025-STAY MTG TR 5.03% 03-15-2042 | 3/15/2042 | 5.10% | \*\* | 2334913 |
| INTRALOT CAPITAL FRN GTD SNR SEC 10/2031EUR | 10/15/2031 | 6.50% | \*\* | 697890 |
| INTREPID POTASH INC COM NEW |  |  | \*\* | 108286 |
| INTUIT COM |  |  | \*\* | 36277431 |
| INTUIT INC 5.5% 09-15-2053 | 9/15/2053 | 5.50% | \*\* | 148128 |
| INTUITIVE MACHS INC CL A CL A |  |  | \*\* | 1054544 |
| INTUITIVE SURGICAL INC COM NEW STK |  |  | \*\* | 16387627 |
| INVENTRUST PPTYS CORP COM USD0.001 |  |  | \*\* | 4004720 |
| INVESTEC LIMITED ZAR0.0002 |  |  | \*\* | 37856 |
| INVINCIBLE INVESTMENTS CORP REIT |  |  | \*\* | 609303 |
| INVITATION HOMES 4.15% 04-15-2032 | 4/15/2032 | 4.15% | \*\* | 2434372 |
| INVITATION HOMES OPER PARTNERSHIP 2.3% DUE 11-15-2028 BEO | 11/15/2028 | 2.30% | \*\* | 856131 |
| INVITATION HOMES OPER PARTNERSHIP SR NT 2.7% 01-15-2034 | 1/15/2034 | 2.70% | \*\* | 2655118 |
| IONIS PHARMACEUTICALS INC COM |  |  | \*\* | 2136128 |
| IONOS GROUP SE NPV |  |  | \*\* | 501125 |
| IONQ INC COM |  |  | \*\* | 322481 |
| IPALCO ENTERPRISES INC 4.25% DUE 05-01-2030 REG | 5/1/2030 | 4.25% | \*\* | 415748 |
| IPALCO ENTERPRISES INC SR SECD NT 5.75% 04-01-2034 | 4/1/2034 | 5.75% | \*\* | 3828487 |
| IREN SPA EUR1 |  |  | \*\* | 78941 |
| IRHYTHM HOLDINGS INC |  |  | \*\* | 846566 |
| IRISH RESIDENTIAL EUR0.10 |  |  | \*\* | 394768 |
| IRISO ELECTRONICS NPV |  |  | \*\* | 379454 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| IRON MTN INC NEW COM |  |  | \*\* | 51180 |
| IRONWOOD PHARMACEUTICALS INC COM CL A |  |  | \*\* | 306916 |
| ISB CORPORATION NPV |  |  | \*\* | 55281 |
| ISHIHARA SANGYO NPV |  |  | \*\* | 36736 |
| ISRAEL(STATE OF) 4.5% DUE 01-17-2033 REG | 1/17/2033 | 4.50% | \*\* | 293863 |
| ISRAEL(STATE OF) 5.375% 03-12-2029 | 3/12/2029 | 5.38% | \*\* | 1646762 |
| ISRAEL(STATE OF) AID-ISRAEL 5.5% DUE 09-18-2033 REG | 9/18/2033 | 5.50% | \*\* | 11853484 |
| ISS A/S DKK1 |  |  | \*\* | 80635 |
| ISUZU MOTORS NPV |  |  | \*\* | 28014 |
| ITALGAS SPA NPV |  |  | \*\* | 1328505 |
| ITALY(REP OF) 2.1% BDS 26/08/2027 EUR1000 | 8/26/2027 | 2.10% | \*\* | 4221619 |
| ITC HLDGS CORP 5.3% DUE 07-01-2043 | 7/1/2043 | 5.30% | \*\* | 724874 |
| ITE TECH INC TWD10 |  |  | \*\* | 18300 |
| IVANHOE ELEC INC COM |  |  | \*\* | 198807 |
| IWAI COSMO HOLDINGS INC NPV |  |  | \*\* | 27120 |
| IZUMI CO LTD NPV |  |  | \*\* | 258381 |
| J P MORGAN CHASE COML MTG SECS TR 5.79715% 10-05-2039 | 10/5/2039 | 5.80% | \*\* | 506020 |
| J P MORGAN CHASE FLTG RT 5.13548% DUE 06-15-2038 | 6/15/2038 | 5.21% | \*\* | 558366 |
| J P MORGAN MTG TR 2.5% DUE 10-25-2051 | 10/25/2051 | 2.50% | \*\* | 1224101 |
| JABIL INC COM USD0.001 |  |  | \*\* | 1425809 |
| JACK HENRY & ASSOC INC COM |  |  | \*\* | 129013 |
| JACKSON FINANCIAL INC CL A COM |  |  | \*\* | 2249035 |
| JACKSON NATL LIFE 4.55% DUE 09-09-2030 | 9/9/2030 | 4.55% | \*\* | 892183 |
| JACKSON NATL LIFE GLOBAL FDG NT FLTG RATE 144A 4.620409% 01-14-2028 | 1/14/2028 | 4.97% | \*\* | 200660 |
| JACKSON NATL LIFE GLOBAL FDG SECD TRANCHE # SR 00457 5.55% 07-02-2027 | 7/2/2027 | 5.55% | \*\* | 1403940 |
| JACOBIO PHARMACEUTICALS GRP CO LTD USD0.0001 144A |  |  | \*\* | 54751 |
| JACOBS ENGR GROUP INC 6.35% 08-18-2028 | 8/18/2028 | 6.35% | \*\* | 7377076 |
| JAMES HARDIE INDUSTRIES PLC COM |  |  | \*\* | 6125172 |
| JAMF HLDG CORP COM |  |  | \*\* | 4606 |
| JAMMU AND KASHMIR BANK LTD INR1 DEMAT EQUITY |  |  | \*\* | 38839 |
| JAMNA AUTO IND INR1 |  |  | \*\* | 164130 |
| JANUS INTL GROUP INC COM |  |  | \*\* | 6024386 |
| JANUX THERAPEUTICS INC COM |  |  | \*\* | 149206 |
| JAPAN AIRLINES CO NPV |  |  | \*\* | 72280 |
| JAPAN AVIATN ELECT NPV |  |  | \*\* | 77047 |
| JAPAN ELECTRON MAT NPV |  |  | \*\* | 596086 |
| JAPAN EXCELLENT IN REIT |  |  | \*\* | 1901 |
| JAPAN EXCHANGE GROUP INC NPV |  |  | \*\* | 917419 |
| JAPAN GOVT CPI IDX/LKD 10/03/2028 | 3/10/2028 | 0.11% | \*\* | 2062164 |
| JAPAN MATERIAL CO NPV |  |  | \*\* | 68100 |
| JAPAN MEDICAL DYNA NPV |  |  | \*\* | 16467 |
| JAPAN PETROLEUM EX NPV |  |  | \*\* | 35057 |
| JAPAN POST BANK CO NPV |  |  | \*\* | 2371844 |
| JAPAN POST HOLD CO NPV |  |  | \*\* | 3679127 |
| JAPAN POST INSURAN NPV |  |  | \*\* | 610250 |
| JAPAN TOB INC SR NT 144A 4.85% 05-15-2028 | 5/15/2028 | 4.85% | \*\* | 4606983 |
| JAPAN(GOVT OF) 0.1% I/L SNR 10/03/2029 JPY | 3/10/2029 | 0.11% | \*\* | 2773265 |
| JAPAN(GOVT OF) 0.4% SNR 20/06/40 JPY50000 | 6/20/2040 | 0.40% | \*\* | 851424 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| JAPAN(GOVT OF) 0.5% SNR 20/03/49 JPY50000 | 3/20/2049 | 0.50% | \*\* | 158634 |
| JAPAN(GOVT OF) 0.7% SNR 20/03/51 JPY50000 | 3/20/2051 | 0.70% | \*\* | 106048 |
| JAPAN(GOVT OF) 0.7% SNR 20/06/51 JPY50000 | 6/20/2051 | 0.70% | \*\* | 346471 |
| JAPAN(GOVT OF) 0.7% SNR 20/12/50 JPY50000 | 12/20/2050 | 0.70% | \*\* | 107203 |
| JAPAN(GOVT OF) 1.8% SNR 20/03/54 JPY50000 | 3/20/2054 | 1.80% | \*\* | 5472 |
| JAPAN(GOVT OF) 2% SNR 20/12/2044 JPY50000 | 12/20/2044 | 2.00% | \*\* | 4442783 |
| JAPAN(GOVT OF) 2.2% SNR 20/03/64 JPY50000 | 3/20/2064 | 2.20% | \*\* | 18577 |
| JAPAN(GOVT OF) 2.2% SNR 20/06/54 JPY50000 | 6/20/2054 | 2.20% | \*\* | 21578 |
| JAPAN(GOVT OF) 2.3% SNR 20/12/54 JPY50000 | 12/20/2054 | 2.30% | \*\* | 2767799 |
| JAPAN(GOVT OF) 2.4% SNR 20/03/45 JPY50000 | 3/20/2045 | 2.40% | \*\* | 1772439 |
| JAPAN(GOVT OF) 2.4% SNR 20/03/55 JPY50000 | 3/20/2055 | 2.40% | \*\* | 450871 |
| JAPAN(GOVT OF) 2.8% SNR 20/06/55 JPY50000 | 6/20/2055 | 2.80% | \*\* | 1314153 |
| JAPFA COMFEED INDO LKD SHARES (IDR200 & IDR40) |  |  | \*\* | 131793 |
| JAYA TIASA HLDGS NPV |  |  | \*\* | 131729 |
| JAYMART GROUP HOLDINGS PCL THB1(NVDR) |  |  | \*\* | 69734 |
| JAZZ PHARMACEUTICALS PLC COM USD0.0001 |  |  | \*\* | 442170 |
| JB FINANCIAL GROUP |  |  | \*\* | 307807 |
| JB HI-FI NPV |  |  | \*\* | 196150 |
| JB HUNT TRANSPRT SVCS 4.9% 03-15-2030 | 3/15/2030 | 4.90% | \*\* | 1075315 |
| JBS USA HOLD/FOOD/LUX CO 6.75% 03-15-2034 | 3/15/2034 | 6.75% | \*\* | 944604 |
| JBS USA LUX S A / JBS USA FOOD CO 7.25% 11-15-2053 | 11/15/2053 | 7.25% | \*\* | 246417 |
| JBS USA/FOOD/FINANCE 3.0% 05-15-2032 | 5/15/2032 | 3.00% | \*\* | 2415991 |
| JCDECAUX SE NPV |  |  | \*\* | 63995 |
| JD.COM INC USD0.00002 A CLASS |  |  | \*\* | 4847685 |
| JEFFERIES FINL GROUP INC COM |  |  | \*\* | 665000 |
| JELD-WEN HLDG INC COM |  |  | \*\* | 151184 |
| JENOPTIK AG NPV (POST CONS) |  |  | \*\* | 521507 |
| JERONIMO MARTINS EUR1 |  |  | \*\* | 285437 |
| JERSEY CENTRAL POWER & LIGHT CO 5.1% 01-15-2035 | 1/15/2035 | 5.10% | \*\* | 3039976 |
| JET2 PLC |  |  | \*\* | 288008 |
| JETBLUE AWYS CORP COM |  |  | \*\* | 798029 |
| JHSF PARTICIPACOES COM NPV |  |  | \*\* | 31982 |
| JIANGXI COPPER CO 'H'CNY1 |  |  | \*\* | 2225672 |
| JINDAL SAW LTD FV INR 1 DEMAT EQUITY |  |  | \*\* | 131789 |
| JK TYRE & INDUSTRIES LTD INR2 |  |  | \*\* | 576767 |
| JL MAG RARE-EARTH CNY1 H |  |  | \*\* | 607296 |
| JM AB NPV |  |  | \*\* | 961748 |
| JM FINL LTD EQUITY |  |  | \*\* | 110401 |
| JNBY DESIGN LTD HKD0.01 |  |  | \*\* | 18722 |
| JOHN DEERE CAPITAL CORP 2.35% 03-08-2027 | 3/8/2027 | 2.35% | \*\* | 114116 |
| JOHN DEERE OWNER 4.91% DUE 02-18-2031 | 2/18/2031 | 4.91% | \*\* | 2545913 |
| JOHN DEERE OWNER FIXED 5.2% DUE 09-17-2029 | 9/17/2029 | 5.20% | \*\* | 1154780 |
| JOHN DEERE OWNER TR SR 24-A CL A3 4.96% 11-15-2028 | 11/15/2028 | 4.96% | \*\* | 2242495 |
| JOHN DEERE OWNER TRUST SR 25-A CL A4 4.42%02-17-2032 | 2/17/2032 | 4.42% | \*\* | 910232 |
| JOHNSON & JOHNSON 4.55% 03-01-2028 | 3/1/2028 | 4.55% | \*\* | 453433 |
| JOHNSON & JOHNSON COM USD1 |  |  | \*\* | 36104290 |
| JOHNSON ELEC HLDGS HKD0.05 |  |  | \*\* | 771303 |
| JOHNSON MATTHEY |  |  | \*\* | 1755516 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| JOHNSON OUTDOORS INC CL A CL A |  |  | \*\* | 119879 |
| JOHOR PLANTATIONS NPV |  |  | \*\* | 341862 |
| J-OIL MILLS INC NPV |  |  | \*\* | 293208 |
| JONES LANG LASALLE INC COM STK |  |  | \*\* | 6549052 |
| JOSHIN DENKI CO NPV |  |  | \*\* | 1731 |
| JPMDB COML MTG SECS TR 2016-C4 CL A-2 2.8822% 9-15-2026 | 12/15/2049 | 2.88% | \*\* | 4758267 |
| JPMORGAN CHASE & 5.581% DUE 04-22-2030 | 4/22/2030 | 5.58% | \*\* | 3671327 |
| JPMORGAN CHASE & 6.087% DUE 10-23-2029 | 10/23/2029 | 6.09% | \*\* | 526733 |
| JPMORGAN CHASE & CO 1.04% 02-04-2027 | 2/4/2027 | 1.04% | \*\* | 5484829 |
| JPMORGAN CHASE & CO 1.47% 09-22-2027 | 9/22/2027 | 1.47% | \*\* | 1364713 |
| JPMORGAN CHASE & CO 1.764% 11-19-2031 | 11/19/2031 | 1.76% | \*\* | 1383047 |
| JPMORGAN CHASE & CO 2.069% 06-01-2029 | 6/1/2029 | 2.07% | \*\* | 5111078 |
| JPMORGAN CHASE & CO 2.522% 04-22-2031 | 4/22/2031 | 2.52% | \*\* | 5976294 |
| JPMORGAN CHASE & CO 2.947% 02-24-2028 | 2/24/2028 | 2.95% | \*\* | 2818432 |
| JPMORGAN CHASE & CO 2.963% 01-25-2033 | 1/25/2033 | 2.96% | \*\* | 15104548 |
| JPMORGAN CHASE & CO 3.509% 01-23-2029 | 1/23/2029 | 3.51% | \*\* | 1316673 |
| JPMORGAN CHASE & CO 3.96% 01-29-2027 | 1/29/2027 | 3.96% | \*\* | 295952 |
| JPMORGAN CHASE & CO 4.0% DUE 12-31-2049 REG | 12/31/2049 | 6.73% | \*\* | 2761849 |
| JPMORGAN CHASE & CO 4.255% 10-22-2031 | 10/22/2031 | 4.26% | \*\* | 4012620 |
| JPMORGAN CHASE & CO 4.323% 04-26-2028 | 4/26/2028 | 4.32% | \*\* | 386627 |
| JPMORGAN CHASE & CO 4.452% 12-05-2029 | 12/5/2029 | 4.45% | \*\* | 7179708 |
| JPMORGAN CHASE & CO 4.505% 10-22-2028 | 10/22/2028 | 4.50% | \*\* | 1590423 |
| JPMORGAN CHASE & CO 4.603% 10-22-2030 | 10/22/2030 | 4.60% | \*\* | 355192 |
| JPMORGAN CHASE & CO 4.915% 01-24-2029 | 1/24/2029 | 4.92% | \*\* | 9796887 |
| JPMORGAN CHASE & CO 4.979% 07-22-2028 | 7/22/2028 | 4.98% | \*\* | 175610 |
| JPMORGAN CHASE & CO 4.995% 07-22-2030 | 7/22/2030 | 5.00% | \*\* | 431502 |
| JPMORGAN CHASE & CO 5.012% 01-23-2030 | 1/23/2030 | 5.01% | \*\* | 5405321 |
| JPMORGAN CHASE & CO 5.04% 01-23-2028 | 1/23/2028 | 5.04% | \*\* | 2971701 |
| JPMORGAN CHASE & CO 5.103% 04-22-2031 | 4/22/2031 | 5.10% | \*\* | 7237714 |
| JPMORGAN CHASE & CO 5.14% 01-24-2031 | 1/24/2031 | 5.14% | \*\* | 1448220 |
| JPMORGAN CHASE & CO 5.299% 07-24-2029 | 7/24/2029 | 5.30% | \*\* | 1164932 |
| JPMORGAN CHASE & CO 5.571% 04-22-2028 | 4/22/2028 | 5.57% | \*\* | 2259297 |
| JPMORGAN CHASE & CO 5.572% 04-22-2036 | 4/22/2036 | 5.57% | \*\* | 946722 |
| JPMORGAN CHASE & CO 5.766% 04-22-2035 | 4/22/2035 | 5.77% | \*\* | 10673316 |
| JPMORGAN CHASE & CO 5.834% 01-24-2036 | 1/24/2036 | 5.50% | \*\* | 418926 |
| JPMORGAN CHASE & CO 6.07% 10-22-2027 | 10/22/2027 | 6.07% | \*\* | 6064250 |
| JPMORGAN CHASE & CO COM |  |  | \*\* | 72271368 |
| JPMORGAN CHASE & CO NT FIXED TO FLTG RATE 1.578% 04-22-2027 | 4/22/2027 | 1.58% | \*\* | 1905725 |
| JPMORGAN CHASE & CO. 2.739% 10-15-2030 | 10/15/2030 | 2.74% | \*\* | 3946773 |
| JPMORGAN CHASE & CO. 2.956% 05-13-2031 | 5/13/2031 | 2.96% | \*\* | 1562559 |
| JPMORGAN CHASE & CO. 5.336% 01-23-2035 | 1/23/2035 | 5.34% | \*\* | 622808 |
| JPMORGAN CHASE & CO. 5.35% 06-01-2034 | 6/1/2034 | 5.35% | \*\* | 1456952 |
| JSC KAZMUNAYGAS 3.5% SNR MTN 14/04/2033 USD | 4/14/2033 | 3.50% | \*\* | 451679 |
| JSC OGK-2 RUB0.3627(RUB) |  |  | \*\* | 38025 |
| JSE LIMITED ZAR0.10 |  |  | \*\* | 279753 |
| JTEKT CORPORATION NPV |  |  | \*\* | 386306 |
| JULIUS BAER GRUPPE CHF0.02 (REGD) |  |  | \*\* | 1823876 |
| JUNGHEINRICH NON-VTG PRF NPV |  |  | \*\* | 64520 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| JUROKU FINANCIAL GROUP INC NPV |  |  | \*\* | 32154 |
| JUSTSYSTEMS CORP NPV |  |  | \*\* | 35510 |
| JUSUNG ENGINEERING KRW500 |  |  | \*\* | 81030 |
| JYSKE BANK A/S DKK10 |  |  | \*\* | 1852258 |
| KAGA ELECTRONICS NPV |  |  | \*\* | 1025950 |
| KAKEN PHARM NPV |  |  | \*\* | 1144984 |
| KALBE FARMA IDR10 |  |  | \*\* | 116692 |
| KANADEN CORP NPV |  |  | \*\* | 38299 |
| KANADEVIA CORP NPV |  |  | \*\* | 52729 |
| KANEMATSU CORP NPV |  |  | \*\* | 9182 |
| KANGWON LAND INC KRW500 |  |  | \*\* | 125825 |
| KANSAS CITY POWER & LIGHT CO 4.2% 03-15-2048 | 3/15/2048 | 4.20% | \*\* | 246190 |
| KAORI HEAT TREATME TWD10 |  |  | \*\* | 1126016 |
| KARAT PACKAGING INC COM |  |  | \*\* | 103213 |
| KARDEX HOLDING AG |  |  | \*\* | 372389 |
| KARMAN HLDGS INC COM |  |  | \*\* | 5377336 |
| KARUR VYSYA BANK INR2 |  |  | \*\* | 559639 |
| KASIKORNBANK PCL THB10 (NVDR) |  |  | \*\* | 3267699 |
| KAUFMAN & BROAD SA EUR0.26 |  |  | \*\* | 453945 |
| KAWADA TECHNOLOGIE NPV |  |  | \*\* | 83735 |
| KAZATOMPROM JSC NA GDR EACH REPR 1 ORD REG |  |  | \*\* | 908089 |
| KB HOME COM |  |  | \*\* | 3806942 |
| KBC GROEP NV NPV |  |  | \*\* | 4944605 |
| KBR INC COM |  |  | \*\* | 3870134 |
| KCE ELECTRONICS THB1(NVDR) |  |  | \*\* | 22010 |
| KELINGTON GROUP BH MYR0.1 |  |  | \*\* | 71631 |
| KELLANOVA 4.3% DUE 05-15-2028 | 5/15/2028 | 4.30% | \*\* | 3934488 |
| KELLANOVA SR NT 5.75% 05-16-2054 | 5/16/2054 | 5.75% | \*\* | 201423 |
| KELLER GROUP PLC ORD GBP0.10 |  |  | \*\* | 177901 |
| KELLY SERVICES INC CL A COM |  |  | \*\* | 246083 |
| KEMPER CORP DEL COM |  |  | \*\* | 458913 |
| KENKO MAYONNAISE NPV |  |  | \*\* | 79455 |
| KENNAMETAL INC CAP |  |  | \*\* | 3689891 |
| KENVUE INC 5.2% 03-22-2063 | 3/22/2063 | 5.20% | \*\* | 145644 |
| KENVUE INC COM |  |  | \*\* | 3359903 |
| KEPCO PLANT SERVICE & ENGINEERING CO LTDKRW200 |  |  | \*\* | 112627 |
| KERING |  |  | \*\* | 1668918 |
| KEROS THERAPEUTICS INC COM |  |  | \*\* | 464636 |
| KESHUN WATERPROOF A CNY1 |  |  | \*\* | 214643 |
| KESTRA MEDICAL TECHNOLOGIES LTD COM USD1 |  |  | \*\* | 2393801 |
| KEY BK NATL ASSN STEP CPN 4.39% DUE 12-14-2027 | 12/14/2027 | 4.39% | \*\* | 1451083 |
| KEYCORP 5.121% 04-04-2031 | 4/4/2031 | 5.12% | \*\* | 58579 |
| KEYCORP NEW COM |  |  | \*\* | 1667877 |
| KEYMED BIOSCIENCES USD0.0001 |  |  | \*\* | 288418 |
| KEYSIGHT TECHNOLOGIES INC COM |  |  | \*\* | 10590872 |
| KFORCE INC |  |  | \*\* | 310313 |
| KG CHEMICAL CORP KRW1000 |  |  | \*\* | 195685 |
| KG DONGBUSTEEL KRW5000 |  |  | \*\* | 60618 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| KG ECO SOLUTION CO LTD KRW500 |  |  | \*\* | 53071 |
| KGHM POLSKA MIEDZ PLN10.00 |  |  | \*\* | 4088283 |
| KGI FINANCIAL HOLDING CO LTD TWD10 |  |  | \*\* | 67648 |
| KIA CORP |  |  | \*\* | 40246 |
| KIATNAKIN PHATRA BANK PCL NON VTG DEP RCPT REP 1 ORD THB10 |  |  | \*\* | 584491 |
| KIER GROUP PLC ORD GBP0.01 |  |  | \*\* | 160507 |
| KILLAM APT REAL ES TRUST UNIT |  |  | \*\* | 33500 |
| KILROY REALTY CORP 2.5% DUE 11-15-2032 | 11/15/2032 | 2.50% | \*\* | 626143 |
| KILROY RLTY L P 6.25% 01-15-2036 | 1/15/2036 | 6.25% | \*\* | 310658 |
| KIMBERLY-CLARK CORP COM |  |  | \*\* | 10481866 |
| KIMCO REALTY CORPORATION |  |  | \*\* | 2617181 |
| KINAXIS INC COM NPV |  |  | \*\* | 669213 |
| KINDEN CORP NPV |  |  | \*\* | 130014 |
| KINDER MORGAN 6.5% DUE 02-01-2037 | 2/1/2037 | 6.50% | \*\* | 240284 |
| KINDER MORGAN INC 5.2% 06-01-2033 | 6/1/2033 | 5.20% | \*\* | 772853 |
| KINDER MORGAN INC 5.55% DUE 06-01-2045 | 6/1/2045 | 5.55% | \*\* | 194016 |
| KINDER MORGAN INC DEL 1.75% 11-15-2026 | 11/15/2026 | 1.75% | \*\* | 4738481 |
| KINDER MORGAN INC DEL COM |  |  | \*\* | 5749451 |
| KINDER MORGAN INC FIXED 3.25% DUE 08-01-2050 | 8/1/2050 | 3.25% | \*\* | 176022 |
| KINETIC DEVELOPMENT GROUP LTD 144A USD0.001 |  |  | \*\* | 21348 |
| KINETIK HOLDINGS INC CL A NEW |  |  | \*\* | 391683 |
| KING YUAN ELECTRON TWD10 |  |  | \*\* | 354466 |
| KINGBOARD HOLDINGS LTD |  |  | \*\* | 729898 |
| KINGSGATE CONSD LTD NPV |  |  | \*\* | 36218 |
| KINIKSA PHARMACEUTICALS INTERNATION USD0.00027323 |  |  | \*\* | 323730 |
| KINROSS GOLD CORP COM NPV NEW |  |  | \*\* | 19712 |
| KINSUS INTERCONNE TWD10 |  |  | \*\* | 278321 |
| KION GROUP AG NPV |  |  | \*\* | 30299 |
| KIRBY CORP COM |  |  | \*\* | 1354663 |
| KISSEI PHARM CO NPV |  |  | \*\* | 516189 |
| KI-STAR REAL ESTATE CO LTD NPV |  |  | \*\* | 79760 |
| KITRON ASA NOK0.10 |  |  | \*\* | 459112 |
| KIWOOM SECURITIES KRW5000 |  |  | \*\* | 629708 |
| KIYO BANK LTD NPV |  |  | \*\* | 27038 |
| KKR & CO INC CL A CL A |  |  | \*\* | 19749074 |
| KKR CLO 27 LTD / KKR CLO 27 LLC 4.78219%01-15-2035 | 1/15/2035 | 5.01% | \*\* | 1399664 |
| KLA CORP 3.3% 03-01-2050 | 3/1/2050 | 3.30% | \*\* | 230007 |
| KLA CORP 4.95% 07-15-2052 | 7/15/2052 | 4.95% | \*\* | 136624 |
| KLA CORPORATION COM USD0.001 |  |  | \*\* | 21746287 |
| KLARNA GROUP PLC |  |  | \*\* | 423647 |
| KLN LOGISTICS GROUP LIMITED |  |  | \*\* | 46911 |
| KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01 |  |  | \*\* | 10661774 |
| KNOWLES CORP COM |  |  | \*\* | 8165 |
| KOA CORPORATION NPV |  |  | \*\* | 48142 |
| KOBE STEEL LTD |  |  | \*\* | 552284 |
| KODIAK GAS SVCS INC COM |  |  | \*\* | 4516087 |
| KODIAK SCIENCES INC COM USD0.0001 |  |  | \*\* | 427117 |
| KOHLS CORP COM |  |  | \*\* | 53188 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| KOITO MFG CO LTD NPV |  |  | \*\* | 297694 |
| KOMATSU NPV |  |  | \*\* | 523143 |
| KOMAX HLDG AG CHF0.10 (REGD) |  |  | \*\* | 278569 |
| KOMERCNI BANKA CZK100 |  |  | \*\* | 695454 |
| KON AHOLD DELHAIZE EUR0.01 |  |  | \*\* | 1816515 |
| KON BAM GROEP NV EUR0.10 |  |  | \*\* | 1440805 |
| KONE CORPORATION NPV ORD 'B' |  |  | \*\* | 10353480 |
| KONECRANES OYJ NPV |  |  | \*\* | 966502 |
| KONGSBERG GRUPPEN |  |  | \*\* | 458857 |
| KONINKLIJKE HEIJMANS N.V |  |  | \*\* | 1894948 |
| KOREA ELEC POWER KRW5000 |  |  | \*\* | 1815065 |
| KOREA ELEC TERM KRW500 |  |  | \*\* | 162813 |
| KOREA FUEL TECH CO KRW100 |  |  | \*\* | 48367 |
| KOREA GAS KRW5000 |  |  | \*\* | 111635 |
| KOREA INVESTMENT H 1ST PRF KRW5000 |  |  | \*\* | 67310 |
| KOREAN REINSURANCE KRW500 |  |  | \*\* | 296393 |
| KORN FERRY COM |  |  | \*\* | 1377375 |
| KOSE HOLDINGS CORPORATION |  |  | \*\* | 1972376 |
| KOTAK MAHINDRA BAN COMSTK |  |  | \*\* | 1217740 |
| KPP GROUP HOLDINGS CO LTD NPV |  |  | \*\* | 25233 |
| KRAFT HEINZ CO COM |  |  | \*\* | 11203500 |
| KRAFT HEINZ FOODS 4.375% DUE 06-01-2046 | 6/1/2046 | 4.38% | \*\* | 352282 |
| KRAFT HEINZ FOODS CO 5.4% 03-15-2035 | 3/15/2035 | 5.40% | \*\* | 3601768 |
| KRAFT HEINZ FOODS CO GTD SR NT 4.625% 10-01-2039 | 10/1/2039 | 4.62% | \*\* | 366229 |
| KRATOS DEFENSE & SECURITY SOLUTIONS INC |  |  | \*\* | 5208413 |
| KRE COML MTG TR 2025-AIP4 COML MTG PASSTHRU CTF CL B 5.28019% 03-15-2042 | 3/15/2042 | 5.35% | \*\* | 1496271 |
| KROGER CO 4.45% DUE 02-01-2047 | 2/1/2047 | 4.45% | \*\* | 253199 |
| KROGER CO 5.358% 09-15-2034 | 9/15/2034 | 5.00% | \*\* | 523757 |
| KROGER CO 5.5% 09-15-2054 | 9/15/2054 | 5.50% | \*\* | 19122 |
| KROGER CO 5.65% 09-15-2064 | 9/15/2064 | 5.65% | \*\* | 267964 |
| KROGER CO COM |  |  | \*\* | 1528823 |
| KRONOS WORLDWIDE INC COM STK |  |  | \*\* | 41287 |
| KRUNG THAI BNK LTD THB5.15(NVDR) |  |  | \*\* | 870859 |
| KRYSTAL BIOTECH INC COM |  |  | \*\* | 3834190 |
| KS ST DEV FIN AUTH REV PUB EMPLOYEES RETSYS-C 5.501 5-1-34 BEO TXBL SF 5-1-27 | 5/1/2034 | 5.50% | \*\* | 1054031 |
| KT CORPORATION KRW5000 |  |  | \*\* | 909267 |
| KT CORPORATION SPON ADR EACH REP 1/2 ORD SHS KRW5000 ADR |  |  | \*\* | 415898 |
| KT MILLIE SEOJAE KRW500 |  |  | \*\* | 3291 |
| KUAISHOU TECHNOLOG USD0.0000053 B CLASS |  |  | \*\* | 7294252 |
| KUBOTA CR OWNER TR 4.57% DUE 11-15-2030 | 11/15/2030 | 4.57% | \*\* | 813543 |
| KUKBO DESIGN KRW500 |  |  | \*\* | 41178 |
| KUKDO CHEMICAL KRW5000 |  |  | \*\* | 64263 |
| KULICKE & SOFFA INDS INC COM |  |  | \*\* | 1445528 |
| KUMBA IRON ORE LTD ZAR0.01 |  |  | \*\* | 150297 |
| KUMHO TIRE CO KRW5000 |  |  | \*\* | 32299 |
| KUMIAI CHEM IND CO NPV |  |  | \*\* | 2695 |
| KURA ONCOLOGY INC COM |  |  | \*\* | 551958 |
| KURA SUSHI USA INC CL A COM CL A COM |  |  | \*\* | 793898 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| KURITA WATER INDS NPV |  |  | \*\* | 52649 |
| KUWAIT INTERNATIONAL BANK COM STK |  |  | \*\* | 446896 |
| KUWAIT TELECOMMUNICATIONS COMPANY KWD0.1 |  |  | \*\* | 183892 |
| KYB CORPORATION NPV |  |  | \*\* | 65517 |
| KYMERA THERAPEUTICS INC COM |  |  | \*\* | 301436 |
| KYOBO SECURITIES KRW5000 |  |  | \*\* | 65423 |
| KYUSHU ELEC POWER NPV |  |  | \*\* | 1244696 |
| L A CAL DEPT ARPTS ARPT REV TAX BUILD AMER BD 6.582 DUE 05-15-2039 | 5/15/2039 | 6.58% | \*\* | 59431 |
| L&K ENGINEERING CO TWD10 |  |  | \*\* | 386499 |
| L3HARRIS TECHNOLOGIES INC 3.85% DUE 12-15-2026 | 12/15/2026 | 3.85% | \*\* | 2386434 |
| L3HARRIS TECHNOLOGIES INC 4.4% DUE 06-15-2028 | 6/15/2028 | 4.40% | \*\* | 1247556 |
| L3HARRIS TECHNOLOGIES INC 5.05% 06-01-2029 | 6/1/2029 | 5.05% | \*\* | 3304953 |
| L3HARRIS TECHNOLOGIES INC 5.4% 07-31-2033 | 7/31/2033 | 5.40% | \*\* | 511136 |
| L3HARRIS TECHNOLOGIES INC 5.6% 07-31-2053 | 7/31/2053 | 5.60% | \*\* | 348375 |
| L3HARRIS TECHNOLOGIES INC COM |  |  | \*\* | 52549 |
| LAB CORP AMER 2.95% DUE 12-01-2029 | 12/1/2029 | 2.95% | \*\* | 2906293 |
| LABCORP HLDGS INC COM |  |  | \*\* | 5491763 |
| LABORATORY CORP OF AMER 4.35% 04-01-2030 | 4/1/2030 | 4.35% | \*\* | 626449 |
| LADDER CAP CORP CL A CL A |  |  | \*\* | 204227 |
| LADDER CAP FIN 5.5% 08-01-2030 | 8/1/2030 | 5.50% | \*\* | 102340 |
| LAGERCRANTZ GROUP SER'B'NPV |  |  | \*\* | 158998 |
| LAM RESH CORP COM NEW |  |  | \*\* | 12366557 |
| LANCASHIRE HLDGS COM STK |  |  | \*\* | 408741 |
| LANDS END INC NEW COM |  |  | \*\* | 173790 |
| LANDSTAR SYS INC COM |  |  | \*\* | 2436002 |
| LANGHAM HOSP&LANGH UNIT 1 COM & 1 PREF SHS |  |  | \*\* | 21 |
| LAS VEGAS SANDS 3.5% DUE 08-18-2026 | 8/18/2026 | 3.50% | \*\* | 3433851 |
| LAS VEGAS SANDS 3.9% DUE 08-08-2029 | 8/8/2029 | 3.90% | \*\* | 1423227 |
| LAS VEGAS SANDS CORP 6.0% 08-15-2029 | 8/15/2029 | 6.00% | \*\* | 470000 |
| LAS VEGAS SANDS CORP COM STK |  |  | \*\* | 1691754 |
| LATHAM GROUP INC COM |  |  | \*\* | 121863 |
| LATTICE SEMICONDUCTOR CORP COM |  |  | \*\* | 1856497 |
| LAUREATE ED INC COM CL A |  |  | \*\* | 1583029 |
| LAURUS LABS LTD INR2 (POST SUBD) |  |  | \*\* | 1117931 |
| LAZARD GROUP LLC 6.0% 03-15-2031 | 3/15/2031 | 6.00% | \*\* | 2861016 |
| LAZARD INC COM USD0.01 |  |  | \*\* | 5722068 |
| LCH_IRS MSNYUS33 06/05/2029 EUR P 6MEURIB / R 2.827% SWU024SM9 |  |  | \*\* | 15335 |
| LCH_IRS MSNYUS33 18/03/2056 EUR P 3% / R 6MEURIB SWU02JZS5 |  |  | \*\* | 276890 |
| LCH_OIS BOFAGB2U 02/03/2027 USD P 3.79% / R 1DSOFR SWU02ERC0 |  |  | \*\* | 37745 |
| LCH_OIS BOFAGB2U 02/12/2055 USD P 3% / R 1DSOFR SWU02F374 |  |  | \*\* | 8699960 |
| LCH_OIS BOFAGB2U 02/28/2029 USD P 3.261% / R 1DSOFR SWU02AAL6 |  |  | \*\* | 553600 |
| LCH_OIS BOFAGB2U 02/28/2029 USD P 3.28% / R 1DSOFR SWU02A9M6 |  |  | \*\* | 518152 |
| LCH_OIS BOFAGB2U 02/28/2029 USD P 3.281% / R 1DSOFR SWU02ABS0 |  |  | \*\* | 666561 |
| LCH_OIS BOFAGB2U 06/30/2031 USD P 3.264% / R 1DSOFR SWU02AAH5 |  |  | \*\* | 404174 |
| LCH_OIS BOFAGB2U 06/30/2031 USD P 3.266% / R 1DSOFR SWU02A8V7 |  |  | \*\* | 1328850 |
| LCH_OIS BOFAGB2U 08/07/2034 USD P 3.715% / R 1DSOFR SWU028NX1 |  |  | \*\* | 1745 |
| LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02E7K4 |  |  | \*\* | 1712 |
| LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02EAK0 |  |  | \*\* | 2853 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02ELG7 |  |  | \*\* | 14552 |
| LCH_OIS MSNYUS33 01/17/2034 USD P 3.6% / R 1DSOFR SWU020RA4 |  |  | \*\* | 18689 |
| LCH_OIS MSNYUS33 02/15/2055 USD P 3.814% / R 1DSOFR SWU02FXU0 |  |  | \*\* | 389966 |
| LCH_OIS MSNYUS33 02/15/2055 USD P 3.846% / R 1DSOFR SWU02GCD9 |  |  | \*\* | 64967 |
| LCH_OIS MSNYUS33 02/15/2055 USD P 3.872% / R 1DSOFR SWU02GCC1 |  |  | \*\* | 163109 |
| LCH_OIS MSNYUS33 03/27/2027 USD P 1DSOFR / R 3.68% SWU022ZE3 |  |  | \*\* | 1031267 |
| LCH_OIS MSNYUS33 06/18/2027 USD P 3.25% / R 1DSOFR SWU02G0H3 |  |  | \*\* | 147731 |
| LCH_OIS MSNYUS33 06/20/2054 USD P 3.5% / R 1DSOFR SWU0206W9 |  |  | \*\* | 2226372 |
| LCH_OIS MSNYUS33 08/15/2033 USD P 3.604% / R 1DSOFR SWU020NU4 |  |  | \*\* | 72983 |
| LCH_OIS MSNYUS33 08/15/2033 USD P 3.608% / R 1DSOFR SWU020O41 |  |  | \*\* | 66778 |
| LCH_OIS MSNYUS33 08/15/2033 USD P 3.609% / R 1DSOFR SWU020RD8 |  |  | \*\* | 19884 |
| LCH_OIS MSNYUS33 08/15/2033 USD P 3.619% / R 1DSOFR SWU020QQ0 |  |  | \*\* | 21323 |
| LCH_OIS MSNYUS33 08/21/2034 USD P 3.55% / R 1DSOFR SWU02A1B8 |  |  | \*\* | 23221 |
| LCH_OIS MSNYUS33 08/28/2034 USD P 3.555% / R 1DSOFR SWU02A7Z9 |  |  | \*\* | 28128 |
| LCH_OIS MSNYUS33 08/28/2034 USD P 3.565% / R 1DSOFR SWU02A805 |  |  | \*\* | 26574 |
| LCH_OIS MSNYUS33 08/28/2034 USD P 3.6% / R 1DSOFR SWU02A821 |  |  | \*\* | 26418 |
| LCH_OIS MSNYUS33 08/28/2034 USD P 3.605% / R 1DSOFR SWU02A839 |  |  | \*\* | 3054 |
| LCH_OIS MSNYUS33 08/28/2034 USD P 3.643% / R 1DSOFR SWU02A854 |  |  | \*\* | 6503 |
| LCH_OIS MSNYUS33 11/15/2054 USD P 3.956% / R 1DSOFR SWU02F2F7 |  |  | \*\* | 166400 |
| LCH_OIS MSNYUS33 17/09/2030 GBP P 1DSONIA / R 3.75% SWU02K0M3 |  |  | \*\* | 124183 |
| LCH_OIS MSNYUS33 18/03/2028 JPY P 1% / R 1DTONAR SWU02FLV1 |  |  | \*\* | 113769 |
| LCH_OIS SBSIUS33 08/15/2035 USD P 3.591% / R 1DSOFR 3597626 |  |  | \*\* | 34520 |
| LEAR CORP COM NEW COM NEW |  |  | \*\* | 4724156 |
| LEENO INDUSTRIAL KRW100 |  |  | \*\* | 325245 |
| LEG IMMOBILIEN SE |  |  | \*\* | 1644233 |
| LEGEND HOLDINGS CORPORATION 'H' CNY1 |  |  | \*\* | 17227 |
| LEGGETT & PLATT INC COM |  |  | \*\* | 48818 |
| LEGRAND SA EUR4 |  |  | \*\* | 7726950 |
| LEIDOS HLDGS INC COM |  |  | \*\* | 58089 |
| LEIDOS INC 5.75% 03-15-2033 | 3/15/2033 | 5.75% | \*\* | 848864 |
| LELON ELECTRONICS TWD10 |  |  | \*\* | 105568 |
| LEMAITRE VASCULAR INC COM STK |  |  | \*\* | 4523758 |
| LENDINGTREE INC NEW COM USD0.01 |  |  | \*\* | 558613 |
| LENDLEASE CORP LTD NPV (STAPLED) |  |  | \*\* | 100561 |
| LENDMARK FDG TR 2021-1 1.9% 11-20-2031 | 11/20/2031 | 1.90% | \*\* | 1948904 |
| LENDMARK FDG TR 2025-1 ASSET BACKED NT CL A 144A 4.94% 09-20-2034 | 9/20/2034 | 4.94% | \*\* | 525955 |
| LENNAR CORP CL A CL A |  |  | \*\* | 294316 |
| LENOVO GROUP LIMITED HKD0.025 |  |  | \*\* | 2771992 |
| LENZ THERAPEUTICS INC NEW COM |  |  | \*\* | 115104 |
| LEONARDO DRS INC COM |  |  | \*\* | 1387497 |
| LEONARDO SPA NPV |  |  | \*\* | 2583916 |
| LEONG HUP INTERNAT NPV |  |  | \*\* | 20984 |
| LEPU BIOPHARMA CO COMSTK |  |  | \*\* | 130899 |
| LEVI STRAUSS & CO NEW CL A CL A |  |  | \*\* | 827858 |
| LG CHEMICAL KRW5000 |  |  | \*\* | 563341 |
| LG DISPLAY |  |  | \*\* | 13430 |
| LG ELECTRONICS INC KRW5000 |  |  | \*\* | 2061921 |
| LG HELLOVISION CO LTD |  |  | \*\* | 69089 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| LG INNOTEK CO KRW5000 |  |  | \*\* | 2880721 |
| LG UPLUS CORP KRW5000 |  |  | \*\* | 136936 |
| LI NING CO LTD HKD0.1 |  |  | \*\* | 1855366 |
| LIBERTY BROADBAND CORP COM SER C COM SERC |  |  | \*\* | 18128 |
| LIBERTY GLOBAL LTD. COM USD0.01 CLASS C |  |  | \*\* | 310920 |
| LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS A |  |  | \*\* | 9252 |
| LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS C |  |  | \*\* | 189245 |
| LIC HOUSING FINAN INR 2 |  |  | \*\* | 75014 |
| LIFE CORPORATION NPV |  |  | \*\* | 29352 |
| LIFE HEALTHCARE GR ZAR0.000001 |  |  | \*\* | 56731 |
| LIFE TIME GROUP HLDGS INC COM |  |  | \*\* | 5207208 |
| LIFULL CO LTD NPV |  |  | \*\* | 26914 |
| LIG NEX1 CO LTD KRW5000 |  |  | \*\* | 29809 |
| LIGAND PHARMACEUTICALS INCORPORATED CL BCOMMON STOCK |  |  | \*\* | 8887424 |
| LIGHTPATH TECHNOLOGIES INC CL A NEW COM |  |  | \*\* | 1364256 |
| LILLY ELI & CO 4.0% 10-15-2028 | 10/15/2028 | 4.00% | \*\* | 1705947 |
| LINCOLN ELEC HLDGS INC COM |  |  | \*\* | 4074 |
| LINCOLN NATL CORP COM |  |  | \*\* | 103087 |
| LINDE PLC |  |  | \*\* | 19025095 |
| LINEAGE INC COM |  |  | \*\* | 72065 |
| LINGBAO GOLD GROUP COMPANY LTD |  |  | \*\* | 2301 |
| LINK REAL ESTATE INVESTMENT TRUST UNITS |  |  | \*\* | 10712 |
| LION FINANCE GROUP PLC |  |  | \*\* | 511742 |
| LION TRAVEL SERVICE CO LTD TWD10 |  |  | \*\* | 109276 |
| LIQUIDIA CORPORATION COM USD0.001 |  |  | \*\* | 7553 |
| LIQUIDITY SVCS INC COM STK |  |  | \*\* | 24581 |
| LIVANOVA PLC ORD GBP1.00 (DI) |  |  | \*\* | 1149319 |
| LIVE OAK BANCSHARES INC COM |  |  | \*\* | 324951 |
| LIVERAMP HOLDINGS INC |  |  | \*\* | 180302 |
| LKQ CORP COM LKQ CORP |  |  | \*\* | 5645769 |
| LLOYDS BANKING GROUP PLC 4.425% 11-04-2031 | 11/4/2031 | 4.42% | \*\* | 997700 |
| LLOYDS BANKING GROUP PLC 5.087% 11-26-2028 | 11/26/2028 | 5.09% | \*\* | 3088084 |
| LLOYDS BANKING GROUP PLC 5.871% 03-06-2029 | 3/6/2029 | 5.87% | \*\* | 5185365 |
| LLOYDS BANKING GROUP PLC 5.985% 08-07-2027 | 8/7/2027 | 5.98% | \*\* | 6723583 |
| LLOYDS BKG GROUP FLTG RT 3.574% 11-07-2028 | 11/7/2028 | 3.57% | \*\* | 1555781 |
| LLOYDS BKG GROUP PLC 4.943% 11-04-2036 | 11/4/2036 | 4.94% | \*\* | 822680 |
| LLOYDS BKG GROUP PLC 5.679% 01-05-2035 | 1/5/2035 | 5.68% | \*\* | 9489205 |
| LOADSTAR CAPITAL K NPV |  |  | \*\* | 101946 |
| LOAR HOLDINGS INC COM |  |  | \*\* | 911540 |
| LOCALIZA RENT A CA COM NPV 144A/REG |  |  | \*\* | 774436 |
| LOCALIZA RENT A CAR SA PRF NPV |  |  | \*\* | 28370 |
| LOCKHEED MARTIN 4.15% DUE 08-15-2028 | 8/15/2028 | 4.15% | \*\* | 818430 |
| LOCKHEED MARTIN CORP 4.4% 08-15-2030 | 8/15/2030 | 4.40% | \*\* | 1050883 |
| LOCKHEED MARTIN CORP 5.2% 02-15-2055 | 2/15/2055 | 5.20% | \*\* | 188879 |
| LOCKHEED MARTIN CORP COM |  |  | \*\* | 4251943 |
| LOCKHEED MARTIN CORP NT 6.15% DUE 09-01-2036/12-18-2006 | 9/1/2036 | 6.15% | \*\* | 289814 |
| LOGISTA INTEGRAL S A |  |  | \*\* | 2806077 |
| LOGITECH INTL CHF0.25 (REGD) |  |  | \*\* | 10023696 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| LOGO YAZILIM TRY1 |  |  | \*\* | 360452 |
| LOJAS RENNER SA COM NPV |  |  | \*\* | 295766 |
| LONDON STOCK EXCHANGE GROUP ORD GBP0.06918604 |  |  | \*\* | 8666911 |
| LONKING HOLDINGS HKD0.1 |  |  | \*\* | 593635 |
| LONZA GROUP AG CHF1 (REGD) |  |  | \*\* | 233516 |
| LOT VACUUM CO LTD KRW500 |  |  | \*\* | 57647 |
| LOTTE SHOPPING C0 KRW5000 |  |  | \*\* | 27932 |
| LOTTERY CORPORATIO NPV |  |  | \*\* | 4755 |
| LOTTOMATICA GROUP NPV |  |  | \*\* | 1325881 |
| LOTUS PHARMACEUTIC |  |  | \*\* | 1846406 |
| LOUIS HACHETTE GR EUR0.2 |  |  | \*\* | 312287 |
| LOUISIANA LOC GOVT ENVRNMNTL FACS & TAX-LA UTILS RESTRTN CORP 5.048% 12-01-2034 | 12/1/2034 | 5.05% | \*\* | 413812 |
| LOUISIANA-PACIFIC CORP COM |  |  | \*\* | 2164530 |
| LOVESAC CO COM |  |  | \*\* | 106126 |
| LOWES COS INC 3.35% 04-01-2027 | 4/1/2027 | 3.35% | \*\* | 1880577 |
| LOWES COS INC 4.0% 10-15-2028 | 10/15/2028 | 4.00% | \*\* | 2560682 |
| LOWES COS INC 4.05% DUE 05-03-2047 | 5/3/2047 | 4.05% | \*\* | 412425 |
| LOWES COS INC 4.8% DUE 04-01-2026 | 4/1/2026 | 4.80% | \*\* | 1391096 |
| LOWES COS INC COM |  |  | \*\* | 49691259 |
| LPL FINL HLDGS INC COM |  |  | \*\* | 7999536 |
| LPL HLDGS INC 4.9% 04-03-2028 | 4/3/2028 | 4.90% | \*\* | 304504 |
| LPL HLDGS INC 6.75% 11-17-2028 | 11/17/2028 | 6.75% | \*\* | 752632 |
| LPL HLDGS INC SR NT 5.7% 05-20-2027 | 5/20/2027 | 5.70% | \*\* | 764449 |
| LS CORP KRW5000 |  |  | \*\* | 537304 |
| LS ECO ENERGY LTD KRW500 |  |  | \*\* | 5037 |
| LUK FOOK HLDGS HKD0.10 |  |  | \*\* | 289844 |
| LUKOIL PJSC |  |  | \*\* | 599597 |
| LUMAX INDUSTRIES INR10 |  |  | \*\* | 128709 |
| LUMEN TECHNOLOGIES INC |  |  | \*\* | 433869 |
| LUMENTUM HLDGS INC COM |  |  | \*\* | 4017262 |
| LUNDIN GOLD INC COM |  |  | \*\* | 16636 |
| LUNDIN MINING CORP COM NPV |  |  | \*\* | 1385957 |
| LUOLAI LIFESTYLE TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT) |  |  | \*\* | 252966 |
| LUYE PHARMA GP LTD USD0.02 |  |  | \*\* | 586124 |
| LUZERNER KTBK CHF3.70 (REGD) |  |  | \*\* | 95713 |
| LVMH MOET HENNESSY EUR0.30 |  |  | \*\* | 15014810 |
| LX INTERNATIONAL CORP KRW5000 |  |  | \*\* | 48416 |
| LY CORP NPV |  |  | \*\* | 6023309 |
| LYB INTL FIN III LLC 5.125% 01-15-2031 | 1/15/2031 | 5.12% | \*\* | 532419 |
| LYFT INC CL A CL A |  |  | \*\* | 3200137 |
| LYNAS RARE EARTHS LTD |  |  | \*\* | 542541 |
| LYONDELLBASELL IND N V COM USD0.01 CL 'A' |  |  | \*\* | 1261892 |
| M UP HOLDINGS INC |  |  | \*\* | 115857 |
| M&T BANK CORPORATION 5.179% 07-08-2031 | 7/8/2031 | 5.18% | \*\* | 272234 |
| M.P. EVANS GROUP ORD GBP0.10 |  |  | \*\* | 84625 |
| MAANSHAN IRON&STL 'H'CNY1 |  |  | \*\* | 28378 |
| MABUCHI MOTOR CO NPV |  |  | \*\* | 794756 |
| MACERICH CO REIT |  |  | \*\* | 1443074 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MACMAHON HLDGS NPV |  |  | \*\* | 213375 |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK |  |  | \*\* | 6649603 |
| MACQUARIE BK LTD 0% CP 11-19-2026 | 11/19/2026 | —% | \*\* | 5640530 |
| MACQUARIE GROUP LTD 21/06/2028 4.098% 06-21-2028 | 6/21/2028 | 4.10% | \*\* | 5000935 |
| MACQUARIE MEXICO REAL ESTATE MGMT |  |  | \*\* | 31138 |
| MACROGENICS INC COM |  |  | \*\* | 13447 |
| MACYS INC COM STK |  |  | \*\* | 14729 |
| MADISON PARK FUNDING LTD 20/04/2032 0% 04-20-2032 | 4/20/2032 | 5.14% | \*\* | 1026584 |
| MADISON PK FDG LX LTD / MADISON PK 5.03802% 10-25-2037 | 10/25/2037 | 5.23% | \*\* | 4515993 |
| MADISON PK FDG XXX FLTG RT 0% DUE 07-16-2037 | 7/16/2037 | 5.25% | \*\* | 10434838 |
| MADISON SQUARE GARDEN ENTMT CORP CL A |  |  | \*\* | 879377 |
| MADRIGAL PHARMACEUTICALS INC COM |  |  | \*\* | 3866738 |
| MAGNA INTERNATIONAL INC COMMON STOCK |  |  | \*\* | 19417190 |
| MAGNERA CORP COM |  |  | \*\* | 370067 |
| MAGNITE INC COM |  |  | \*\* | 56805 |
| MAGNUM ICE CREAM C ORD EUR3.50 (DI) |  |  | \*\* | 34543 |
| MAGNUM ICE CREAM COMPANY N.V. NPV |  |  | \*\* | 360112 |
| MAGYAR TELEKOM HUF100 |  |  | \*\* | 115476 |
| MAHINDRA &MAH FIN |  |  | \*\* | 318851 |
| MAKUS INC KRW500 |  |  | \*\* | 26254 |
| MALIBU BOATS INC COM CL A COM CL A |  |  | \*\* | 4440085 |
| MAMA S CREATIONS INC |  |  | \*\* | 24282 |
| MAN INFRACONSTRUCTION LTD INR2 |  |  | \*\* | 74146 |
| MANGALORE REF &PET INR10 |  |  | \*\* | 114492 |
| MANHATTAN ASSOCS INC COM |  |  | \*\* | 3879198 |
| MANITOBA PROV CDA DEB SER GM 2.125% DUE 06-22-2026 REG | 6/22/2026 | 2.12% | \*\* | 198305 |
| MANITOBA PROV CDA USD 4.3% 07-27-2033 | 7/27/2033 | 4.30% | \*\* | 3989070 |
| MANNKIND CORP COM USD0.01(POST REV SPLIT) |  |  | \*\* | 131516 |
| MANPOWERGROUP INC |  |  | \*\* | 711944 |
| MANULIFE FINL CORP 4.15% DUE 03-04-2026 | 3/4/2026 | 4.15% | \*\* | 51006 |
| MAPLE GROVE FDG TR I PRE-CAPITALIZED TR SECS 4.161% 08-15-2051 | 8/15/2051 | 4.16% | \*\* | 1479153 |
| MAPLEBEAR INC COM |  |  | \*\* | 3185394 |
| MARA HOLDINGS INC COM USD0.0001 |  |  | \*\* | 42224 |
| MARATHON PETE CORP 4.75% DUE 09-15-2044 | 9/15/2044 | 4.75% | \*\* | 214462 |
| MARATHON PETE CORP 5.125% 05-22-2019 | 12/15/2026 | 5.12% | \*\* | 1375226 |
| MARATHON PETE CORP COM |  |  | \*\* | 327212 |
| MARATHON PETROLEUM CORP 5.15% 03-01-2030 | 3/1/2030 | 5.15% | \*\* | 2565084 |
| MARAVAI LIFESCIENCES HLDGS INC CL A CL A |  |  | \*\* | 252808 |
| MARCOPOLO SA PRF NPV |  |  | \*\* | 15340 |
| MAREX GROUP PLC 5.829% 05-08-2028 | 5/8/2028 | 5.83% | \*\* | 304938 |
| MARICO LTD INR1 |  |  | \*\* | 129285 |
| MARICOPA CNTY ARIZ INDL DEV AUTH ED 7.375% 10-01-2029 | 10/1/2029 | 7.38% | \*\* | 209805 |
| MARKEL GROUP INC |  |  | \*\* | 4748577 |
| MARKEL GROUP INC 5% DUE 04-05-2046 | 4/5/2046 | 5.00% | \*\* | 279400 |
| MARKETAXESS HLDGS INC COM STK |  |  | \*\* | 1045269 |
| MARKETECH INTERNATIONAL CORP |  |  | \*\* | 78770 |
| MARQETA INC COM USD0.001 A |  |  | \*\* | 1543422 |
| MARRIOTT INTERNATIONAL INC 5.0% 10-15-2027 | 10/15/2027 | 5.00% | \*\* | 2486700 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MARRIOTT INTL INC NEW 4.2% 07-15-2027 | 7/15/2027 | 4.20% | \*\* | 1224545 |
| MARRIOTT INTL INC NEW 4.9% 04-15-2029 | 4/15/2029 | 4.90% | \*\* | 250676 |
| MARRIOTT INTL INC NEW 5.45% 09-15-2026 | 9/15/2026 | 5.45% | \*\* | 1437828 |
| MARRIOTT INTL INC NEW 5.5% 04-15-2037 | 4/15/2037 | 5.50% | \*\* | 615508 |
| MARRIOTT INTL INC NEW COM STK CL A |  |  | \*\* | 24717441 |
| MARRIOTT VACATIONS WORLDWIDE CORP COM |  |  | \*\* | 4089010 |
| MARSH |  |  | \*\* | 27132486 |
| MARSH & MCLENNAN COS INC 4.55% 11-08-2027 | 11/8/2027 | 4.55% | \*\* | 1593837 |
| MARTIN MARIETTA 4.25% 12-15-2047 | 12/15/2047 | 4.25% | \*\* | 207207 |
| MARTIN MARIETTA MATLS INC COM |  |  | \*\* | 13529156 |
| MARTINREA INTL INC COM NPV |  |  | \*\* | 1518089 |
| MARUBENI CORP NPV |  |  | \*\* | 133302 |
| MARUBUN CORP NPV |  |  | \*\* | 28264 |
| MARUI GROUP CO LTD |  |  | \*\* | 73977 |
| MARUTI SUZUKI IND INR5 |  |  | \*\* | 1566422 |
| MARVELL TECHNOLOGY INC 5.75% 02-15-2029 | 2/15/2029 | 5.75% | \*\* | 3510965 |
| MARVELL TECHNOLOGY INC COM |  |  | \*\* | 1573830 |
| MARVELL TECHNOLOGY INC SR NT 4.75% 07-15-2030 | 7/15/2030 | 4.75% | \*\* | 872233 |
| MARVELL TECHNOLOGY INC SR NT 5.45% 07-15-2035 | 7/15/2035 | 5.45% | \*\* | 749774 |
| MASCO CORP 6.5% DUE 08-15-2032 | 8/15/2032 | 6.50% | \*\* | 328201 |
| MASCO CORP COM |  |  | \*\* | 545502 |
| MASCO CORP FIXED 2% DUE 10-01-2030 | 10/1/2030 | 2.00% | \*\* | 56264 |
| MASSACHUSETTS EDL FING AUTH SER 8-1 CL A1 FLTG 04-25-2038 | 4/25/2038 | 5.52% | \*\* | 2075 |
| MASTEC INC 5.9% 06-15-2029 | 6/15/2029 | 5.90% | \*\* | 281482 |
| MASTEC INC COM |  |  | \*\* | 13995802 |
| MASTERBRAND INC COM |  |  | \*\* | 4123771 |
| MASTERCARD INC 4.55% 03-15-2028 | 3/15/2028 | 4.55% | \*\* | 908065 |
| MASTERCARD INCORPORATED COM USD0.0001 CLASS A |  |  | \*\* | 113846602 |
| MASTERCRAFT BOAT HLDGS INC COM |  |  | \*\* | 35834 |
| MASTR AST BACKED FLTG RT 4.00707% DUE 11-25-2036 | 11/25/2036 | 4.07% | \*\* | 1014334 |
| MATADOR RES CO COM |  |  | \*\* | 772408 |
| MATCH GROUP INC NEW COM |  |  | \*\* | 3343242 |
| MATIV HOLDINGS INC |  |  | \*\* | 229185 |
| MATRIMONY COM LTD INR5 |  |  | \*\* | 50868 |
| MATRIX SVC CO COM |  |  | \*\* | 92290 |
| MAXELL LTD NPV |  |  | \*\* | 36748 |
| MAZDA MOTOR CORP NPV |  |  | \*\* | 1146324 |
| MBANK SA PLN4 |  |  | \*\* | 116921 |
| MBRF GLOBAL FOODS COMPANY SA |  |  | \*\* | 37191 |
| MBX BIOSCIENCES INC COM |  |  | \*\* | 214504 |
| MC DONALDS CORP COM |  |  | \*\* | 25677199 |
| MCDONALDS CORP 4.45% DUE 03-01-2047 REG | 3/1/2047 | 4.45% | \*\* | 77269 |
| MCDONALDS CORP 4.4% 02-12-2031 | 2/12/2031 | 4.40% | \*\* | 1165329 |
| MCDONALD'S CORP FIXED 4.45% DUE 09-01-2048 | 9/1/2048 | 4.45% | \*\* | 212165 |
| MCDONALDS CORP MEDIUM TERM NTS BOOK 3.625% DUE 09-01-2049 | 9/1/2049 | 3.62% | \*\* | 177178 |
| MCJ CO LTD NPV |  |  | \*\* | 22625 |
| MCKESSON CORP |  |  | \*\* | 38957213 |
| MCKESSON CORP NEW 4.25% 09-15-2029 | 9/15/2029 | 4.25% | \*\* | 399422 |

---

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<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MCNEX CO.LTD KRW500 |  |  | \*\* | 235518 |
| MDA SPACE LTD COM NPV |  |  | \*\* | 812367 |
| MEARS GROUP ORD GBP0.01 |  |  | \*\* | 929850 |
| MEBUKI FINANCIAL GROUP INC NPV |  |  | \*\* | 62249 |
| MECHEL PJSC RUB10(RUB) |  |  | \*\* | 641 |
| MECHEL-PFD |  |  | \*\* | 448 |
| MEDIAALPHA INC CL A CL A |  |  | \*\* | 396011 |
| MEDIATEK INC TWD10 |  |  | \*\* | 12242644 |
| MEDIBANK PRIVATE L NPV |  |  | \*\* | 540620 |
| MEDLINE INC CL A CL A |  |  | \*\* | 1944474 |
| MEDPACE HLDGS INC COM |  |  | \*\* | 6560072 |
| MEDSTAR HEALTH INC 3.626% DUE 08-15-2049 | 8/15/2049 | 3.63% | \*\* | 440198 |
| MEDTRONIC INC 2.95% 10-15-2030 | 10/15/2030 | 2.95% | \*\* | 117250 |
| MEDTRONIC PLC COMMON STOCK STOCK |  |  | \*\* | 31664258 |
| MEGACABLE HOLDINGS-CPO COM STK |  |  | \*\* | 15534 |
| MEGAPORT LTD NPV |  |  | \*\* | 85213 |
| MEIDENSHA CORP NPV |  |  | \*\* | 14214 |
| MEIJI HOLDINGS CO NPV |  |  | \*\* | 351290 |
| MEIRAGTX HOLDINGS PLC |  |  | \*\* | 71653 |
| MELCO RESORTS & ENTERTAINMENT LIMITED |  |  | \*\* | 764161 |
| MELIA HOTELS INTL EUR0.2 |  |  | \*\* | 363694 |
| MEMORIAL HLTH SVCS 3.447% DUE 11-01-2049 | 11/1/2049 | 3.45% | \*\* | 341975 |
| MERCADOLIBRE INC COM STK |  |  | \*\* | 10379482 |
| MERCEDES-BENZ AUTO FIXED 4.51% DUE 11-15-2027 | 11/15/2027 | 4.51% | \*\* | 190665 |
| MERCEDES-BENZ AUTO RECEIVABLES SR 25-1 CL A3 4.78% 12-17-2029 | 12/17/2029 | 4.78% | \*\* | 10779553 |
| MERCEDES-BENZ GROUP AG |  |  | \*\* | 177361 |
| MERCK & CO INC 2.9% DUE 12-10-2061 | 12/10/2061 | 2.90% | \*\* | 186883 |
| MERCK & CO INC 2.75% DUE 12-10-2051 BEO | 12/10/2051 | 2.75% | \*\* | 155405 |
| MERCK & CO INC 4.15% 03-15-2031 | 3/15/2031 | 4.15% | \*\* | 1551140 |
| MERCK & CO INC 5.5% 03-15-2046 | 3/15/2046 | 5.50% | \*\* | 240002 |
| MERCK & CO INC NEW 4.45% DUE 12-04-2032 | 12/4/2032 | 4.45% | \*\* | 2392609 |
| MERCK & CO INC NEW 5.7% DUE 12-04-2065 | 12/4/2065 | 5.70% | \*\* | 208416 |
| MERCK & CO INC NEW COM |  |  | \*\* | 10811465 |
| MERCK KGAA NPV |  |  | \*\* | 11537725 |
| MERCURY GEN CORP NEW COM |  |  | \*\* | 1261533 |
| MERIT MED SYS INC COM |  |  | \*\* | 4449307 |
| MERITAGE HOMES CORP COM |  |  | \*\* | 1028191 |
| MERLIN PROPERTIES EUR1 |  |  | \*\* | 86277 |
| MERRILL LYNCH MTG FLTG RT 4.58207% DUE 09-25-2035 | 9/25/2035 | 4.64% | \*\* | 2840 |
| MERTIZ FINANCIAL GROUP |  |  | \*\* | 676928 |
| MESA LABS INC COM |  |  | \*\* | 2692158 |
| MESOBLAST LTD COMSTK |  |  | \*\* | 425476 |
| META FINL GROUP INC COM |  |  | \*\* | 56019 |
| META PLATFORMS INC 4.2% 11-15-2030 | 11/15/2030 | 4.20% | \*\* | 4329801 |
| META PLATFORMS INC 4.3% 08-15-2029 | 8/15/2029 | 4.30% | \*\* | 565061 |
| META PLATFORMS INC 4.6% 11-15-2032 | 11/15/2032 | 4.60% | \*\* | 827698 |
| META PLATFORMS INC 4.875% 11-15-2035 | 11/15/2035 | 4.88% | \*\* | 2140729 |

---

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<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| META PLATFORMS INC 5.4% 08-15-2054 | 8/15/2054 | 5.40% | \*\* | 615965 |
| META PLATFORMS INC 5.55% 08-15-2064 | 8/15/2064 | 5.55% | \*\* | 791197 |
| META PLATFORMS INC 5.6% DUE 05-15-2053 | 5/15/2053 | 5.60% | \*\* | 144085 |
| META PLATFORMS INC 5.625% 11-15-2055 | 11/15/2055 | 5.62% | \*\* | 413525 |
| META PLATFORMS INC COM USD0.000006 CL 'A' |  |  | \*\* | 171264669 |
| META PLATFORMS INC FIXED 4.45% DUE 08-15-2052 | 8/15/2052 | 4.45% | \*\* | 440799 |
| META PLATFORMS INC SR NT 5.75% 11-15-2065 | 11/15/2065 | 5.75% | \*\* | 143636 |
| METALS EXPLOR.(UK) ORD GBP0.0001 |  |  | \*\* | 112132 |
| METALS X LTD NPV |  |  | \*\* | 391979 |
| METAWATER CO LTD NPV |  |  | \*\* | 85872 |
| METLEN ENGY & MET. ORD EUR1 |  |  | \*\* | 1097184 |
| METLIFE INC 5.25% DUE 01-15-2054 | 1/15/2054 | 5.25% | \*\* | 314906 |
| METLIFE INC COM STK USD0.01 |  |  | \*\* | 6716768 |
| METRO BANK HOLDING ORD GBP0.000001 |  |  | \*\* | 79861 |
| METROPOLE TV-(M6) EUR0.40 |  |  | \*\* | 40511 |
| MEXICO(UTD MEX ST) 4% GTD 30/11/2028 DUAL CURR | 11/30/2028 | 34.66% | \*\* | 19204 |
| MFA 2020-NQM2 TR 1.381% DUE 04-25-2065 | 4/25/2065 | 1.38% | \*\* | 73550 |
| MFA 2023-NQM2 TR FLTG RT 4.4% DUE 03-25-2068 | 3/25/2068 | 4.40% | \*\* | 2041323 |
| MFA 2023-NQM4 TR 6.105% DUE 12-25-2068 | 12/25/2068 | 6.10% | \*\* | 1700291 |
| \*MFB NT COLLECTIVE 1-10 YR.INTERMEDIATE GOVT BOND INDEX FD-NON-LENDING |  |  | \*\* | 402437502 |
| \*MFB NT COLLECTIVE AGGREGATE BOND INDEX FUND-NON LENDING |  |  | \*\* | 7532439519 |
| \*MFB NT COLLECTIVE LONG-TERM GOVT BD INDEX FUND-NON-LENDING |  |  | \*\* | 159373222 |
| \*MFB NT COLLECTIVE RUSSELL 2000 INDEX FUND - DC - NON LENDING (TIER J) |  |  | \*\* | 4301114287 |
| MFE-MEDIAFOREUROPE N.V. EUR0.06 A |  |  | \*\* | 386824 |
| MFO AEW GLOBAL PROPERTIES TRUST FUND DC PLAN CLASS B 00105A30-0452 |  |  | \*\* | 327594627 |
| MFO JPMORGAN MBS FUND COMMINGLED |  |  | \*\* | 335898839 |
| MFO PIMCO ABS AND SHORT TERM INVESTMENT PORT |  |  | \*\* | 125753 |
| MFO PIMCO COMMODITIES PLUS COLTV TR (SEI) 92202 |  |  | \*\* | 62232649 |
| MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM PORTFOLIO INSTL CL |  |  | \*\* | 2913828 |
| MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CR BD PORT INSTL CL |  |  | \*\* | 40540 |
| MFO PIMCO FDS PIMCO SECTOR FD SER H |  |  | \*\* | 2915844 |
| MFO PIMCO LONG DURATION CREDIT BOND PORT |  |  | \*\* | 111700300 |
| MFO PIMCO SHORT TERM FLOATING NAV II |  |  | \*\* | 57398023 |
| MFO WTC CIF II DIVERSIFIED REAL ASSETS SERIES |  |  | \*\* | 583442942 |
| MGAME CORP KRW500 |  |  | \*\* | 95536 |
| MGM CHINA HLDGS LT HKD1 |  |  | \*\* | 943226 |
| MGM RESORTS INTERNATIONAL COM |  |  | \*\* | 17880 |
| MHP COML MTG TR 2025-MHIL2 COML MTG PASSTHRU CTF CL B 5.48019% 09-15-2040 | 9/15/2040 | 5.55% | \*\* | 1249998 |
| MI TECHNOVATION NPV |  |  | \*\* | 32505 |
| MIAMI INTL HLDGS INC COM |  |  | \*\* | 557191 |
| MICHELIN (CGDE) EUR0.50 (POST SUBDIVISION) |  |  | \*\* | 6774552 |
| MICHIGAN FIN AUTH REV MUNI 3.384% 12-01-2040 | 12/1/2040 | 3.38% | \*\* | 5917958 |
| MICROCHIP TECHNOLOGY INC 4.9% 03-15-2028 | 3/15/2028 | 4.90% | \*\* | 1297912 |
| MICROCHIP TECHNOLOGY INC COM |  |  | \*\* | 305474 |
| MICRON TECH INC COM |  |  | \*\* | 11759177 |
| MICRON TECHNOLOGY INC 2.703% 04-15-2032 | 4/15/2032 | 2.70% | \*\* | 444605 |
| MICRON TECHNOLOGY INC 5.3% 01-15-2031 | 1/15/2031 | 5.30% | \*\* | 2114712 |
| MICROSOFT CORP 2.921% 03-17-2052 USD | 3/17/2052 | 2.92% | \*\* | 36849 |

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<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

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| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MICROSOFT CORP COM |  |  | \*\* | 370059253 |
| MICROSOFT CORP SR NT 2.5% 09-15-2050 | 9/15/2050 | 2.50% | \*\* | 480772 |
| MID-AMERICA APARTMENT 1.7% DUE 02-15-2031 BEO | 2/15/2031 | 1.70% | \*\* | 298080 |
| MIDAMERICAN ENERGY 4.4% DUE 10-15-2044 | 10/15/2044 | 4.40% | \*\* | 563212 |
| MIDAMERICAN ENERGY 5.858% 09-15-2054 | 9/15/2054 | 5.85% | \*\* | 206285 |
| MIDDLEBY CORP COM |  |  | \*\* | 5133129 |
| MIDLAND STS BANCORP INC ILL COM |  |  | \*\* | 171879 |
| MIDMICHIGAN HEALTH 3.409% DUE 06-01-2050 | 6/1/2050 | 3.41% | \*\* | 278502 |
| MIGOS TICARET A.S COMSTK |  |  | \*\* | 572385 |
| MILLER INDS INC TENN COM NEW |  |  | \*\* | 205124 |
| MILLERKNOLL INC COM STK USD0.20 |  |  | \*\* | 4590474 |
| MILLICOM INTERNATIONAL CELLULAR COM USD1.50 (POST-SUBD) |  |  | \*\* | 107886 |
| MILLROSE PROPERTIES INC. COM USD0.01 CL A WI |  |  | \*\* | 1897044 |
| MINDA CORP LTD INR2 |  |  | \*\* | 434666 |
| MINDSPACE BUS PRK NPV(REIT) |  |  | \*\* | 261378 |
| MINERALYS THERAPEUTICS INC COM |  |  | \*\* | 129229 |
| MINERVA SA COM NPV |  |  | \*\* | 114790 |
| MINISTRY FIN PEOPLES REP CHINA 3.625% 11-13-2028 | 11/13/2028 | 3.62% | \*\* | 302428 |
| MINISTRY FIN PEOPLES REP CHINA BD 144A 3.75% 11-13-2030 | 11/13/2030 | 3.75% | \*\* | 202260 |
| MINSHENG EDUCATION GROUP CO LTD USD0.00001 |  |  | \*\* | 13612 |
| MINTO APT REAL UNIT |  |  | \*\* | 242620 |
| MIRAE ASSET SEC 2ND PRF KRW5000 |  |  | \*\* | 944827 |
| MIRAE ASSET SECURITIES CO LTD |  |  | \*\* | 225015 |
| MIRAI CORPORATION REIT |  |  | \*\* | 130224 |
| MIRUM PHARMACEUTICALS INC COM |  |  | \*\* | 829632 |
| MIRVAC GROUP STAPLED SECURITIES |  |  | \*\* | 449894 |
| MISSION PRODUCE INC COM |  |  | \*\* | 64334 |
| MITIE GROUP ORD GBP0.025 |  |  | \*\* | 146465 |
| MITRABARA ADIPERDA IDR100 |  |  | \*\* | 7509 |
| MITSUBISHI ELEC CP NPV |  |  | \*\* | 14494035 |
| MITSUBISHI ESTAT.L REIT |  |  | \*\* | 5087 |
| MITSUBISHI HVY IND NPV |  |  | \*\* | 1773683 |
| MITSUBISHI KAKOKI NPV |  |  | \*\* | 74069 |
| MITSUBISHI MATERLS NPV |  |  | \*\* | 1219860 |
| MITSUBISHI RESEARC NPV |  |  | \*\* | 636703 |
| MITSUBISHI STEEL NPV |  |  | \*\* | 105379 |
| MITSUBISHI UFJ 1.538% DUE 07-20-2027 | 7/20/2027 | 1.54% | \*\* | 4315273 |
| MITSUBISHI UFJ 2.309% DUE 07-20-2032 | 7/20/2032 | 2.31% | \*\* | 1071408 |
| MITSUBISHI UFJ 2.757% DUE 09-13-2026 | 9/13/2026 | 2.76% | \*\* | 299556 |
| MITSUBISHI UFJ 5.017% DUE 07-20-2028 | 7/20/2028 | 5.02% | \*\* | 2085542 |
| MITSUBISHI UFJ 5.188% DUE 09-12-2036 | 9/12/2036 | 5.19% | \*\* | 468198 |
| MITSUBISHI UFJ FIN GRP BDS 3.195% 07-18-2029 | 7/18/2029 | 3.20% | \*\* | 7257466 |
| MITSUBISHI UFJ FIN GRP 5.197% 01-16-2031 | 1/16/2031 | 5.20% | \*\* | 1389494 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 5.242% DUE 04-19-2029 | 4/19/2029 | 5.24% | \*\* | 862462 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR NT2.048% 07-17-2030 | 7/17/2030 | 2.05% | \*\* | 3635613 |
| MITSUBISHI UFJ FINL GROUP INC 5.574% 01-16-2036 | 1/16/2036 | 5.57% | \*\* | 419364 |
| MITSUBISHI UFJ FINL GROUP INC SR CALL FXD TO FXD RESET 1.64% 10-13-2027 | 10/13/2027 | 1.64% | \*\* | 3695761 |
| MITSUBISHI UFJ FINL GROUP INC SR CALL NTFXD TO FXD RESET 4.527% 09-12-2031 | 9/12/2031 | 4.53% | \*\* | 3079401 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MIURA CO LTD NPV |  |  | \*\* | 151228 |
| MIXI. INC NPV |  |  | \*\* | 187895 |
| MIZUHO BANK LTD/NY 03-10-2025 CD FRN 03-06-2026 |  |  | \*\* | 1484643 |
| MIZUHO FINANCIAL GROUP NPV |  |  | \*\* | 5851096 |
| MIZUHO FINL GROUP 5.382% 07-10-2030 | 7/10/2030 | 5.38% | \*\* | 3187114 |
| MIZUHO FINL GROUP INC 2.172% DUE 05-22-2032 REG | 5/22/2032 | 2.17% | \*\* | 4356593 |
| MIZUHO FINL GROUP INC 2.201% 07-10-2031 | 7/10/2031 | 2.20% | \*\* | 4554351 |
| MIZUHO FINL GROUP INC 2.869% 09-13-2030 | 9/13/2030 | 2.87% | \*\* | 3146934 |
| MIZUHO FINL GROUP INC 5.376% 05-26-2030 | 5/26/2030 | 5.38% | \*\* | 970918 |
| MKS INC |  |  | \*\* | 11973015 |
| MLP COMPASS DIVERSIFIED HLDGS FORMERLY COMP SH BEN INT |  |  | \*\* | 264662 |
| MLP XPLR INFRASTRUCTURE LP COM UNIT LTD PARTNERSHIP INT |  |  | \*\* | 137370 |
| MMC NORILSK NICKEL ADR EACH REPR 1/10 SHARE (S |  |  | \*\* | 8 |
| MMC NORILSK NICKEL PJSC |  |  | \*\* | 265182 |
| MMG LTD NPV |  |  | \*\* | 739143 |
| MN HOLDINGS BHD NPV |  |  | \*\* | 135399 |
| MNTN INC CL A CL A |  |  | \*\* | 1179182 |
| MOBILE TEL SYSTEMS KWD0.1 |  |  | \*\* | 650453 |
| MOBILE TELESYSTEMS PJSC |  |  | \*\* | 62603 |
| MODERNA INC COM |  |  | \*\* | 1009413 |
| MODETOUR NETWORK I KRW500 |  |  | \*\* | 39397 |
| MODINE MFG CO COM STK |  |  | \*\* | 2085960 |
| MOIL LTD |  |  | \*\* | 367105 |
| MOLINA HEALTHCARE INC COM |  |  | \*\* | 582227 |
| MOLSON COORS BEVERAGE COMPANY COM USD0.01 CLASS B |  |  | \*\* | 257394 |
| MOMENTUM GROUP LTD ZAR0.000001 |  |  | \*\* | 347162 |
| MONARCH CASINO & RESORT INC COM |  |  | \*\* | 55219 |
| MONDAY COM LTD COM NPV |  |  | \*\* | 26413 |
| MONDELEZ INTL INC COM |  |  | \*\* | 16884318 |
| MONETA MONEY BANK CZK20.00 |  |  | \*\* | 5606120 |
| MONGODB INC CL A CL A |  |  | \*\* | 193057 |
| MONOLITHIC PWR SYS INC COM |  |  | \*\* | 580070 |
| MONOPAR THERAPEUTICS INC COM NEW |  |  | \*\* | 168213 |
| MONSTER BEVERAGE CORP NEW COM |  |  | \*\* | 26019038 |
| MOODYS CORP COM |  |  | \*\* | 1550941 |
| MORGAN STANLEY 1.794% 02-13-2032 | 2/13/2032 | 1.79% | \*\* | 2290437 |
| MORGAN STANLEY 1.928% DUE 04-28-2032 | 4/28/2032 | 1.93% | \*\* | 615334 |
| MORGAN STANLEY 2.239% 07-21-2032 | 7/21/2032 | 2.24% | \*\* | 5425674 |
| MORGAN STANLEY 2.475% 01-21-2028 | 1/21/2028 | 2.48% | \*\* | 4717863 |
| MORGAN STANLEY 2.511% 10-20-2032 | 10/20/2032 | 2.51% | \*\* | 1571315 |
| MORGAN STANLEY 2.699% DUE 01-22-2031 | 1/22/2031 | 2.70% | \*\* | 2257667 |
| MORGAN STANLEY 3.125% DUE 07-27-2026 | 7/27/2026 | 3.12% | \*\* | 307625 |
| MORGAN STANLEY 3.625% DUE 01-20-2027 | 1/20/2027 | 3.62% | \*\* | 4169553 |
| MORGAN STANLEY 3.772% 01-24-2029 | 1/24/2029 | 3.77% | \*\* | 3003830 |
| MORGAN STANLEY 3.79%-FRN SNR 21/03/30 EUR | 3/21/2030 | 3.79% | \*\* | 360722 |
| MORGAN STANLEY 3.955% 03-21-2035 | 3/21/2035 | 3.96% | \*\* | 834596 |
| MORGAN STANLEY 3.971% 07-22-2038 | 7/22/2038 | 3.97% | \*\* | 225352 |
| MORGAN STANLEY 4.133% 10-18-2029 | 10/18/2029 | 4.13% | \*\* | 3627936 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MORGAN STANLEY 4.3% DUE 01-27-2045 | 1/27/2045 | 4.30% | \*\* | 304119 |
| MORGAN STANLEY 4.35 DUE 09-08-2026 | 9/8/2026 | 4.35% | \*\* | 7723508 |
| MORGAN STANLEY 4.431% 01-23-2030 | 1/23/2030 | 4.43% | \*\* | 313923 |
| MORGAN STANLEY 4.654% 10-18-2030 | 10/18/2030 | 4.65% | \*\* | 1888769 |
| MORGAN STANLEY 4.892% 10-22-2036 | 10/22/2036 | 4.89% | \*\* | 33774 |
| MORGAN STANLEY 5.042% 07-19-2030 | 7/19/2030 | 5.04% | \*\* | 2386950 |
| MORGAN STANLEY 5.123% DUE 02-01-2029 | 2/1/2029 | 5.12% | \*\* | 296097 |
| MORGAN STANLEY 5.164% 04-20-2029 | 4/20/2029 | 5.16% | \*\* | 11090634 |
| MORGAN STANLEY 5.173% 01-16-2030 | 1/16/2030 | 5.17% | \*\* | 14146762 |
| MORGAN STANLEY 5.23% 01-15-2031 | 1/15/2031 | 5.23% | \*\* | 902269 |
| MORGAN STANLEY 5.25% 04-21-2034 | 4/21/2034 | 5.25% | \*\* | 763230 |
| MORGAN STANLEY 5.32% 07-19-2035 | 7/19/2035 | 5.32% | \*\* | 1578283 |
| MORGAN STANLEY 5.449% 07-20-2029 | 7/20/2029 | 5.45% | \*\* | 3846155 |
| MORGAN STANLEY 5.466% 01-18-2035 | 1/18/2035 | 5.47% | \*\* | 2676992 |
| MORGAN STANLEY 5.652% 04-13-2028 | 4/13/2028 | 5.65% | \*\* | 2824896 |
| MORGAN STANLEY 5.656% 04-18-2030 | 4/18/2030 | 5.66% | \*\* | 2542747 |
| MORGAN STANLEY 5.831% 04-19-2035 | 4/19/2035 | 5.83% | \*\* | 329978 |
| MORGAN STANLEY 5.948% 01-19-2038 | 1/19/2038 | 5.95% | \*\* | 474189 |
| MORGAN STANLEY 6.342% 10-18-2033 | 10/18/2033 | 6.34% | \*\* | 241398 |
| MORGAN STANLEY 6.407% 11-01-2029 | 11/1/2029 | 6.41% | \*\* | 424118 |
| MORGAN STANLEY 6.627% 11-01-2034 | 11/1/2034 | 6.63% | \*\* | 8962771 |
| MORGAN STANLEY BANK NA 5.504% 05-26-2028 | 5/26/2028 | 5.50% | \*\* | 9320171 |
| MORGAN STANLEY BK 2.84% DUE 11-15-2049 | 11/15/2049 | 2.84% | \*\* | 3587898 |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C34 CL A-SB 3.354% 11-15-2052 | 11/15/2052 | 3.35% | \*\* | 675679 |
| MORGAN STANLEY BK N A 4.447% 10-15-2027 | 10/15/2027 | 4.45% | \*\* | 1713640 |
| MORGAN STANLEY BK N A 4.968% 07-14-2028 | 7/14/2028 | 4.97% | \*\* | 1698662 |
| MORGAN STANLEY BK N A 5.016% 01-12-2029 | 1/12/2029 | 5.02% | \*\* | 11009012 |
| MORGAN STANLEY BK N A SALT LAKE CITY UTAH 4.952% 01-14-2028 | 1/14/2028 | 4.95% | \*\* | 3879294 |
| MORGAN STANLEY BK N A SALT LAKE CY GLOBAL NT SER A 3/A2 4.754% 04-21-2026 | 4/21/2026 | 4.75% | \*\* | 778472 |
| MORGAN STANLEY COM STK USD0.01 |  |  | \*\* | 52244594 |
| MORGAN STANLEY DIRECT LENDING FD 6.15% 05-17-2029 | 5/17/2029 | 6.15% | \*\* | 1232996 |
| MORGAN STANLEY FIXED 1.593% DUE 05-04-2027 | 5/4/2027 | 1.59% | \*\* | 10996728 |
| MORGAN STANLEY FIXED 5.516% 11-19-2055 | 11/19/2055 | 5.52% | \*\* | 148757 |
| MORGAN STANLEY FLTG RT 6.296% DUE 10-18-2028 | 10/18/2028 | 6.30% | \*\* | 308581 |
| MORGAN STANLEY MTN 1.512% DUE 07-20-2027 | 7/20/2027 | 1.51% | \*\* | 1304282 |
| MORGAN STANLEY PRIVATE BANK 4.734% 07-18-2031 | 7/18/2031 | 4.73% | \*\* | 2734151 |
| MORGAN STANLEY PRIVATE BANK NATIONA 4.204% 11-17-2028 | 11/17/2028 | 4.20% | \*\* | 2919654 |
| MORGAN STANLEY PVT BK 4.465% 11-19-2031 | 11/19/2031 | 4.46% | \*\* | 1805636 |
| MORGAN STANLEY SR NT FIXED / FLTG 4.994%04-12-2029 | 4/12/2029 | 4.99% | \*\* | 9363704 |
| MORGAN STANLEY SR NT FIXED / FLTG 5.192%04-17-2031 | 4/17/2031 | 5.19% | \*\* | 3743707 |
| MORGAN STANLEY SR NT FIXED / FLTG 5.664%04-17-2036 | 4/17/2036 | 5.66% | \*\* | 32604 |
| MORI HILLS REIT REIT |  |  | \*\* | 34221 |
| MORIROKU CO LTD NPV |  |  | \*\* | 41386 |
| MORNINGSTAR INC COM STK |  |  | \*\* | 1204984 |
| MOSAIC CO/THE |  |  | \*\* | 1139047 |
| MOTHERSON SUMI LIMITED DEMAT EQUITY |  |  | \*\* | 101793 |
| MOTILAL OSWAL FINA INR1 |  |  | \*\* | 256241 |
| MOTOR OIL REFIN SA EUR0.75 |  |  | \*\* | 117898 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MOTOROLA SOLUTIONS 4.6% DUE 02-23-2028 | 2/23/2028 | 4.60% | \*\* | 70725 |
| MOTOROLA SOLUTIONS INC |  |  | \*\* | 5162554 |
| MOTOROLA SOLUTIONS INC 2.3% DUE 11-15-2030/08-14-2020 REG | 11/15/2030 | 2.30% | \*\* | 208986 |
| MOTUS HOLDINGS LTD NPV |  |  | \*\* | 40685 |
| MOURA DUBEUX ENGEN COM NPV |  |  | \*\* | 228927 |
| MOVADO GROUP INC COM |  |  | \*\* | 158094 |
| MPI CORPORATION TWD10 |  |  | \*\* | 787702 |
| MPLUS CORP KRW500 |  |  | \*\* | 49781 |
| MPLX LP 1.75% DUE 03-01-2026 | 3/1/2026 | 1.75% | \*\* | 11217645 |
| MPLX LP 2.65% DUE 08-15-2030 | 8/15/2030 | 2.65% | \*\* | 2595689 |
| MPLX LP 4% 03-15-2028 | 3/15/2028 | 4.00% | \*\* | 1547158 |
| MPLX LP 4.5% 04-15-2038 | 4/15/2038 | 4.50% | \*\* | 301682 |
| MPLX LP 5.0% 03-01-2033 | 3/1/2033 | 5.00% | \*\* | 301863 |
| MPLX LP 5.4% 04-01-2035 | 4/1/2035 | 5.40% | \*\* | 322624 |
| MPLX LP 5.5% 06-01-2034 | 6/1/2034 | 5.50% | \*\* | 802289 |
| MPLX LP 5.95% 04-01-2055 | 4/1/2055 | 5.95% | \*\* | 314462 |
| MPLX LP FIXED 4.125% DUE 03-01-2027 | 3/1/2027 | 4.12% | \*\* | 735341 |
| MPLX LP SR NT 4.95% 03-14-2052 | 3/14/2052 | 4.95% | \*\* | 253217 |
| MR PRICE GROUP COM STK |  |  | \*\* | 98092 |
| MSA SAFETY INC COM |  |  | \*\* | 7393664 |
| MSC INDL DIRECT INC CL A COM |  |  | \*\* | 4513058 |
| MTAR TECHNOLOGIES INR10 |  |  | \*\* | 896911 |
| MTN COML MTG TR FLTG RT 5.0869% DUE 03-15-2039 | 3/15/2039 | 5.16% | \*\* | 2498444 |
| MTU AERO ENGINES A NPV (REGD) |  |  | \*\* | 5191407 |
| MUELLER INDS INC COM |  |  | \*\* | 1774234 |
| MUELLER WTR PRODS INC COM STK |  |  | \*\* | 148446 |
| MUENCHENER RUECKVE NPV(REGD) |  |  | \*\* | 1067666 |
| MULTI COMMODITY EX INR10 |  |  | \*\* | 784407 |
| MULTICAMPUS CO LTD KRW5000 |  |  | \*\* | 20766 |
| MULTICLASS SR 5410 CL DF FLTG RT 05-25-2054 | 5/25/2054 | 5.32% | \*\* | 950063 |
| MULTIPLAN EMPREEND COM NPV |  |  | \*\* | 308814 |
| MUNICIPAL ELEC AUTH GA 2.257% 01-01-2029BEO TAXABLE | 1/1/2029 | 2.26% | \*\* | 3572526 |
| MUNICIPAL ELEC AUTH GA 2.397% 01-01-2030BEO TAXABLE | 1/1/2030 | 2.40% | \*\* | 2395302 |
| MUNICIPAL ELEC AUTH GA 6.655% 04-01-2057BEO TAXABLE | 4/1/2057 | 6.66% | \*\* | 2109724 |
| MURATA MANUFACTURING CO. NPV |  |  | \*\* | 1791311 |
| MURPHY OIL CORP COM |  |  | \*\* | 4087500 |
| MXC SOLUTIONS PRIVATE LTD |  |  | \*\* | 1076655 |
| MYLAN N V FIXED 3.95% DUE 06-15-2026 | 6/15/2026 | 3.95% | \*\* | 4622597 |
| MYR GROUP INC DEL COM STK |  |  | \*\* | 1954264 |
| MYRIAD GENETICS INC COM |  |  | \*\* | 387020 |
| N-ABLE INC COM |  |  | \*\* | 412492 |
| NACHI-FUJIKOSHI CO NPV |  |  | \*\* | 36078 |
| NAMEN-AKT VZ HOLDING AG |  |  | \*\* | 199543 |
| NAMUGA CO LTD KRW500 |  |  | \*\* | 119753 |
| NAN YA PRINTED CIR TWD10 |  |  | \*\* | 1418978 |
| NANYA TECHNOLOGY C TWD10 |  |  | \*\* | 2684267 |
| NAPCO SECURITY TECHNOLOGIES INC |  |  | \*\* | 782250 |
| NARAYANA HRUDAYALA INR10 |  |  | \*\* | 53952 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| NASDAQ INC |  |  | \*\* | 24583214 |
| NASDAQ INC 5.55% 02-15-2034 | 2/15/2034 | 5.55% | \*\* | 293445 |
| NASDAQ INC 6.1% 06-28-2063 | 6/28/2063 | 6.10% | \*\* | 158019 |
| NASPERS NPV POST SPLT |  |  | \*\* | 1677629 |
| NATERA INC COM |  |  | \*\* | 3953864 |
| NATIONAL ALUMINUM |  |  | \*\* | 941329 |
| NATIONAL BANK OF CANADA 4.95% 02-01-2028 | 2/1/2028 | 4.95% | \*\* | 6180724 |
| NATIONAL BANK OF CANADA 5.6% 12-18-2028 | 12/18/2028 | 5.60% | \*\* | 3461624 |
| NATIONAL BEVERAGE CORP COM |  |  | \*\* | 314276 |
| NATIONAL BK HLDGS CORP CL A COM STK |  |  | \*\* | 4637980 |
| NATIONAL ENERGY SERVICES REU |  |  | \*\* | 419187 |
| NATIONAL FERTI.LTD INR10 |  |  | \*\* | 93257 |
| NATIONAL FL GAS CO 2.95% DUE 03-01-2031 | 3/1/2031 | 2.95% | \*\* | 1643040 |
| NATIONAL GRID PLC 5.418% 01-11-2034 | 1/11/2034 | 5.42% | \*\* | 777268 |
| NATIONAL GRID PLC 5.809% 06-12-2033 | 6/12/2033 | 5.81% | \*\* | 4154052 |
| NATIONAL HEALTHCARE CORP COM |  |  | \*\* | 1076979 |
| NATIONAL MEDICAL C SAR10 |  |  | \*\* | 797314 |
| NATIONAL RURAL UTILITIES COOP FIN 5.15% 06-15-2029 | 6/15/2029 | 5.15% | \*\* | 335319 |
| NATIONAL RURAL UTILS COOP 5.6% 11-13-2026 | 11/13/2026 | 5.60% | \*\* | 353748 |
| NATIONAL RURAL UTILS COOP FIN CORP MEDIUFLTG RT 10-30-2026 | 10/30/2026 | 4.26% | \*\* | 3345504 |
| NATIONWIDE BLDG 4.85% DUE 07-27-2027 | 7/27/2027 | 4.85% | \*\* | 5580502 |
| NATL AUSTRALIA BK 3.905% DUE 06-09-2027 | 6/9/2027 | 3.90% | \*\* | 2771537 |
| NATL BK CDA MEDIUM FLTG RT 4.702% DUE 03-05-2027 | 3/5/2027 | 4.70% | \*\* | 3068397 |
| NATL BK OF CANADA COM NPV |  |  | \*\* | 1737748 |
| NATL BK OF GREECE |  |  | \*\* | 1882816 |
| NATL FUEL GAS CO COM |  |  | \*\* | 369317 |
| NATL HLTH INVS INC 3% DUE 02-01-2031 | 2/1/2031 | 3.00% | \*\* | 1635346 |
| NATL MOBILE TELECO KWD0.1 |  |  | \*\* | 31117 |
| NATL RURAL UTILS 4.15% DUE 08-25-2028 | 2/7/2028 | 4.75% | \*\* | 809432 |
| NATL RURAL UTILS COOP FIN CORP 4.12% 09-16-2027 | 9/16/2027 | 4.12% | \*\* | 278329 |
| NATL RURAL UTILS COOP FIN CORP 4.75% 02-07-2028 | 2/7/2028 | 4.75% | \*\* | 434678 |
| NATL SECS CLEARING 4.7% DUE 05-20-2030 | 5/20/2030 | 4.70% | \*\* | 3989046 |
| NATURA COSMETICOS SA COM NPV |  |  | \*\* | 43234 |
| NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001 |  |  | \*\* | 23948 |
| NATWEST GROUP PLC 1.642% 06-14-2027 | 6/14/2027 | 1.64% | \*\* | 4945790 |
| NATWEST GROUP PLC 4.892% 05-18-2029 | 5/18/2029 | 4.89% | \*\* | 16105993 |
| NATWEST GROUP PLC 4.964% 08-15-2030 | 8/15/2030 | 4.96% | \*\* | 408550 |
| NATWEST GROUP PLC 5.115% 05-23-2031 | 5/23/2031 | 5.12% | \*\* | 924454 |
| NATWEST GROUP PLC 5.583% 03-01-2028 | 3/1/2028 | 5.58% | \*\* | 948454 |
| NATWEST GROUP PLC 5.778% 03-01-2035 | 3/1/2035 | 5.78% | \*\* | 635637 |
| NATWEST GROUP PLC 5.847% DUE 03-02-2027 | 3/2/2027 | 5.85% | \*\* | 1457870 |
| NATWEST GROUP PLC ORD GBP1.0769 |  |  | \*\* | 23583811 |
| NATWEST GROUP PLC SR GLBL COCO 5.076% 01-27-2030 | 1/27/2030 | 5.08% | \*\* | 286351 |
| NAVAN INC CL A CL A |  |  | \*\* | 584068 |
| NAVER CORPORATION KRW500 |  |  | \*\* | 2232168 |
| NAVIENT PRIVATE ED LN TR 2020-I 4.79467%04-15-2069 | 4/15/2069 | 4.86% | \*\* | 3500971 |
| NAVIENT PVT ED 5.66% DUE 10-15-2072 | 10/15/2072 | 5.66% | \*\* | 3470774 |
| NAVIN FLUORINE INTERNATIONAL INR2 |  |  | \*\* | 399675 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| NBT BANCORP INC COM |  |  | \*\* | 2862472 |
| NCC SER'B'NPV |  |  | \*\* | 678863 |
| NCINO INC NEW COM |  |  | \*\* | 4396619 |
| NCL INDUSTRIES INR10 |  |  | \*\* | 36196 |
| NCR VOYIX CORP COM STK USD0.01 |  |  | \*\* | 64260 |
| NCSOFT CORP KRW500 |  |  | \*\* | 303114 |
| NEC CORP NPV |  |  | \*\* | 3611254 |
| NEDAP (NED APP) NV EUR0.10 |  |  | \*\* | 672459 |
| NEKTAR THERAPEUTICS COM NEW |  |  | \*\* | 47354 |
| NELNET INC CL A CL A |  |  | \*\* | 69937 |
| NELNET STUDENT LN TR 2025-C 4.67% 06-22-2065 | 6/22/2065 | 4.67% | \*\* | 4762762 |
| NEMETSCHEK SE ORD NPV |  |  | \*\* | 25503 |
| NEO JAPAN INC NPV |  |  | \*\* | 20843 |
| NEOGENOMICS INC COM NEW COM NEW |  |  | \*\* | 4410 |
| NEOWIZ KRW500 |  |  | \*\* | 106829 |
| NEPES CORPORATION KRW500 |  |  | \*\* | 47020 |
| NERDWALLET INC CL A CL A |  |  | \*\* | 349305 |
| NESTLE SA |  |  | \*\* | 10798685 |
| NETBAY PLC THB1 (NVDR) |  |  | \*\* | 42120 |
| NETEASE CLOUD MUSIC INC |  |  | \*\* | 4779 |
| NETEASE INC COMSTK |  |  | \*\* | 17951572 |
| NETFLIX INC 5.4% 08-15-2054 | 8/15/2054 | 5.40% | \*\* | 311127 |
| NETFLIX INC 5.875% DUE 11-15-2028 | 11/15/2028 | 5.88% | \*\* | 1682853 |
| NETFLIX INC COM STK |  |  | \*\* | 31474294 |
| NETGEAR INC COM |  |  | \*\* | 466144 |
| NETMARBLE CORPORATION |  |  | \*\* | 23513 |
| NETSCOUT SYS INC COM |  |  | \*\* | 135868 |
| NETSTREIT CORP COM USD0.01 |  |  | \*\* | 3149587 |
| NETWEALTH GROUP NPV |  |  | \*\* | 174604 |
| NETWEB TECHNOLOGIE INR2 |  |  | \*\* | 857968 |
| NEUBERGER BERMAN CLO LTD SR 15-20A CL A1R3 FLTG RT 04-15-2039 | 4/15/2039 | 5.05% | \*\* | 3735886 |
| NEULAND LABORITIE INR10 |  |  | \*\* | 40859 |
| NEUREN PHARMACEUTI NPV |  |  | \*\* | 165836 |
| NEUROCRINE BIOSCIENCES INC COM |  |  | \*\* | 3322651 |
| NEVADA PWR CO 6.0% 03-15-2054 | 3/15/2054 | 6.00% | \*\* | 205480 |
| NEW CHINA LIFE INS CO LTD |  |  | \*\* | 28629 |
| NEW GOLD INC CDA COM |  |  | \*\* | 12307 |
| NEW ISSUE HOME DEPOT 30YR USD 3.625% 04-15-2052 | 4/15/2052 | 3.62% | \*\* | 190440 |
| NEW POWER PLASMA C KRW100 |  |  | \*\* | 53209 |
| NEW YORK & FIXED 2.606% DUE 08-01-2060 | 8/1/2060 | 2.61% | \*\* | 54701 |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY 5.458% 12-15-2031 | 12/15/2031 | 5.46% | \*\* | 436850 |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 3.13% 11-01-2028 BEO TAXABLE | 11/1/2028 | 3.13% | \*\* | 14133324 |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 4.375% 05-01-2037 BEO TAXABLE | 5/1/2037 | 4.38% | \*\* | 963751 |
| NEW YORK ST DORM AUTH ST PERS INCOME TAXREV 5.051% 09-15-2027 BEO TAXABLE | 9/15/2027 | 5.05% | \*\* | 612567 |
| NEW YORK ST URBAN DEV CORP REV 3.9% 03-15-2033 | 3/15/2033 | 3.90% | \*\* | 11574518 |
| NEW YORK ST URBAN DEV CORP REV 3.9% 03-15-2033 | 3/15/2033 | 3.90% | \*\* | 2789174 |
| NEW YORK TIMES CO CL A ISIN #US6501111073 |  |  | \*\* | 2230603 |
| NEWAMSTERDAM PHARMA CO NV ORD |  |  | \*\* | 109906 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| NEWBORN TOWN INC COM |  |  | \*\* | 310534 |
| NEWELL BRANDS INC COM |  |  | \*\* | 5123106 |
| NEWFIELD EXPL CO 5.375% DUE 01-01-2026 | 1/1/2026 | 5.38% | \*\* | 503000 |
| NEWGATE FUND.PLC FRN M/BKD 12/2050 GBP 'A3A' | 12/1/2050 | 4.26% | \*\* | 515465 |
| NEWMONT CORPORATION |  |  | \*\* | 2955260 |
| NEWPRINCES S.P.A. NPV |  |  | \*\* | 21282 |
| NEXANS SA EUR1 |  |  | \*\* | 2246328 |
| NEXEN TIRE CP KRW500 |  |  | \*\* | 66249 |
| NEXON CO LTD NPV |  |  | \*\* | 856982 |
| NEXT ORD GBP0.10 |  |  | \*\* | 657074 |
| NEXTDOOR HLDGS INC CL A CL A |  |  | \*\* | 164592 |
| NEXTEER AUTOMOTIVE GROUP LIMITED HKD0.1 |  |  | \*\* | 1298718 |
| NEXTERA ENERGY CAP 1.9% DUE 06-15-2028 | 6/15/2028 | 1.90% | \*\* | 1516362 |
| NEXTERA ENERGY CAP 3.83% DEB 12/06/2030 CAD1 | 6/12/2030 | 3.83% | \*\* | 441549 |
| NEXTERA ENERGY CAP 4.625% DUE 07-15-2027 | 7/15/2027 | 4.62% | \*\* | 4436708 |
| NEXTERA ENERGY CAP 4.67% DEB 12/06/2035 CAD1 | 6/12/2035 | 4.67% | \*\* | 445694 |
| NEXTERA ENERGY CAP 5.38% 02-28-2053 | 2/28/2053 | 5.25% | \*\* | 140175 |
| NEXTERA ENERGY CAP HLDGS INC 1.875% 01-15-2027 | 1/15/2027 | 1.88% | \*\* | 2624886 |
| NEXTERA ENERGY CAP HLDGS INC 2.25% DUE 06-01-2030/05-12-2020 REG | 6/1/2030 | 2.25% | \*\* | 2526226 |
| NEXTERA ENERGY CAP HLDGS INC 4.85% 02-04-2028 | 2/4/2028 | 4.85% | \*\* | 5643807 |
| NEXTERA ENERGY CAP HLDGS INC 4.9% 02-28-2028 | 2/28/2028 | 4.90% | \*\* | 3645795 |
| NEXTERA ENERGY CAP HLDGS INC 5.05% 03-15-2030 | 3/15/2030 | 5.05% | \*\* | 1912061 |
| NEXTERA ENERGY CAP HLDGS INC 5.55% 03-15-2054 | 3/15/2054 | 5.55% | \*\* | 1647715 |
| NEXTERA ENERGY CAPITAL 4.685% 09-01-2027 | 9/1/2027 | 4.68% | \*\* | 2676947 |
| NEXTERA ENERGY INC COM |  |  | \*\* | 21724474 |
| NEXTIN INC KRW500 |  |  | \*\* | 822242 |
| NEXTPOWER INC |  |  | \*\* | 1784710 |
| NEXUS SELECT TRUST INR10 |  |  | \*\* | 28981 |
| NEXXEN INTERNATIONAL LTD ORD |  |  | \*\* | 65413 |
| NGK INSULATORS LTD NPV |  |  | \*\* | 361300 |
| NH INVESTMENT & SE PFD KRW5000 |  |  | \*\* | 126885 |
| NH INVESTMENT AND SECURITIES CO LTD KRW5000 |  |  | \*\* | 30774 |
| NICE CORPORATION |  |  | \*\* | 38269 |
| NICKEL INDUSTRIES LTD NPV |  |  | \*\* | 311034 |
| NIDEC CORPORATION NPV |  |  | \*\* | 349564 |
| NIHON DENKEI CO NPV |  |  | \*\* | 99927 |
| NIHON KOHDEN CORP NPV |  |  | \*\* | 83750 |
| NIKE INC CL B |  |  | \*\* | 963486 |
| NIKKISO CO LTD NPV |  |  | \*\* | 743623 |
| NINE DRAGONS PAPER HKD0.1 |  |  | \*\* | 830673 |
| NINETY ONE LIMITED NPV |  |  | \*\* | 14026 |
| NINETY ONE PLC ORD GBP0.0001 |  |  | \*\* | 146807 |
| NINTENDO CO LTD NPV |  |  | \*\* | 270375 |
| NIPPON AVIONICS CO NPV |  |  | \*\* | 142269 |
| NIPPON DRY-CHEMICA NPV |  |  | \*\* | 46955 |
| NIPPON EXPRESS HLD NPV |  |  | \*\* | 164616 |
| NIPPON KAYAKU CO NPV |  |  | \*\* | 203825 |
| NIPPON LIFE INDIA INR10 |  |  | \*\* | 272920 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| NIPPON LIGHT METAL NPV |  |  | \*\* | 450636 |
| NIPPON REIT INVEST NPV REIT |  |  | \*\* | 1081635 |
| NIPPON SEIKI CO NPV |  |  | \*\* | 125459 |
| NIPPON SHINYAKU CO NPV |  |  | \*\* | 400108 |
| NIPPON SHOKUBAI CO NPV |  |  | \*\* | 6397 |
| NIPPON SIGNAL CO NPV |  |  | \*\* | 8358 |
| NIPPON THOMPSON CO NPV |  |  | \*\* | 35965 |
| NIPPON YAKIN KOGYO NPV |  |  | \*\* | 20208 |
| NISHIMATSU CONSTCN NPV |  |  | \*\* | 561590 |
| NISHIMATSUYA CHAIN NPV |  |  | \*\* | 37909 |
| NISHI-NIPPON FINANCIAL HD |  |  | \*\* | 641196 |
| NISHIO HOLDINGS CO LTD NPV |  |  | \*\* | 21146 |
| NISOURCE FIN CORP 5.65% DUE 02-01-2045 | 2/1/2045 | 5.65% | \*\* | 87639 |
| NISOURCE INC 1.7% DUE 02-15-2031 | 2/15/2031 | 1.70% | \*\* | 1071937 |
| NISOURCE INC 5.2% 07-01-2029 | 7/1/2029 | 5.20% | \*\* | 1351664 |
| NISOURCE INC 5.25% DUE 03-30-2028 | 3/30/2028 | 5.25% | \*\* | 255368 |
| NISOURCE INC 5.85% 04-01-2055 | 4/1/2055 | 5.85% | \*\* | 670452 |
| NISOURCE INC COM |  |  | \*\* | 2036259 |
| NISSAN AUTO 5.93% DUE 03-15-2028 | 3/15/2028 | 5.93% | \*\* | 597311 |
| NISSAN AUTO LEASE 4.97% DUE 09-15-2028 | 9/15/2028 | 4.97% | \*\* | 854163 |
| NISSAN AUTO LEASE TRUST SR 25-A CL A3 4.88% 03-15-2028 | 3/15/2028 | 4.75% | \*\* | 12652825 |
| NISSAN MOTOR CO NPV |  |  | \*\* | 346435 |
| NITTO KOGYO CORP NPV |  |  | \*\* | 47255 |
| NLG GLOBAL FDG MEDIUM TERM NTS BOOK 5.4%01-23-2030 | 1/23/2030 | 5.40% | \*\* | 3703713 |
| NMDC ENERGY AED0.5 |  |  | \*\* | 107644 |
| NMI HOLDINGS INC COMMON STOCK |  |  | \*\* | 239397 |
| NN GROUP N.V. EUR0.12 |  |  | \*\* | 7836416 |
| NNN REIT INC |  |  | \*\* | 4514095 |
| NNN REIT INC 4.6% DUE 02-15-2031 | 2/15/2031 | 4.60% | \*\* | 755947 |
| NODA CORP NPV |  |  | \*\* | 40668 |
| NOK CORP NPV |  |  | \*\* | 1196685 |
| NOMURA CO LTD NPV |  |  | \*\* | 822438 |
| NOMURA HLDGS INC 2.329% DUE 01-22-2027 | 1/22/2027 | 2.33% | \*\* | 884188 |
| NOMURA HLDGS INC 2.999% DUE 01-22-2032 | 1/22/2032 | 3.00% | \*\* | 5011235 |
| NOMURA HLDGS INC 5.491% DUE 06-29-2035 | 6/29/2035 | 5.49% | \*\* | 1032149 |
| NOMURA HLDGS INC 5.783% DUE 07-03-2034 | 7/3/2034 | 5.78% | \*\* | 1004325 |
| NOMURA HLDGS INC FIXED 2.679% DUE 07-16-2030 | 7/16/2030 | 2.68% | \*\* | 258993 |
| NOMURA HOLDINGS NPV |  |  | \*\* | 1002653 |
| NOMURA RESEARCH INSTITUTE NPV |  |  | \*\* | 49937 |
| NORBIT ASA NOK0.10 |  |  | \*\* | 927533 |
| NORDEA BK ABP MED 1.5% DUE 09-30-2026 | 9/30/2026 | 1.50% | \*\* | 2689889 |
| NORDEX SE NPV |  |  | \*\* | 129960 |
| NORDIC SEMICONDUCT NOK0.01 |  |  | \*\* | 734568 |
| NORFOLK SOUTHN 2.9% DUE 06-15-2026 | 6/15/2026 | 2.90% | \*\* | 281868 |
| NORFOLK SOUTHN 3.05% DUE 05-15-2050 | 5/15/2050 | 3.05% | \*\* | 230666 |
| NORFOLK SOUTHN CORP COM |  |  | \*\* | 8283666 |
| NORFOLK SOUTHN FIXED 4.05% DUE 08-15-2052 | 8/15/2052 | 4.05% | \*\* | 233624 |
| NORINCHUKIN BK 4.674% DUE 09-09-2030 | 9/9/2030 | 4.67% | \*\* | 382817 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| NORINCHUKIN BK 5.359% DUE 09-09-2035 | 9/9/2035 | 5.36% | \*\* | 304794 |
| NORITAKE CO LTD NPV |  |  | \*\* | 32786 |
| NORITSU KOKI CO NPV |  |  | \*\* | 1084025 |
| NORMA GROUP SE NPV |  |  | \*\* | 166046 |
| NORSK HYDRO ASA NOK1.098 |  |  | \*\* | 765173 |
| NORTH PACIFIC BANK NPV |  |  | \*\* | 315407 |
| NORTHAM PLATINUM HLDGS LTD NPV |  |  | \*\* | 200883 |
| NORTHEASTERN UNIV 2.894% 10-01-2050 | 10/1/2050 | 2.89% | \*\* | 77665 |
| NORTHERN OIL & GAS INC COM NEW |  |  | \*\* | 3674569 |
| NORTHERN STAR RESOURCES LTD |  |  | \*\* | 1841722 |
| NORTHERN STATES POWER CO WISCONSIN 5.65%06-15-2054 | 6/15/2054 | 5.65% | \*\* | 262554 |
| \*NORTHERN TRUST CORP 4.0% DUE 05-10-2027 BEO | 5/10/2027 | 4.00% | \*\* | 2498454 |
| NORTHRIM BANCORP INC COM |  |  | \*\* | 47020 |
| NORTHROP GRUMMAN 4.03% DUE 10-15-2047 | 10/15/2047 | 4.03% | \*\* | 120951 |
| NORTHROP GRUMMAN 4.65% 07-15-2030 | 7/15/2030 | 4.65% | \*\* | 436985 |
| NORTHROP GRUMMAN 5.15% DUE 05-01-2040 | 5/1/2040 | 5.15% | \*\* | 199389 |
| NORTHROP GRUMMAN CORP 4.95% 03-15-2053 | 3/15/2053 | 4.95% | \*\* | 226205 |
| NORTHROP GRUMMAN CORP 5.2% 06-01-2054 | 6/1/2054 | 5.20% | \*\* | 178221 |
| NORTHROP GRUMMAN CORP COM |  |  | \*\* | 41109290 |
| NORTHWEST NAT HLDG CO COM |  |  | \*\* | 24679 |
| NORTHWESTERN ENERGY GROUP INC |  |  | \*\* | 17490 |
| NORTHWESTERN UNIV 4.94% 12-01-2035 | 12/1/2035 | 4.94% | \*\* | 6134854 |
| NORWEGIAN AIR SHUT NOK0.10 |  |  | \*\* | 274201 |
| NORWEGIAN CRUISE LINE HLDGS LTD COM USD0.001 |  |  | \*\* | 231548 |
| NOTE AB COM STK SEK10 |  |  | \*\* | 129426 |
| NOV INC COM |  |  | \*\* | 15723780 |
| NOVABEV GROUP 1 01 55052 E 004D ORDINARY SH RUB 100.00 |  |  | \*\* | 35538 |
| NOVABEV GROUP RUB100 RUB |  |  | \*\* | 5452 |
| NOVAGOLD RES INC COM NEW |  |  | \*\* | 145746 |
| NOVANTA INC NOVANTA INC |  |  | \*\* | 736072 |
| NOVARTIS AG CHF0.49 (REGD) |  |  | \*\* | 42798852 |
| NOVARTIS CAPITAL CORP 3.8% 09-18-2029 | 9/18/2029 | 3.80% | \*\* | 771816 |
| NOVATEK MICROELECTRONICS CORP TWD10 |  |  | \*\* | 3689948 |
| NOVATEK PJSC RUB0.1(RUB) |  |  | \*\* | 178908 |
| NOVO NORDISK A/S SER'B'DKK0.1 |  |  | \*\* | 6662316 |
| NOVOCURE LTD COM USD0.00 |  |  | \*\* | 555718 |
| NOVOLIPETSK STEEL RUB1(RUB) |  |  | \*\* | 114129 |
| NRB BEARINGS INR2 (POST SUBDIVISION) |  |  | \*\* | 46536 |
| NRG ENERGY INC COM NEW |  |  | \*\* | 4110065 |
| NSD CO LTD NPV |  |  | \*\* | 39779 |
| NSK LTD NPV |  |  | \*\* | 1389509 |
| \*NT COLLECTIVE ALL COUNTRY WORLD EX-US INVESTABLE MARKET INDEX FUND - DC - NONLEN |  |  | \*\* | 8437620475 |
| \*NT COLLECTIVE ALL COUNTRY WORLD INVESTABLE MARKET INDEX FUND - DC - TIER J |  |  | \*\* | 1322071125 |
| \*NT COLLECTIVE S&P500 INDEX FUND-DC-NON LENDING (TIER J) |  |  | \*\* | 25716302047 |
| NTN CORP NPV |  |  | \*\* | 60506 |
| NTPC LTD INR10 |  |  | \*\* | 75095 |
| NU HOLDINGS LTD |  |  | \*\* | 559283 |
| NU SKIN ENTERPRISES INC CL A CL A |  |  | \*\* | 44175 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| NUCOR CORP 4.65% 06-01-2030 | 6/1/2030 | 4.65% | \*\* | 1454939 |
| NUCOR CORP COM |  |  | \*\* | 207313 |
| NUCOR CORP FIXED 2.979% DUE 12-15-2055 | 12/15/2055 | 2.98% | \*\* | 15550 |
| NURIX THERAPEUTICS INC COM |  |  | \*\* | 433028 |
| NUTANIX INC CL A CL A |  |  | \*\* | 4090436 |
| NUTRIEN LTD 4.5% 03-12-2027 | 3/12/2027 | 4.50% | \*\* | 3661069 |
| NUTRIEN LTD 4.9% DUE 03-27-2028 | 3/27/2028 | 4.90% | \*\* | 1111955 |
| NUTRIEN LTD 5.875% 12-01-2036 | 12/1/2036 | 5.88% | \*\* | 178426 |
| NUTRIEN LTD FIXED 4.125% DUE 03-15-2035 | 3/15/2035 | 4.12% | \*\* | 9255 |
| NUTRIEN LTD FIXED 5.25% DUE 01-15-2045 | 1/15/2045 | 5.25% | \*\* | 188474 |
| NUVALENT INC CL A CL A |  |  | \*\* | 1389450 |
| NUVOCO VISTAS CORP INR10 |  |  | \*\* | 283942 |
| NVIDIA CORP COM |  |  | \*\* | 454209292 |
| NVR INC COM STK USD0.01 |  |  | \*\* | 2399321 |
| NXP B V / NXP FDG LLC / NXP USA INC SR NT 3.25% 05-11-2041 | 5/11/2041 | 3.25% | \*\* | 646381 |
| NXP B V/NXP FUNDING LLC/NXP USA INC 2.5%DUE 05-11-2031 | 5/11/2031 | 2.50% | \*\* | 498287 |
| NXP SEMICONDUCTORS N V COM STK |  |  | \*\* | 37604994 |
| NXPT COML MTG TR 2024-STOR 4.31158% 11-05-2041 | 11/5/2041 | 4.31% | \*\* | 1985854 |
| NY N Y TAXABLE-BUILD AMER BDS-F-1 6.271 DUE 12-01-2037 | 12/1/2037 | 6.27% | \*\* | 6968317 |
| NYC COML MTG TR 2025-3BP COML MTG PASSTHRU CTF 144A 4.89316% 02-15-2042 | 2/15/2042 | 4.96% | \*\* | 886753 |
| O REILLY 3.55% DUE 03-15-2026 | 3/15/2026 | 3.55% | \*\* | 241179 |
| O REILLY AUTOMOTIVE INC NEW 3.6% DUE 09-01-2027 | 9/1/2027 | 3.60% | \*\* | 55684 |
| O REILLY AUTOMOTIVE INC NEW 5.75% 11-20-2026 | 11/20/2026 | 5.75% | \*\* | 3063722 |
| O REILLY AUTOMOTIVE INC NEW COM USD0.01 |  |  | \*\* | 33670263 |
| OBX 2021-INV2 TR FLTG RT 2.5% DUE 10-25-2051 | 10/25/2051 | 2.50% | \*\* | 1276708 |
| OBX 2022 INV3 TR 3% DUE 02-25-2052 | 2/25/2052 | 3.00% | \*\* | 1260058 |
| OBX 2023-NQM3 TR MTG BACKED NT CL A-1 144A 5.94871% 02-25-2063 | 2/25/2063 | 5.95% | \*\* | 1776169 |
| OCCIDENTAL PETE 3% DUE 02-15-2027 | 2/15/2027 | 3.00% | \*\* | 2341843 |
| OCCIDENTAL PETE CORP 5.0% 08-01-2027 | 8/1/2027 | 5.00% | \*\* | 66189 |
| OCCIDENTAL PETE CORP 6.625% DUE 09-01-2030 REG | 9/1/2030 | 6.62% | \*\* | 1088357 |
| OCEANAGOLD CORP COM NEW NPV |  |  | \*\* | 2467039 |
| OCEANEERING INTL INC COM |  |  | \*\* | 3879644 |
| OCEANFIRST FINL CORP COM |  |  | \*\* | 790482 |
| OCHI HLDG CO LTD NPV |  |  | \*\* | 24052 |
| OCTAVE SPECIALTY GROUP INC |  |  | \*\* | 270511 |
| OCULAR THERAPEUTIX INC COM |  |  | \*\* | 852301 |
| ODDITY TECH LTD COMSTK |  |  | \*\* | 313404 |
| ODFJELL DRILLING LIMITED USD0.01 |  |  | \*\* | 215999 |
| OFG BANCORP COM |  |  | \*\* | 570442 |
| OFSI BSL XIV CLO FLTG RT 0% DUE 07-20-2037 | 7/20/2037 | 5.34% | \*\* | 1816664 |
| OGE ENERGY CORP COM |  |  | \*\* | 159314 |
| OHA CR FDG 18 LTD FLTG RT 5.16763% DUE 04-20-2037 | 4/20/2037 | 5.38% | \*\* | 1243796 |
| OIL REFINERIES LTD COM STK ILS1 |  |  | \*\* | 352097 |
| OILES CORPORATION NPV |  |  | \*\* | 92993 |
| OKAMURA CORP NPV |  |  | \*\* | 21943 |
| OKI ELECTRIC IND NPV |  |  | \*\* | 344458 |
| OKINAWA FINL GRP NPV |  |  | \*\* | 51679 |
| OKLAHOMA GAS & ELEC CO 5.8% 04-01-2055 | 4/1/2055 | 5.80% | \*\* | 121642 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| OKLO INC CL A CL A |  |  | \*\* | 95871 |
| OKTA INC CL A CL A |  |  | \*\* | 1087447 |
| OKUMURA CORP NPV |  |  | \*\* | 1007018 |
| OLD DOMINION FREIGHT LINE INC COM |  |  | \*\* | 1740480 |
| OLD MUTUAL LTD NPV |  |  | \*\* | 430613 |
| OLD REPUBLIC INTERNATIONAL CORP COM STK USD1 |  |  | \*\* | 2873768 |
| OLIN CORP COM |  |  | \*\* | 9371417 |
| OLLIES BARGAIN OUTLET HLDGS INC COM |  |  | \*\* | 3603867 |
| OLYMPUS CORP NPV |  |  | \*\* | 6976041 |
| OMNICELL INC COM |  |  | \*\* | 611686 |
| OMNICOM GROUP INC 3.6% DUE 04-15-2026 | 4/15/2026 | 3.60% | \*\* | 3907973 |
| OMNICOM GROUP INC COM |  |  | \*\* | 19000475 |
| OMRON CORP NPV |  |  | \*\* | 472436 |
| ON24 INC COM |  |  | \*\* | 55513 |
| ONCOR ELEC 3.7% DUE 11-15-2028 | 11/15/2028 | 3.70% | \*\* | 350765 |
| ONCOR ELEC DELIVERY CO LLC 4.65% 11-01-2029 | 11/1/2029 | 4.65% | \*\* | 2215997 |
| ONCOR ELEC FIXED 4.95% DUE 09-15-2052 | 9/15/2052 | 4.95% | \*\* | 938825 |
| ONDAS INC |  |  | \*\* | 10401173 |
| ONE 97 COMMUNICATI INR1 |  |  | \*\* | 140484 |
| ONE GAS INC 5.1% 04-01-2029 | 4/1/2029 | 5.10% | \*\* | 1454240 |
| ONE GAS INC COM |  |  | \*\* | 1502513 |
| ONE LIBERTY PPTYS INC COM |  |  | \*\* | 19762 |
| ONE REIT INC REIT |  |  | \*\* | 16818 |
| ONEMAIN DIRECT 5.41% DUE 11-14-2029 | 11/14/2029 | 5.41% | \*\* | 11677496 |
| ONEMAIN FINL 5.84% DUE 09-15-2036 | 9/15/2036 | 5.84% | \*\* | 9486368 |
| ONEMAIN FINL ISSUANCE TR 2020-2 1.75% 09-14-2035 | 9/14/2035 | 1.75% | \*\* | 604457 |
| ONEMAIN FINL ISSUANCE TR 2021-1 AST BACKED NT CL A-2 FLTG 4.46834 06-16-2036 | 6/16/2036 | 4.74% | \*\* | 2903368 |
| ONEMAIN FINL ISSUANCE TR 2022-2 ASSET BACKED NT CL A 144A 4.89% 10-14-2034 | 10/14/2034 | 4.89% | \*\* | 342943 |
| ONEMAIN HLDGS INC COM |  |  | \*\* | 827488 |
| ONEOK INC 4.95% 10-15-2032 | 10/15/2032 | 4.95% | \*\* | 402394 |
| ONEOK INC 5.65% 11-01-2028 | 11/1/2028 | 5.65% | \*\* | 1838884 |
| ONEOK INC 5.7% 11-01-2054 | 11/1/2054 | 5.70% | \*\* | 702022 |
| ONEOK INC 6.625% DUE 09-01-2053 | 9/1/2053 | 6.62% | \*\* | 147199 |
| ONEOK INC NEW 4% DUE 07-13-2027 | 7/13/2027 | 4.00% | \*\* | 1123842 |
| ONEOK INC NEW 4.55% DUE 07-15-2028 | 7/15/2028 | 4.55% | \*\* | 2007966 |
| ONEOK INC NEW 6.5% 09-01-2030 | 9/1/2030 | 6.50% | \*\* | 1609488 |
| ONESPAN INC COM STK USD0.001 |  |  | \*\* | 188517 |
| ONESPAWORLD HLDGS LTD COM USD0.0001 |  |  | \*\* | 3036543 |
| ONESTREAM INC CL A CL A |  |  | \*\* | 913155 |
| ONEX CORP SUB-VTG NPV |  |  | \*\* | 560371 |
| ONO PHARMACEUTICAL NPV |  |  | \*\* | 2544713 |
| ONTARIO PROV CDA 2.0% 10-02-2029 REG | 10/2/2029 | 2.00% | \*\* | 3992147 |
| ONTARIO(PROV OF) 3.8% NTS 02/12/2034 CAD1 | 12/2/2034 | 3.80% | \*\* | 586132 |
| ONTO INNOVATION INC |  |  | \*\* | 1470466 |
| ONWARD HOLDINGS NPV |  |  | \*\* | 64710 |
| OOMA INC COM |  |  | \*\* | 28164 |
| OOREDOO QAR1 |  |  | \*\* | 38442 |
| OPENDOOR TECHNOLOGIES INC COM |  |  | \*\* | 103961 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| OPENDOOR TECHNOLOGIES INC WT EXP SER A 11-20-2026 |  |  | \*\* | 61 |
| OPENDOOR TECHNOLOGIES INC WT EXP SER K 11-20-2026 |  |  | \*\* | 106 |
| OPENDOOR TECHNOLOGIES INC WT EXP SER Z 11-20-2026 |  |  | \*\* | 47 |
| OPMOBILITY EUR0.06 |  |  | \*\* | 293962 |
| OPPLE LIGHTING CO LTD-A STOCK CONNECT |  |  | \*\* | 979218 |
| OPT MACHINE VISION A CNY1 |  |  | \*\* | 195088 |
| OPTEX GROUP COMPAN NPV |  |  | \*\* | 30971 |
| OPTIM CORPORATION NPV |  |  | \*\* | 15434 |
| OPTION CARE HEALTH INC COM NEW COM NEW |  |  | \*\* | 840116 |
| OPTORUN CO LTD NPV |  |  | \*\* | 132821 |
| OR ROYALTIES INC |  |  | \*\* | 1283277 |
| ORACLE CORP 1.65% 03-25-2026 | 3/25/2026 | 1.65% | \*\* | 906254 |
| ORACLE CORP 2.65% DUE 07-15-2026 | 7/15/2026 | 2.65% | \*\* | 9091143 |
| ORACLE CORP 3.6% DUE 04-01-2040 REG | 4/1/2040 | 3.60% | \*\* | 3987799 |
| ORACLE CORP 3.6% DUE 04-01-2050 REG | 4/1/2050 | 3.60% | \*\* | 1407173 |
| ORACLE CORP 3.85% DUE 07-15-2036 | 7/15/2036 | 3.85% | \*\* | 159859 |
| ORACLE CORP 3.9% DUE 05-15-2035 | 5/15/2035 | 3.90% | \*\* | 59581 |
| ORACLE CORP 4% DUE 07-15-2046 | 7/15/2046 | 4.00% | \*\* | 111419 |
| ORACLE CORP 4.2% 09-27-2029 | 9/27/2029 | 4.20% | \*\* | 1206265 |
| ORACLE CORP 4.45% 09-26-2030 | 9/26/2030 | 4.45% | \*\* | 2428940 |
| ORACLE CORP 4.8% 08-03-2028 | 8/3/2028 | 4.80% | \*\* | 1849877 |
| ORACLE CORP 4.8% 09-26-2032 | 9/26/2032 | 4.80% | \*\* | 873200 |
| ORACLE CORP 4.9% 02-06-2033 | 2/6/2033 | 4.90% | \*\* | 362064 |
| ORACLE CORP 5.55% 02-06-2053 | 2/6/2053 | 5.55% | \*\* | 303798 |
| ORACLE CORP 6% 08-03-2055 | 8/3/2055 | 6.00% | \*\* | 353951 |
| ORACLE CORP 6.125% 08-03-2065 | 8/3/2065 | 6.12% | \*\* | 1599742 |
| ORACLE CORP COM |  |  | \*\* | 54614216 |
| ORACLE CORP FIXED 2.3% DUE 03-25-2028 | 3/25/2028 | 2.30% | \*\* | 2909338 |
| ORACLE CORP FIXED 2.95% DUE 04-01-2030 | 4/1/2030 | 2.95% | \*\* | 2920527 |
| ORACLE CORP FIXED 3.65% DUE 03-25-2041 | 3/25/2041 | 3.65% | \*\* | 629284 |
| ORACLE CORP FIXED 3.85% DUE 04-01-2060 | 4/1/2060 | 3.85% | \*\* | 5704704 |
| ORACLE CORP JAPAN NPV |  |  | \*\* | 8415 |
| ORASURE TECHNOLOGIES INC COM |  |  | \*\* | 112704 |
| ORICA LIMITED NPV |  |  | \*\* | 1147011 |
| ORIENT O/SEAS INTL USD0.10 |  |  | \*\* | 8056 |
| ORIENTAL LAND CO LTD NPV |  |  | \*\* | 147935 |
| ORIGIN ENERGY LTD NPV |  |  | \*\* | 140278 |
| ORION CORPORATION SER'B'NPV |  |  | \*\* | 3114166 |
| ORION RETAIL PROPE ILS2 |  |  | \*\* | 1 |
| ORION S A COM NPV |  |  | \*\* | 244427 |
| ORIX CORP NPV |  |  | \*\* | 293441 |
| ORIX JREIT INC REIT |  |  | \*\* | 189888 |
| ORLA MNG LTD NEW COM |  |  | \*\* | 4445 |
| ORLEN SA |  |  | \*\* | 9011275 |
| ORSERO NPV |  |  | \*\* | 810309 |
| ORTHOFIX MED INC COM USD0.10 |  |  | \*\* | 241256 |
| OSAKA GAS CO LTD NPV |  |  | \*\* | 51963 |
| OSB GROUP PLC ORD GBP 0.0100 |  |  | \*\* | 613219 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| OSCAR HEALTH INC CL A CL A |  |  | \*\* | 1091545 |
| OSCAR US FDG XIV LLC NT CL A-4 144A 2.82% 04-10-2029 | 4/10/2029 | 2.82% | \*\* | 1011211 |
| OSG CORP NPV |  |  | \*\* | 68546 |
| OTE(HELLENIC TLCM) EUR2.83(CR) |  |  | \*\* | 595542 |
| OTIS WORLDWIDE CORP 2.565% DUE 02-15-2030 BEO | 2/15/2030 | 2.56% | \*\* | 299869 |
| OTIS WORLDWIDE CORP COM USD0.01 WI |  |  | \*\* | 5046821 |
| OTOKAR OTOMOTIV VE TRY1 |  |  | \*\* | 30191 |
| OTSUKA CORP NPV |  |  | \*\* | 1466045 |
| OTSUKA HOLDINGS CO LTD |  |  | \*\* | 667973 |
| OUSTER INC COM NEW |  |  | \*\* | 4869 |
| OUTFRONT MEDIA INC COM USD0.01(POST REV SPLIT) |  |  | \*\* | 1474269 |
| OVERSEAS PVT INVT 3.43% DUE 05-15-2030 | 5/15/2030 | 3.43% | \*\* | 3056519 |
| OVH GROUPE EUR1 |  |  | \*\* | 8750 |
| OVINTIV INC COM USD0.01 |  |  | \*\* | 11379208 |
| OVS SPA NPV |  |  | \*\* | 1832206 |
| OWENS CORNING NEW 5.5% 06-15-2027 | 6/15/2027 | 5.50% | \*\* | 1056333 |
| OWENS CORNING NEW COM STK |  |  | \*\* | 1237165 |
| OWLET INC CL A NEW |  |  | \*\* | 91295 |
| OYO CORP NPV |  |  | \*\* | 16106 |
| OZATA DENIZCILIK TRY1 |  |  | \*\* | 5784 |
| PAC GAS & ELEC CO 3.3% DUE 08-01-2040 | 8/1/2040 | 3.30% | \*\* | 614809 |
| PAC GAS & ELEC CO 4.2% DUE 06-01-2041 | 6/1/2041 | 4.20% | \*\* | 271466 |
| PAC GAS & ELEC CO 5.9% DUE 10-01-2054 | 10/1/2054 | 5.90% | \*\* | 591695 |
| PAC GAS & ELEC CO 6.95% 03-15-2034 | 3/15/2034 | 6.95% | \*\* | 668844 |
| PAC GAS & ELEC CO FIXED 2.1% DUE 08-01-2027 | 8/1/2027 | 2.10% | \*\* | 6069714 |
| PAC GAS & ELEC CO FIXED 2.95% DUE 03-01-2026 | 3/1/2026 | 2.95% | \*\* | 598473 |
| PAC GAS & ELEC CO FIXED 4.5% DUE 07-01-2040 | 7/1/2040 | 4.50% | \*\* | 174812 |
| PAC GAS & ELEC CO FIXED 4.55% DUE 07-01-2030 | 7/1/2030 | 4.55% | \*\* | 2685570 |
| PAC GAS & ELEC CO FIXED 4.95% DUE 07-01-2050 | 7/1/2050 | 4.95% | \*\* | 525556 |
| PACCAR FINANCIAL CORP 4.0% 09-26-2029 | 9/26/2029 | 4.00% | \*\* | 223518 |
| PACCAR FINANCIAL CORP 4.0% 11-07-2028 | 11/7/2028 | 4.00% | \*\* | 1628307 |
| PACCAR FINANCIAL CORP 4.0% 08-08-2028 | 8/8/2028 | 4.00% | \*\* | 566676 |
| PACCAR INC COM |  |  | \*\* | 28116802 |
| PACIFIC GAS & ELEC CO 1ST MTG BD 5% 06-04-2028 | 6/4/2028 | 5.00% | \*\* | 3836910 |
| PACIFIC GAS & ELEC CO 1ST MTG BD 6% 08-15-2035 | 8/15/2035 | 6.00% | \*\* | 389044 |
| PACIFIC GAS & ELEC CO 2.5% DUE 02-01-2031/06-19-2020 REG | 2/1/2031 | 2.50% | \*\* | 4235089 |
| PACIFIC GAS & ELEC CO 3.3% DUE 12-01-2027 | 12/1/2027 | 3.30% | \*\* | 145677 |
| PACIFIC GAS & ELEC CO 4.0% 12-01-2046 | 12/1/2046 | 4.00% | \*\* | 225628 |
| PACIFIC GAS & ELEC CO 4.45% DUE 4-15-2042 | 4/15/2042 | 4.45% | \*\* | 82971 |
| PACIFIC GAS & ELEC CO 5.45% DUE 06-15-2027/06-08-2022 BEO | 6/15/2027 | 5.45% | \*\* | 688296 |
| PACIFIC GAS & ELEC CO 5.55% 05-15-2029 | 5/15/2029 | 5.55% | \*\* | 7670132 |
| PACIFIC GAS & ELEC CO 5.8% 05-15-2034 | 5/15/2034 | 5.80% | \*\* | 416089 |
| PACIFIC GAS & ELEC CO 6.15% DUE 01-15-2033 | 1/15/2033 | 6.15% | \*\* | 1418568 |
| PACIFIC GAS & ELEC CO 6.7% 04-01-2053 | 4/1/2053 | 6.70% | \*\* | 846995 |
| PACIFIC GAS & ELEC CO 6.75% 01-15-2053 | 1/15/2053 | 6.75% | \*\* | 1098674 |
| PACIFIC GAS & ELECTRIC CO 5.7% 03-01-2035 | 3/1/2035 | 5.70% | \*\* | 669430 |
| PACIFIC GAS & ELECTRIC CO 6.4% 06-15-2033 | 6/15/2033 | 6.40% | \*\* | 2485281 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PACIFIC METALS CO NPV |  |  | \*\* | 328165 |
| PACIFICORP 2.7% DUE 09-15-2030 | 9/15/2030 | 2.70% | \*\* | 956059 |
| PACIFICORP 5.3% 02-15-2031 | 2/15/2031 | 5.30% | \*\* | 205964 |
| PACIFICORP 7.375% 09-15-2055 | 9/15/2055 | 7.38% | \*\* | 1426867 |
| PACKAGING CORP AMER COM ISIN US6951561090 |  |  | \*\* | 852761 |
| PACKAGING CORP AMER SR NT 5.2% 08-15-2035 | 8/15/2035 | 5.20% | \*\* | 127111 |
| PAGAYA TECHNOLOGIES LTD COM USD0.0001 CL A |  |  | \*\* | 4368 |
| PAGERDUTY INC COM |  |  | \*\* | 904629 |
| PAGSEGURO DIGITAL LTD COM USD CLS A |  |  | \*\* | 1740685 |
| PALANTIR TECHNOLOGIES INC CL A CL A |  |  | \*\* | 8738546 |
| PALFINGER AG NPV |  |  | \*\* | 50096 |
| PALO ALTO NETWORKS INC COM USD0.0001 |  |  | \*\* | 850083 |
| PALOMAR HLDGS INC COM |  |  | \*\* | 181522 |
| PAN AMERN SILVER CORP COM |  |  | \*\* | 1223286 |
| PAN OCEAN CO LTD |  |  | \*\* | 22768 |
| PANAMA REP 6.875% 01-31-2036 | 1/31/2036 | 6.88% | \*\* | 326130 |
| PANAMA REP GLOBAL BD 4.3% DUE 04-29-2053REG SINKING FUND 04-29-2051 | 4/29/2053 | 4.30% | \*\* | 225030 |
| PANAMA(REPUBLIC OF) 7.875% 03-01-2057 | 3/1/2057 | 7.88% | \*\* | 232897 |
| PANASONIC HOLDINGS CORP NPV |  |  | \*\* | 602874 |
| PANDORA A/S DKK0.01 |  |  | \*\* | 131404 |
| PANIN FINANCIAL IDR125 |  |  | \*\* | 11244 |
| PANTORO GOLD LIMITED |  |  | \*\* | 21245 |
| PAPA JOHNS INTL INC COM |  |  | \*\* | 6297079 |
| PAR PACIFIC HOLDINGS INC COM NEW COM NEW |  |  | \*\* | 839108 |
| PARADEEP PHOSPHATE INR10 |  |  | \*\* | 531474 |
| PARAGON BANKING GR ORD GBP1 |  |  | \*\* | 1592521 |
| PARAGUAY REP BD 144A 6.65% 03-04-2055 | 3/4/2055 | 6.65% | \*\* | 554074 |
| PARKER-HANNIFIN CORP COM |  |  | \*\* | 5908369 |
| PARKIN COMPANY PJS AED0.02 |  |  | \*\* | 313205 |
| PARTNER COMMUNICAT ILS0.01 |  |  | \*\* | 143642 |
| PATRICK INDS INC COM |  |  | \*\* | 531524 |
| PAYCHEX INC 5.1% 04-15-2030 | 4/15/2030 | 5.10% | \*\* | 3290031 |
| PAYCHEX INC COM |  |  | \*\* | 445803 |
| PAYCOM SOFTWARE INC COM |  |  | \*\* | 25498 |
| PAYLOCITY HLDG CORP COM |  |  | \*\* | 5880248 |
| PAYONEER GLOBAL INC COM |  |  | \*\* | 579647 |
| PAYSAFE LTD COM |  |  | \*\* | 194168 |
| PAYSIGN INC COM |  |  | \*\* | 147614 |
| PAZ RETAIL AND ENERGY LTD |  |  | \*\* | 774428 |
| PC CONNECTION INC COM |  |  | \*\* | 189511 |
| PCA CORPORATION NPV |  |  | \*\* | 37933 |
| PCCW LIMITED NPV |  |  | \*\* | 10407 |
| PDF SOLUTIONS INC COM |  |  | \*\* | 4424718 |
| PECO ENERGY CO 5.25% 09-15-2054 | 9/15/2054 | 5.25% | \*\* | 170720 |
| PEDIATRIX MEDICAL GROUP INC |  |  | \*\* | 106094 |
| PEGASYSTEMS INC COM |  |  | \*\* | 13801411 |
| PEIJIA MEDICAL LIMITED USD0.0001 |  |  | \*\* | 12354 |
| PELOTON INTERACTIVE INC |  |  | \*\* | 696074 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PENUMBRA INC COM |  |  | \*\* | 1261362 |
| PEPPERDINE UNIV FIXED 3.301% DUE 12-01-2059 | 12/1/2059 | 3.30% | \*\* | 159062 |
| PEPSICO INC 4.1% 01-15-2029 | 1/15/2029 | 4.10% | \*\* | 1017016 |
| PEPSICO INC 4.3% 07-23-2030 | 7/23/2030 | 4.30% | \*\* | 404415 |
| PEPSICO INC COM |  |  | \*\* | 12633922 |
| PEPTIDREAM INC NPV |  |  | \*\* | 396305 |
| PER AARSLEFF HLDNG SER'B'DKK2 |  |  | \*\* | 47302 |
| PERELLA WEINBERG PARTNERS COM USD0.0001 CL A |  |  | \*\* | 137241 |
| PERENTI LIMITED NPV |  |  | \*\* | 476447 |
| PERFECT WORLD CO LTD 'A'CNY1 (STOCK CONNECT LINE) |  |  | \*\* | 1701003 |
| PERFORMANCE FOOD GROUP CO COM |  |  | \*\* | 2249169 |
| PERMIAN RES CORP CL A |  |  | \*\* | 5137744 |
| PERNOD RICARD NPV EUR 1.55 |  |  | \*\* | 7414548 |
| PERPETUA RES CORP COM NPV |  |  | \*\* | 129499 |
| PERPETUAL LIMITED NPV |  |  | \*\* | 5923 |
| PERRIGO COMPANY LIMITED COM EUR0.001 |  |  | \*\* | 3162387 |
| PERSEUS MINING LTD NPV |  |  | \*\* | 2672122 |
| PERU REP 2.78% 12-01-2060 | 12/1/2060 | 2.78% | \*\* | 413782 |
| PERU(REP OF) 6.15% GTD 12/08/2032 PEN | 8/12/2032 | 6.15% | \*\* | 3274150 |
| PERU(REPUBLIC OF) 7.3% 12/08/2033 | 8/12/2033 | 7.30% | \*\* | 678562 |
| PETASYS CO LTD |  |  | \*\* | 335205 |
| PETCO HEALTH & WELLNESS CO INC CL A COM CL A COM |  |  | \*\* | 186014 |
| PETRO-CDA 7.875% DUE 06-15-2026 | 6/15/2026 | 7.88% | \*\* | 3792594 |
| PETROLEOS MEXICANOS GTD NT 7.69% DUE 01-23-2050 REG | 1/23/2050 | 7.69% | \*\* | 224071 |
| PETRONAS DAGANGAN NPV |  |  | \*\* | 48203 |
| PEXIP HOLDINGS AS |  |  | \*\* | 829079 |
| PFIZER INC 4.2% 11-15-2030 | 11/15/2030 | 4.20% | \*\* | 2056127 |
| PFIZER INC COM |  |  | \*\* | 12501319 |
| PFIZER INVESTMENT ENTER 5.34% 05-19-2063 | 5/19/2063 | 5.34% | \*\* | 466072 |
| PFIZER LTD INR10 |  |  | \*\* | 14040 |
| PFS FING CORP 4.94999980927% DUE 02-15-2029 | 2/15/2029 | 4.95% | \*\* | 7463131 |
| PFS FING CORP 5.52% DUE 10-15-2028 | 10/15/2028 | 5.52% | \*\* | 2064147 |
| PG& E CORP COM |  |  | \*\* | 15321684 |
| PG&E RECOVERY FDG LLC 2.822% 07-15-2046 | 7/15/2046 | 2.82% | \*\* | 141138 |
| PG&E WILDFIRE 3.594% DUE 06-01-2030 | 6/1/2030 | 3.59% | \*\* | 487801 |
| PG&E WILDFIRE RECOVERY FDG LLC 4.263% 06-01-2036 | 6/1/2036 | 4.26% | \*\* | 4630885 |
| PG&E WILDFIRE RECOVERY FDG LLC 4.674% 12-01-2051 | 12/1/2051 | 4.67% | \*\* | 438240 |
| PG&E WILDFIRE RECOVERY FDG LLC 4.722% 06-01-2037 | 6/1/2037 | 4.72% | \*\* | 2973624 |
| PG&E WILDFIRE RECOVERY FDG LLC SR SECD RECOVERY BD SER 5.099% 06-01-2054 | 6/1/2054 | 5.10% | \*\* | 1242798 |
| PGE POLSKA GRUPA PLN8.55 |  |  | \*\* | 1561848 |
| PHARMAENGINE INC SHS |  |  | \*\* | 76180 |
| PHARMARESEARCH CO LTD |  |  | \*\* | 157781 |
| PHARMARON BEIJING CO LTD 144A |  |  | \*\* | 59901 |
| PHARVARIS BV |  |  | \*\* | 112748 |
| PHEAA STUDENT LN TR 2021-1 STUD LN AST BACKED NT 144A 4.34176% 05-25-2070 | 5/25/2070 | 4.52% | \*\* | 1137129 |
| PHILEX MINING CORP PHP1 |  |  | \*\* | 14589 |
| PHILIP MORRIS INTERNATIONAL INC 4.0% 10-29-2030 | 10/29/2030 | 4.00% | \*\* | 3738208 |
| PHILIP MORRIS INTL 3.25% 6/6/2032 3.25% 06/06/2032 | 6/6/2032 | 3.25% | \*\* | 697358 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PHILIP MORRIS INTL 4.375% DUE 11-15-2041 | 11/15/2041 | 4.38% | \*\* | 160730 |
| PHILIP MORRIS INTL 4.875% DUE 04-30-2035 | 4/30/2035 | 4.88% | \*\* | 100523 |
| PHILIP MORRIS INTL 6.375% DUE 05-16-2038 | 5/16/2038 | 6.38% | \*\* | 223336 |
| PHILIP MORRIS INTL COM STK NPV |  |  | \*\* | 11716578 |
| PHILIP MORRIS INTL INC 3.125% DUE 03-02-2028 | 3/2/2028 | 3.12% | \*\* | 4841609 |
| PHILIP MORRIS INTL INC 3.875% 10-27-2028 | 10/27/2028 | 3.88% | \*\* | 1858293 |
| PHILIP MORRIS INTL INC 4.125% 04-28-2028 | 4/28/2028 | 4.12% | \*\* | 1437806 |
| PHILIP MORRIS INTL INC 4.625% 10-29-2035 | 10/29/2035 | 4.62% | \*\* | 328453 |
| PHILIP MORRIS INTL INC 4.875 DUE 11-15-2043 | 11/15/2043 | 4.88% | \*\* | 369873 |
| PHILIP MORRIS INTL INC 4.875% 02-13-2029 | 2/13/2029 | 4.88% | \*\* | 824523 |
| PHILIP MORRIS INTL INC 4.875% 02-15-2028 | 2/15/2028 | 4.88% | \*\* | 2823859 |
| PHILIP MORRIS INTL INC 4.89% 04-30-2030 | 4/30/2030 | 4.38% | \*\* | 2299673 |
| PHILIP MORRIS INTL INC 5.125% 02-13-2031 | 2/13/2031 | 5.12% | \*\* | 8431998 |
| PHILIP MORRIS INTL INC 5.375% 02-15-2033 | 2/15/2033 | 5.38% | \*\* | 418972 |
| PHILIP MORRIS INTL INC NT 4.25% 10-29-2032 | 10/29/2032 | 4.25% | \*\* | 197094 |
| PHILIPPINES(REPUBLIC OF) 5.175% 09-05-2049 | 9/5/2049 | 5.18% | \*\* | 190752 |
| PHILLIPS 66 COM |  |  | \*\* | 343634 |
| PHILLIPS 66 FIXED 1.3% DUE 02-15-2026 | 2/15/2026 | 1.30% | \*\* | 2037159 |
| PHILLIPS EDISON GROCERY 5.25% 08-15-2032 | 8/15/2032 | 5.25% | \*\* | 3141500 |
| PHINIA INC COM USD0.01 WI |  |  | \*\* | 560699 |
| PHISON ELECTRONICS TWD10 |  |  | \*\* | 1522891 |
| PHOENIX ED PARTNERS INC COM |  |  | \*\* | 279396 |
| PHOENIX FINANCE LTD |  |  | \*\* | 446336 |
| PHOENIX MILLS INR2 |  |  | \*\* | 803127 |
| PHREESIA INC COM |  |  | \*\* | 626751 |
| PHX ENERGY SVCS CO COM NPV |  |  | \*\* | 95751 |
| PHYSICIANS RLTY L P 2.625% 11-01-2031 | 11/1/2031 | 2.62% | \*\* | 306104 |
| PICC PROPERTY & CA 'H'CNY1 |  |  | \*\* | 12611 |
| PICTON PROP INCOME ORD NPV |  |  | \*\* | 309719 |
| PIEDMONT NAT GAS 3.64% DUE 11-01-2046 | 11/1/2046 | 3.64% | \*\* | 598950 |
| PIGEON CORP NPV |  |  | \*\* | 88417 |
| PILGRIMS PRIDE CORP |  |  | \*\* | 617875 |
| PING AN INSURANCE GROUP H CNY1 |  |  | \*\* | 3670364 |
| PINNACLE INV MGMT NPV |  |  | \*\* | 224612 |
| PINNACLE W. CAP CORP COM |  |  | \*\* | 2273292 |
| PINNACLE WEST CAPITAL CORP 5.15% 05-15-2030 | 5/15/2030 | 5.15% | \*\* | 1010771 |
| PINTEREST INC CL A CL A |  |  | \*\* | 1610177 |
| PIONEER NAT RES CO 1.125% DUE 01-15-2026 REG | 1/15/2026 | 1.12% | \*\* | 914022 |
| PIRAEUS BANK SA EUR0.93 |  |  | \*\* | 39984 |
| PIXART IMAGING TWD10 |  |  | \*\* | 225569 |
| PLAINS ALL AMERICAN PIPELINE LP 5.95% 06-15-2035 | 6/15/2035 | 5.95% | \*\* | 782920 |
| PLAINS ALL AMERN 4.5% DUE 12-15-2026 | 12/15/2026 | 4.50% | \*\* | 1434305 |
| PLAINS ALL AMERN PIPELN L P / PAA SR NT 5.6% 01-15-2036 | 1/15/2036 | 5.60% | \*\* | 157147 |
| PLAINS ALL AMERN PIPELN L P/PAA 4.9% 02-15-2045 | 2/15/2045 | 4.90% | \*\* | 219561 |
| PLAN & PLAN DESENV COM NPV |  |  | \*\* | 22074 |
| PLANET LABS PBC COM CL A COM USD0.0001 CL A |  |  | \*\* | 2455258 |
| PLAYTECH PLC ORD NPV |  |  | \*\* | 117920 |
| PLEXUS CORP COM |  |  | \*\* | 788067 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PLOVER BAY TECHNOL HKD0.01 |  |  | \*\* | 7683 |
| PLUS500 LTD ORD ILS0.01 (DI) |  |  | \*\* | 535956 |
| PNC BK N A PITT PA FIXED 4.775% DUE 01-15-2027 | 1/15/2027 | 4.78% | \*\* | 3559907 |
| PNC BK NA 4.543% 05-13-2027 | 5/13/2027 | 4.54% | \*\* | 8691133 |
| PNC FINANCIAL SERVICES 5.3% 01-21-2028 | 1/21/2028 | 5.30% | \*\* | 227938 |
| PNC FINANCIAL SERVICES 5.373% 07-21-2036 | 7/21/2036 | 5.37% | \*\* | 206127 |
| PNC FINANCIAL SERVICES 5.939% 08-18-2034 | 8/18/2034 | 5.94% | \*\* | 424727 |
| PNC FINANCIAL SERVICES GROUP COM STK |  |  | \*\* | 21396077 |
| PNC FINL SVCS 2.55% DUE 01-22-2030 | 1/22/2030 | 2.55% | \*\* | 2750140 |
| PNC FINL SVCS GROUP INC 5.222% 01-29-2031 | 1/29/2031 | 5.22% | \*\* | 4452585 |
| POOL CORP COM STK |  |  | \*\* | 3134561 |
| POONAWALLA FINCORP LIMITED INR2 |  |  | \*\* | 18914 |
| POONGSAN CORP KRW5000 |  |  | \*\* | 424285 |
| POP MART INTL GRP LTD |  |  | \*\* | 487125 |
| POPULAR INC COM NEW COM USD6 (POST REV SPLIT) |  |  | \*\* | 4162953 |
| PORR AG NPV |  |  | \*\* | 71930 |
| PORSCHE INNOVATIVE 4.66% DUE 02-20-2030 | 2/20/2030 | 4.66% | \*\* | 1260303 |
| PORSCHE INNOVATIVE 4.67% DUE 11-22-2027 | 11/22/2027 | 4.67% | \*\* | 642555 |
| PORT AUTH N Y & N J 4.458% 10-01-2062 BEO TAXABLE | 10/1/2062 | 4.46% | \*\* | 234619 |
| PORT MORROW ORE TRANSMISSION FACS REV 2.987% 09-01-2036 BEO TAXABLE | 9/1/2036 | 2.99% | \*\* | 5194635 |
| POSIFLEX TECH INC |  |  | \*\* | 5633 |
| POST HLDGS INC 6.5% DUE 03-15-2036 | 3/15/2036 | 6.50% | \*\* | 600877 |
| POSTAL REALTY TRUST INC COM USD0.01 CL A |  |  | \*\* | 60638 |
| POSTAL SAVINGS BANK OF CHINA (LOCAL 1658) |  |  | \*\* | 9187569 |
| POTLATCHDELTIC CORPORATION |  |  | \*\* | 9815755 |
| POWELL INDS INC COM |  |  | \*\* | 2031904 |
| POWER ASSETS HLDGS NPV |  |  | \*\* | 187766 |
| POWER CORP CANADA SUB-VTG NPV |  |  | \*\* | 596053 |
| POWER GRID CORP INR10 |  |  | \*\* | 110245 |
| POWERTECH TECHNOLO TWD10 |  |  | \*\* | 660715 |
| PP LONDON SUMATRA IDR100.00 |  |  | \*\* | 85875 |
| PPG IND INC COM |  |  | \*\* | 17991464 |
| PPL CAPITAL FUNDING INC 5.25% 09-01-2034 | 9/1/2034 | 5.25% | \*\* | 559321 |
| PPL CORP COM ISIN US69351T1060 |  |  | \*\* | 7347196 |
| PRA GROUP INC COM |  |  | \*\* | 398998 |
| PRARAM 9 HOSPITAL THB1(NVDR) |  |  | \*\* | 331501 |
| PRAXIS PRECISION MEDICINES INC COM NEW |  |  | \*\* | 2798851 |
| PRECISION 4.375% DUE 06-15-2045 | 6/15/2045 | 4.38% | \*\* | 218342 |
| PRECISION TSUGAMI HKD1 |  |  | \*\* | 600396 |
| PREMIUM GROUP CO L NPV |  |  | \*\* | 25964 |
| PRESIDENT & FELLOWS HARVARD COLLEGE 4.887% 03-15-2030 | 3/15/2030 | 4.89% | \*\* | 5057822 |
| PRICOL LTD INR1 (POST SCHEME) |  |  | \*\* | 130728 |
| PRIMARIS REAL TR UNIT SER A |  |  | \*\* | 1688554 |
| PRIMERICA INC COM |  |  | \*\* | 37721 |
| PRIMORIS SVCS CORP COM |  |  | \*\* | 3375118 |
| PRIN FINL GROUP 3.7% DUE 05-15-2029 | 5/15/2029 | 3.70% | \*\* | 24599 |
| PRINCIPAL FINL GROUP INC COM STK |  |  | \*\* | 48692 |
| PRIORITY TECHNOLOGY HLDGS INC COM |  |  | \*\* | 12361 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PRKCM 2023-AFC4 TR 7.225% DUE 11-25-2058 | 11/25/2058 | 7.22% | \*\* | 886273 |
| PRM TR 2025-PRM6 COML MTG PASSTHRU CTF CL A 4.4803% 07-05-2033 | 7/5/2033 | 4.48% | \*\* | 999114 |
| PRO MEDICUS NPV |  |  | \*\* | 5153136 |
| PROCREDIT HOLDING NPV |  |  | \*\* | 413415 |
| PROCTER & GAMBLE COM NPV |  |  | \*\* | 9150057 |
| PROG HOLDINGS INC COM |  |  | \*\* | 769247 |
| PROGRESS RESDNTL 2.393% DUE 12-17-2040 | 12/17/2040 | 2.39% | \*\* | 1568291 |
| PROGRESS RESDNTL 2.425% DUE 07-17-2038 | 7/17/2038 | 2.42% | \*\* | 1249307 |
| PROGRESS RESDNTL 3.4% DUE 02-17-2042 | 2/17/2042 | 3.40% | \*\* | 970646 |
| PROGRESS RESDNTL 3.4% DUE 04-17-2041 | 4/17/2041 | 3.40% | \*\* | 2385357 |
| PROGRESS RESIDENTIAL 2021-SFR6 TR SINGLEFAMILY RENT PASS 1.524% 07-17-2038 | 7/17/2038 | 1.52% | \*\* | 3631177 |
| PROGRESS RESIDENTIAL 2022-SFR6 TR RENT PASSTHRU CTF CL C 144A 5.195% 07-20-2039 | 7/20/2039 | 5.20% | \*\* | 2004425 |
| PROGRESSIVE CORP OH COM |  |  | \*\* | 54843174 |
| PROLOGIS INC COM |  |  | \*\* | 29492524 |
| PROLOGIS L P 4.75% 01-15-2031 | 1/15/2031 | 4.75% | \*\* | 4190063 |
| PROLOGIS L P 4.875% 06-15-2028 | 6/15/2028 | 4.88% | \*\* | 815197 |
| PROLOGIS L P FIXED 2.125% DUE 10-15-2050 | 10/15/2050 | 2.12% | \*\* | 281076 |
| PROLOGIS L P SR NT 3.375% 12-15-2027 | 12/15/2027 | 3.38% | \*\* | 495853 |
| PROLOGIS LP 3.0% DUE 04-15-2050 | 4/15/2050 | 3.00% | \*\* | 132401 |
| PROLOGIS TARGETED 4.25% DUE 01-15-2031 | 1/15/2031 | 4.25% | \*\* | 298061 |
| PROMOTORA Y OPERADORA DE INFRACOM NPV |  |  | \*\* | 64383 |
| PROSPERITY BANCSHARES INC COM |  |  | \*\* | 1819321 |
| PROTAGONIST THERAPEUTICS INC COM |  |  | \*\* | 420717 |
| PROTECTIVE LIFE GF 5.432% 01-14-2032 | 1/14/2032 | 5.43% | \*\* | 3125159 |
| PROTHENA CORP PLC USD0.01 |  |  | \*\* | 287121 |
| PROTO LABS INC COM |  |  | \*\* | 54587 |
| PROVID HLTH & SVCS 2.746% DUE 10-01-2026 | 10/1/2026 | 2.75% | \*\* | 1486902 |
| PRUDENTIAL FINL INC 3.935% DUE 12-07-2049 | 12/7/2049 | 3.94% | \*\* | 178798 |
| PRUDENTIAL FINL INC COM |  |  | \*\* | 484142 |
| PRUDENTIAL PLC GBP0.05 |  |  | \*\* | 6455146 |
| PRYSMIAN SPA NPV |  |  | \*\* | 1576535 |
| PSG FINANCIAL SERVICES LIMITED |  |  | \*\* | 65625 |
| PSK INC KRW500 |  |  | \*\* | 102743 |
| PT BANK DANAMON 'A' IDR50000 & 'B' IDR500 |  |  | \*\* | 96030 |
| PT BANK NEGARA IND LKD SHS(IDR3750 & IDR187.5) |  |  | \*\* | 84281 |
| PT BUMI RESOURCES MINERALS TBK IDR625 |  |  | \*\* | 387299 |
| PTC INDIA LTD INR10 |  |  | \*\* | 199549 |
| PTC THERAPEUTICS INC COM |  |  | \*\* | 2380586 |
| PTT EXPLORTN & PRD THB1(NVDR) |  |  | \*\* | 3433937 |
| PTT GLOBAL CHEMICAL PUBLIC CO LTD THB10(NVDR) |  |  | \*\* | 18864 |
| PUB SERVICE ENTERPRISE GROUP INC COM |  |  | \*\* | 144058 |
| PUB STORAGE COM |  |  | \*\* | 3968015 |
| PUB SVC ELEC & GAS FIXED 3.65% DUE 09-01-2028 | 9/1/2028 | 3.65% | \*\* | 5113625 |
| PUBLIC JOINT STOCK COMPANY MAGNIT RUB0.01(RUB) |  |  | \*\* | 142617 |
| PUBLIC SERVICE CO OF OKLAHOMA 5.2% 01-15-2035 | 1/15/2035 | 5.20% | \*\* | 70913 |
| PUBLIC SERVICE CO OF OKLAHOMA 5.25% 01-15-2033 | 1/15/2033 | 5.25% | \*\* | 513773 |
| PUBLIC SERVICE COLORADO 5.35% 5-15-2034 | 5/15/2034 | 5.35% | \*\* | 4632271 |
| PUBLIC SERVICE ELECTRIC 4.85% 08-01-2034 | 8/1/2034 | 4.85% | \*\* | 3537810 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PUBLIC SERVICE ENTERPRISE 5.2% 04-01-2029 | 4/1/2029 | 5.20% | \*\* | 200565 |
| PUBLIC SERVICE ENTERPRISE GROUP INC 5.85% DUE 11-15-2027 BEO | 11/15/2027 | 5.85% | \*\* | 1691942 |
| PUBLIC SERVICE ENTERPRISE GROUP INC 1.6%DUE 08-15-2030 BEO | 8/15/2030 | 1.60% | \*\* | 1556988 |
| PUBLIC STORAGE 5.125% 01-15-2029 | 1/15/2029 | 5.12% | \*\* | 562412 |
| PUBLIC SVC CO OKLA 2.2% DUE 08-15-2031 | 8/15/2031 | 2.20% | \*\* | 1776399 |
| PUBLIC SVC CO OKLA 5.45% 01-15-2036 | 1/15/2036 | 5.45% | \*\* | 339114 |
| PUBLIC SVC ENTERPRISE GROUP INC 4.9% 03-15-2030 | 3/15/2030 | 4.90% | \*\* | 2351715 |
| PUBMATIC INC CL A COM CL A COM |  |  | \*\* | 224198 |
| PUGET ENERGY INC 5.725% 03-15-2035 | 3/15/2035 | 5.72% | \*\* | 437032 |
| PUGET ENERGY INC FIXED 2.379% DUE 06-15-2028 | 6/15/2028 | 2.38% | \*\* | 119675 |
| PUGET ENERGY INC SR NT 5.33% 06-15-2034 | 6/15/2034 | 5.33% | \*\* | 5051830 |
| PULTE GROUP INC |  |  | \*\* | 2111 |
| PURE STORAGE INC CL A CL A |  |  | \*\* | 1509601 |
| PUUILO OYJ NPV |  |  | \*\* | 47535 |
| PVH CORP COM USD1 |  |  | \*\* | 831048 |
| PVPTL ASB BK LTD SR MEDIUM TERM NTS BOOK ENTRY 1.625% 10-22-2026 | 10/22/2026 | 1.62% | \*\* | 1963337 |
| PVPTL COMM MORTGAGE TRUST SER 2016-787S CL A BNDS 3.545% 02-10-2036 | 2/10/2036 | 3.54% | \*\* | 1789346 |
| PVPTL DELTA AIR LINES/SKYMILES 4.75% DUE 10-20-2028 | 10/20/2028 | 4.75% | \*\* | 2384635 |
| PVPTL MID-ATLANTIC INTST TRANSMISSION LLC 4.1% DUE 05-15-2028 | 5/15/2028 | 4.10% | \*\* | 1561395 |
| PVT PLBNP PARIBAS SR NON PFD 5.198% 01-10-2030 | 1/10/2030 | 5.20% | \*\* | 1453935 |
| PVTPL 1166 AVE OF THE AMERS COML MTG TR II 2005-C6 COML 5.6896% 10-13-2037 | 10/13/2037 | 5.69% | \*\* | 1046861 |
| PVTPL 37 CAPITAL CLO LTD SR 21-1A CL AR FLTG 10-15-2034 | 10/15/2034 | 5.18% | \*\* | 3002709 |
| PVTPL 37 CAPITAL CLO LTD SR 22-1A CL A1R FLTG RT07-15-2034 | 7/15/2034 | 5.19% | \*\* | 4002907 |
| PVTPL 720 EAST CLO LTD. SR 23-IA CL A1R FLTG RT 04-15-2038 | 4/15/2038 | 5.27% | \*\* | 2809845 |
| PVTPL ABN AMRO BANK N V 5.515% 12-03-2035 | 12/3/2035 | 5.52% | \*\* | 413780 |
| PVTPL AFFIRM INC SR 25-X2 CL A 4.45% 10-15-2030 | 10/15/2030 | 4.45% | \*\* | 1238345 |
| PVTPL AIA GROUP LTD 5.4% 09-30-2054 | 9/30/2054 | 5.40% | \*\* | 192223 |
| PVTPL AIA GROUP LTD GLOBAL MEDIUM TERM NTS BOO 3.2% DUE 09-16-2040 | 9/16/2040 | 3.20% | \*\* | 238503 |
| PVTPL AIB GROUP PLC 5.32% 05-15-2031 | 5/15/2031 | 5.32% | \*\* | 619726 |
| PVTPL AIB GROUP PLC 6.608% 09-13-2029 | 9/13/2029 | 6.61% | \*\* | 5619357 |
| PVTPL AIG GLOBAL FDG SR SECD MEDIUM TERMNTS B 5.75% 07-02-2026 | 7/2/2026 | 5.75% | \*\* | 1648394 |
| PVTPL AIMCO SR 22-17A CL A1R FLTG RT 07-20-2037 | 7/20/2037 | 5.21% | \*\* | 1991863 |
| PVTPL AIR CANADA 2017-1AA PTT 3.3% 07-15-2031 | 7/15/2031 | 3.30% | \*\* | 404262 |
| PVTPL AIR CDA PASS THRU TR 2017-1 PVTPL AIR CANADA BNDS 3.55% DUE 07-15-2031 | 7/15/2031 | 3.55% | \*\* | 250679 |
| PVTPL AIRCASTLE LTD 2.85% DUE 01-26-2028BEO | 1/26/2028 | 2.85% | \*\* | 1749303 |
| PVTPL AIRCASTLE LTD/AIRCASTLE IRELAND 5.25% 03-15-2030 | 3/15/2030 | 5.25% | \*\* | 275829 |
| PVTPL AKER BP ASA 5.125% 10-01-2034 | 10/1/2034 | 5.12% | \*\* | 196014 |
| PVTPL AKER BP ASA 5.8% 10-01-2054 | 10/1/2054 | 5.80% | \*\* | 319237 |
| PVTPL ALIGNED DATA CTRS ISSUER LLC 21-1A CL A2 1.937% DUE 08-15-2046 BEO | 8/15/2046 | 1.94% | \*\* | 2905998 |
| PVTPL ALLIANT ENERGY FIN 5.4% 06-06-2027 | 6/6/2027 | 5.40% | \*\* | 1170776 |
| PVTPL AMERICAN HERITAGE AUTO RECEIVABLES TR SR 24-1A CL A3 4.9% 09-17-2029 | 9/17/2029 | 4.90% | \*\* | 1161827 |
| PVTPL AMERICAN MONEY MANAGEMENT CORP SR 22-27A A1R FLTG RT 01-20-2037 | 1/20/2037 | 4.96% | \*\* | 1697604 |
| PVTPL AMERICAN NATL GLOBAL FDG 4.625%12-15-2028 | 12/15/2028 | 4.62% | \*\* | 3011365 |
| PVTPL AMMC CLO 30 LTD/AMMC CLO 30 LLC SR24-30A CL A1 VAR RT DUE 01-15-2037 | 1/15/2037 | 5.58% | \*\* | 3536722 |
| PVTPL AMSR TRUST 21-SFR2 C 958609% 08-17-2026 | 8/17/2038 | 1.88% | \*\* | 2105889 |
| PVTPL AMSR TRUST SR 21-SFR3 CL A 1.476% 10-17-2038 | 10/17/2038 | 1.48% | \*\* | 2934015 |
| PVTPL ANCHORAGE CAP CLO SR 15-7A CL AR3 FLTG RT 04-28-2037 | 4/28/2037 | 5.42% | \*\* | 8280294 |
| PVTPL ANCHORAGE CR FDG LTD SER 15-1A CL ARV 3.9% 07-28-2037 BEO | 7/28/2037 | 3.90% | \*\* | 817945 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL ANCHORAGE CREDIT FUNDING SR 25-19A CL A 5.036% 10-25-2040 | 10/25/2040 | 5.04% | \*\* | 1472803 |
| PVTPL ANTOFAGASTA PLC 2.375% DUE 10-14-2030/10-14-2020 BEO | 10/14/2030 | 2.38% | \*\* | 271888 |
| PVTPL APEX CR CLO LTD SER 20-1A CLA R FLTG RT 04-20-2035 | 4/20/2035 | 5.33% | \*\* | 2241178 |
| PVTPL APIDOS CLO LTD SER 18-18A CL A1R2 FLTG 01-22-2038 | 1/22/2038 | 5.19% | \*\* | 17055675 |
| PVTPL APIDOS CLO LTD SR 19-32A CL A1R FLTG 01-20-2033 | 1/20/2033 | 4.98% | \*\* | 222870 |
| PVTPL AQUA FIN TR 2021-A SR 21-A CL A 1.54% DUE 07-17-2046 BEO | 7/17/2046 | 1.54% | \*\* | 800213 |
| PVTPL ARBOR RLTY COML REAL ESTATE NTS 2021-FL4 SR 21-FL4 CL A 11-15-2036 | 11/15/2036 | 5.21% | \*\* | 437608 |
| PVTPL ARES CLO LTD SER 25-ALF9A CL A1 FLTG 03-31-2038 | 3/31/2038 | 5.08% | \*\* | 6498794 |
| PVTPL ARES XXVII CLO LTD SR 13 2A CL A-R3 FLTG 10-28-2034 | 10/28/2034 | 5.01% | \*\* | 3901740 |
| PVTPL ARI FLEET LEASE TR SR 24-A CL A2 5.3%11-15-2032 | 11/15/2032 | 5.30% | \*\* | 978451 |
| PVTPL ARI FLEET LEASE TRUST SR 25-B CL A2 4.59% 03-15-2034 | 3/15/2034 | 4.59% | \*\* | 5239236 |
| PVTPL ASHTEAD CAPITAL 2.45% 08-12-2031 | 8/12/2031 | 2.45% | \*\* | 1339994 |
| PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD NT 1.45% 01-08-2026 | 1/8/2026 | 1.45% | \*\* | 499775 |
| PVTPL ATHENE GLOBAL FUNDING 4.86% 08-27-2026 | 3/25/2027 | 5.52% | \*\* | 3613617 |
| PVTPL ATHENE GLOBAL FUNDING 4.95% 01-07-2027 | 1/7/2027 | 4.95% | \*\* | 3305050 |
| PVTPL ATHENE GLOBAL FUNDING 5.033% 07-17-2030 | 7/17/2030 | 5.03% | \*\* | 806683 |
| PVTPL ATHENE GLOBAL FUNDING 5.38% 01-07-2030 | 1/7/2030 | 5.38% | \*\* | 7162866 |
| PVTPL ATLANTIC AVENUE LTD SR 25-4A CL A FLTG RT 10-15-2038 | 10/15/2038 | 5.15% | \*\* | 3211255 |
| PVTPL ATLAS SR LN FD XIV LTD/ATLAS SR LN FD SR 19-14A CL AR VAR RT 07-20-2032 | 7/20/2032 | 5.31% | \*\* | 3793703 |
| PVTPL AVIATION CAPITAL GROUP 5.125% 04-10-2030 | 4/10/2030 | 5.12% | \*\* | 1642382 |
| PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SR 2023-8 CL A 6.02% DUE 02-20-2030 | 2/20/2030 | 6.02% | \*\* | 5451260 |
| PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SRS 20-2 CL A 2.02% DUE 02-20-2027 | 2/20/2027 | 2.02% | \*\* | 825982 |
| PVTPL AVIS BUDGET RENT CAR FDG AESOP LLCSER 21-2A CL A 1.66% DUE 02-20-2028 | 2/20/2028 | 1.66% | \*\* | 17983269 |
| PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP 5.36% 06-20-2030 | 6/20/2030 | 5.36% | \*\* | 3321572 |
| PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP SER 23-3A CL A 5.24% DUE 02-22-2028 | 2/22/2028 | 5.44% | \*\* | 3238363 |
| PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP SER 24-3A CL A 5.23% 12-20-2030 | 12/20/2030 | 5.23% | \*\* | 2475857 |
| PVTPL AVOLON HLDGS FDG LTD 2.528% DUE 11-18-2027 | 11/18/2027 | 2.53% | \*\* | 542034 |
| PVTPL AVOLON HLDGS FDG LTD 4.7% 01-30-2031 | 1/30/2031 | 4.70% | \*\* | 601802 |
| PVTPL AVOLON HLDGS FDG LTD 4.95% 01-15-2028 | 1/15/2028 | 4.95% | \*\* | 560710 |
| PVTPL AVOLON HLDGS FDG LTD 5.15% 01-15-2030 | 1/15/2030 | 5.15% | \*\* | 432412 |
| PVTPL AVOLON HOLDINGS FNDG LTD 4.95% 10-15-2032 | 10/15/2032 | 4.95% | \*\* | 4062119 |
| PVTPL AVOLON HOLDINGS FNDG LTD 5.75% 11-15-2029 | 11/15/2029 | 5.75% | \*\* | 197244 |
| PVTPL AXIS EQUIPMENT FINANCE RECEIVABLESSER 22-2A CL A2 5.3% DUE 06-21-2028 | 6/21/2028 | 5.30% | \*\* | 69442 |
| PVTPL BABSON CLO LTD SR 25-3A CL A1 FLTG RT 03-31-2038 | 3/31/2038 | 5.38% | \*\* | 6272037 |
| PVTPL BACARDI LTD GTD NT 144A 4.7% DUE 05-15-2028/04-30-2018 BEO | 5/15/2028 | 4.70% | \*\* | 1410773 |
| PVTPL BAE SYS PLC 1.9% DUE 02-15-2031/09-15-2020 BEO | 2/15/2031 | 1.90% | \*\* | 355152 |
| PVTPL BAE SYS PLC 5.0% 03-26-2027 | 3/26/2027 | 5.00% | \*\* | 2541574 |
| PVTPL BAE SYS PLC 5.125% 03-26-2029 | 3/26/2029 | 5.12% | \*\* | 730210 |
| PVTPL BAIN CAP CR CLO 2022-2/BAIN CAP CLO 20 SR 22-2A CL A1R VAR RT 4-22-2035 | 4/22/2035 | 5.01% | \*\* | 2300587 |
| PVTPL BAIN CAPITAL CREDIT CLO LIMITED SER 25-1A CL A1 FLTG 04-23-2038 | 4/23/2038 | 5.02% | \*\* | 499668 |
| PVTPL BAIN CAPITAL CREDIT CLO LIMITED SR 18-2A CLA1R FLTG RT 07-19-2031 | 7/19/2031 | 4.96% | \*\* | 199512 |
| PVTPL BAIN CAPITAL CREDIT CLO LIMITED SR20-5A CL ARR FLTG 04-20-2034 | 4/20/2034 | 5.03% | \*\* | 1219750 |
| PVTPL BALLYROCK LTD SR 22-19A CL A1R FLTG RT 04-20-2035 | 4/20/2035 | 4.99% | \*\* | 1149669 |
| PVTPL BANK IRELAND GROUP PLC 5.601% 03-20-2030 | 3/20/2030 | 5.60% | \*\* | 5195080 |
| PVTPL BANK OF IRELAND GROUP 2.029% 09-30-2027 | 9/30/2027 | 2.03% | \*\* | 610244 |
| PVTPL BANQUE FED CRED MUTUEL 5.194% 02-16-2028 | 2/16/2028 | 5.19% | \*\* | 3886787 |
| PVTPL BATTALION CLO LTD SR 25-29A CL A1 FLTG RT 03-31-2038 | 3/31/2038 | 5.68% | \*\* | 6171700 |
| PVTPL BAYER US FINANCE LLC 6.375% 11-21-2030 | 11/21/2030 | 6.38% | \*\* | 642019 |

---

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<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

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| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC 3RD PRTY SECD CL B FLTG 12-18-2036 | 12/16/2036 | 5.80% | \*\* | 4997110 |
| PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC SR SECD NT CL A FLTG 12-18-2036 | 12/16/2036 | 5.20% | \*\* | 283106 |
| PVTPL BEIGNET INV LLC 6.581% 05-30-2049 | 5/30/2049 | 6.58% | \*\* | 53356289 |
| PVTPL BENEFIT STREET PARTNERS CLO LTD SR 20-21A CL A1R2 FLTG 01-15-2039 | 1/15/2039 | 5.16% | \*\* | 2003197 |
| PVTPL BENEFIT STREET PARTNERS CLO LTD SR22-29A CL AR FLTG 01-25-2038 | 1/25/2038 | 5.04% | \*\* | 1649219 |
| PVTPL BIMBO BAKERIES USA INC 5.375% 01-09-2036 | 1/9/2036 | 5.38% | \*\* | 328068 |
| PVTPL BIRCH GROVE CLO LTD SER 25-13A CL A1 FLTG 10-23-2038 | 10/23/2038 | 5.47% | \*\* | 2104816 |
| PVTPL BLUEMOUNTAIN CLO LTD SE 15-3A CL A1R FLTG 04-20-2031 | 4/20/2031 | 5.15% | \*\* | 763895 |
| PVTPL BLUEMOUNTAIN CLO SER 18-2A CLS A VAR RT 08-15-2031 | 8/15/2031 | 5.22% | \*\* | 209695 |
| PVTPL BLUEMOUNTAIN CLO XXII LTD 18-1A CL A-1 FLTG RT 07-15-2031 | 7/15/2031 | 5.25% | \*\* | 173175 |
| PVTPL BMW US CAPITAL LLC 4.15% 08-11-2027 | 8/11/2027 | 4.15% | \*\* | 1156814 |
| PVTPL BMW US CAPITAL LLC 4.5% 08-11-2030 | 8/11/2030 | 4.50% | \*\* | 732203 |
| PVTPL BNP PARIBAS 1.323% 01-13-2027 | 1/13/2027 | 1.32% | \*\* | 3250222 |
| PVTPL BNP PARIBAS 3.052% 01-13-2031 | 1/13/2031 | 3.05% | \*\* | 402691 |
| PVTPL BNP PARIBAS 3.132% 01-20-2033 | 1/20/2033 | 3.13% | \*\* | 913334 |
| PVTPL BNP PARIBAS 5.176% 01-09-2030 | 1/9/2030 | 5.18% | \*\* | 3105381 |
| PVTPL BNP PARIBAS 5.283%11-19-2030 | 11/19/2030 | 5.28% | \*\* | 3682440 |
| PVTPL BNP PARIBAS 5.894% 12-05-2034 | 12/5/2034 | 5.89% | \*\* | 4386318 |
| PVTPL BNP PARIBAS FLTG RT 05-09-2029 | 5/9/2029 | 4.79% | \*\* | 4546695 |
| PVTPL BNP PARIBAS MEDIUM TERM NTS BOOK ENTRY 5.335% 06-12-2029 | 6/12/2029 | 5.34% | \*\* | 5129487 |
| PVTPL BNP PARIBAS SR 2.159% 09-15-2029 | 9/15/2029 | 2.16% | \*\* | 3287124 |
| PVTPL BNP PARIBAS SR NON PFD 1.904% 09-30-2028 | 9/30/2028 | 1.90% | \*\* | 3175717 |
| PVTPL BNP PARIBAS SR NON PFD MED 4.4% 08-14-2028 | 8/14/2028 | 4.40% | \*\* | 1052359 |
| PVTPL BOOZ ALLEN HAMILTON INC 144A 3.875% DUE 09-01-2028 BEO | 9/1/2028 | 3.88% | \*\* | 155145 |
| PVTPL BOSTON GAS CO 5.843% 01-10-2035 | 1/10/2035 | 5.84% | \*\* | 952286 |
| PVTPL BPCE 6.293% 01-14-2036 | 1/14/2036 | 6.29% | \*\* | 834082 |
| PVTPL BPCE SA 5.389% 05-28-2031 | 5/28/2031 | 5.39% | \*\* | 1685941 |
| PVTPL BPCE SA 5.716% 01-18-2030 | 1/18/2030 | 5.72% | \*\* | 5339309 |
| PVTPL BPCE SA 6.027% 05-28-2036 | 5/28/2036 | 6.03% | \*\* | 315271 |
| PVTPL BPCE SA 7.003% 10-19-2034 | 10/19/2034 | 7.00% | \*\* | 724849 |
| PVTPL BQE FEDERATIVE DU CRED.MUTUEL-BFCM 5.538% 01-22-2030 | 1/22/2030 | 5.54% | \*\* | 987765 |
| PVTPL BRITISH AIRWAYS CAPITAL 3.3% 06-15-2034 | 6/15/2034 | 3.30% | \*\* | 101724 |
| PVTPL BRITISH AWYS PASS THRU TR 2018-1A 4.125% 09-20-2031 | 3/20/2033 | 4.12% | \*\* | 245843 |
| PVTPL BRITISH AWYS PASS THRU TR 2018-1AA 3.8% 09-20-2031 | 9/20/2031 | 3.80% | \*\* | 276769 |
| PVTPL BROADCOM INC 3.137% DUE 11-15-2035 BEO | 11/15/2035 | 3.14% | \*\* | 2613876 |
| PVTPL BROADCOM INC AVGO 3.187 11/15/36 3.187% DUE 11-15-2036/09-30-2021 BEO | 11/15/2036 | 3.19% | \*\* | 4503698 |
| PVTPL BROADCOM INC NT 4.926% 05-15-2037 | 5/15/2037 | 4.93% | \*\* | 247314 |
| PVTPL BUSINESS JET SECS 2022-1 LLC SER 22-1A CL A 4.455% 06-15-2037 | 6/15/2037 | 4.46% | \*\* | 952632 |
| PVTPL BX COML MTG TR 2024-XL4 FLTG 02-15-2039 | 2/15/2039 | 5.19% | \*\* | 1889714 |
| PVTPL CADILLAC FAIRVIEW CORP 2.5% DUE 10-15-2031 BEO | 10/15/2031 | 2.50% | \*\* | 1822763 |
| PVTPL CAIXABANK S A 4.634% 07-03-2029 | 7/3/2029 | 4.63% | \*\* | 1301162 |
| PVTPL CAIXABANK S A 5.673% 03-15-2030 | 3/15/2030 | 5.67% | \*\* | 5302558 |
| PVTPL CAIXABANK S A 6.684% 09-13-2027 | 9/13/2027 | 6.68% | \*\* | 595167 |
| PVTPL CAIXABANK SA 5.581% 07-03-2036 | 7/3/2036 | 5.58% | \*\* | 926439 |
| PVTPL CAIXABANK SA 6.037% 06-15-2035 | 6/15/2035 | 6.04% | \*\* | 747707 |
| PVTPL CAMERON LNG LLC 2.902% 07-15-2031 | 7/15/2031 | 2.90% | \*\* | 2659749 |
| PVTPL CAMERON LNG LLC 3.302% DUE 01-15-2035 | 1/15/2035 | 3.30% | \*\* | 100774 |
| PVTPL CANTOR FITZGERALD LP 7.2% 12-12-2028 | 12/12/2028 | 7.20% | \*\* | 743359 |

---

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<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL CAPITAL AUTOMOTIVE REIT SR 23-1A CL A1 5.75% 09-15-2053 | 9/15/2053 | 5.75% | \*\* | 1839210 |
| PVTPL CARLYLE GLOBAL MARKET STRATEGIES SR 17-3A CL A1R2 FLTG RT 10-21-2037 | 10/21/2037 | 5.27% | \*\* | 8384106 |
| PVTPL CARLYLE US CLO 2021-4 LTD CL A-2 FLTG DUE 04-20-2034 BEO | 4/20/2034 | 5.55% | \*\* | 2605149 |
| PVTPL CARVAL CLO LTD SER 24-3A CL A1 FLTG RT 10-20-2037 | 10/20/2037 | 5.27% | \*\* | 842932 |
| PVTPL CASSA DEPOSITI E PRESTIT 5.875% 04-30-2029 | 4/30/2029 | 5.88% | \*\* | 842870 |
| PVTPL CASSA DEPOSITI E PRESTITI 4.375% 10-01-2030 | 10/1/2030 | 4.38% | \*\* | 1300938 |
| PVTPL CDP FINANCIAL INC. DTD 11-25-2025 FLTG RT CP 11-24-2026 |  |  | \*\* | 4499439 |
| PVTPL CF HIPPOLYTA ISSUER LLC SER 20-1 CL A1 1.69% DUE 07-15-2060 BEO | 7/15/2060 | 1.69% | \*\* | 299143 |
| PVTPL CHENIERE ENERGY PARTNERS 5.55% 10-30-2035 | 10/30/2035 | 5.55% | \*\* | 281881 |
| PVTPL CHEVRON PHILLIPS CHEM CO 4.75%05-15-2030 | 5/15/2030 | 4.75% | \*\* | 131777 |
| PVTPL CHILE ELECTRICITY LUX MPC 6.01% 07-20-2024 | 1/20/2033 | 6.01% | \*\* | 375689 |
| PVTPL CIFC FDG LTD SER 22-4A CL AR FLTG 07-16-2035 | 7/16/2035 | 4.98% | \*\* | 799940 |
| PVTPL CIFC FUNDING LTD SER 19-6A CL A2R FLTG RT 07-16-2037 | 7/16/2037 | 5.59% | \*\* | 1595578 |
| PVTPL CITIZENS AUTO RECEIVABLES TR 2023-2 5.74% 10-15-2030 | 10/15/2030 | 5.74% | \*\* | 1477597 |
| PVTPL CLECO POWER LLC 5.3% 01-15-2036 | 1/15/2036 | 5.30% | \*\* | 202074 |
| PVTPL CLYDESDALE ACQUISITION HLDGS INC 6.75% 04-15-2032 | 4/15/2032 | 6.75% | \*\* | 308482 |
| PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL D 144A 5.6896 10/13/2037 | 10/13/2037 | 5.69% | \*\* | 469470 |
| PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL F 144A 5.6896 10/13/2037 | 10/13/2037 | 5.69% | \*\* | 358270 |
| PVTPL CMO ARBOR MULTIFAMILY MTG SECS SER 20-MF1 CL A5 2.7563% DUE 05-15-2053 BEO | 5/15/2053 | 2.76% | \*\* | 1128652 |
| PVTPL CMO ARROYO MTG TR 2022-2 SR 22-2 CL A1 4.95% DUE 07-25-2057 BEO | 7/25/2057 | 4.95% | \*\* | 3260704 |
| PVTPL CMO BBCCRE TRUST SER 2015-GTP CL A 3.966% 08-10-2033 | 8/10/2033 | 3.97% | \*\* | 1024831 |
| PVTPL CMO BENCHMARK 2020-IG3 MTG TR SR 20-IG3 CL A2 2.475% UE 09-15-2048 | 9/15/2048 | 2.48% | \*\* | 2870579 |
| PVTPL CMO BFLD COML MTG TR 2025-5MW BFLD2025-5MW A VAR RT DUE 10-10-2042 BEO | 10/10/2042 | 4.67% | \*\* | 3228730 |
| PVTPL CMO BFLD TRUST SER 24-WRHS CL A FLTG 08-15-2026 | 7/15/2039 | 5.24% | \*\* | 1344565 |
| PVTPL CMO BFLD TRUST SR 24-UNIV CL A FLTG 11-15-2029 | 11/15/2041 | 5.24% | \*\* | 700437 |
| PVTPL CMO BFLD TRUST SR 25-660F CL A FLTG 11-15-2042 | 11/15/2042 | 5.25% | \*\* | 1709794 |
| PVTPL CMO BOCA COML MTG TR SR 25-BOCA CL A FLTG 12-15-2042 | 12/15/2042 | 5.45% | \*\* | 3003747 |
| PVTPL CMO BSPRT ISSUER LTD SR 25-FL12 CL A FLTG 01-17-2043 | 1/17/2043 | 5.12% | \*\* | 997828 |
| PVTPL CMO BX TR SR 24-AIR2 CL A FLTG 10-15-2041 | 10/15/2041 | 5.24% | \*\* | 2472959 |
| PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO | 6/15/2036 | 5.66% | \*\* | 1499065 |
| PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO | 6/15/2036 | 6.21% | \*\* | 1998761 |
| PVTPL CMO BX TR SR 25-LIFE CL A VAR 06-13-2047 | 6/13/2047 | 5.88% | \*\* | 2254113 |
| PVTPL CMO BX TR SR 25-TAIL CL A FLTG RT 06-15-2035 | 6/15/2035 | 5.15% | \*\* | 2000000 |
| PVTPL CMO BX TRUST SR 24-BRBK CL A FLTG 10-15-2041 | 10/15/2041 | 6.61% | \*\* | 990315 |
| PVTPL CMO BX TRUST SR 24-PALM CL A FLTG RT 06-15-2037 | 6/15/2037 | 5.29% | \*\* | 2597774 |
| PVTPL CMO BX TRUST SR 25-GW CL B FLTG RT07-15-2042 | 7/15/2042 | 5.60% | \*\* | 1002480 |
| PVTPL CMO BX TRUST VAR RT DUE 07-15-2029BEO | 6/15/2041 | 5.24% | \*\* | 1794438 |
| PVTPL CMO CIP COML MTG TR 2025-SBAY CIP 25-SBAY VAR RT DUE 10-15-2037 BEO | 10/15/2037 | 5.15% | \*\* | 1851718 |
| PVTPL CMO COLONY MTG CAP LTD SR 19-IKPR CL A FLTG 11-15-2038 | 11/15/2038 | 5.28% | \*\* | 410348 |
| PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SER 2014-USA CL A2 3.953% DUE 09-15-2037 | 9/15/2037 | 3.95% | \*\* | 1837749 |
| PVTPL CMO CSMC 2019-AFC1 TR MTG BACKED NT CL A-1 144A VAR RT DUE 07-25-2049 BEO | 7/25/2049 | 3.57% | \*\* | 837870 |
| PVTPL CMO DBC MORTGAGE TRUST SR 25-DBC CL A FLTG 06-15-2038 | 11/15/2042 | 5.10% | \*\* | 3857977 |
| PVTPL CMO EQUS 2021-EQAZ MTG TR SR 21-EQAZ CL B VAR RT DUE 10-15-2036 BEO | 10/15/2038 | 5.12% | \*\* | 1033314 |
| PVTPL CMO FS RIALTO ISSUER LTD SR 25-FL10 CL A FRN 02-01-2030 | 8/19/2042 | 5.12% | \*\* | 999893 |
| PVTPL CMO GREYSTONE COMMERCIAL REAL ESTATE NOTES SR 25-FL4 CL A FRN 01-15-2043 | 1/15/2043 | 5.23% | \*\* | 2000058 |
| PVTPL CMO GS MTG SECS CORP SER 2017-GPTX CL B 3.103915% FIXED 05-10-2034 | 5/10/2034 | 3.10% | \*\* | 521247 |
| PVTPL CMO HERO FDG 2016-3 NT CL A-1 144A3.07999992371% DUE 09-20-2042 BEO | 9/20/2042 | 3.08% | \*\* | 9587 |
| PVTPL CMO HUDSON YARDS SR 25-SPRL CL A FLTG RT 01-13-2030 | 1/13/2040 | 5.47% | \*\* | 1483584 |

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<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

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| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL CMO J P MORGAN CHASE COML MOTGAGE SECS SER 20-MKST CL A FRN 12-15-2036 BEO | 12/15/2036 | 5.21% | \*\* | 2397600 |
| PVTPL CMO MADISON AVENUE TRUST SR 25-11MD CL A VAR 10-15-2042 | 10/15/2042 | 4.91% | \*\* | 1004704 |
| PVTPL CMO MORGAN STANLEY CAP I TR SR 24-NSTB CL A VAR 09-24-2057 | 9/24/2057 | 3.90% | \*\* | 634822 |
| PVTPL CMO MORGAN STANLEY CAP I TR SRS 20-CNP CL A VAR RT DUE 04-05-2042 | 4/5/2042 | 2.43% | \*\* | 1330414 |
| PVTPL CMO MSDB TR 2017-712F CL A VAR RT DUE 07-11-2039 BEO | 7/11/2039 | 3.32% | \*\* | 6477436 |
| PVTPL CMO NEW ORL HOTEL TR 2019-HNLASER 19-HNLA CLS A VAR RT DUE 04-15-2032 BEO | 4/15/2032 | 4.79% | \*\* | 1788958 |
| PVTPL CMO NEW RESIDENTIAL MTG LN SER 19-RPL3 CL A1 FRN 07-25-2059 BEO | 7/25/2059 | 2.75% | \*\* | 157699 |
| PVTPL CMO NEW RESIDENTIAL MTG LN TR 20-RPL1 CL A-1 VAR RT DUE 11-25-2059 | 11/25/2059 | 2.75% | \*\* | 141460 |
| PVTPL CMO NYC COMMERCIAL MORTGAGE TRUST SR 24-3ELV CL A FLTG RT 08-15-2029 | 8/15/2029 | 5.74% | \*\* | 972821 |
| PVTPL CMO ONE MKT PLAZA TR SER 2017-1MKT CL A 144A 3.6139% 02-10-2032 BEO | 2/10/2032 | 3.61% | \*\* | 4535538 |
| PVTPL CMO PRPM SER 23-NQM3 CL A1 STEP 11-25-2068 | 11/25/2068 | 6.22% | \*\* | 325447 |
| PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 | 2/16/2055 | 3.94% | \*\* | 4016873 |
| PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 BEO | 2/16/2055 | 5.43% | \*\* | 4875696 |
| PVTPL CMO TOWD PT MTG TR 2019-4 SER 19-4CLS A1 VAR RT DUE 07-25-2059 BEO | 10/25/2059 | 2.90% | \*\* | 535381 |
| PVTPL CMO TOWD PT MTG TR 2022-4 TPMT 2022-4 A1 VAR RT DUE 09-25-2062 BEO | 9/25/2062 | 3.75% | \*\* | 6312217 |
| PVTPL CMO TRUST SR 25-ROIC CL A 144A FLTG RT 03-15-2030 | 3/15/2030 | 4.89% | \*\* | 3984457 |
| PVTPL CMO UWM MTG TR 2021-INV3 CL A3 VAR RT DUE 11-25-2051 BEO | 11/25/2051 | 2.50% | \*\* | 1775028 |
| PVTPL CMO VERUS SECURITIZATION TR 2021-3SER 21-3 CL A2 VAR RT DUE 06-25-2066 BEO | 6/25/2066 | 1.28% | \*\* | 684060 |
| PVTPL CMO VERUS SECURITIZATION TRUST SER 23-5 CL A1 STEP UP DUE 06-25-2068 | 6/25/2068 | 6.48% | \*\* | 2024405 |
| PVTPL CMO VMC FIN 2021-FL4 LLC VMC 2021-FL4 C VAR RT DUE 06-16-2036 BEO | 6/16/2036 | 6.10% | \*\* | 966802 |
| PVTPL CMO WFRBS COML MTG TR 2013-C11 COML PASS THRU CTF CL D VAR RT 03-15-45 | 3/15/2045 | 4.07% | \*\* | 351797 |
| PVTPL CMO WSTN TR 2023-MAUI CLA VAR RT 08-05-2027 | 7/5/2037 | 6.30% | \*\* | 2036418 |
| PVTPL CNO GLOBAL FUNDING 4.375% 09-08-2028 | 9/8/2028 | 4.38% | \*\* | 1895937 |
| PVTPL CNO GLOBAL FUNDING 4.7% 12-11-2030 | 12/11/2030 | 4.70% | \*\* | 3006350 |
| PVTPL CNO GLOBAL FUNDING 4.875% 12-10-2027 | 12/10/2027 | 4.88% | \*\* | 5064927 |
| PVTPL CODELCO INC 6.44% 01-26-2036 | 1/26/2036 | 6.44% | \*\* | 650625 |
| PVTPL COLLEGE AVE STUDENT LNS 2023-A LLCSER 23-A CL A1 FLTG RT 05-25-2055 | 5/25/2055 | 5.77% | \*\* | 1931211 |
| PVTPL COLLEGE AVE STUDENT LNS SR 23-B CL A1A 6.5% 06-25-2054 | 6/25/2054 | 6.50% | \*\* | 1796536 |
| PVTPL COLUMBIA PIPELINE GROUP 5.097% 10-01-2031 | 10/1/2031 | 5.10% | \*\* | 269832 |
| PVTPL COLUMBIA PIPELINES HLDG CO LLC 5.681% 01-15-2034 | 1/15/2034 | 5.68% | \*\* | 258052 |
| PVTPL COLUMBIA PIPELINES OPER CO LLC 5.962% 02-15-2055 | 2/15/2055 | 5.96% | \*\* | 642243 |
| PVTPL COLUMBIA PIPELINES OPER CO LLC 6.036% 11-15-2033 | 11/15/2033 | 6.04% | \*\* | 2391309 |
| PVTPL COLUMBIA PIPELINES OPER CO LLC 6.544% 11-15-2053 | 11/15/2053 | 6.54% | \*\* | 363567 |
| PVTPL CONTINENTAL RESOURCES 2.268% 11-15-2026 | 11/15/2026 | 2.27% | \*\* | 1836660 |
| PVTPL COOPERATIEVE RABOBANK U A 5.71% 01-21-2033 | 1/21/2033 | 5.71% | \*\* | 10539986 |
| PVTPL COOPERATIEVE RABOBANK UA 5.447% 03-05-2030 | 3/5/2030 | 5.45% | \*\* | 517057 |
| PVTPL COOPERATIEVE RABOBANK UA 5.564% 02-28-2029 | 2/28/2029 | 5.56% | \*\* | 3201208 |
| PVTPL COREBRIDGE GLOB FUNDING 4.65% 08-20-2027 | 8/20/2027 | 4.65% | \*\* | 3361206 |
| PVTPL COREBRIDGE GLOBAL FUNDING 4.25% 08-21-2028 | 8/21/2028 | 4.25% | \*\* | 1093157 |
| PVTPL COREBRIDGE GLOBAL FUNDING FLTG RT 12-15-2028 | 12/15/2028 | 4.56% | \*\* | 3447649 |
| PVTPL COREVEST AMERN FIN 2019-3 TR SER 19-3 CLS A 2.772% DUE 10-15-2052 BEO | 10/15/2052 | 2.70% | \*\* | 59738 |
| PVTPL COREVEST AMERN FIN 2022-1 TR SR 22-1 CL A VAR RT 12-31-2049 | 6/17/2055 | 4.74% | \*\* | 1066208 |
| PVTPL COTY INC/HFC PRESTIGE/INT US 5.6% 01-15-2031 | 1/15/2031 | 5.60% | \*\* | 302729 |
| PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08-15-2027 | 8/15/2027 | 3.50% | \*\* | 7266306 |
| PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO | 9/15/2026 | 3.35% | \*\* | 1989523 |
| PVTPL CQS US CLO LTD SR 25-5A CL A1 FRN 01-17-2039 | 1/17/2039 | 5.10% | \*\* | 9825814 |
| PVTPL CREDICORP CAPITAL SOCIED 9.7%03-05-2045 | 3/5/2045 | 9.70% | \*\* | 220663 |
| PVTPL CREDIT ACCEP AUTO LN TR 2023-2 SER 23-2A CL A 5.92% 05-16-2033 | 5/16/2033 | 5.92% | \*\* | 759771 |

---

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<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

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| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL CREDIT ACCEP AUTO LN TR SER 23-3A CL A 6.39% 08-15-2033 | 8/15/2033 | 6.39% | \*\* | 707295 |
| PVTPL CREDIT ACCEPTANCE AUTO LOAN TRUST SER 24-1A CL A 5.68% 03-15-2034 | 3/15/2034 | 5.68% | \*\* | 1003725 |
| PVTPL CREDIT ACCEPTANCE AUTO LOAN TRUST SER 24-2A CLS C 6.7% 10-16-2034 | 10/16/2034 | 6.70% | \*\* | 1314967 |
| PVTPL CREDIT AGRICOLE S A 6.316% 10-03-2029 | 10/3/2029 | 6.32% | \*\* | 7670172 |
| PVTPL CREDIT AGRICOLE S A LONDON BRH 1.247% 01-26-2027 | 1/26/2027 | 1.25% | \*\* | 1031836 |
| PVTPL CREDIT AGRICOLE SA 5.222% 05-27-2031 | 5/27/2031 | 5.22% | \*\* | 472663 |
| PVTPL CREDIT AGRICOLE SA 5.23% 01-09-2029 | 1/9/2029 | 5.23% | \*\* | 2257231 |
| PVTPL CREDIT AGRICOLE SA 5.335% 01-10-2030 | 1/10/2030 | 5.34% | \*\* | 1353456 |
| PVTPL CREDIT AGRICOLE SA 5.862% 01-09-2036 | 1/9/2036 | 5.86% | \*\* | 1352581 |
| PVTPL CSL FINANCE PLC 4.75% DUE 04-27-2052 BEO | 4/27/2052 | 4.75% | \*\* | 225176 |
| PVTPL CVS LEASE BACKED PASS THRU CTF 8.353% DUE 07-10-2031 | 7/10/2031 | 8.35% | \*\* | 71751 |
| PVTPL CVS LEASE BACKED PASS THRU SER 2013 TR 4.704 01-10-2036 | 1/10/2036 | 4.70% | \*\* | 190439 |
| PVTPL DANONE NT 144A 2.947% DUE 11-02-2026/11-02-2016 BEO | 11/2/2026 | 2.95% | \*\* | 1997223 |
| PVTPL DANSKE BANK A/S 4.613% 10-02-2030 | 10/2/2030 | 4.61% | \*\* | 587427 |
| PVTPL DANSKE BANK A/S 5.427% 03-01-2028 | 3/1/2028 | 5.43% | \*\* | 5078077 |
| PVTPL DANSKE BANK A/S 5.705% 03-01-2030 | 3/1/2030 | 5.70% | \*\* | 311915 |
| PVTPL DIAMOND ISSUER LLC 2021-1 SECD CL A 2.305% 11-20-2051 | 11/20/2051 | 2.30% | \*\* | 1631538 |
| PVTPL DNB BK ASA 1.535% 05-25-2027 | 5/25/2027 | 1.54% | \*\* | 1424098 |
| PVTPL DNB BK ASA 4.853% 11-05-2030 | 11/5/2030 | 4.85% | \*\* | 370451 |
| PVTPL DNB BK ASA MED TERM NTS BOOK ENTRY 1.605% 03-30-2028 | 3/30/2028 | 1.60% | \*\* | 4855777 |
| PVTPL DOMINICAN REPUBLIC 5.875% 10-28-2035 | 10/28/2035 | 5.88% | \*\* | 300540 |
| PVTPL DOMINOS PIZZA MASTER ISSUER SR 25-1A CL A2II 5.217% 07-25-2055 | 7/25/2055 | 5.22% | \*\* | 14617380 |
| PVTPL DT MIDSTREAM 10YR 144A NEW ISSUE 4.3% 04-15-2032 | 4/15/2032 | 4.30% | \*\* | 367529 |
| PVTPL DUPONT DE NEMOURS INC 4.725% 11-15-2028 | 11/15/2028 | 4.72% | \*\* | 3676197 |
| PVTPL ECMC GROUP STUDENT LN TR SR 17-2A CL A FLTG RT 05-25-2067 | 5/25/2067 | 5.04% | \*\* | 2071873 |
| PVTPL EDF S A 4.875% DUE 09-21-2038 BEO | 9/21/2038 | 4.88% | \*\* | 2337740 |
| PVTPL ELECTRICITE DE FRANCE 5.7% 05-23-2028 | 5/23/2028 | 5.70% | \*\* | 1136986 |
| PVTPL ELECTRICITE DE FRANCE 6.375% 01-13-2055 | 1/13/2055 | 6.38% | \*\* | 209071 |
| PVTPL ELEMENT FLEET MGMT CORP 5.643% 03-13-2027 | 3/13/2027 | 5.64% | \*\* | 1709267 |
| PVTPL ELEMENT FLEET MGMT CORP 6.271% 06-26-2026 | 6/26/2026 | 6.27% | \*\* | 2553532 |
| PVTPL ELEVATION CLO LTD SR 18-3A CL A1R2 FLTG RT 01-25-2035 | 1/25/2035 | 5.16% | \*\* | 3399950 |
| PVTPL ELMWOOD CLO LTD SR 25-3A CL A FLTG RT 03-22-2038 | 3/22/2038 | 5.12% | \*\* | 11517262 |
| PVTPL EMD FIN LLC 4.125% 08-15-2028 | 8/15/2028 | 4.12% | \*\* | 1962972 |
| PVTPL EMPOWER CLO LTD SR 22-1A CL A1R FLTG 10-20-2037 | 10/20/2037 | 5.27% | \*\* | 1254657 |
| PVTPL EMPOWER CLO LTD SR 25-1A CL A FLTG RT 04-20-2038 | 7/20/2038 | 5.19% | \*\* | 1254045 |
| PVTPL ENCORE CAPITAL GROUP INC 6.625%04-15-2031 | 4/15/2031 | 6.62% | \*\* | 402001 |
| PVTPL ENEL FIN INTL N V 4.125% 09-30-2028 | 9/30/2028 | 4.12% | \*\* | 2541393 |
| PVTPL ENEL FIN INTL N V NT 4.75% DUE 05-25-2047 | 5/25/2047 | 4.75% | \*\* | 276933 |
| PVTPL ENEL FINANCE INTERNATIONAL N.V 5.125% 06-26-2029 | 6/26/2029 | 5.12% | \*\* | 1221316 |
| PVTPL ENEL FINANCE INTL NV 2.125% 07-12-2028 | 7/12/2028 | 2.12% | \*\* | 4754300 |
| PVTPL ENGIE S A 5.875% 04-10-2054 | 4/10/2054 | 5.88% | \*\* | 202575 |
| PVTPL ENI S P A 5.5% 05-15-2034 | 5/15/2034 | 5.50% | \*\* | 8368416 |
| PVTPL ENI S P A 5.95% 05-15-2054 | 5/15/2054 | 5.95% | \*\* | 238700 |
| PVTPL ENTERPRISE FLEET FINANCING LLC SER 24-1 CL A3 5.16% 09-20-2030 | 9/20/2030 | 5.16% | \*\* | 146773 |
| PVTPL ENTERPRISE FLEET FINANCING LLC SER24-4 CL A3 4.56% 11-20-2028 | 11/20/2028 | 4.56% | \*\* | 885052 |
| PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-1 CL A2 6.52% 03-20-2030 | 3/20/2030 | 5.23% | \*\* | 2598102 |
| PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-2 CL A2 5.74% 12-20-2026 | 12/20/2026 | 5.74% | \*\* | 331340 |
| PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-2 CL A3 5.61% 04-20-2028 | 4/20/2028 | 5.61% | \*\* | 3559534 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL ENTERPRISE FLEET FINANCING LLC SR 25-2 CL A3 4.41% 06-20-2029 | 6/20/2029 | 4.41% | \*\* | 3110462 |
| PVTPL ENTERPRISE FLEET FING 2023-2 LLC 5.5% 04-22-2030 | 4/22/2030 | 5.50% | \*\* | 169874 |
| PVTPL ENTERPRISE FLEET FING 2023-2 LLC SRS 23-2 CLS A2 5.56% 04-22-2030 | 4/22/2030 | 5.56% | \*\* | 983886 |
| PVTPL ENTERPRISE FLEET FING LLC SR 23-3 CL A2 6.4% 03-20-2030 | 3/20/2030 | 6.40% | \*\* | 1449375 |
| PVTPL EQT CORP SR NT 3.125% 05-15-2026 | 5/15/2026 | 3.12% | \*\* | 551813 |
| PVTPL EQUITABLE AMER GLOBAL 4.7% 09-15-2032 | 9/15/2032 | 4.70% | \*\* | 697451 |
| PVTPL EQUITABLE AMER GLOBAL 4.95% 06-09-2030 | 6/9/2030 | 4.95% | \*\* | 4789868 |
| PVTPL EQUITABLE FINL LIFE 4.6% 04-01-2027 | 4/1/2027 | 4.60% | \*\* | 5455295 |
| PVTPL EXPERIAN FIN PLC 2.75% DUE 03-08-2030 | 3/8/2030 | 2.75% | \*\* | 3246735 |
| PVTPL F G GLOBAL FUNDING 144A 5.875% DUE06-10-2027 BEO | 6/10/2027 | 5.88% | \*\* | 3236947 |
| PVTPL F G GLOBAL FUNDING 5.875% 01-16-2030 | 1/16/2030 | 5.88% | \*\* | 311582 |
| PVTPL F&G GLOBAL FDG 2.0% 09-20-2028 | 9/20/2028 | 2.00% | \*\* | 374843 |
| PVTPL F&G GLOBAL FUNDING 4.65% 09-08-2028 | 9/8/2028 | 4.65% | \*\* | 2465332 |
| PVTPL FED DES CAISSES DESJARDINS QUEBEC 1.2% 10-14-2026 | 10/14/2026 | 1.20% | \*\* | 7835095 |
| PVTPL FED DES CAISSES DESJARDINS QUEBEC 4.55% DUE 08-23-2027 BEO | 8/23/2027 | 4.55% | \*\* | 5053256 |
| PVTPL FIRST INVS AUTO OWNER TR 2023-1 SR 23-1A CL A 6.44% 10-16-2028 | 10/16/2028 | 6.44% | \*\* | 664795 |
| PVTPL FIRSTKEY HOMES SR 22-SFR2 CL B 4.5% 07-17-2027 | 7/17/2039 | 4.50% | \*\* | 3063666 |
| PVTPL FIRSTKEY HOMES TRUST SR 22-SFR1 CL B 4.493% 05-19-2039 | 5/19/2039 | 4.49% | \*\* | 2493431 |
| PVTPL FORD CR AUTO OWN TR 2024-REV1 SR 24-1 CL A STEP UP 08-15-2036 | 8/15/2036 | 4.87% | \*\* | 14481998 |
| PVTPL FORD CR AUTO OWNER TR 2023-REV1 231 CL A 4.85% 08-15-2035 | 8/15/2035 | 4.85% | \*\* | 10722760 |
| PVTPL FORD CR AUTO OWNER TR 2023-REV2 SER 23-2 CL A 5.28% 02-15-2036 | 2/15/2036 | 5.28% | \*\* | 11233077 |
| PVTPL FORD CR FLOORPLAN MASTER OWNER TR SR 24-1 CL A1 5.29% 04-15-2029 | 4/15/2029 | 5.29% | \*\* | 2646111 |
| PVTPL FORD CR FLOORPLAN MASTER OWNER TR SER 24-3 CL A-1 4.3% DUE 09-15-2029 | 9/15/2029 | 4.30% | \*\* | 8871882 |
| PVTPL FORTRESS CR BSL VII LTD SR 21-1A CL A-1-R FLTG 07-23-2032 | 7/23/2032 | 4.95% | \*\* | 956885 |
| PVTPL FOUNDRY JV HOLDCO LLC 6.1% 01-24-2036 | 1/25/2036 | 6.10% | \*\* | 534487 |
| PVTPL FOUNDRY JV HOLDCO LLC 6.3% 01-25-2039 | 1/25/2039 | 6.30% | \*\* | 211611 |
| PVTPL FOUNDRY JV HOLDCO LLC. 5.5% 01-25-2031 | 1/25/2031 | 5.50% | \*\* | 1953192 |
| PVTPL FREEDOM MORTGAGE CORPORATION 9.25%02-01-2029 | 2/1/2029 | 9.25% | \*\* | 731556 |
| PVTPL FREMF MORTGAGE TRUST SER 16-K59 CL B VAR RT 11-25-2049 | 11/25/2049 | 3.56% | \*\* | 175563 |
| PVTPL FREMF MORTGAGE TRUST SER 19-K734 CL B VAR RT 02-25-2051 | 2/25/2051 | 4.17% | \*\* | 1275499 |
| PVTPL FREMF MORTGAGE TRUST SR 19-K97 CL B VAR RT 09-25-2051 | 9/25/2051 | 3.77% | \*\* | 1734018 |
| PVTPL GA GLOBAL FDG 01-06-2027 | 1/6/2027 | 2.25% | \*\* | 147245 |
| PVTPL GA GLOBAL FDG TR 5.5% 01-08-2029 | 1/8/2029 | 5.50% | \*\* | 2056929 |
| PVTPL GA GLOBAL FUNDING TRUST 5.9% 01-13-2035 | 1/13/2035 | 5.90% | \*\* | 1281411 |
| PVTPL GALAXY CLO LTD SER 24-33A CL A1 FLTG RT 04-20-2037 | 4/20/2037 | 5.43% | \*\* | 1735843 |
| PVTPL GENERAL MOTORS CO SER 24-4A CL A1 4.73% 11-15-2029 | 11/15/2029 | 4.73% | \*\* | 2487979 |
| PVTPL GENERAL MOTORS SR 24-1 CL A1 5.13%03-15-2029 | 3/15/2029 | 5.13% | \*\* | 6590419 |
| PVTPL GENERATE CLO 8 LTD/GENERATE SR 8A CL A1R2 FLTG 01-20-2038 | 1/20/2038 | 5.26% | \*\* | 9283456 |
| PVTPL GILDAN ACTIVEWEAR INC 10-07-2030 | 10/7/2030 | 4.70% | \*\* | 891404 |
| PVTPL GLENCORE FDG LLC 6.125% 10-06-2028 | 10/6/2028 | 6.12% | \*\* | 2135471 |
| PVTPL GLENCORE FDG LLC FLTG RT 10-01-2026 | 10/1/2026 | 4.77% | \*\* | 1351147 |
| PVTPL GLENCORE FUNDING LLC 5.186% 04-01-2030 | 4/1/2030 | 5.19% | \*\* | 1543650 |
| PVTPL GLENCORE FUNDING LLC 5.371% 04-04-2029 | 4/4/2029 | 5.37% | \*\* | 2493610 |
| PVTPL GM FINANCIAL REVOLVING RECEIVABLESSER 23-2 CL A 5.77% 08-11-2036 | 8/11/2036 | 5.77% | \*\* | 5774286 |
| PVTPL GM FINL REVOLVING RECEIVABLES TR SER 24-2 CL A 4.52% 03-11-2037 | 3/11/2037 | 4.52% | \*\* | 10998592 |
| PVTPL GM FINL REVOLVING RECEIVABLES TR SR 24-1 CL A 4.9% 12-11-2036 | 12/11/2036 | 4.98% | \*\* | 3909526 |
| PVTPL GOLUB CAP PARTNERS CLO LTD SR 20-48A CL A1R FLTG RT 04-17-2038 | 4/17/2038 | 4.98% | \*\* | 1003295 |
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A 3.74% DUE 10-15-2052 BEO | 10/15/2052 | 3.74% | \*\* | 42444 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL GOODGREEN 2017-2 NT CL A 144A 3.26% DUE 10-15-2053 BEO | 10/15/2053 | 3.26% | \*\* | 87761 |
| PVTPL GOODMAN US FIN FOUR LLC 4.625% DUE05-04-2032 BEO | 5/4/2032 | 4.62% | \*\* | 1978462 |
| PVTPL GOODMAN US FIN THREE LLC 3.7% DUE 03-15-2028 | 3/15/2028 | 3.70% | \*\* | 989724 |
| PVTPL GOODMAN US FINANCE SIX LLC 5.125% 10-07-2034 | 10/7/2034 | 5.12% | \*\* | 377479 |
| PVTPL GPMT 2021-FL3 LTD/GPMT 2021-FL3 LLC SR SECD NT CL A FLTG 07-16-2035 | 7/16/2035 | 5.35% | \*\* | 124954 |
| PVTPL GPMT LTD SR 21-FL4 CL A FLTG RT 11-15-2036 | 12/15/2036 | 5.20% | \*\* | 1802510 |
| PVTPL GREENSAIF PIPELINES BIDCO S A R L 6.1027% 08-23-2042 | 8/23/2042 | 6.10% | \*\* | 2399590 |
| PVTPL GREENSKY HOME IMPT ISSUER TR SER 25-3 CL A2 4.59% 12-27-2060 | 12/27/2060 | 4.59% | \*\* | 271015 |
| PVTPL GREYWOLF CLO I LTD SR 20-3RA CL A1R2 FLTG 04-22-2033 | 4/22/2033 | 5.09% | \*\* | 3485011 |
| PVTPL GUARDIAN LIFE INSURANCE CORP 3.7% 01-22-2070 | 1/22/2070 | 3.70% | \*\* | 67162 |
| PVTPL GUATEMALA REP 6.25% 08-15-2036 | 8/15/2036 | 6.25% | \*\* | 418000 |
| PVTPL HEALTH CARE SERVICE CORP 5.2% 06-15-2029 | 6/15/2029 | 5.20% | \*\* | 435932 |
| PVTPL HERO FDG 2017-3 NT CL A2 3.95% 09-20-2048 | 9/20/2048 | 3.95% | \*\* | 198655 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 4.46% 09-20-2047 BEO | 9/20/2047 | 4.46% | \*\* | 35583 |
| PVTPL HERTZ VEH FING III LLC SR 23-4A CL A 6.15% 03-25-2030 | 3/25/2030 | 6.15% | \*\* | 1047174 |
| PVTPL HILTON GRAND VACATIONS TR SER 25-3EXT CL A 4.56% 10-25-2044 | 10/25/2044 | 4.56% | \*\* | 561758 |
| PVTPL HILTON GRAND VACATIONS TRUST SR 24-2A CL 5.5% 03-25-2038 | 3/25/2038 | 5.50% | \*\* | 918825 |
| PVTPL HPS CORPORATE LENDING FD 5.85% 06-05-2030 | 6/5/2030 | 5.85% | \*\* | 607460 |
| PVTPL HUNGARY REP 6.0% 09-26-2035 | 9/26/2035 | 6.00% | \*\* | 625203 |
| PVTPL HYUNDAI AUTO LEASE SECURITIZAT SR 25-B CL A3 4.53% 04-17-2028 | 4/17/2028 | 4.53% | \*\* | 2214919 |
| PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 1.5% DUE 06-15-2026 | 6/15/2026 | 1.50% | \*\* | 429949 |
| PVTPL HYUNDAI CAPITAL AMERICA 4.25% 09-18-2028 | 9/18/2028 | 4.25% | \*\* | 1821275 |
| PVTPL HYUNDAI CAPITAL AMERICA 4.3% 09-24-2027 | 9/24/2027 | 4.30% | \*\* | 2410842 |
| PVTPL HYUNDAI CAPITAL AMERICA 4.85% 03-25-2027 | 3/25/2027 | 4.85% | \*\* | 3895144 |
| PVTPL HYUNDAI CAPITAL AMERICA 5.3% 03-19-2027 | 3/19/2027 | 5.30% | \*\* | 2358110 |
| PVTPL HYUNDAI CAPITAL AMERICA 5.3% 06-24-2029 | 6/24/2029 | 5.30% | \*\* | 1030088 |
| PVTPL HYUNDAI CAPITAL AMERICA 5.45% 06-24-2026 | 6/24/2026 | 5.45% | \*\* | 949467 |
| PVTPL HYUNDAI CAPITAL AMERICA 5.95% 08-21-2026 | 9/21/2026 | 5.95% | \*\* | 4320631 |
| PVTPL IMPERIAL BRANDS FIN PLC 5.5% 02-01-2030 | 2/1/2030 | 5.50% | \*\* | 3638936 |
| PVTPL IMPERIAL BRANDS FIN PLC GTD SR NT 144A 6.125 DUE 07-27-2027/07-27-2022 BEO | 7/27/2027 | 6.12% | \*\* | 564130 |
| PVTPL INTERNATIONAL FLAVORS & FRAGRANCES 2.3% 11-01-2030 USD | 11/1/2030 | 2.30% | \*\* | 451677 |
| PVTPL INTESA SANPAOLO S P A 7.2% 11-28-2033 | 11/28/2033 | 7.20% | \*\* | 1029558 |
| PVTPL INTESA SANPAOLO S P A 7.8% 11-28-2053 | 11/28/2053 | 7.80% | \*\* | 257288 |
| PVTPL J P MORGAN MTG TR SER 21-14 CL A11 FLTG DUE 05-25-2052 | 5/25/2052 | 4.82% | \*\* | 1361582 |
| PVTPL JACKSON NATL LIFE GLOBAL 4.6% 10-01-2029 | 10/1/2029 | 4.60% | \*\* | 2005660 |
| PVTPL JACKSON NATL LIFE GLOBAL 4.7% 06-05-2028 | 6/5/2028 | 4.70% | \*\* | 5051694 |
| PVTPL JACKSON NATL LIFE GLOBAL 4.9% 01-13-2027 | 1/13/2027 | 4.90% | \*\* | 2436597 |
| PVTPL JAMESTOWN CLO LTD SER 19-14A CL A1RR FLTG 10-20-2034 | 10/20/2034 | 4.92% | \*\* | 6996007 |
| PVTPL JAMESTOWN CLO LTD SR 22-18A CL AR FLTG RT 07-25-2035 | 7/25/2035 | 5.13% | \*\* | 7605164 |
| PVTPL JANE STR GROUP LLC/JSG FIN INC 6.125% 11-01-2032 | 11/1/2032 | 6.12% | \*\* | 407058 |
| PVTPL JBS USA HLDG LUX S A R L/JBS USA FOOD C 5.5% 01-15-2036 | 1/15/2036 | 5.50% | \*\* | 406722 |
| PVTPL JBS USA HLDG LUX S A R L/JBS USA FOOD C 6.375% 04-15-2066 | 4/15/2066 | 6.38% | \*\* | 353465 |
| PVTPL JBS USA HOLD/FOOD GRP/CO 6.25% 03-01-2056 | 3/1/2056 | 6.25% | \*\* | 393627 |
| PVTPL JBS USA SARL/FOOD/GRP 5.95% 04-20-2035 | 4/20/2035 | 5.95% | \*\* | 179000 |
| PVTPL JBS USA SARL/FOOD/GRP 6.375% 02-25-2055 | 2/25/2055 | 6.38% | \*\* | 662915 |
| PVTPL JERSEY CENTRAL POWER & LIGHT CO 4.15% 01-15-2029 | 1/15/2029 | 4.15% | \*\* | 1618203 |
| PVTPL KBC GROUP NV 4.932% 10-16-2030 | 10/16/2030 | 4.93% | \*\* | 1605280 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

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| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL KBC GROUP NV 5.796% 01-19-2029 | 1/19/2029 | 5.80% | \*\* | 9109878 |
| PVTPL KKR CLO SER 21 CL A FLTG 04-15-2031 | 4/15/2031 | 5.17% | \*\* | 631459 |
| PVTPL KKR FINANCIAL CLO LTD SER 36A CL AR FLTG 10-15-2034 | 10/15/2034 | 5.05% | \*\* | 5798751 |
| PVTPL KKR FINANCIAL CLO LTD SR 42A CL ARFLTG RT 07-20-2034 | 7/20/2034 | 5.03% | \*\* | 4299103 |
| PVTPL KKR GROUP FIN CO LLC 3.25% 12-15-2051 | 12/15/2051 | 3.25% | \*\* | 932347 |
| PVTPL KREF 2022-FL3 LTD CL A FLTG 02-15-2039 | 2/17/2039 | 5.18% | \*\* | 1630770 |
| PVTPL KUWAIT INTL BOND 4.652% 10-09-2035 | 10/9/2035 | 4.65% | \*\* | 199302 |
| PVTPL LCM 31 LTD SR SECD NT CL A-R FLTG 07-20-2034 | 7/20/2034 | 5.16% | \*\* | 2301687 |
| PVTPL LIBERTY MUT GROUP INC 4.569% DUE 02-01-2029 BEO | 2/1/2029 | 4.57% | \*\* | 6712829 |
| PVTPL LIBERTY UTILITIES CO 5.577% 01-31-2029 | 1/31/2029 | 5.58% | \*\* | 611880 |
| PVTPL LINCOLN FINL GLOBAL FDG 4.625% 08-18-2030 | 8/18/2030 | 4.62% | \*\* | 1414629 |
| PVTPL LOANCORE 2021-CRE6 ISSUER LTD SER 21-CRE6 CL A FLTG 11-15-2038 | 11/15/2038 | 5.16% | \*\* | 203181 |
| PVTPL LPL HLDGS INC 4.625% 11-15-2027 | 11/15/2027 | 4.62% | \*\* | 804998 |
| PVTPL LRECS SER 25-CRE1 CL A FLTG 08-19-2043 | 8/19/2043 | 5.50% | \*\* | 7309889 |
| PVTPL LSEG US FINANCE CORP 5.297% 03-28-2034 | 3/28/2034 | 5.30% | \*\* | 620795 |
| PVTPL M&T EQUIPMENT NOTES SER 25-1A CL A2 4.7% 12-16-2027 | 12/16/2027 | 4.70% | \*\* | 423031 |
| PVTPL MACQUARIE AIRFINANCE HLDGS LTD 5.15% 03-17-2030 | 3/17/2030 | 5.15% | \*\* | 405768 |
| PVTPL MACQUARIE GROUP LTD SR MEDIUM 3.763% 11-28-2028 | 11/28/2028 | 3.76% | \*\* | 143908 |
| PVTPL MACQUARIE GROUP LTD SR NT 2.691%06-23-2032 | 6/23/2032 | 2.69% | \*\* | 409671 |
| PVTPL MADISON PARK FUNDING LTD SER 21-39A CL AR FLTG 10-22-2034 | 10/22/2034 | 5.11% | \*\* | 2200577 |
| PVTPL MADISON PARK FUNDING LTD SR 16-22A CL AR2 FLTG RT 01-15-2038 | 1/15/2038 | 5.21% | \*\* | 5108049 |
| PVTPL MADISON PK FDG LXIII LTD/MADISON PK FD SR 23-63A CL A1R VAR RT 07-21-2038 | 7/21/2038 | 5.27% | \*\* | 1445520 |
| PVTPL MADISON PK FDG XXXIII LTD CL A-R FLTG 10-15-2032 | 10/15/2032 | 5.19% | \*\* | 3442403 |
| PVTPL MARATHON CLO LTD SR 21-16A CL A1AR FLTG RT 04-15-2034 | 4/15/2034 | 5.01% | \*\* | 9991872 |
| PVTPL MARBLE PT CLO XVIII LTD SR 20-2A CL A1R2 FLTG RT 03-15-2038 | 3/15/2038 | 5.11% | \*\* | 6500884 |
| PVTPL MARS INC 4.6% 03-01-2028 | 3/1/2028 | 4.60% | \*\* | 7876488 |
| PVTPL MARS INC 4.8% 03-01-2030 | 3/1/2030 | 4.80% | \*\* | 553220 |
| PVTPL MARS INC 5.2% 03-01-2035 | 3/1/2035 | 5.20% | \*\* | 8692608 |
| PVTPL MARS INC 5.65% 05-01-2045 | 5/1/2045 | 5.65% | \*\* | 517580 |
| PVTPL MARS INC 5.7% 05-01-2055 | 5/1/2055 | 5.70% | \*\* | 130036 |
| PVTPL MASSMUTUAL GLOBAL 4.95% 01-10-2030 | 1/10/2030 | 4.95% | \*\* | 5634241 |
| PVTPL MASSMUTUAL GLOBAL FDG II FLTG 08-01-2028 | 8/1/2028 | 4.59% | \*\* | 2380688 |
| PVTPL MASSMUTUAL GLOBAL FUNDIN 5.15%05-30-2029 | 5/30/2029 | 5.15% | \*\* | 2163854 |
| PVTPL MENLO SER 24-1A CL A1 FLTG 01-20-2038 | 1/20/2038 | 5.30% | \*\* | 16566535 |
| PVTPL MERCEDES-BENZ FIN NORTH AMER LLC 4.8% 11-13-2026 | 11/13/2026 | 4.80% | \*\* | 1114739 |
| PVTPL MERITAGE HOMES CORP 3.875% 04-15-2029 | 4/15/2029 | 3.88% | \*\* | 3936176 |
| PVTPL MET TOWER GLOBAL FUNDING 4.0% 10-01-2027 | 10/1/2027 | 4.00% | \*\* | 676352 |
| PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE SER 24-FL15 CL A FLTG RT 08-18-2041 | 8/18/2041 | 5.42% | \*\* | 1503004 |
| PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE SR 22-FL8 CL A FLTG 02-19-2037 | 2/19/2037 | 5.08% | \*\* | 3245322 |
| PVTPL MGM CHINA HLDGS LTD 7.125% 06-26-2031 | 6/26/2031 | 7.12% | \*\* | 1480730 |
| PVTPL MILOS CLO LTD/MILOS CLO LLC SR 17-1A CL AR FLTG 10-20-2030 | 10/20/2030 | 5.22% | \*\* | 1536458 |
| PVTPL MMAF EQUIPMENT FINANCE LLC SR 24-ACL A3 4.95% 07-14-2031 | 7/14/2031 | 4.95% | \*\* | 775704 |
| PVTPL MMAF EQUIPMENT FINANCE LLC SR 25-ACL A3 5.45% 08-13-2032 | 8/13/2032 | 4.82% | \*\* | 1945282 |
| PVTPL MOLEX ELECTR TECHNOLOGIES LLC 4.75% 04-30-2028 | 4/30/2028 | 4.75% | \*\* | 531831 |
| PVTPL MONONGAHELA PWR CO 3.55% DUE 05-15-2027 BEO | 5/15/2027 | 3.55% | \*\* | 2286322 |
| PVTPL MRCD MORTGAGE TRUST SER 19-PARK CL A 2.71752% 12-15-2036 | 12/15/2036 | 2.72% | \*\* | 420000 |
| PVTPL MVW OWNER TRUST SER 19-2A CL B 2.44% 10-20-2038 | 10/20/2038 | 2.44% | \*\* | 134871 |
| PVTPL NATIONWIDE BLDG 5.537% 07-14-2036 | 7/14/2036 | 5.54% | \*\* | 413879 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL NATIONWIDE BLDG SOC SR NON-PFD 6.557% 10-18-2027 | 10/18/2027 | 6.56% | \*\* | 5094514 |
| PVTPL NATWEST MARKETS PLC FLTG RT 03-21-2030 | 3/21/2030 | 4.89% | \*\* | 1213140 |
| PVTPL NATWEST MKTS PLC 5.41% DUE 05-17-2029 BEO | 5/17/2029 | 5.41% | \*\* | 918584 |
| PVTPL NAVIENT PRIVATE ED LN TR 2020-A NTCL A-2B VAR RT DUE 11-15-2068 | 11/15/2068 | 4.76% | \*\* | 110413 |
| PVTPL NAVIENT PRIVATE ED REFI LN SER 20-BA CL A2 2.12% 01-15-2069 BEO | 1/15/2069 | 2.12% | \*\* | 354454 |
| PVTPL NAVIENT PRIVATE ED REFI LN TR 2019-FA CL A2 2.6% DUE 08-15-2068 | 8/15/2068 | 2.60% | \*\* | 506147 |
| PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-B SER 21-BA CL A .94% 07-15-2069 | 7/15/2069 | 0.94% | \*\* | 354050 |
| PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-F SR 21-FA CL A 1.11% 02-18-2070 | 2/18/2070 | 1.11% | \*\* | 3238177 |
| PVTPL NAVIENT PRIVATE ED REFI LN TR SR 2019-C CL A-2 02-15-2068 | 2/15/2068 | 3.13% | \*\* | 222840 |
| PVTPL NAVIENT PRIVATE ED REFI LN TR SRS 20-HA CL A 1.31% DUE 01-15-2069 | 1/15/2069 | 1.31% | \*\* | 1735455 |
| PVTPL NAVIENT PVT ED LN TR 2015-B NT CL A-3 FLTG RATE 144A VAR RT DUE 07-16-2040 | 7/16/2040 | 5.31% | \*\* | 436518 |
| PVTPL NAVIENT PVT ED REFI LN TR 2020-G SER 20-GA CL A 1.17% DUE 09-16-2069 BEO | 9/16/2069 | 1.17% | \*\* | 880385 |
| PVTPL NAVIENT PVT ED REFI LN TR 2023-A NT CL A 144A 5.51 DUE 10-15-2071BEO | 10/15/2071 | 5.51% | \*\* | 1416383 |
| PVTPL NAVIENT REFINANCE LN TR SR 25-C CL A 4.8% 10-15-2055 | 10/15/2055 | 4.80% | \*\* | 5345482 |
| PVTPL NAVIENT STUDENT LOAN TRUST SER 21-A CL A 0.84% DUE 05-15-2069 BEO | 5/15/2069 | 0.84% | \*\* | 178978 |
| PVTPL NAVIENT STUDENT LOAN TRUST SR 23-BA CL A1A 6.48% 03-15-2072 | 3/15/2072 | 6.48% | \*\* | 529883 |
| PVTPL NBN CO LTD 4.0% 10-01-2027 | 10/1/2027 | 4.00% | \*\* | 1114290 |
| PVTPL NBN CO LTD 4.25% 10-01-2029 | 10/1/2029 | 4.25% | \*\* | 1401136 |
| PVTPL NBN CO LTD 5.75% 10-06-2028 | 10/6/2028 | 5.75% | \*\* | 610545 |
| PVTPL NELNET STUDENT LN TR SER 17-3A CL A FLTG 02-25-2066 | 2/25/2066 | 4.84% | \*\* | 2487116 |
| PVTPL NELNET STUDENT LN TR SER 21-BA CL AFX 1.42% 04-20-2062 | 4/20/2062 | 1.42% | \*\* | 281704 |
| PVTPL NELNET STUDENT LN TR SR 25-BA CL A1B FLTG 05-17-2055 | 5/17/2055 | 5.33% | \*\* | 4745670 |
| PVTPL NELNET STUDENT LOAN TRUST SR 25-AA CL A1B FRN 03-15-2057 | 3/15/2057 | 5.08% | \*\* | 1766391 |
| PVTPL NESTLE CAPITAL CORPORATION 5.1% 03-12-2054 | 3/12/2054 | 5.10% | \*\* | 305317 |
| PVTPL NETFLIX INC 4.875% DUE 06-15-2030/10-25-2019 BEO | 6/15/2030 | 4.88% | \*\* | 1415755 |
| PVTPL NEUBERGER BERMAN LN ADVISERS CLO SR 17-26A CL AR2 FLTG 10-18-2038 | 10/18/2038 | 5.24% | \*\* | 3994252 |
| PVTPL NEW RESIDENTIAL MTG LN TR SER 22-SFR1 CL B 2.849% DUE 02-17-2027 BEO | 2/17/2039 | 2.85% | \*\* | 1958130 |
| PVTPL NEW YORK LIFE GLOBAL FDG 2.35% 07-14-2026 | 7/14/2026 | 2.35% | \*\* | 44643 |
| PVTPL NEW YORK LIFE INS CO 3.75% DUE 05-15-2050 | 5/15/2050 | 3.75% | \*\* | 632678 |
| PVTPL NEW YORK ST ELEC & GAS CORP 5.65% 08-15-2028 | 8/15/2028 | 5.65% | \*\* | 1516065 |
| PVTPL NEW YORK ST ELEC & GAS CORP SR NT 144A 3.25% DUE 12-01-2026/11-29-2016 BEO | 12/1/2026 | 3.25% | \*\* | 96297 |
| PVTPL NEW YORK STATE ELECTRIC & GAS CORP 5.3% 08-15-2034 | 8/15/2034 | 5.30% | \*\* | 2888058 |
| PVTPL NGPL PIPECO LLC 3.25% DUE 07-15-2031 BEO | 7/15/2031 | 3.25% | \*\* | 138152 |
| PVTPL NIAGARA MOHAWK POWER 5.996% 07-03-2055 | 7/3/2055 | 6.00% | \*\* | 264590 |
| PVTPL NIAGARA MOHAWK PWR CORP NEW SR NT 144A 1.96% DUE 06-27-2030/06-25-2020 BEO | 6/27/2030 | 1.96% | \*\* | 902027 |
| PVTPL NISSAN MOTOR ACCEPTANCE CORP 2.75%03-09-2028 | 3/9/2028 | 2.75% | \*\* | 1710291 |
| PVTPL NORTHERN NAT GAS CO DEL SR BD 144A4.3% 01-15-2049 | 1/15/2049 | 4.30% | \*\* | 200880 |
| PVTPL NORTHWESTERN MUT LIFE INS CO 6.17%05-29-2055 | 5/29/2055 | 6.17% | \*\* | 511140 |
| PVTPL NORTHWESTERN MUTUA 3.45% DUE 03-30-2051 BEO | 3/30/2051 | 3.45% | \*\* | 216743 |
| PVTPL NORTHWESTERN MUTUAL GLBL 4.96% 01-13-2030 | 1/13/2030 | 4.96% | \*\* | 2359833 |
| PVTPL NORTHWOODS CAPITAL LTD SR 18-12BA CL AR FLTG RT 06-15-2031 | 6/15/2031 | 4.91% | \*\* | 1990874 |
| PVTPL NRG ENERGY INC 4.734% 10-15-2030 | 10/15/2030 | 4.73% | \*\* | 2608704 |
| PVTPL NRG ENERGY INC 5.407% 10-15-2035 | 10/15/2035 | 5.41% | \*\* | 214836 |
| PVTPL NTT FIN CORP 03/04/2026 1.162% DUE04-03-2026/03-03-2021 BEO | 4/3/2026 | 1.16% | \*\* | 2321317 |
| PVTPL NTT FIN CORP 4.62% 07-16-2028 | 7/16/2028 | 4.62% | \*\* | 1989773 |
| PVTPL NTT FIN CORP 5.502% 07-16-2035 | 7/16/2035 | 5.50% | \*\* | 373446 |
| PVTPL NTT FIN CORP SR NT 144A 4.372% DUE07-27-2027/07-27-2022 BEO | 7/27/2027 | 4.37% | \*\* | 1211457 |
| PVTPL NTT FINANCE CORP 07-16-2030 | 7/16/2030 | 4.88% | \*\* | 203859 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL NTT FINANCE CORP 4.567% 07-16-2027 | 7/16/2027 | 4.57% | \*\* | 3305248 |
| PVTPL NTT FINANCE CORP 5.171% 07-16-2032 | 7/16/2032 | 5.17% | \*\* | 298145 |
| PVTPL OCEAN TRAILS CLO SR 20-8A CL A1R2 FLTG 03-15-2038 | 3/15/2038 | 5.09% | \*\* | 6314627 |
| PVTPL OCP CLO LTD SER 23-26A CL AR FLTG 04-17-2037 | 4/17/2037 | 4.96% | \*\* | 8988599 |
| PVTPL OCTAGON INVESTMENT PARTNERS LTD SR19-2A CL A1R2 FLTG RT 10-15-2033 | 10/15/2033 | 4.99% | \*\* | 6073452 |
| PVTPL OCTAGON INVT PARTNERS 20-3A CL A1R2 FLTG 01-15-2038 | 1/15/2038 | 5.26% | \*\* | 752717 |
| PVTPL OCTANE RECEIVABLES TR 23-1A CL C 6.37% 09-20-2029 | 9/20/2029 | 6.37% | \*\* | 4468618 |
| PVTPL OCTANE RECEIVABLES TRUST SER 23-3ACL A2 6.44% 03-20-2029 | 3/20/2029 | 6.44% | \*\* | 308548 |
| PVTPL OFSI FUND LTD SR 21-10A CL AR FLTGRT 04-20-2034 | 4/20/2034 | 5.15% | \*\* | 2600893 |
| PVTPL OHA CR PARTNERS XI LTD SR 15-11A CL A1R2 FLTG RT 04-20-2037 | 4/20/2037 | 5.34% | \*\* | 486799 |
| PVTPL OHIO EDISON COMPANY 4.95% 12-15-2029 | 12/15/2029 | 4.95% | \*\* | 1197330 |
| PVTPL OMERS FINANCE TRUST 4.375% 03-20-2030 | 3/20/2030 | 4.38% | \*\* | 2692836 |
| PVTPL OMERS FINANCE TRUST 5.5% 11-15-2033 | 11/15/2033 | 5.50% | \*\* | 4048704 |
| PVTPL ONCOR ELEC DELIVERY CO LLC 5.8% 04-01-2055 | 4/1/2055 | 5.80% | \*\* | 383677 |
| PVTPL ONCOR ELECTRIC DELIVERY 4.5% 03-20-2027 | 3/20/2027 | 4.50% | \*\* | 978939 |
| PVTPL ONEMAIN FINL ISSUANCE SRS 20-2A CL B 2.21% DUE 09-14-2035 BEO | 9/14/2035 | 2.21% | \*\* | 1208956 |
| PVTPL ONT TEACHERS CADILLAC FAIRVIEW 4.125% 02-01-2029 | 2/1/2029 | 4.12% | \*\* | 817560 |
| PVTPL OPORTUN FUNDING LLC SR 25-A CL B 5.3% 02-08-2033 | 2/8/2033 | 5.30% | \*\* | 334944 |
| PVTPL OZLM XXIV LTD / OZLM XXIV LLC 20/07/2032 VAR RT DUE 07-20-2032 BEO | 7/20/2032 | 5.31% | \*\* | 1307313 |
| PVTPL PACIFIC LIFE GLOBAL FDG II 4.5% 08-28-2029 | 8/28/2029 | 4.50% | \*\* | 3638661 |
| PVTPL PACIFIC LIFE GLOBAL FDG II FLTG RT 02-04-2027 | 2/4/2027 | 4.39% | \*\* | 1251024 |
| PVTPL PACIFIC LIFE GLOBAL FDG II MEDIUM TERM TR 00802 FLTG 07-10-2028 | 7/10/2028 | 4.75% | \*\* | 3154361 |
| PVTPL PACIFIC LIFE GLOBAL FDG II MTN 4.875% 07-17-2032 | 7/17/2032 | 4.88% | \*\* | 3055987 |
| PVTPL PACIFIC LIFECORP 5.125% 01-30-2043 | 1/30/2043 | 5.12% | \*\* | 237110 |
| PVTPL PALMER SQUARE CLO LTD SR 15-1A CL A1A5 FLTG RT 05-21-2034 | 5/21/2034 | 4.92% | \*\* | 10247265 |
| PVTPL PARK AVENUE INSTITUTIONAL ADVISERS SR 21-1A CL A1AR FRN 01-20-2034 | 1/20/2034 | 4.99% | \*\* | 5797175 |
| PVTPL PARK BLUE CLO LTD SR 22-2A CL A1R FLTG RT 07-20-2037 | 7/20/2037 | 5.30% | \*\* | 682507 |
| PVTPL PENFED AUTO RECEIVABLES OWNER SER 24-A CL A3 4.7% 06-15-2029 | 6/15/2029 | 4.70% | \*\* | 3063515 |
| PVTPL PENNSYLVANIA ELEC CO FIXED 3.6%06-01-2029 BEO | 6/1/2029 | 3.60% | \*\* | 244792 |
| PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-2065 | 11/25/2065 | 4.94% | \*\* | 457277 |
| PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5.55% 05-01-2028 | 5/1/2028 | 5.55% | \*\* | 1831490 |
| PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5.75% 05-24-2026 | 5/24/2026 | 5.75% | \*\* | 4585765 |
| PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 1.7% DUE 06-15-2026 BEO | 6/15/2026 | 1.70% | \*\* | 66231 |
| PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 6.05% 08-01-2028 | 8/1/2028 | 6.05% | \*\* | 2578276 |
| PVTPL PERNOD RICARD S A NT 144A 3.25% DUE 06-08-2026/06-08-2016 BEO | 6/8/2026 | 3.25% | \*\* | 3644822 |
| PVTPL PERU(REPUBLIC OF) 6.15% 08-12-2032 | 8/12/2032 | 0.06% | \*\* | 9044668 |
| PVTPL PFS FING CORP SR 25-B CL A 4.85% 02-15-2030 | 2/15/2030 | 4.85% | \*\* | 3189659 |
| PVTPL PIKES PEAK CLO SER 23-12A CL AR FLTG 04-20-2038 | 4/20/2038 | 5.10% | \*\* | 2494054 |
| PVTPL PORSCHE FINL AUTO SECURITIZATION TR SR 23-1A CLS A4 4.72% 06-23-2031 | 6/23/2031 | 4.72% | \*\* | 1358617 |
| PVTPL PPIB CAP INC C 2.75% 11-02-2027 | 11/2/2027 | 2.75% | \*\* | 246145 |
| PVTPL PRIN LIFE GLOBAL FLTG RT 5.183737% 08-18-2028 | 8/18/2028 | 4.68% | \*\* | 771650 |
| PVTPL PRINCIPAL LIFE GLOBAL FDG II 4.8% 01-09-2028 | 1/9/2028 | 4.80% | \*\* | 4548656 |
| PVTPL PRKCM TRUST SER 23-AFC3 CL A1 6.584% 09-25-2058 | 9/25/2058 | 6.58% | \*\* | 1121518 |
| PVTPL PROGRESS RESIDENTIAL TRUST SER 22-SFR6 CL B 4.997% 07-20-2039 | 7/20/2039 | 5.00% | \*\* | 1003511 |
| PVTPL PROLOGIS TARGETED US 5.25% 01-15-2035 | 1/15/2035 | 5.25% | \*\* | 713642 |
| PVTPL PROLOGIS TARGETED US 5.25% 04-01-2029 | 4/1/2029 | 5.25% | \*\* | 4296866 |
| PVTPL PROLOGIS TARGETED US 5.5% 04-01-2034 | 4/1/2034 | 5.50% | \*\* | 1248619 |
| PVTPL PROTECTIVE LIFE CORP 5.35% 12-15-2035 | 12/15/2035 | 5.35% | \*\* | 3038542 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL PROTECTIVE LIFE GF 5.467% 12-08-2028 | 12/8/2028 | 5.47% | \*\* | 1326601 |
| PVTPL PSP CAPITAL INC 3.75% 10-02-2029 | 10/2/2029 | 3.75% | \*\* | 3000411 |
| PVTPL PT FREEPORT INDONESIA NT 4.763% DUE04-14-2027 | 4/14/2027 | 4.76% | \*\* | 225426 |
| PVTPL QUIKRETE HLDGS INC 6.375% 03-01-2032 | 3/1/2032 | 6.38% | \*\* | 416360 |
| PVTPL RABOBANK NEDERLAND GLOBAL MED TM NT TRANCHE # TR 00088 4.655% 8-22-2028 | 8/22/2028 | 4.66% | \*\* | 3283157 |
| PVTPL RAD CLO 6 LTD/RAD CLO SR 19 6A CL A1R FLTG 10-20-2037 | 10/20/2037 | 5.27% | \*\* | 5111089 |
| PVTPL RECKITT BENCKISER TREAS SVCS BNDS 3.0% DUE 06-26-2027 | 6/26/2027 | 3.00% | \*\* | 6105759 |
| PVTPL REGATTA XVI FUNDING LTD SR 19-2A CL A1R FLTG RT 01-15-2033 | 1/15/2033 | 5.10% | \*\* | 6316336 |
| PVTPL RENEW 2017-1 FDG NT CL A 144A 3.67% DUE 09-20-2052 BEO | 9/20/2052 | 3.67% | \*\* | 19675 |
| PVTPL RENTOKIL TERMINIX LLC 5.0% 04-28-2030 | 4/28/2030 | 5.00% | \*\* | 204621 |
| PVTPL REPSOL E&P CAP MARKETS 5.976% 09-16-2035 | 9/16/2035 | 5.98% | \*\* | 291206 |
| PVTPL RGA GLOBAL FDG 2.7% 01-18-2029 | 1/18/2029 | 2.70% | \*\* | 2195071 |
| PVTPL RISERVA CLO LTD SR 16-3A CL AR3 FLTG 01-18-2034 | 1/18/2034 | 4.93% | \*\* | 3143311 |
| PVTPL ROCC TRUST SER 24-CNTR CL A 5.38834% 11-13-2041 | 11/13/2041 | 5.39% | \*\* | 193876 |
| PVTPL ROCHE HLDGS INC 5.338% 11-13-2028 | 11/13/2028 | 5.34% | \*\* | 557095 |
| PVTPL ROCKFORD TOWER CLO 2018-2 LTD SER 2018-2A CLS A FLTG 10-20-2031 | 10/20/2031 | 5.31% | \*\* | 706142 |
| PVTPL ROCKFORD TOWER CLO LTD SR 2017-3 CL A FLTG DUE 10-20-2030 | 10/20/2030 | 5.34% | \*\* | 99332 |
| PVTPL ROMARK WM-R LTD SER 2018-1A CL A-1 FLTG 04-20-2031 | 4/20/2031 | 5.18% | \*\* | 1665296 |
| PVTPL ROYAL CARIBBEAN CRUISES LTD 5.5% DUE 04-01-2028 BEO | 4/1/2028 | 5.50% | \*\* | 2007937 |
| PVTPL RWE FINANCE US LLC 5.125% 09-18-2035 | 9/18/2035 | 5.12% | \*\* | 388833 |
| PVTPL SAMMONS FINANCIAL GLOBAL 5.05% 01-10-2028 | 1/10/2028 | 5.05% | \*\* | 1422092 |
| PVTPL SAMMONS FINL GLOBAL 4.95% 06-12-2030 | 6/12/2030 | 4.95% | \*\* | 5074402 |
| PVTPL SAMMONS FINL GROUP FLTG DUE 09-02-2027 | 9/2/2027 | 4.67% | \*\* | 3514360 |
| PVTPL SANDSTONE PEAK LTD SR 21-1A CL A1R FLTG RT 10-15-2034 | 10/15/2034 | 5.18% | \*\* | 3300120 |
| PVTPL SANTANDER BANK AUTO CREDIT-LIN SER 24-A CL B 5.622% 06-15-2032 | 6/15/2032 | 5.62% | \*\* | 1652729 |
| PVTPL SANTOS FINANCE LTD 5.75% 11-13-2035 | 11/13/2035 | 5.75% | \*\* | 468428 |
| PVTPL SAUDI ARABIA (KINGDOM OF) 5.75% 01-16-2054 | 1/16/2054 | 5.75% | \*\* | 198049 |
| PVTPL SAUDI ARABIAN OIL CO 5.25% 07-17-2034 | 7/17/2034 | 5.25% | \*\* | 1029159 |
| PVTPL SAUDI ARABIAN OIL CO 6.375% 06-02-2055 | 6/2/2055 | 6.38% | \*\* | 627794 |
| PVTPL SAUDI ARABIAN OIL CO GLOBAL 5.75%07-17-2054 | 7/17/2054 | 5.75% | \*\* | 195107 |
| PVTPL SBA TOWER TR SR 2020-1 CL 1C 1.884% 07-15-2050 | 7/15/2050 | 1.88% | \*\* | 1698104 |
| PVTPL SBNA AUTO LEASE TR SR 24-A CL A4 5.24% 01-22-2029 | 1/22/2029 | 5.24% | \*\* | 286159 |
| PVTPL SCF EQUIPMENT LEASING SR 25-1A CL A3 5.11% 11-21-2033 | 11/21/2033 | 5.11% | \*\* | 495217 |
| PVTPL SCF EQUIPMENT TRUST LLC SER 24-1A CLS A3 5.52% DUE 01-20-2032 | 1/20/2032 | 5.52% | \*\* | 239526 |
| PVTPL SCF EQUIPMENT TRUST LLC SR 25-2A CL A3 4.33% 06-20-2036 | 6/20/2036 | 4.33% | \*\* | 627240 |
| PVTPL SERBIA (REPUBLIC) 6% 06-12-2034 | 6/12/2034 | 6.00% | \*\* | 310657 |
| PVTPL SES GLOBAL AMERS HLDGS GP SR NT 5.3 DUE 03-25-2044 | 3/25/2044 | 5.30% | \*\* | 206852 |
| PVTPL SFS AUTO RECEIVABLES SECURITIZATION TR 2 SER 23-1A CL B 01-22-2030 | 1/22/2030 | 5.71% | \*\* | 512069 |
| PVTPL SFS AUTO RECEIVABLES SECURITIZATION TR 2 SER 23-1A CL C 5.97% 02-20-2031 | 2/20/2031 | 5.97% | \*\* | 822900 |
| PVTPL SFS AUTO RECEIVABLES SECURITIZATIONSR 23-1A CL A4 5.47% 12-20-2029 | 12/20/2029 | 5.47% | \*\* | 4473793 |
| PVTPL SIEMENS FUNDING BV 5.9% 05-28-2065 | 5/28/2065 | 5.90% | \*\* | 209492 |
| PVTPL SIXTH STREET CLO LTD SR 18-12A CL A1R2 FLTG RT 01-17-2039 | 1/17/2039 | 4.87% | \*\* | 6508514 |
| PVTPL SLAM LLC SR 25-1A CL A 5.807% 05-15-2050 | 5/15/2050 | 5.81% | \*\* | 2078676 |
| PVTPL SLM STUD LN TR 2004-3 STUD LN BKD NT CL 144A A-6B VAR RT DUE 10-25-2064 | 10/25/2064 | 5.12% | \*\* | 1944376 |
| PVTPL SMB PRIVATE ED LN TR 2014-A SER 23-B CL A1B FLTG RT 10-16-2056 | 10/16/2056 | 5.78% | \*\* | 843818 |
| PVTPL SMB PRIVATE ED LN TR 2020-B VAR RTDUE 07-15-2053 BEO | 7/15/2053 | 4.96% | \*\* | 3309978 |
| PVTPL SMB PRIVATE ED LN TR SE 2018-A CLA-2B FLTG RATE DUE 02-15-2036 | 2/15/2036 | 4.66% | \*\* | 62089 |
| PVTPL SMB PRIVATE ED LN TR SER 17-B CL A-2B FLTG RATE 10-15-2035 | 10/15/2035 | 4.61% | \*\* | 13183 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL SMB PRIVATE ED LN TR SER 20-A CL 2A2 2.23% 09-15-2037 BEO | 9/15/2037 | 2.23% | \*\* | 371428 |
| PVTPL SMB PRIVATE ED LN TR SER 24-C CL A1A 5.5% 06-17-2052 | 6/17/2052 | 5.50% | \*\* | 2748199 |
| PVTPL SMB PRIVATE EDUACATION LN TR 2023-C NT CL A-1A 5.67% 11-15-2052 | 11/15/2052 | 5.67% | \*\* | 565052 |
| PVTPL SMB PRIVATE EDUCATION LOAN TRUST 20SR 23-A CLS A1B 01-15-2053 | 1/15/2053 | 5.48% | \*\* | 1091930 |
| PVTPL SMB PRIVATE EDUCATION LOAN TRUST SER 24-E CL A1A 5.09% 10-16-2056 | 10/16/2056 | 5.09% | \*\* | 1667861 |
| PVTPL SMB PRIVATE EEDUCATION LN TR SER 24-A CL A1B 03-15-2056 | 3/15/2056 | 5.43% | \*\* | 1545203 |
| PVTPL SMB PVT ED LN TR 2022-C DUE 05-16-2050 BEO | 5/16/2050 | 5.83% | \*\* | 1194863 |
| PVTPL SMBC AVIATION CAP FIN DAC 5.7% 07-25-2033 | 7/25/2033 | 5.70% | \*\* | 3138630 |
| PVTPL SMITHFIELD FOODS INC 4.25% 02-01-2027 | 2/1/2027 | 4.25% | \*\* | 4155906 |
| PVTPL SOCIAL PROFESSIONAL LOAN PROGRAM LLC SR 21-B CL AFX 1.14% 02-15-2047 | 2/15/2047 | 1.14% | \*\* | 2321081 |
| PVTPL SOCIETE GENERALE 2.889% 06-09-2032/ | 6/9/2032 | 2.89% | \*\* | 371474 |
| PVTPL SOCIETE GENERALE 4.027% 01-21-2043 | 1/21/2043 | 4.03% | \*\* | 169757 |
| PVTPL SOCIETE GENERALE 5.249% 05-22-2029 | 5/22/2029 | 5.25% | \*\* | 7316158 |
| PVTPL SOCIETE GENERALE 5.5% 04-13-2029 | 4/13/2029 | 5.50% | \*\* | 4205160 |
| PVTPL SOCIETE GENERALE 6.066% 01-19-2035 | 1/19/2035 | 6.07% | \*\* | 1057181 |
| PVTPL SOCIETE GENERALE MEDIUM TERM NTS BOOK EN DUE 01-10-2034/01-10-2023 BEO | 1/10/2034 | 6.69% | \*\* | 2290257 |
| PVTPL SOFI CONSUMER LN PROGRAM 2025-1 SR25-1 CL B 5.12% DUE 02-27-2034 BEO | 2/27/2034 | 5.12% | \*\* | 1365127 |
| PVTPL SOFI CONSUMER LOAN PROGRAM SR 25-4CL A 4.24% 08-25-2035 | 8/25/2035 | 4.24% | \*\* | 4032368 |
| PVTPL SOFI PROFESSIONAL LN PROGRAM SER 19-C CL A2FX 2.8% 11-16-2048 | 11/16/2048 | 2.37% | \*\* | 470875 |
| PVTPL SOFI PROFESSIONAL LN PROGRAM SR 20-A CL A2FX 2.54% 05-15-2046 | 5/15/2046 | 2.54% | \*\* | 1451247 |
| PVTPL SOLRR AIRCRAFT 2021-1 LTD/SOLRR AIRCRA SR 21-1 CL A 2.636% 10-15-2046 | 10/15/2046 | 2.64% | \*\* | 2124609 |
| PVTPL SOUND POINT CLO LTD SR 20-3A CLA1RFLTG RT 01-25-2032 | 1/25/2032 | 5.14% | \*\* | 920727 |
| PVTPL SOUND POINT CLO LTD SR 21-1A CL B1R FLTG 04-25-2034 | 4/25/2034 | 5.51% | \*\* | 1451573 |
| PVTPL SOUND POINT CLO XX LTD (US) SER 18-2A CLS A FLTG RT 07-26-2031 | 7/26/2031 | 5.22% | \*\* | 209706 |
| PVTPL SOUND PT CLO LTD SER 17-4A CL A1 FLTG RATE 01-20-2031 BEO | 1/21/2031 | 5.27% | \*\* | 202761 |
| PVTPL SP POWERASSETS LTD GLOBAL MEDIUM TERM NT 3% DUE 09-26-2027 BEO | 9/26/2027 | 3.00% | \*\* | 2041816 |
| PVTPL STANDARD CHARTERED PLC 5.545% 01-21-2029 | 1/21/2029 | 5.54% | \*\* | 5075105 |
| PVTPL STANDARD CHARTERED PLC 5.688% 05-14-2028 | 5/14/2028 | 5.69% | \*\* | 2581928 |
| PVTPL STANDARD CHARTERED PLC 6.296% 07-06-2034 | 7/6/2034 | 6.30% | \*\* | 1624454 |
| PVTPL STANDARD CHARTERED PLC 7.767% DUE 11-16-2028/11-16-2022 BEO | 11/16/2028 | 7.77% | \*\* | 2301258 |
| PVTPL STELLANTIS FIN US INC 5.75% 03-18-2030 | 3/18/2030 | 5.75% | \*\* | 516145 |
| PVTPL STELLANTIS FINANCE US INC 2.0% DUE01-29-2027 | 1/29/2027 | 1.71% | \*\* | 583210 |
| PVTPL STREAM INNOVATIONS 2025-1 ISSUER TRUST SR 25-1A CL A 5.05% 09-15-2045 | 9/15/2045 | 5.05% | \*\* | 668859 |
| PVTPL SUMITOMO MITSUI TRUST BANK LTD 5.65% DUE 03-09-2026 | 3/9/2026 | 5.65% | \*\* | 1158875 |
| PVTPL SWEDBANK AB MEDIUM TERM NTS BOOK ENTRY 1 6.136% 09-12-2026 | 9/12/2026 | 6.14% | \*\* | 615389 |
| PVTPL SYMPHONY CLO LTD SR 20-22A CL A1ARFLTG RT 04-18-2033 | 4/18/2033 | 5.06% | \*\* | 4110509 |
| PVTPL SYMPHONY CLO LTD SR 22-32A CL AR FLTG RT 10-23-2035 | 10/23/2035 | 5.42% | \*\* | 2101028 |
| PVTPL SYMPHONY CLO XIX LTD/SYMPHONY CLO XIX SR SECD NT CL A FLTG 04-16-2031 | 4/16/2031 | 5.12% | \*\* | 244467 |
| PVTPL TCW CLO 2019-1 AMR LTD SR 19-1A CLASNR FLTG RT 08-16-2034 | 8/16/2034 | 5.15% | \*\* | 3003509 |
| PVTPL TCW GEM LTD SR 20-1A CL A1R3 FLTG RT 04-20-2034 | 4/20/2034 | 4.93% | \*\* | 7741075 |
| PVTPL TESLA AUTO LEASE TRUST SR 24-B CL A3 4.82% 10-20-2027 | 10/20/2027 | 4.82% | \*\* | 3823556 |
| PVTPL TEXAS EASTN TRANSMISSION LP 3.5% DUE 01-15-2028 BEO | 1/15/2028 | 3.50% | \*\* | 2473342 |
| PVTPL TOWD POINT ASSET TRUST SER21-SL1 CL A2 FLTG 11-20-2061 | 11/20/2061 | 4.55% | \*\* | 499451 |
| PVTPL TOWD PT MTG TR FLTG RT SER 19-HY2 CL A1 12-25-2048 BEO | 5/25/2058 | 4.85% | \*\* | 54924 |
| PVTPL TOWD PT MTG TR SER 18-2 CL A1 VAR 03-25-2058 | 3/25/2058 | 3.25% | \*\* | 34661 |
| PVTPL TOWD PT MTG TR SER 2019-HY3 CL A1A FLTG 12-25-2048 | 10/25/2059 | 4.85% | \*\* | 1421324 |
| PVTPL TOYOTA AUTO LOAN EXTENDED NOTE SER 23-1A CL A 4.93% DUE 06-25-2036 | 6/25/2036 | 4.93% | \*\* | 9082560 |
| PVTPL TOYOTA AUTO LOAN EXTENDED NOTE SR 25-1A CL A 4.65% DUE 05-25-2038 BEO | 5/25/2038 | 4.65% | \*\* | 6022981 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL TOYOTA LEASE OWNER TRUST SER 24-B CL A3 4.21% 09-20-2027 | 9/20/2027 | 4.21% | \*\* | 1101901 |
| PVTPL TOYOTA LEASE OWNER TRUST SR 25-B CL A3 3.96% 11-20-2028 | 11/20/2028 | 3.96% | \*\* | 5614738 |
| PVTPL TRESTLES CLO VIII LTD SR 25-8A CL A1 FLTG RT 06-11-2035 | 6/11/2035 | 5.63% | \*\* | 695761 |
| PVTPL TRIMARAN CAVU LTD SR 19-1A CL A1R FLTG RT 01-20-2037 | 1/20/2037 | 5.07% | \*\* | 7753798 |
| PVTPL TRINITAS CLO LTD SR 21-17A CL AR FLTG10-20-2034 | 10/20/2034 | 5.03% | \*\* | 4199095 |
| PVTPL TRINITAS CLO LTD SR 22-19A CL A1R FLTG RT 10-20-2033 | 10/20/2033 | 4.99% | \*\* | 3479478 |
| PVTPL TRINITAS CLO LTD SR 24-29A CL A FLTG RT 07-23-2037 | 7/23/2037 | 5.35% | \*\* | 1836314 |
| PVTPL TRINITAS CLO XI LTD 19-11A A1RR FLTG 07-15-2034 | 7/15/2034 | 5.09% | \*\* | 17500457 |
| PVTPL UBER TECHNOLOGIES INC 15/08/2029 4.5% DUE 08-15-2029/08-15-2025 BEO | 8/15/2029 | 4.50% | \*\* | 5680699 |
| PVTPL UBS GROUP AG 1.305% 02-02-2027 | 2/2/2027 | 1.30% | \*\* | 2198308 |
| PVTPL UBS GROUP AG 11/02/2032 2.095% DUE02-11-2032/02-11-2031 BEO | 2/11/2032 | 2.10% | \*\* | 696435 |
| PVTPL UBS GROUP AG 3.869% 01-12-2018 | 1/12/2029 | 3.87% | \*\* | 1243208 |
| PVTPL UBS GROUP AG 4.151% 12-23-2029 | 12/23/2029 | 4.15% | \*\* | 4167626 |
| PVTPL UBS GROUP AG 4.194% 04-01-2031 | 4/1/2031 | 4.19% | \*\* | 1695437 |
| PVTPL UBS GROUP AG 4.751% DUE 05-12-2028BEO | 5/12/2028 | 4.75% | \*\* | 5041107 |
| PVTPL UBS GROUP AG 4.988% 08-05-2033 BEO | 8/5/2033 | 4.99% | \*\* | 5079325 |
| PVTPL UBS GROUP AG 5.01% 03-23-2037 | 3/23/2037 | 5.01% | \*\* | 785102 |
| PVTPL UBS GROUP AG 5.379% 09-06-2045 | 9/6/2045 | 5.38% | \*\* | 885490 |
| PVTPL UBS GROUP AG 5.428% 02-08-2030 | 2/8/2030 | 5.43% | \*\* | 1561337 |
| PVTPL UBS GROUP AG 6.301% 09-22-2034 | 9/22/2034 | 6.30% | \*\* | 218526 |
| PVTPL UBS GROUP AG VAR RT 05-14-2032 | 5/14/2032 | 3.09% | \*\* | 4783005 |
| PVTPL UBS GROUP FDG SWITZ AG SR 4.253% DUE 03-23-2028 | 3/23/2028 | 4.25% | \*\* | 5296430 |
| PVTPL VAR ENERGI ASA 7.5% DUE 01-15-2028/11-15-2022 BEO | 1/15/2028 | 7.50% | \*\* | 1588744 |
| PVTPL VENTURE CDO LTD SER 19-36A CL A1AR FLTG 04-20-2032 | 4/20/2032 | 5.28% | \*\* | 1044724 |
| PVTPL VICI PPTYS L P/VICI NT 4.625% DUE 12-01-2029 | 12/1/2029 | 4.62% | \*\* | 3165937 |
| PVTPL VICI PPTYS L P/VICI NT CO INC 3.875% DUE 02-15-2029 BEO | 2/15/2029 | 3.88% | \*\* | 367906 |
| PVTPL VICI PPTYS L P/VICI NT CO INC 4.125% DUE 08-15-2030 | 8/15/2030 | 4.12% | \*\* | 4659843 |
| PVTPL VICI PPTYS L P/VICI NT CO INC 4.5%DUE 01-15-2028 BEO | 1/15/2028 | 4.50% | \*\* | 571281 |
| PVTPL VICI PROPERTIES INC 4.5% 09-01-2026 | 9/1/2026 | 4.50% | \*\* | 4072075 |
| PVTPL VICI PROPERTIES INC 5.75% DUE 02-01-2027 BEO | 2/1/2027 | 5.75% | \*\* | 1263124 |
| PVTPL VISTRA OPERATIONS CO LLC 4.3% DUE 07-15-2029 | 7/15/2029 | 4.30% | \*\* | 3905095 |
| PVTPL VISTRA OPERATIONS CO LLC 3.7% 01-30-2027 | 1/30/2027 | 3.70% | \*\* | 3053444 |
| PVTPL VISTRA OPERATIONS CO LLC 4.3% 10-15-2028 | 10/15/2028 | 4.30% | \*\* | 1922542 |
| PVTPL VISTRA OPERATIONS CO LLC 4.6% 10-15-2030 | 10/15/2030 | 4.60% | \*\* | 2548967 |
| PVTPL VISTRA OPERATIONS CO LLC 5.05% 12-30-2026 | 12/30/2026 | 5.05% | \*\* | 1958881 |
| PVTPL VOLKSWAGEN GROUP AMER FIN LLC 5.65% 09-12-2028 | 9/12/2028 | 5.65% | \*\* | 585784 |
| PVTPL VOLKSWAGEN GROUP AMER FIN LLC 3.2% DUE 09-26-2026 | 9/26/2026 | 3.20% | \*\* | 1998939 |
| PVTPL VOLKSWAGEN GROUP AMER FIN LLC 4.95%08-15-2029 | 8/15/2029 | 4.95% | \*\* | 3001371 |
| PVTPL VOLKSWAGEN GROUP AMER FIN LLC GTD NT 6.45% 11-16-2030 | 11/16/2030 | 6.45% | \*\* | 751707 |
| PVTPL VOLKSWAGEN GROUP AMERICA 4.45% 09-11-2027 | 9/11/2027 | 4.45% | \*\* | 598499 |
| PVTPL VOLKSWAGEN GROUP AMERICA 4.55% 09-11-2028 | 9/11/2028 | 4.55% | \*\* | 356815 |
| PVTPL VOLVO FINANCIAL EQUIPMENT LLC SR 24-1A CL A4 4.29% 07-15-2031 | 7/15/2031 | 4.29% | \*\* | 554004 |
| PVTPL VOLVO FINL EQUIP LLC SER 24-1A CL A3 4.29% 10-16-2028 | 10/16/2028 | 4.29% | \*\* | 602476 |
| PVTPL VOLVO FINL EQUIP LLC SR 25-1A CL A3 4.46% 05-15-2029 | 5/15/2029 | 4.46% | \*\* | 957775 |
| PVTPL WEIR GROUP PLC 5.35% 05-06-2030 | 5/6/2030 | 5.35% | \*\* | 5924063 |
| PVTPL WESTGATE RESORTS SR 24-1A CL A 6.06% 6.06% 01-20-2038 | 1/20/2038 | 6.06% | \*\* | 742906 |
| PVTPL WESTLAKE AUTOMOBILE RECEIVABLE 2023-3 SR 23-3A CL B 5.92% 09-15-2028 | 9/15/2028 | 5.92% | \*\* | 1441407 |
| PVTPL WHEELS FLEET LEASE FDG 1 LLC SR 24-1A CL A1 5.49% 02-18-2039 | 2/18/2039 | 5.49% | \*\* | 1242024 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL WHEELS FLEET LEASE FUNDING 1 LLC SR 25-3A CL A1 0.0% 09-18-2040 | 9/18/2040 | 4.08% | \*\* | 2206109 |
| PVTPL WIND RIVER CLO LTD SR 16-1KRA CL A1R3 FLTG RT 10-15-2034 | 10/15/2034 | 4.96% | \*\* | 1390651 |
| PVTPL WISE CLO 2023-2 LTD/WISE CLO 2023-2 LL SER 23-2A CL A FLTG 01-15-2037 | 1/15/2037 | 5.70% | \*\* | 1753262 |
| PVTPL XSTRATA FIN CDA LTD GTD NT 5.3 DUE10-25-2042 BEO | 10/25/2042 | 5.55% | \*\* | 126145 |
| PVTPL ZAIS ZAIS CLO 13 LTD SR 19-13A CL A1AR FRN 07-15-2032 | 7/15/2032 | 5.20% | \*\* | 452297 |
| PVTPLSAMMONS FINL GROUP 6.875% 04-15-2034 | 4/15/2034 | 6.88% | \*\* | 877271 |
| Q TECHNOLOGY GROUP CO LTD HKD0.01 |  |  | \*\* | 133058 |
| QANTAS AIRWAYS NPV |  |  | \*\* | 2112399 |
| QBE INS GROUP NPV |  |  | \*\* | 9868 |
| QIAGEN NV ORD EUR0.01 (POST REV SPLT) |  |  | \*\* | 5808475 |
| QNITY ELECTRONICS INC COM |  |  | \*\* | 705701 |
| QUAKER CHEM CORP COM |  |  | \*\* | 4589449 |
| QUALCOMM INC 2.15% DUE 05-20-2030 | 5/20/2030 | 2.15% | \*\* | 258090 |
| QUALCOMM INC COM |  |  | \*\* | 3552366 |
| QUANEX BLDG PRODS CORP COM STK |  |  | \*\* | 3297903 |
| QUANTA SVCS INC 2.9% DUE 10-01-2030 | 10/1/2030 | 2.90% | \*\* | 655720 |
| QUANTA SVCS INC 4.3% DUE 08-09-2028 | 8/9/2028 | 4.30% | \*\* | 6812443 |
| QUANTA SVCS INC 4.75% 08-09-2027 | 8/9/2027 | 4.75% | \*\* | 1736089 |
| QUANTA SVCS INC COM |  |  | \*\* | 1749439 |
| QUANTA SVCS INC SR NT 3.05% 10-01-2041 | 10/1/2041 | 3.05% | \*\* | 252516 |
| QUANTA SVCS INC SR NT 5.1% 08-09-2035 | 8/9/2035 | 5.10% | \*\* | 401671 |
| QUANTUMSCAPE CORP COM USD0.0001 CL A |  |  | \*\* | 26925 |
| QUE PROV CDA MEDIUM TERM NTS BOOK ENT TRANCHE # TR 00050 7.14 2-27-26 | 2/27/2026 | 7.14% | \*\* | 522081 |
| QUEBEC PROV CDA 2.75% DUE 04-12-2027 BEO | 4/12/2027 | 2.75% | \*\* | 899050 |
| QUEBEC PROV CDA PROVINCE DE QUEBEC GLOBAL NOTE 7.5% DUE 09-15-2029 BEO | 9/15/2029 | 7.50% | \*\* | 4287771 |
| QUEBEC(PROV OF) 4.45% NTS 01/09/2034 CAD1 | 9/1/2034 | 4.45% | \*\* | 4140775 |
| QUEBECOR INC CLASS'B'SUB-VTG NPV |  |  | \*\* | 852395 |
| QUESS CORP LTD INR10 |  |  | \*\* | 154502 |
| QUEST DIAGNOSTICS INC 2.95% DUE 06-30-2030 BEO | 6/30/2030 | 2.95% | \*\* | 236680 |
| QUEST DIAGNOSTICS INC 4.6% 12-15-2027 | 12/15/2027 | 4.60% | \*\* | 784458 |
| QUEST DIAGNOSTICS INC COM |  |  | \*\* | 1451926 |
| QUINSTREET INC COM STK |  |  | \*\* | 487114 |
| QXO INC COM PAR VALUE $0.00001 NEW |  |  | \*\* | 4153812 |
| R&D COMPUTER CO LTD NPV |  |  | \*\* | 2435 |
| RABOBANK NEDERLAND 1.98% DUE 12-15-2027 | 12/15/2027 | 1.98% | \*\* | 2015229 |
| RADICO KHAITAN INR2 |  |  | \*\* | 165508 |
| RADIUM LIFE TECH C TWD10 |  |  | \*\* | 27406 |
| RADNET INC COM STK |  |  | \*\* | 2557327 |
| RADWARE LTD COM STK |  |  | \*\* | 776854 |
| RAI WAY SPA NPV |  |  | \*\* | 44689 |
| RAIA DROGASIL SA COM NPV |  |  | \*\* | 1416000 |
| RAIFFEISEN BK INTL NPV (REGD) |  |  | \*\* | 2380013 |
| RAINBOW TOURS SA PLN0.10 |  |  | \*\* | 282527 |
| RAITO KOGYO CO LTD NPV |  |  | \*\* | 71265 |
| RALLIS INDIA LTD INR1 |  |  | \*\* | 379872 |
| RALPH LAUREN CORP CL A CL A |  |  | \*\* | 2490475 |
| RAMBUS INC DEL COM |  |  | \*\* | 4752735 |
| RAMELIUS RESOURCES NPV |  |  | \*\* | 466989 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| RANDSTAD N.V. EUR0.10 |  |  | \*\* | 1196546 |
| RANGE RES CORP COM |  |  | \*\* | 259090 |
| RANGER ENERGY SVCS INC COM CL A COM CL A |  |  | \*\* | 51027 |
| RANK GROUP PLC ORD GBP0.1388888 |  |  | \*\* | 129833 |
| RAPID7 INC COM |  |  | \*\* | 904658 |
| RAPT THERAPEUTICS INC COM NEW |  |  | \*\* | 8129 |
| RAS AL KHAIMAH AED1 |  |  | \*\* | 126128 |
| RASAN INFORMATION SAR1 |  |  | \*\* | 738728 |
| RASIYAT HOLDING CO KWD0.10 |  |  | \*\* | 88186 |
| RATEGAIN TRAVEL TE INR1 |  |  | \*\* | 70440 |
| RATOS AB SER'B'NPV |  |  | \*\* | 815209 |
| RAYDIUM SEMI-CONDU TWD10 |  |  | \*\* | 246718 |
| RAYMOND JAMES FNCL INC COM STK |  |  | \*\* | 173598 |
| RAYONIER ADVANCED MATLS INC COM |  |  | \*\* | 192744 |
| RB GLOBAL INC COM NPV |  |  | \*\* | 8223119 |
| RBL BANK LIMITED INR10 |  |  | \*\* | 227815 |
| REALTEK SEMICOND TWD10 |  |  | \*\* | 3517258 |
| REALTY INCOME CORP .75% DUE 03-15-2026 | 3/15/2026 | 0.75% | \*\* | 546277 |
| REALTY INCOME CORP 2.7% 02-15-2032 | 2/15/2032 | 2.70% | \*\* | 904308 |
| REALTY INCOME CORP 3% DUE 01-15-2027 | 1/15/2027 | 3.00% | \*\* | 22796 |
| REALTY INCOME CORP 3.25% DUE 01-15-2031 REG | 1/15/2031 | 3.25% | \*\* | 1624624 |
| REALTY INCOME CORP 3.25% DUE 06-15-2029 | 6/15/2029 | 3.25% | \*\* | 1044978 |
| REALTY INCOME CORP 5.125% 04-15-2035 | 4/15/2035 | 5.12% | \*\* | 173261 |
| REALTY INCOME CORP 5.975% 09-01-2054 | 9/1/2054 | 5.38% | \*\* | 222506 |
| RECHI PRECISION CO LTD TWD10 |  |  | \*\* | 163384 |
| RECKITT BENCK GRP ORD GBP0.10 |  |  | \*\* | 2581500 |
| RECRUIT HLDGS CO L NPV |  |  | \*\* | 8703355 |
| RED RIV BANCSHARES INC COM |  |  | \*\* | 19286 |
| RED ROCK RESORTS INC CL A CL A |  |  | \*\* | 1003900 |
| RED VIOLET INC COM USD0.001 WHEN ISSUED |  |  | \*\* | 643364 |
| REDDIT INC CL A CL A |  |  | \*\* | 2772922 |
| REGAL REXNORD CORPORATION COM STK USD0.01 |  |  | \*\* | 1118210 |
| REGENCY CTRS CORP COM |  |  | \*\* | 1580718 |
| REGENERON PHARMACEUTICALS INC COM |  |  | \*\* | 13092459 |
| REGIS HEALTHCARE LIMITED NPV |  |  | \*\* | 24661 |
| REGIS RESOURCES LT NPV |  |  | \*\* | 2979727 |
| REINET INVESTMENTS ORD NPV |  |  | \*\* | 47639 |
| REINSURANCE GROUP AMER INC COM NEW STK |  |  | \*\* | 5331262 |
| REITMANS(CANADA) CLASS'A'NON VTG NPV |  |  | \*\* | 33148 |
| RELAY THERAPEUTICS INC COM |  |  | \*\* | 9035 |
| RELIANCE INC COM NPV |  |  | \*\* | 669312 |
| RELIANCE INDS INR10(100%DEMAT) |  |  | \*\* | 3736434 |
| RELX CAP INC 4.75% 03-27-2030 | 3/27/2030 | 4.75% | \*\* | 875626 |
| RELX PLC |  |  | \*\* | 10942964 |
| RENAISSANCE RE HLDGS LTD COM |  |  | \*\* | 9653347 |
| RENASANT CORP COM |  |  | \*\* | 4733709 |
| RENAULT SA EUR3.81 |  |  | \*\* | 333167 |
| RENEW WIND ENERGY AP 2 PVT LTD / SR SECDNT 144A 4.5% 07-14-2028 | 7/14/2028 | 4.50% | \*\* | 1726154 |

---

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<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

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| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| REN-REDES ENERGET EUR1(REGD) |  |  | \*\* | 284220 |
| REORG/ANYWHERE MERGER COMPASS 2V1JAT3 01-09-2026 |  |  | \*\* | 16440 |
| REORG/MIND CHANGE DEFINIUM 2G1EAW5 01-15-2026 |  |  | \*\* | 157065 |
| REORG/PINNACLE MERGER PINNACLE 2G16AX5 02 JAN 2026 |  |  | \*\* | 722158 |
| REORG/QIAGEN EXCHANGE QIAGEN 2H19AL5 01-08-2026 |  |  | \*\* | 819533 |
| REORG/SYNOVUS MERGER PINNACLE 2G16AX5 01-02-2026 |  |  | \*\* | 4331427 |
| REP BANCORP INC KY CDT-CL A COM STK |  |  | \*\* | 26561 |
| REP OF SOUTH AFRICA 8.75% 28/02/2048 | 2/28/2048 | 8.75% | \*\* | 92868 |
| REPCO HOME FIN LTD INR10 |  |  | \*\* | 160458 |
| REPLIGEN CORP COM STK USD0.01 |  |  | \*\* | 6940126 |
| REPT BATTERO ENERG CNY1 H |  |  | \*\* | 286170 |
| REPUBLIC OF CHILE 4.34% 03-07-2042 | 3/7/2042 | 4.34% | \*\* | 408940 |
| REPUBLIC OF GUATEMALA 5.375% DUE 04-24-2032 REG | 4/24/2032 | 5.38% | \*\* | 201900 |
| REPUBLIC OF PANAMA SENIOR SECURED TERM LN 05/03/2027 | 3/5/2027 | —% | \*\* | 234420 |
| REPUBLIC OF POLAND 5.5% 03-18-2054 | 3/18/2054 | 5.50% | \*\* | 268146 |
| REPUBLIC OF TURKIYE 7.625% 05-15-2034 | 5/15/2034 | 7.62% | \*\* | 977362 |
| REPUBLIC SVCS INC COM |  |  | \*\* | 2075219 |
| REPUBLICA ORIENT URUGUAY 5.25% T-BOND 09-10-2060 | 9/10/2060 | 5.25% | \*\* | 420075 |
| RESOLUTE MINING NPV |  |  | \*\* | 157662 |
| RESOLUTION FDG CORP FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 04-15-2030 | 4/15/2030 | —% | \*\* | 2008170 |
| RESOURCES CONNECTION INC COM |  |  | \*\* | 83185 |
| REUNERT NPV |  |  | \*\* | 19606 |
| REVOLUTION MEDICINES INC COM |  |  | \*\* | 2923474 |
| REVVITY INC |  |  | \*\* | 39764 |
| REXEL EUR5 |  |  | \*\* | 2277909 |
| REXFORD INDUSTRIAL REALTY INC 5.0% DUE 06-15-2028 | 6/15/2028 | 5.00% | \*\* | 1221215 |
| REYNOLDS AMERN INC FIXED 5.85% DUE 08-15-2045 | 8/15/2045 | 5.85% | \*\* | 384860 |
| RGA GLOBAL FDG 4.35% DUE 08-25-2028 | 8/25/2028 | 4.35% | \*\* | 2556684 |
| RGA GLOBAL FDG 4.6% DUE 11-25-2030 | 11/25/2030 | 4.60% | \*\* | 3001449 |
| RGA GLOBAL FDG 5.448% DUE 05-24-2029 | 5/24/2029 | 5.45% | \*\* | 2381294 |
| RGA GLOBAL FDG MEDIUM TERM SR SECD TRANCHE # TR 00006 5.05% 12-06-2031 | 12/6/2031 | 5.05% | \*\* | 2553326 |
| RH COM |  |  | \*\* | 910978 |
| RHB BANK BHD NPV |  |  | \*\* | 202155 |
| RHEINMETALL AG NPV |  |  | \*\* | 1638985 |
| RHEON AUTO MACHNRY NPV |  |  | \*\* | 24118 |
| RHYTHM PHARMACEUTICALS INC COM |  |  | \*\* | 889395 |
| RIBBON COMMUNICATIONS INC COM STK USD0.0001 |  |  | \*\* | 74261 |
| RICH HONOUR INTERN TWD10 |  |  | \*\* | 15324 |
| RICHWAVE TECHNOLOGY CORPORATION TWD10 |  |  | \*\* | 60152 |
| RICOH CO LTD NPV |  |  | \*\* | 1247378 |
| RINGKJOBING LNDOBK DKK1 |  |  | \*\* | 1332194 |
| RINNAI CORP NPV |  |  | \*\* | 1493100 |
| RIO TINTO FIN USA 5.125% DUE 03-09-2053 | 3/9/2053 | 5.12% | \*\* | 289652 |
| RIO TINTO FIN USA PLC 4.5% 03-14-2028 | 3/14/2028 | 4.50% | \*\* | 483658 |
| RIO TINTO FIN USA PLC 4.875% 03-14-2030 | 3/14/2030 | 4.88% | \*\* | 2360408 |
| RIO TINTO FIN USA PLC 5.75% 03-14-2055 | 3/14/2055 | 5.75% | \*\* | 317116 |
| RIO TINTO FINANCE (USA)PLC 4.375% 03-12-2027 | 3/12/2027 | 4.38% | \*\* | 271829 |
| RIO TINTO ORD GBP0.10 |  |  | \*\* | 6418100 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| RIOT PLATFORMS INC COM NPV |  |  | \*\* | 150089 |
| RISO KAGAKU CORP NPV |  |  | \*\* | 41402 |
| RITHM CAPITAL CORP |  |  | \*\* | 652757 |
| RIYAD BANK SAR10 |  |  | \*\* | 306812 |
| RIYADH CABLES GROUP CO. SAR10 |  |  | \*\* | 973531 |
| RLI CORP COM |  |  | \*\* | 17275 |
| RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A2A' | 6/12/2044 | 4.21% | \*\* | 1918919 |
| RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A3A' | 6/12/2044 | 4.23% | \*\* | 417470 |
| RMAC SECS NO 1 PLC FRN MTG 06/44 EUR REGS'A2C' | 6/12/2044 | 2.18% | \*\* | 309063 |
| ROBERT HALF INC COM USD0.001 |  |  | \*\* | 8472127 |
| ROBINHOOD MKTS INC COM CL A COM CL A |  |  | \*\* | 566179 |
| ROBLOX CORP COM USD0.0001 CL A |  |  | \*\* | 1669785 |
| ROCHE HLDGS AG GENUSSCHEINE NPV |  |  | \*\* | 48849499 |
| ROCKET COS INC CL A CL A |  |  | \*\* | 408612 |
| ROCKET LAB CORP COM |  |  | \*\* | 2725174 |
| ROCKWELL AUTOMATION |  |  | \*\* | 2355430 |
| ROGERS 2.9% DUE 11-15-2026 | 11/15/2026 | 2.90% | \*\* | 141546 |
| ROGERS COMMUNICATIONS INC 3.2% 03-15-2027 | 3/15/2027 | 3.20% | \*\* | 2839625 |
| ROGERS COMMUNICATIONS INC 4.5% 03-15-2042 | 3/15/2042 | 4.50% | \*\* | 372973 |
| ROGERS COMMUNICATIONS INC 5.0% 02-15-2029 | 2/15/2029 | 5.00% | \*\* | 3474492 |
| ROGERS CORP COM |  |  | \*\* | 181309 |
| ROHM CO LTD NPV |  |  | \*\* | 1590520 |
| ROKU INC COM CL A COM CL A |  |  | \*\* | 4898757 |
| ROLLS ROYCE HLDGS ORD GBP0.20 |  |  | \*\* | 21554038 |
| ROMANIA(REP OF) 5.25% MTN 10/03/30 EUR1000 | 3/10/2030 | 5.25% | \*\* | 615614 |
| ROMANIA(REP OF) 5.375% MTN 07/06/33 EUR1000 | 6/7/2033 | 5.38% | \*\* | 2498262 |
| ROPER TECHNOLOGIES INC |  |  | \*\* | 6021719 |
| ROPER TECHNOLOGIES INC 4.2% 09-15-2028 | 9/15/2028 | 4.20% | \*\* | 250780 |
| ROPER TECHNOLOGIES INC 4.25% 09-15-2028 | 9/15/2028 | 4.25% | \*\* | 1098335 |
| ROPER TECHNOLOGIES INC 4.75% 02-15-2032 | 2/15/2032 | 4.75% | \*\* | 187286 |
| ROPER TECHNOLOGIES INC 4.9% 10-15-2034 | 10/15/2034 | 4.90% | \*\* | 64975 |
| ROSNEFT OIL CO RUB0.01(RUB) |  |  | \*\* | 113275 |
| ROSS STORES INC COM |  |  | \*\* | 1027338 |
| ROYAL BANK OF CANADA 4.498% 08-06-2029 | 8/6/2029 | 4.50% | \*\* | 4964128 |
| ROYAL BANK OF CANADA 4.51% 10-18-2027 | 10/18/2027 | 4.51% | \*\* | 3773261 |
| ROYAL BANK OF CANADA 4.715% 03-27-2028 | 3/27/2028 | 4.72% | \*\* | 7975913 |
| ROYAL BANK OF CANADA 4.875% 01-19-2027 | 1/19/2027 | 4.88% | \*\* | 5021847 |
| ROYAL BANK OF CANADA 4.969% 08-02-2030 | 8/2/2030 | 4.97% | \*\* | 363862 |
| ROYAL BANK OF CANADA FLTG 02-04-2031 | 2/4/2031 | 4.94% | \*\* | 501928 |
| ROYAL BANK OF CANADA MTN 4.522% 10-18-2028 | 10/18/2028 | 4.52% | \*\* | 3242808 |
| ROYAL BANK OF CANADA MTN 4.95% 02-01-2029 | 2/1/2029 | 4.95% | \*\* | 224943 |
| ROYAL BK CDA 6% DUE 11-01-2027 | 11/1/2027 | 6.00% | \*\* | 67492 |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK ENTRY 5.2% 07-20-2026 | 7/20/2026 | 5.20% | \*\* | 898319 |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT1.15% 07-14-2026 | 7/14/2026 | 1.15% | \*\* | 456471 |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT3.875% 05-04-2032 | 5/4/2032 | 3.88% | \*\* | 4815487 |
| ROYAL BK CDA MONTREAL QUE COM NPV |  |  | \*\* | 308757 |
| ROYAL BK OF CANADA COM NPV |  |  | \*\* | 1536320 |
| ROYAL CARIBBEAN GROUP COM STK |  |  | \*\* | 283941 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG ORD SH |  |  | \*\* | 15333439 |
| ROYAL GOLD INC COM STK USD0.01 |  |  | \*\* | 785128 |
| ROYAL UNIBREW A/S DKK2 (POST SPLIT) |  |  | \*\* | 93046 |
| ROYALTY PHARMA PLC 4.45% 03-25-2031 | 3/25/2031 | 4.45% | \*\* | 399315 |
| RPM INTL INC |  |  | \*\* | 50128 |
| RR KABEL LTD INR5 |  |  | \*\* | 17731 |
| RTX CORP 5.75% 11-08-2026 | 11/8/2026 | 5.75% | \*\* | 6630446 |
| RTX CORP 6.0% 03-15-2031 | 3/15/2031 | 6.00% | \*\* | 3438793 |
| RTX CORPORATION 2.375% 03-15-2032 | 3/15/2032 | 2.38% | \*\* | 892261 |
| RTX CORPORATION 2.82% 09-01-2051 | 9/1/2051 | 2.82% | \*\* | 513253 |
| RTX CORPORATION 2.25% DUE 07-01-2030 | 7/1/2030 | 2.25% | \*\* | 2508453 |
| RTX CORPORATION 3.125% 05-04-2027 | 5/4/2027 | 3.12% | \*\* | 2000690 |
| RTX CORPORATION 3.5% 03-15-2027 USD | 3/15/2027 | 3.50% | \*\* | 942510 |
| RTX CORPORATION 4.125% 11-16-2028 | 11/16/2028 | 4.12% | \*\* | 2932769 |
| RTX CORPORATION 4.15% 05-15-2045 | 5/15/2045 | 4.15% | \*\* | 167502 |
| RTX CORPORATION 4.35% DUE 04-15-2047 | 4/15/2047 | 4.35% | \*\* | 263535 |
| RTX CORPORATION 5.375% 02-27-2053 | 2/27/2053 | 5.38% | \*\* | 96474 |
| RTX CORPORATION COMSTK |  |  | \*\* | 58048301 |
| RUBIS EUR1.25(POST SPLIT) |  |  | \*\* | 79448 |
| RUBRIK INC COM USD0.000025 CL A |  |  | \*\* | 270586 |
| RUSH ENTERPRISES INC CL A CL A |  |  | \*\* | 5215459 |
| RUSH STREET INTERACTIVE INC COM USD0.0001 CL A |  |  | \*\* | 3818986 |
| RXSIGHT INC COM |  |  | \*\* | 174014 |
| RYDER SYS INC COM |  |  | \*\* | 2728073 |
| RYDER SYSTEM INC 2.85% 03-01-2027 | 3/1/2027 | 2.85% | \*\* | 1539937 |
| RYDER SYSTEM INC 4.9% 12-01-2029 | 12/1/2029 | 4.90% | \*\* | 558840 |
| RYDER SYSTEM INC 4.95% 09-01-2029 | 9/1/2029 | 4.95% | \*\* | 623037 |
| RYDER SYSTEM INC 5.25% 06-01-2028 | 6/1/2028 | 5.25% | \*\* | 2227178 |
| RYDER SYSTEM INC 5.375% 03-15-2029 | 3/15/2029 | 5.38% | \*\* | 648211 |
| RYDER SYSTEM INC 5.5% 06-01-2029 | 6/1/2029 | 5.50% | \*\* | 241626 |
| RYERSON HLDG CORP COM STOCK |  |  | \*\* | 319809 |
| RYMAN HOSPITALITY PPTYS INC COM |  |  | \*\* | 4716807 |
| S & T BANCORP INC COM STK |  |  | \*\* | 377445 |
| S FOODS INC NPV |  |  | \*\* | 67727 |
| S INDIA BK LTD COMSTK |  |  | \*\* | 67606 |
| S&P GLOBAL INC 2.45% 03-01-2027 | 3/1/2027 | 2.45% | \*\* | 1596349 |
| S&P GLOBAL INC 2.7% 03-01-2029 | 3/1/2029 | 2.70% | \*\* | 1102350 |
| S&P GLOBAL INC 2.9% 03-01-2032 | 3/1/2032 | 2.90% | \*\* | 521673 |
| S&P GLOBAL INC COM |  |  | \*\* | 3976910 |
| S.W. AIRL CO COM |  |  | \*\* | 99357 |
| SABIC AGRI-NUTRIEN SAR10 |  |  | \*\* | 151759 |
| SABINE PASS FIXED 4.2% DUE 03-15-2028 | 3/15/2028 | 4.20% | \*\* | 2724262 |
| SABINE PASS LIQUEFACTION LLC 4.5% DUE 05-15-2030 REG | 5/15/2030 | 4.50% | \*\* | 1741673 |
| SABINE PASS LIQUEFACTION LLC 5.0% 03-15-2027 | 3/15/2027 | 5.00% | \*\* | 8812753 |
| SABRA HEALTH CARE REIT INC COM |  |  | \*\* | 29774 |
| SABRA HLTH CARE 3.9% DUE 10-15-2029 | 10/15/2029 | 3.90% | \*\* | 1274163 |
| SAFEHOLD INC NEW COM |  |  | \*\* | 2820 |
| SAFEHOLD OPER PARTNERSHIP LP 2.85% 01-15-2032 | 1/15/2032 | 2.85% | \*\* | 586456 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SAFETY INS GROUP INC COM |  |  | \*\* | 186984 |
| SAFILO GROUP NPV |  |  | \*\* | 148839 |
| SAGILITY LIMITED |  |  | \*\* | 169586 |
| SAIA INC COM STK |  |  | \*\* | 8232875 |
| SAINSBURY(J) ORD GBP0.28571428 |  |  | \*\* | 1896704 |
| SAINT MARC HOLDING NPV |  |  | \*\* | 27530 |
| SAIZERIYA COMPANY NPV |  |  | \*\* | 227248 |
| SAKAI CHEMICAL IND NPV |  |  | \*\* | 28403 |
| SALES TAX SECURITIZATION CORP ILL 3.238%01-01-2042 BEO TAXABLE | 1/1/2042 | 3.24% | \*\* | 6824495 |
| SALESFORCE INC COM USD0.001 |  |  | \*\* | 27428516 |
| SAMPO OYJ/SH CL COMMON STOCK |  |  | \*\* | 634107 |
| SAMSUNG CARD KRW5000 |  |  | \*\* | 32247 |
| SAMSUNG E&A CO LTD KRW5000 |  |  | \*\* | 664111 |
| SAMSUNG ELECTRO-MECHANICS CO KRW5000 009150 |  |  | \*\* | 345712 |
| SAMSUNG ELECTRONIC KRW100 |  |  | \*\* | 29852191 |
| SAMSUNG FIRE & MARINE INS.CO.LTD |  |  | \*\* | 1558397 |
| SAMSUNG SECURITIES KRW5000 |  |  | \*\* | 1287710 |
| SAMTY RESIDENTIAL REIT |  |  | \*\* | 45338 |
| SAN DIEGO CALIF REDEV AGY SUCCESSOR AGY TX ALLOCATION 3.5 09-01-2028 BEO TAXABLE | 9/1/2028 | 3.50% | \*\* | 1302496 |
| SAN DIEGO GAS & ELEC CO 4.95% 08-15-2028 | 8/15/2028 | 4.95% | \*\* | 84067 |
| SAN DIEGO GAS & ELEC CO 5.4% 04-15-2035 | 4/15/2035 | 5.40% | \*\* | 3110411 |
| SAN DIEGO GAS & ELEC CO 5.55% 04-15-2054 | 4/15/2054 | 5.55% | \*\* | 190293 |
| SAN DIEGO GAS & ELECTRIC CO 4.1% 06-15-2049 | 6/15/2049 | 4.10% | \*\* | 436874 |
| SAN-A CO LTD NPV |  |  | \*\* | 809062 |
| SAN-AI OBBLI CO LTD NPV |  |  | \*\* | 20211 |
| SANDFIRE RESOURCES LTD |  |  | \*\* | 2204336 |
| SANDISK CORP COM |  |  | \*\* | 1705101 |
| SANDOZ GROUP AG CHF0.05 |  |  | \*\* | 1030789 |
| SANDS CHINA LTD 4.3% 01-08-2026 | 1/8/2026 | 3.80% | \*\* | 1798520 |
| SANDVIK AB NPV |  |  | \*\* | 1430351 |
| SANGAMO THERAPEUTICS INC COM |  |  | \*\* | 1160 |
| SANIL ELECTRIC CO KRW500 |  |  | \*\* | 960218 |
| SANIONA AB NPV |  |  | \*\* | 234576 |
| SANKI ENGINEERING NPV |  |  | \*\* | 1472124 |
| SANKYO CO LTD NPV |  |  | \*\* | 110235 |
| SANMINA CORP COM |  |  | \*\* | 34516 |
| SANOFI EUR2 |  |  | \*\* | 2033846 |
| SANOFI SPONSORED ADR |  |  | \*\* | 675290 |
| SANTA ANA CALIF PENSION OBLIG 1.665% 08-01-2028 BEO TAXABLE | 8/1/2028 | 1.66% | \*\* | 4256590 |
| SANTA ANA CALIF PENSION OBLIG 1.869% 08-01-2029 BEO TAXABLE | 8/1/2029 | 1.87% | \*\* | 2728655 |
| SANTA ANA CALIF PENSION OBLIG 2.089% 08-01-2030 BEO TAXABLE | 8/1/2030 | 2.09% | \*\* | 1466242 |
| SANTAM LIMITED NPV |  |  | \*\* | 39366 |
| SANTANDER DR AUTO 4.96% DUE 11-15-2028 | 11/15/2028 | 4.96% | \*\* | 2110015 |
| SANTANDER DR AUTO 5% DUE 11-15-2029 | 11/15/2029 | 5.00% | \*\* | 5565599 |
| SANTANDER DR AUTO 5.61% DUE 07-17-2028 | 7/17/2028 | 5.61% | \*\* | 188708 |
| SANTANDER DR AUTO 5.77% DUE 11-15-2030 | 11/15/2030 | 5.77% | \*\* | 2444618 |
| SANTANDER DR AUTO 5.84% DUE 06-17-2030 | 6/17/2030 | 5.84% | \*\* | 5254016 |
| SANTANDER DR AUTO 6.02% DUE 09-15-2028 | 9/15/2028 | 6.02% | \*\* | 1023878 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SANTANDER DR AUTO 6.43% DUE 02-18-2031 | 2/18/2031 | 6.43% | \*\* | 8003342 |
| SANTANDER DR AUTO RECEIVABLES TR 4.49% 09-15-2031 | 9/15/2031 | 4.49% | \*\* | 4803446 |
| SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED CTF CL C 6.69% 03-17-2031 | 3/17/2031 | 6.69% | \*\* | 1359720 |
| SANTANDER DR AUTO RECEIVABLES TR SER 24-4 CL B 4.93% 09-17-2029 | 9/17/2029 | 4.93% | \*\* | 705292 |
| SANTANDER DR AUTO RECEIVABLES TR SR 25-4 CL C 4.66% 01-15-2032 | 1/15/2032 | 4.66% | \*\* | 170443 |
| SANTANDER DRIVE AUTO REC SER 24-1 CL A3 5.25% 04-17-2028 | 4/17/2028 | 5.25% | \*\* | 190421 |
| SANTANDER DRIVE AUTO REC TR 2012-6 SER 24-A CLS C 4.95% 04-15-2030 | 4/15/2030 | 4.95% | \*\* | 2425566 |
| SANTANDER DRIVE AUTO REC TR SER 24-4 CLS A3 4.85% 01-16-2029 | 1/16/2029 | 4.85% | \*\* | 1379300 |
| SANTANDER DRIVE AUTO RECEIVABLES SER 24-5 CL B 4.63% 08-15-2029 | 8/15/2029 | 4.63% | \*\* | 2010463 |
| SANTANDER DRIVE AUTO RECEIVABLES TR SER 23-4 CL B 5.77% DUE 12-15-2028 | 12/15/2028 | 5.77% | \*\* | 853097 |
| SANTANDER DRIVE AUTO RECEIVABLES TR SER 23-4 CL C 6.04% DUE 12-15-2031 | 12/15/2031 | 6.04% | \*\* | 3793467 |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022AUTO LN NT CL C 4.86% 08-15-2029 | 8/15/2029 | 4.49% | \*\* | 3435984 |
| SANTANDER DRIVE AUTO RECEIVABLES TR SER 25-3 CL C 4.68% 09-15-2031 | 9/15/2031 | 4.68% | \*\* | 473015 |
| SANTANDER DRIVE AUTO RECEIVABLES TR SR 25-1 CL C 5.04% 03-17-2031 | 3/17/2031 | 5.04% | \*\* | 399796 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SR 24-3 CL C 6.03% 08-15-2030 | 8/15/2030 | 5.64% | \*\* | 5254856 |
| SANTANDER DRIVE AUTO SER 24-1 CL B 5.23% 12-15-2028 | 12/15/2028 | 5.23% | \*\* | 351556 |
| SANTANDER HLDGS USA INC 2.49% 01-06-2028 | 1/6/2028 | 2.49% | \*\* | 1722193 |
| SANTANDER HLDGS USA INC 5.353% 09-06-2030 | 9/6/2030 | 5.35% | \*\* | 767783 |
| SANTANDER UK GROUP FIXED 2.896% 03-15-2032 | 3/15/2032 | 2.90% | \*\* | 2665316 |
| SANTANDER UK GROUP FLTG RT 5.136% DUE 09-22-2036 | 9/22/2036 | 5.14% | \*\* | 637808 |
| SANTANDER UK GROUP HLDGS PLC 2.469% 01-11-2028 | 1/11/2028 | 2.47% | \*\* | 687940 |
| SANTANDER UK GROUP HLDGS PLC 5.694% 04-15-2031 | 4/15/2031 | 5.69% | \*\* | 2921327 |
| SANTANDER UK GROUP HOLDINGS PLC 6.534% 01-10-2029 | 1/10/2029 | 6.53% | \*\* | 1254189 |
| SANTEN PHARM CO NPV |  |  | \*\* | 1809145 |
| SANY HEAVY EQUIPME HKD0.1 |  |  | \*\* | 353810 |
| SANYO CHEMICAL IND NPV |  |  | \*\* | 29972 |
| SAP SE |  |  | \*\* | 16791086 |
| SAPUTO INC COM NPV |  |  | \*\* | 105479 |
| SAREPTA THERAPEUTICS INC COM |  |  | \*\* | 414863 |
| SARTORIUS AG NON VTG PRF NPV |  |  | \*\* | 1723073 |
| SASOL LTD NPV |  |  | \*\* | 361670 |
| SASSEUR REAL REIT FUND |  |  | \*\* | 386849 |
| SATO CORPORATION NPV |  |  | \*\* | 88844 |
| SATS ASA NOK2.125 |  |  | \*\* | 694187 |
| SAUDI ARABIAN MINI SAR10 |  |  | \*\* | 63001 |
| SAUDI AWWAL BANK |  |  | \*\* | 204667 |
| SAUDI ELECTRIC CO SAR10 |  |  | \*\* | 44179 |
| SAUDI NATIONAL BANK SAR10 |  |  | \*\* | 208770 |
| SAVARA INC COM |  |  | \*\* | 177994 |
| SBA COMMUNICATIONS CORP COM USD0.01 CL A |  |  | \*\* | 759019 |
| SBA TOWER TR 2.328% DUE 07-15-2052 | 7/15/2052 | 2.33% | \*\* | 4036438 |
| SBERBANK OF RUSSIA |  |  | \*\* | 716368 |
| SBERBANK OF RUSSIA SPON ADR |  |  | \*\* | 1065 |
| SBM OFFSHORE NV EUR0.25 |  |  | \*\* | 1548071 |
| SBNA AUTO LEASE TR 6.51% DUE 04-20-2027 | 4/20/2027 | 6.51% | \*\* | 314732 |
| SCALES CORP LT NPV |  |  | \*\* | 107929 |
| SCANDIC HOTELS GRO NPV |  |  | \*\* | 291305 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SCANDINAVIAN TOBAC DKK1 |  |  | \*\* | 56793 |
| SCANSOURCE INC COM |  |  | \*\* | 518482 |
| SCATEC ASA NOK0.025 |  |  | \*\* | 590389 |
| SCB X PCL THB10 (NVDR) |  |  | \*\* | 603561 |
| SCCU AUTO 5.11% DUE 06-15-2029 | 6/15/2029 | 5.11% | \*\* | 1107414 |
| SCE RECOVERY FDG 5.541% DUE 09-15-2052 | 9/15/2052 | 5.54% | \*\* | 6241217 |
| SCE RECOVERY FUNDING LLC 4.453% 03-15-2036 | 3/15/2036 | 4.45% | \*\* | 3917568 |
| SCF EQUIP LEASING 6.17% DUE 05-20-2032 | 5/20/2032 | 6.17% | \*\* | 1660280 |
| SCG HOTEL ISSUER INC COML MTG PASSTHRU CTF CL A 5.18019% 09-15-2042 | 9/15/2042 | 5.25% | \*\* | 3204996 |
| SCHINDLER-HLDG AG CHF0.10 (PTG CERT) |  |  | \*\* | 3744485 |
| SCHNEIDER ELECTR INR2 |  |  | \*\* | 100473 |
| SCHNEIDER ELECTRIC EUR4.00 |  |  | \*\* | 20287541 |
| SCHNEIDER NATL INC WIS CL B CL B |  |  | \*\* | 4936331 |
| SCHOLAR ROCK HLDG CORP COM |  |  | \*\* | 2800347 |
| SCHOLASTIC CORP COM |  |  | \*\* | 216566 |
| SCHWAB CHARLES .9% DUE 03-11-2026 | 3/11/2026 | 0.90% | \*\* | 3748575 |
| SCHWAB CHARLES 3.2% DUE 01-25-2028 | 1/25/2028 | 3.20% | \*\* | 320620 |
| SCHWAB CHARLES 3.2% DUE 03-02-2027 | 3/2/2027 | 3.20% | \*\* | 89294 |
| SCHWAB CHARLES CORP COM NEW |  |  | \*\* | 13271145 |
| SCHWAB CHARLES CORP NEW 5.875% 08-24-2026 | 8/24/2026 | 5.88% | \*\* | 1167684 |
| SCHWAB(CHARLES)CORP 1.95% 12-01-2031 BEO | 12/1/2031 | 1.95% | \*\* | 7625326 |
| SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 |  |  | \*\* | 21441 |
| SCIENTECH CORPORAT TWD10 |  |  | \*\* | 31890 |
| SCOR SE EUR7.876972 |  |  | \*\* | 1540620 |
| SCOTTS MIRACLE-GRO CLASS'A'COM NPV |  |  | \*\* | 5778342 |
| SCREEN HOLDINGS CO LTD NPV |  |  | \*\* | 641705 |
| SCROLL CORP NPV |  |  | \*\* | 307761 |
| SEABOARD CORP DEL COM |  |  | \*\* | 208907 |
| SEACOAST BKG CORP FLA COM NEW COM NEW |  |  | \*\* | 7646591 |
| SEADRILL LIMITED |  |  | \*\* | 295968 |
| SEAGATE TECHNOLOGY HOLDINGS PLC |  |  | \*\* | 1831068 |
| SEALED AIR CORP NEW COM STK |  |  | \*\* | 26971 |
| SECRETARIA TESOURO 0% T-BILL 01/04/26 BRL1000 | 4/1/2026 | —% | \*\* | 21465703 |
| SEEGENE INC KRW500 |  |  | \*\* | 241445 |
| SEI INVTS CO COM |  |  | \*\* | 384346 |
| SEIKITOKYU KOGYO NPV |  |  | \*\* | 50497 |
| SEIKO EPSON CORP NPV |  |  | \*\* | 784370 |
| SEKISUI JUSHI CORP NPV |  |  | \*\* | 14955 |
| SELECT MED HLDGS CORP COM |  |  | \*\* | 18087 |
| SELECT WATER SOLUTIONS INC |  |  | \*\* | 3602332 |
| SELECTIVE INS GROUP INC COM |  |  | \*\* | 602675 |
| SELECTQUOTE INC COM |  |  | \*\* | 34066 |
| SEMPRA 5.4% 08-01-2026 | 8/1/2026 | 5.40% | \*\* | 580718 |
| SEMPRA 6% DUE 10-15-2039 | 10/15/2039 | 6.00% | \*\* | 187863 |
| SEMPRA ENERGY 3.8% DUE 02-01-2038 | 2/1/2038 | 3.80% | \*\* | 284213 |
| SEMTECH CORP COM |  |  | \*\* | 5290205 |
| SENAO NETWORKS INC TWD10 |  |  | \*\* | 16613 |
| SENSEONICS HLDGS INC COM NEW |  |  | \*\* | 374124 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SENTINELONE INC CL A COM CL A COM |  |  | \*\* | 1079250 |
| SERABI GOLD PLC ORD GBP0.10 |  |  | \*\* | 364160 |
| SERBIA (REPUBLIC) 1% SNR MTN 23/09/2028 EUR | 9/23/2028 | 1.00% | \*\* | 1977086 |
| SERBIA (REPUBLIC) 6% SNR MTN 12/06/34 USD1000 | 6/12/2034 | 6.00% | \*\* | 517762 |
| SERCOMM CORP TWD10 |  |  | \*\* | 27867 |
| SERVICE CORP INTL COM |  |  | \*\* | 1346854 |
| SERVICE STREAM LTD NPV |  |  | \*\* | 487198 |
| SERVICENOW INC COM USD0.001 |  |  | \*\* | 50919896 |
| SERVICETITAN INC CL A CL A |  |  | \*\* | 11289 |
| SERVISFIRST BANCSHARES INC COMMON STOCK |  |  | \*\* | 5471906 |
| SEVEN & I HOLDINGS NPV |  |  | \*\* | 9935539 |
| SEVEN BANK NPV |  |  | \*\* | 20633 |
| SEVERSTAL PJSC GDR EACH REPR 1 ORD 'REGS' |  |  | \*\* | 994 |
| SFS GROUP AG CHF0.1 (REGD) |  |  | \*\* | 111581 |
| SG COML MTG SECS 3.055% DUE 10-10-2048 | 10/10/2048 | 3.06% | \*\* | 3267513 |
| SGS SA CHF0.04 (REGD) |  |  | \*\* | 61816 |
| SHAKE SHACK INC CL A CL A |  |  | \*\* | 1202371 |
| SHANGHAI ELECTRIC 'H'CNY1 |  |  | \*\* | 83531 |
| SHANGHAI HENLIUS BIOTECH I-H |  |  | \*\* | 93819 |
| SHARJAH ISLAMIC BK AED1 |  |  | \*\* | 803586 |
| SHARKNINJA COM USD0.0001 |  |  | \*\* | 6357710 |
| SHELL FIN US INC 4.0% 05-10-2046 | 5/10/2046 | 4.00% | \*\* | 136262 |
| SHELL FINANCE US INC 3.75% 09-12-2046 | 9/12/2046 | 3.75% | \*\* | 390845 |
| SHELL FINANCE US INC 4.75% 01-06-2036 | 1/6/2036 | 4.75% | \*\* | 545291 |
| SHELL PLC ORD EUR0.07 |  |  | \*\* | 1785412 |
| SHENG SIONG GROUP NPV |  |  | \*\* | 298585 |
| SHENZHEN BINGCHUAN A CNY1 |  |  | \*\* | 217965 |
| SHERWIN-WILLIAMS 3.45% DUE 06-01-2027 | 6/1/2027 | 3.45% | \*\* | 1181930 |
| SHERWIN-WILLIAMS CO 4.3% 08-15-2028 | 8/15/2028 | 4.30% | \*\* | 10789299 |
| SHERWIN-WILLIAMS CO 4.5% 08-15-2030 | 8/15/2030 | 4.50% | \*\* | 1168989 |
| SHERWIN-WILLIAMS CO COM |  |  | \*\* | 4975157 |
| SHIBAURA MACHINE CO LTD |  |  | \*\* | 16402 |
| SHIKOKU BANK NPV |  |  | \*\* | 19067 |
| SHIKOKU ELEC POWER NPV |  |  | \*\* | 122659 |
| SHIMIZU CORP NPV |  |  | \*\* | 401777 |
| SHINDENGEN ELECTRC NPV |  |  | \*\* | 38585 |
| SHIN-ETSU CHEMICAL NPV |  |  | \*\* | 11729771 |
| SHINHAN FINANCIAL GROUP CO LTD KRW5000 055550 |  |  | \*\* | 1933457 |
| SHINNIHONSEIYAKU C NPV |  |  | \*\* | 102161 |
| SHINSEGAE INC. KRW5000 |  |  | \*\* | 180893 |
| SHOE CARNIVAL INC COM |  |  | \*\* | 98917 |
| SHOPIFY INC CL A SUB VTG SHS SHOPIFY INC |  |  | \*\* | 16175875 |
| SHORE BANCSHARES INC COM |  |  | \*\* | 32266 |
| SHOUCHENG HOLDINGS LTD |  |  | \*\* | 62645 |
| SHOWBOX CORP COMMMON STOCK |  |  | \*\* | 29302 |
| SHR TR 2024-LXRY 7.05% 10-15-2041 | 10/15/2041 | 5.70% | \*\* | 1002082 |
| SHRIRAM PISTONS & INR10 |  |  | \*\* | 427629 |
| SHURGARD SELF NPV |  |  | \*\* | 268065 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SIAM CEMENT PCL-NVDR |  |  | \*\* | 209681 |
| SICHUAN EXPRESSWAY 'H'CNY1 |  |  | \*\* | 14783 |
| SIEMENS AG NPV(REGD) |  |  | \*\* | 2989858 |
| SIEMENS ENERGY AG NPV |  |  | \*\* | 4828940 |
| SIERRA TIMESHARE 2021-1 RECEIVABLES VACATION TIMESHARE LN BKD .99 11-20-2037 | 11/20/2037 | 0.99% | \*\* | 223093 |
| SIGA TECHNOLOGIES INC COM |  |  | \*\* | 136919 |
| SIGMAROC PLC COMMON STOCK |  |  | \*\* | 101389 |
| SIGNET JEWELERS LTD ORD USD0.18 |  |  | \*\* | 1893394 |
| SIGURD MICROELECTR TWD10 |  |  | \*\* | 693353 |
| SIHUAN PHARM HLDG COMSTK |  |  | \*\* | 21966 |
| SILICON LABORATORIES INC COM |  |  | \*\* | 1515728 |
| SIMCERE PHARMACEU. NPV |  |  | \*\* | 595155 |
| SIMMONS FIRST NATL CORP CL A $0.01 PAR CL A $0.01 PAR |  |  | \*\* | 726649 |
| SIMON PPTY GROUP L FIXED 3.25% 09-13-2049 | 9/13/2049 | 3.25% | \*\* | 138468 |
| SIMON PPTY GROUP L P 4.375% 10-01-2030 | 10/1/2030 | 4.38% | \*\* | 4214300 |
| SIMPLO TECHNOLOGY TWD10 |  |  | \*\* | 79980 |
| SIMPSON MFG INC COM |  |  | \*\* | 5070158 |
| SINGAPORE EXCHANGE NPV |  |  | \*\* | 5727627 |
| SINGAPORE TECHNOLOGIES ENGINEERING |  |  | \*\* | 2560047 |
| SINGAPORE TELECOMMUNICATIONS NEW COM STK |  |  | \*\* | 4730797 |
| SINO BIOPHARMACEUT HKD0.025 |  |  | \*\* | 524826 |
| SINOFERT HOLDINGS HKD0.1 |  |  | \*\* | 47336 |
| SINOPAC FIN HLDGS TWD10 |  |  | \*\* | 49662 |
| SINOPEC ENGINEERIN 'H' CNY1 |  |  | \*\* | 622464 |
| SIRIUSPOINT LTD COM USD0.1 |  |  | \*\* | 33711 |
| SITE CTRS CORP COM PAR $ |  |  | \*\* | 251144 |
| SITIME CORP COM |  |  | \*\* | 510713 |
| SJS ENTERPRISES LT INR10 |  |  | \*\* | 18871 |
| SK DISCOVERY CO LT KRW5000 |  |  | \*\* | 20463 |
| SK GAS KRW5000 |  |  | \*\* | 55604 |
| SK HYNIX INC 000660 |  |  | \*\* | 24556829 |
| SK INC KRW200 |  |  | \*\* | 1817428 |
| SKANDINAVISKA ENSKILDA BANKEN AB PUBL 4.5% 09-03-2030 | 9/3/2030 | 4.50% | \*\* | 703431 |
| SKISTAR AB SER'B'NPV |  |  | \*\* | 74548 |
| SKYWARD SPECIALTY INS GROUP INC COM |  |  | \*\* | 39099 |
| SKYWORKS SOLUTIONS INC COM |  |  | \*\* | 3263332 |
| SKYWORTH GROUP LIMITED |  |  | \*\* | 45794 |
| SL CORPORATION KRW500 |  |  | \*\* | 71836 |
| SL GREEN RLTY CORP COM |  |  | \*\* | 730434 |
| SLB LIMITED COM |  |  | \*\* | 12128042 |
| SLEEP NUMBER CORP COM |  |  | \*\* | 157720 |
| SLIDE INS HLDGS INC COM |  |  | \*\* | 3506361 |
| SLM CORP 6.5% 01-31-2030 | 1/31/2030 | 6.50% | \*\* | 103492 |
| SLM PRIVATE CR STUDENT LN TR 2007-A STUDLN BACKED NT A-4 FLTG 12-16-2041BEO | 12/16/2041 | 4.22% | \*\* | 2714077 |
| SLM PRIVATE CR STUDENT LN TR ASSTBCKD SER 2005-A CL A4 FLTG 12-15-2038 BEO | 12/15/2038 | 4.29% | \*\* | 390061 |
| SLM STUDENT LN 3-7 3.8%-FRN A/BKD 15/12/33 EUR | 12/15/2033 | 2.65% | \*\* | 134593 |
| SLR INVT CORP COM STK |  |  | \*\* | 85648 |
| SMALL BUSINESS 5.67999982834% DUE 06-01-2028 | 6/1/2028 | 5.68% | \*\* | 15182 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SMART-CORE HOLDING USD0.00001 |  |  | \*\* | 28059 |
| SMARTFINANCIAL INC COM NEW COM NEW |  |  | \*\* | 37434 |
| SMARTSTOP SELF STORAGE REIT INC COM USD0.001 |  |  | \*\* | 622172 |
| SMB PRIVATE ED LN TR 2020-PT-B PVT ED LNBACKED EXCHANGE 1.6% 09-15-2054 | 9/15/2054 | 1.60% | \*\* | 2200521 |
| SMB PRIVATE ED LN TR 2021-A PVT ED LN BKD NT CL A-2A1 4.52467% 01-15-2053 | 1/15/2053 | 4.59% | \*\* | 727312 |
| SMB PRIVATE ED LN TR 2021-E PVT ED LN BKS NTS CL A-1A 1.68% 02-15-2051 | 2/15/2051 | 1.68% | \*\* | 697637 |
| SMB PRIVATE ED LN TR 2025-B PVT ED LN BACKED NT 144A 5.02% 03-17-2053 | 3/17/2053 | 5.02% | \*\* | 1916827 |
| SMB PVT ED LN TR 4.48% DUE 05-16-2050 | 5/16/2050 | 4.48% | \*\* | 1740046 |
| SMB PVT ED LN TR 5.13% DUE 04-15-2054 | 4/15/2054 | 5.13% | \*\* | 4489938 |
| SMB PVT ED LN TR 5.38% DUE 01-15-2053 | 1/15/2053 | 5.38% | \*\* | 536671 |
| SMB PVT ED LN TR FLTG RT 4.80668% DUE 06-17-2052 | 6/17/2052 | 5.07% | \*\* | 2581454 |
| SMC CORP NPV |  |  | \*\* | 868608 |
| SMITH & NEPHEW PLC 5.15% 03-20-2027 | 3/20/2027 | 5.15% | \*\* | 1572877 |
| SMITH A O CORP COM |  |  | \*\* | 306845 |
| SMITHFIELD FOODS INC COM |  |  | \*\* | 800307 |
| SMITHS NEWS PLC |  |  | \*\* | 146275 |
| SMK CORP NPV |  |  | \*\* | 42091 |
| SMRT 2022-MINI COML MTG PASSTHRU CTF CL B 5.031% 01-15-2039 | 1/15/2039 | 5.10% | \*\* | 2494698 |
| SMUCKER J M CO COM NEW |  |  | \*\* | 6234898 |
| SMURFIT WESTROCK LTD |  |  | \*\* | 2272481 |
| SNAM SPA X GLOBAL B NT 144A 5.75% 05-28-2035 | 5/28/2035 | 5.75% | \*\* | 627613 |
| SNAM SPA X GLOBAL C NT 144A 6.5% 05-28-2055 | 5/28/2055 | 6.50% | \*\* | 2988048 |
| SNAP INC SNAP INC |  |  | \*\* | 469077 |
| SNOWFLAKE INC CL A CL A |  |  | \*\* | 40123796 |
| SOBHA LTD INR10 |  |  | \*\* | 149795 |
| SOCIETE GENERALE 5.25% DUE 02-19-2027 | 2/19/2027 | 5.25% | \*\* | 2048196 |
| SOCIETE GENERALE EUR1.25 |  |  | \*\* | 16805064 |
| SOCIONEXT INC NPV |  |  | \*\* | 780842 |
| SODICK CO LTD NPV |  |  | \*\* | 476377 |
| SOFI PROFESSIONAL LN PROGRAM 2020-C POSTGRADUATE LN AST BKD NT 1.95% 02-15-2046 | 2/15/2046 | 1.95% | \*\* | 319537 |
| SOFI TECHNOLOGIES INC COM |  |  | \*\* | 1592111 |
| SOFTCREATE HLDGS C NPV |  |  | \*\* | 28912 |
| S-OIL CORP KRW2500 |  |  | \*\* | 414957 |
| SOJITZ CORPORATION |  |  | \*\* | 149042 |
| SOKEN CHEM & ENG NPV |  |  | \*\* | 52192 |
| SOLAR INDUSTRIES INDIA LTD INR2 |  |  | \*\* | 68431 |
| SOLARA ACTIVE PHAR INR10 |  |  | \*\* | 194817 |
| SOLAREDGE TECHNOLOGIES INC COM |  |  | \*\* | 122901 |
| SOLARIA ENERGIA Y COMSTK |  |  | \*\* | 952368 |
| SOLARIS ENERGY INFRA STRUCTURE INC |  |  | \*\* | 4530160 |
| SOLARIS RESOURCES COM NPV |  |  | \*\* | 102300 |
| SOLENO THERAPEUTICS INC COM PAR |  |  | \*\* | 943038 |
| SOLID PWR INC COM CL A |  |  | \*\* | 98439 |
| SOLSTICE ADVANCED MATLS INC COM |  |  | \*\* | 17343 |
| SOLVENTUM CORP 5.4% 03-01-2029 | 3/1/2029 | 5.40% | \*\* | 2113096 |
| SOMPO HOLDINGS INC |  |  | \*\* | 10658723 |
| SONIC AUTOMOTIVE INC CL A |  |  | \*\* | 527418 |
| SONIC HEALTHCARE NPV |  |  | \*\* | 30788 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SONOCO PRODS CO 5.0% 09-01-2034 | 9/1/2034 | 5.00% | \*\* | 99231 |
| SONOS INC COM |  |  | \*\* | 1586599 |
| SONOVA HOLDING AG CHF0.05 (REGD) |  |  | \*\* | 3861512 |
| SONY FINANCIAL GROUP INC NPV |  |  | \*\* | 28382 |
| SONY GROUP CORPORA NPV |  |  | \*\* | 18201640 |
| SOPRA STERIA GROUP |  |  | \*\* | 94780 |
| SOUTH AFRICA(REPUBLIC OF) 6.25% BDS 31/03/36 ZAR | 3/31/2036 | 6.25% | \*\* | 71850 |
| SOUTH BOW CORPOR COM NPV |  |  | \*\* | 24786 |
| SOUTH PLAINS FINL INC COM |  |  | \*\* | 18857 |
| SOUTH32 LTD NPV |  |  | \*\* | 844327 |
| SOUTHERN CALI EDISON 5.45% 06-01-2031 | 6/1/2031 | 5.45% | \*\* | 724945 |
| SOUTHERN CALIF EDISON CO 4.125% 03-01-2048 | 3/1/2048 | 4.12% | \*\* | 605235 |
| SOUTHERN CALIF EDISON CO 5.3% 03-01-2028 | 3/1/2028 | 5.30% | \*\* | 899769 |
| SOUTHERN CALIF EDISON CO 5.65% 10-01-2028 | 10/1/2028 | 5.65% | \*\* | 2552208 |
| SOUTHERN CALIF EDISON CO SR NT 2.75% 02-01-2032 | 2/1/2032 | 2.75% | \*\* | 1870943 |
| SOUTHERN CALIF GAS CO 5.75% 06-01-2053 | 6/1/2053 | 5.75% | \*\* | 209446 |
| SOUTHERN CO 3.25% DUE 07-01-2026 | 7/1/2026 | 3.25% | \*\* | 1500321 |
| SOUTHERN CO 3.7% DUE 04-30-2030 REG | 4/30/2030 | 3.70% | \*\* | 2291396 |
| SOUTHERN CO 4.4% DUE 07-01-2046 | 7/1/2046 | 4.40% | \*\* | 296340 |
| SOUTHERN CO 4.85% 06-15-2028 | 6/15/2028 | 4.85% | \*\* | 988802 |
| SOUTHERN CO 5.2% 06-15-2033 | 6/15/2033 | 5.20% | \*\* | 401267 |
| SOUTHERN CO 5.5% 03-15-2029 | 3/15/2029 | 5.50% | \*\* | 3061085 |
| SOUTHERN CO COM STK |  |  | \*\* | 25755654 |
| SOUTHERN CO GAS CAP 3.15% 09-30-2051 | 9/30/2051 | 3.15% | \*\* | 227254 |
| SOUTHERN CO GAS CAP 3.25% 06-15-2026 | 6/15/2026 | 3.25% | \*\* | 2788102 |
| SOUTHERN CO GAS CAP 4.05% 09-15-2028 | 9/15/2028 | 4.05% | \*\* | 2591819 |
| SOUTHERN CO GAS CAPITAL 5.1% 09-15-2035 | 9/15/2035 | 5.10% | \*\* | 146388 |
| SOUTHERN FIRST BANCSHARES COM |  |  | \*\* | 5873 |
| SOUTHERN MO BANCORP INC COM |  |  | \*\* | 38487 |
| SOUTHERN POWER COMPANIES 4.25% 10-01-2030 | 10/1/2030 | 4.25% | \*\* | 703790 |
| SOUTHERN PWR CO 5.15% DUE 09-15-2041 | 9/15/2041 | 5.15% | \*\* | 57938 |
| SOUTHN CAL EDISON 1.2% DUE 02-01-2026 | 2/1/2026 | 1.20% | \*\* | 298913 |
| SOUTHN CAL EDISON 2.85% DUE 08-01-2029 | 8/1/2029 | 2.85% | \*\* | 663256 |
| SOUTHN CAL EDISON 3.65% DUE 03-01-2028 | 3/1/2028 | 3.65% | \*\* | 346062 |
| SOUTHN CAL EDISON 4% DUE 04-01-2047 | 4/1/2047 | 4.00% | \*\* | 222041 |
| SOUTHN CAL EDISON CO 5.55 DUE 01-15-2036BEO | 1/15/2036 | 5.55% | \*\* | 165762 |
| SOUTHN CAL GAS CO 5.45% DUE 06-15-2035 | 6/15/2035 | 5.45% | \*\* | 3544975 |
| SOUTHN COPPER CORP DEL COM |  |  | \*\* | 1314329 |
| SOUTHWEST GAS CORP 5.45% 03-23-2028 | 3/23/2028 | 5.45% | \*\* | 307644 |
| SOUTHWESTERN ELEC PWR CO 5.3% 04-01-2033 | 4/1/2033 | 5.30% | \*\* | 720270 |
| SOUTHWESTERN PUBLIC SERVICE CO 3.75% 06-15-2049 | 6/15/2049 | 3.75% | \*\* | 185341 |
| SOUTHWESTN ELEC 3.9% DUE 04-01-2045 | 4/1/2045 | 3.90% | \*\* | 74626 |
| SPACE CO LTD NPV |  |  | \*\* | 39682 |
| SPAR GROUP LIMITED ZAR |  |  | \*\* | 45145 |
| SPAREBANK 1 NORD-NORGE GRUNNFONDSBEVIS NOK50 |  |  | \*\* | 610019 |
| SPAREBANK 1 SMN NOK25 |  |  | \*\* | 1630407 |
| SPAREBANKEN NORGE NOK25 GRUNNFONDSBEVIS |  |  | \*\* | 196040 |
| SPAREK.SJAELLAND-F DKK10 |  |  | \*\* | 87567 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SPCL1 GEN ELEC CAP CORP 5.875% DUE 01-14-2038 | 1/14/2038 | 5.88% | \*\* | 184720 |
| SPEED TECH TWD10 |  |  | \*\* | 40254 |
| SPOTIFY TECHNOLOGY S A COM EUR0.025 |  |  | \*\* | 15747694 |
| SPRINT CAP CORP 6.875% DUE 11-15-2028 | 11/15/2028 | 6.88% | \*\* | 1276318 |
| SPROUTS FMRS MKT INC COM |  |  | \*\* | 732008 |
| SPRUCE BIOSCIENCES INC COM NEW |  |  | \*\* | 60193 |
| SPYRE THERAPEUTICS INC COM NEW COM USD0.0001 POST REV SPLIT |  |  | \*\* | 251564 |
| SS&C TECHNOLOGIES HLDGS INC COM |  |  | \*\* | 2367771 |
| SSR MNG INC COM NPV |  |  | \*\* | 283448 |
| ST GALLER KTBK AG CHF80 (REGD) |  |  | \*\* | 192435 |
| STANDARD CHARTERED PLC SHS |  |  | \*\* | 5322316 |
| STANDARDAERO INC. COM USD0.01 |  |  | \*\* | 2359217 |
| STANFORD UNIVERSIT 4.679% 03-01-2035 | 3/1/2035 | 4.68% | \*\* | 5149528 |
| STANLEY AGRICULTUR 'A'CNY1 |  |  | \*\* | 355165 |
| STANLEY BLACK & DECKER INC 3.4% 03-01-2026 | 3/1/2026 | 3.40% | \*\* | 3728675 |
| STANLEY BLACK & DECKER INC 6.0% 03-06-2028 | 3/6/2028 | 6.00% | \*\* | 1872098 |
| STANLEY BLACK & DECKER INC COM |  |  | \*\* | 13810138 |
| STANLEY ELECTRIC NPV |  |  | \*\* | 259208 |
| STAR PETROLEUM PLC THB6.92 (NVDR) |  |  | \*\* | 445220 |
| STARBUCKS CORP COM |  |  | \*\* | 874352 |
| STARK TECHNOLOGY TWD10 |  |  | \*\* | 28835 |
| STARWOOD MTG 1.172% DUE 05-25-2065 | 5/25/2065 | 1.17% | \*\* | 113797 |
| STARWOOD MTG 1.431% DUE 05-25-2065 | 5/25/2065 | 1.43% | \*\* | 164470 |
| STARWOOD MTG 1.486% DUE 04-25-2065 | 4/25/2065 | 1.49% | \*\* | 33271 |
| STATE OF ISRAEL 5.625% 02-19-2035 | 2/19/2035 | 5.62% | \*\* | 522144 |
| STATE OF ISRAEL 5.375% 02-19-2030 | 2/19/2030 | 5.38% | \*\* | 827180 |
| STATE OF ISRAEL 5.5% 03-12-2034 | 3/12/2034 | 5.50% | \*\* | 621304 |
| STATE STR CORP 4.536% DUE 02-28-2028 | 2/28/2028 | 4.54% | \*\* | 1652322 |
| STATE STR CORP 4.543% 04-24-2028 | 4/24/2028 | 4.54% | \*\* | 2402898 |
| STATE STR CORP 4.784% 10-23-2036 | 10/23/2036 | 4.78% | \*\* | 498383 |
| STATE STR CORP COM |  |  | \*\* | 16719696 |
| STATE STR CORP FLTG RT 3.031% DUE 11-01-2034 | 11/1/2034 | 3.03% | \*\* | 1364242 |
| STATE STR CORP FLTG RT 4.53% DUE 02-20-2029 | 2/20/2029 | 4.53% | \*\* | 1261261 |
| STATE STR CORP FLTG RT 4.821% DUE 01-26-2034 | 1/26/2034 | 4.82% | \*\* | 578348 |
| STATE STREET BANK & TRUST 4.594% 11-25-2026 | 11/25/2026 | 4.59% | \*\* | 1786022 |
| STATE STREET CORPP 4.729% 02-28-2030 | 2/28/2030 | 4.73% | \*\* | 292879 |
| STEEL DYNAMICS INC 3.45% DUE 04-15-2030 BEO | 4/15/2030 | 3.45% | \*\* | 96708 |
| STEEL DYNAMICS INC 4.0% 12-15-2028 | 12/15/2028 | 4.00% | \*\* | 4603920 |
| STEEL DYNAMICS INC 5.75% 05-15-2055 | 5/15/2055 | 5.75% | \*\* | 329869 |
| STEEL DYNAMICS INC COM |  |  | \*\* | 432775 |
| STEEL DYNAMICS INC SR NT 5.375% 08-15-2034 | 8/15/2034 | 5.38% | \*\* | 399497 |
| STELLA JONES INC COM NPV |  |  | \*\* | 975044 |
| STELLANTIS N.V COM EUR0.01 |  |  | \*\* | 104403 |
| STEPAN CO COM |  |  | \*\* | 3772840 |
| STEPSTONE GROUP INC CL A CL A |  |  | \*\* | 1398713 |
| STEVANATO GROUP S.P.A. COM NPV |  |  | \*\* | 5150559 |
| STEWART INFORMATION SVCS CORP COM |  |  | \*\* | 13560 |
| STH AFRICA(REP OF) 8% SNR 31/01/2030 ZAR1000 | 1/31/2030 | 8.00% | \*\* | 1208358 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| STH AFRICA(REP OF) 8.5% SNR 31/01/2037 ZAR1000 | 1/31/2037 | 8.50% | \*\* | 269366 |
| STH AFRICA(REP OF) 8.875% SNR 28/02/35 ZAR1000 | 2/28/2035 | 8.88% | \*\* | 16877697 |
| STH AFRICA(REP OF) 9% SNR 31/01/2040 ZAR1000 | 1/31/2040 | 9.00% | \*\* | 84719 |
| STICHTING AK RABOBANK CERTIFICATEN 6.5% 31/12/2049 | 12/31/2049 | 6.50% | \*\* | 558000 |
| STIFEL FINL CORP COM |  |  | \*\* | 1597432 |
| STITCH FIX INC CL A CL A |  |  | \*\* | 407710 |
| STOKE THERAPEUTICS INC COM |  |  | \*\* | 215197 |
| STONERIDGE INC COM |  |  | \*\* | 50170 |
| STOREBRAND ASA SER'A'NOK5 |  |  | \*\* | 1611714 |
| STRABAG SE NPV (BR) |  |  | \*\* | 50324 |
| STRATEGIC ED INC |  |  | \*\* | 87017 |
| STRATTEC SEC CORP COM |  |  | \*\* | 273419 |
| STRIDES PHARMA SCIENCE LIMITED |  |  | \*\* | 381569 |
| STRUCTURED ASSET INVT LN TR 2004-2 MTG PASSTHRU CTF CL A4 03-25-2034 REG | 3/25/2034 | 4.55% | \*\* | 133715 |
| STRYKER CORP |  |  | \*\* | 20618285 |
| STRYKER CORP 3.65% 03-07-2028 | 3/7/2028 | 3.65% | \*\* | 567911 |
| STRYKER CORP 4.55% 02-10-2027 | 2/10/2027 | 4.55% | \*\* | 1760938 |
| STRYKER CORP 4.7% 02-10-2028 | 2/10/2028 | 4.70% | \*\* | 1461001 |
| STWD 2025-FL4 LLC FLTG RT 5.12536% DUE 11-19-2042 | 11/19/2042 | 5.18% | \*\* | 1249105 |
| STX METAL CO LTD KRW2500 |  |  | \*\* | 513248 |
| SUAL PHOTONICS TWD10 |  |  | \*\* | 260371 |
| SUBARU CORPORATION NPV |  |  | \*\* | 394201 |
| SUMITOMO CHEMICAL CO. LTD NPV |  |  | \*\* | 108312 |
| SUMITOMO CORP NPV |  |  | \*\* | 186448 |
| SUMITOMO ELECTRIC NPV |  |  | \*\* | 581071 |
| SUMITOMO HEAVY IND NPV |  |  | \*\* | 341460 |
| SUMITOMO METAL MINING CO LTD NPV |  |  | \*\* | 4056 |
| SUMITOMO MITSUI FINANCIAL GROUP NPV |  |  | \*\* | 20412279 |
| SUMITOMO MITSUI FINL GROUP INC 1.402% 09-17-2026 | 9/17/2026 | 1.40% | \*\* | 2094278 |
| SUMITOMO MITSUI FINL GROUP INC 5.464% 01-13-2026 | 1/13/2026 | 5.46% | \*\* | 954675 |
| SUMITOMO MITSUI FINL GROUP INC 5.52% 01-13-2028 | 1/13/2028 | 5.52% | \*\* | 4168524 |
| SUMITOMO MITSUI FINL GROUP INC 5.716% 09-14-2028 | 9/14/2028 | 5.72% | \*\* | 543868 |
| SUMITOMO MITSUI FINL GROUP INC 5.88% 07-13-2026 | 7/13/2026 | 5.88% | \*\* | 3852849 |
| SUMITOMO MITSUI FINL GROUP INC FIXED 3.04% 07-16-2029 | 7/16/2029 | 3.04% | \*\* | 752019 |
| SUMITOMO MITSUI TR BK LTD 4.5% 03-13-2028 | 3/13/2028 | 4.50% | \*\* | 4307030 |
| SUMITOMO OSAKA CEM NPV |  |  | \*\* | 351526 |
| SUMITOMO PHARMA CO LTD NPV |  |  | \*\* | 11831 |
| SUMITOMO SEIKA NPV |  |  | \*\* | 51676 |
| SUN FRONTIER FUDOS NPV |  |  | \*\* | 15311 |
| SUN INC NPV |  |  | \*\* | 24348 |
| SUN INTL LTD ZAR0.08 |  |  | \*\* | 14819 |
| SUN KING TECHNOLOGY GROUP LTD |  |  | \*\* | 153432 |
| SUNAC CHINA HLDGS HKD0.10 |  |  | \*\* | 31136 |
| SUNCOKE ENERGY INC COM USD0.01 |  |  | \*\* | 450727 |
| SUNCOR ENERGY INC 4% DUE 11-15-2047 | 11/15/2047 | 4.00% | \*\* | 304784 |
| SUNCOR ENERGY INC COM NPV 'NEW' |  |  | \*\* | 8865454 |
| SUNDRUG CO LTD NPV |  |  | \*\* | 961498 |
| SUNOCO LOGISTICS PARTNER 4.0% 10-01-2027 | 10/1/2027 | 4.00% | \*\* | 1852235 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SUNOCO LOGISTICS PARTNERS 5.4% 10-01-2047 | 10/1/2047 | 5.40% | \*\* | 549920 |
| SUNOCOCORP LLC COM UNIT REPSTG LLC UINTS |  |  | \*\* | 8969 |
| SUNONWEALTH ELECTR TWD10 |  |  | \*\* | 582327 |
| SUNOPTA INC COM |  |  | \*\* | 153284 |
| SUNPLUS INNOVATION TWD10 |  |  | \*\* | 80513 |
| SUNREX TECHNOLOGY TWD10 |  |  | \*\* | 100476 |
| SUNTORY BEVERAGE & NPV |  |  | \*\* | 1094709 |
| SUNWAY CONSTRUCTION GROUP BHD MYR0.2 |  |  | \*\* | 735605 |
| SUNWAY REAL ESTATE REIT |  |  | \*\* | 465928 |
| SUPER GROUP SGHC LTD |  |  | \*\* | 178055 |
| SUPERNUS PHARMACEUTICALS INC COM STK |  |  | \*\* | 1133806 |
| SURGUTNEFTEGAS PJS RUB1(RUB) |  |  | \*\* | 58232 |
| SURYA CITRA MEDIA IDR10 |  |  | \*\* | 33466 |
| SUSCO PCL THB1(NVDR) |  |  | \*\* | 35143 |
| SUSTAINED INFRASTR SAR10 |  |  | \*\* | 302952 |
| SUTTER HEALTH TAXABLE BD SER 2025A 5.537% 08-15-2035 | 8/15/2035 | 5.54% | \*\* | 1778344 |
| SUZUKI MOTOR CORP NPV |  |  | \*\* | 7616596 |
| SVENSKA HANDELSBANKEN SER'A'NPV (P/S) |  |  | \*\* | 5815 |
| SWEDBANK AB MEDIUM 1.538% DUE 11-16-2026 | 11/16/2026 | 1.54% | \*\* | 1518806 |
| SWEPCO STORM RECOVERY FU 4.88% 09-01-2041 | 9/1/2041 | 4.88% | \*\* | 4007743 |
| SWIRE PACIFIC 'B' NPV |  |  | \*\* | 3726 |
| SWIRE PROPERTIES LTD HKD1 |  |  | \*\* | 23720 |
| SWISSQUOTE GP HLDG CHF0.20 (REGD)(POST SUBD) |  |  | \*\* | 143239 |
| SY HOLDINGS GROUP LTD HKD0.01 |  |  | \*\* | 335869 |
| SYMBOTIC INC COM USD0.0001 CLASS A |  |  | \*\* | 4347546 |
| SYMPHONY LTD INR2 |  |  | \*\* | 72683 |
| SYNCHRONY CARD ISSUANCE TR SER 23-A2 CL A 5.74% 10-15-2029 | 10/15/2029 | 5.74% | \*\* | 9231054 |
| SYNCHRONY FINANCIAL 5.019% 07-29-2029 | 7/29/2029 | 5.02% | \*\* | 2403645 |
| SYNCHRONY FINANCIAL 5.935% 08-02-2030 | 8/2/2030 | 5.94% | \*\* | 1568271 |
| SYNCHRONY FINL 3.95% DUE 12-01-2027 | 12/1/2027 | 3.95% | \*\* | 391180 |
| SYNCHRONY FINL FLTG RT 5.45% DUE 03-06-2031 | 3/6/2031 | 5.45% | \*\* | 3190987 |
| SYNDAX PHARMACEUTICALS INC COM |  |  | \*\* | 1399266 |
| SYNGENE INTERNATIONAL LTD INR10 COMM |  |  | \*\* | 194700 |
| SYNOPSYS INC 4.65% 04-01-2028 | 4/1/2028 | 4.65% | \*\* | 5071390 |
| SYNOPSYS INC 4.85% 04-01-2030 | 4/1/2030 | 4.85% | \*\* | 2446874 |
| SYNOPSYS INC 5.0% 04-01-2032 | 4/1/2032 | 5.00% | \*\* | 408957 |
| SYNOPSYS INC 5.15% 04-01-2035 | 4/1/2035 | 5.15% | \*\* | 1461319 |
| SYNOPSYS INC 5.7% 04-01-2055 | 4/1/2055 | 5.70% | \*\* | 318432 |
| SYNOPSYS INC COM |  |  | \*\* | 2478712 |
| SYNTHOMER PLC COMMON STOCK |  |  | \*\* | 674 |
| SYRMA SGS TECH LTD INR10 |  |  | \*\* | 52311 |
| SYSCO CORP 5.1% 09-23-2030 | 9/23/2030 | 5.10% | \*\* | 309983 |
| SYSCO CORP COM |  |  | \*\* | 599468 |
| SYSTEM ENERGY RES INC FIRST MTG BD 5.3% 12-15-2034 | 12/15/2034 | 5.30% | \*\* | 2632807 |
| SYSTEM RESEARCH CO NPV |  |  | \*\* | 32361 |
| SYSTEM SUPPORT HOLDINGS INC |  |  | \*\* | 49816 |
| T RAD CO LTD JPY50 |  |  | \*\* | 62854 |
| TAB GIDA SANAYI VE TRY1 |  |  | \*\* | 305688 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| TAC CONSUMER PCL THB0.25 (NVDR) |  |  | \*\* | 65060 |
| TACHI-S CO LTD NPV |  |  | \*\* | 388042 |
| TACTILE SYS TECHNOLOGY INC COM |  |  | \*\* | 1247 |
| TAEKWANG IND CO KRW5000 |  |  | \*\* | 19043 |
| TAG IMMOBILIEN AG NPV |  |  | \*\* | 1337928 |
| TAICHUNG COMM BANK TWD10 |  |  | \*\* | 7306 |
| TAIHO KOGYO NPV |  |  | \*\* | 17700 |
| TAIKISHA LTD NPV |  |  | \*\* | 63064 |
| TAIKO BANK NPV |  |  | \*\* | 29040 |
| TAIWAN PCB TECHVES TWD10 |  |  | \*\* | 14503 |
| TAIWAN SEMICON MAN TWD10 |  |  | \*\* | 59640999 |
| TAIWAN SURFACE MOU TWD10 |  |  | \*\* | 51616 |
| TAKARA & CO LTD |  |  | \*\* | 60098 |
| TAKASAGO THML ENG NPV |  |  | \*\* | 90542 |
| TAKEDA PHARMACEUTICAL 5.3% 07-05-2034 | 7/5/2034 | 5.30% | \*\* | 775564 |
| TAKEDA PHARMACEUTICAL CO LTD SR NT 3.025% 07-09-2040 | 7/9/2040 | 3.02% | \*\* | 322328 |
| TAKE-TWO INTERACTIVE SOF 5.6% 06-12-2034 | 6/12/2034 | 5.60% | \*\* | 261127 |
| TAKE-TWO INTERACTIVE SOFTWARE INC COM STK USD0.01 |  |  | \*\* | 4268532 |
| TAKE-TWO INTERACTIVE SOFTWARE INC 4.95% 04-14-2023 | 3/28/2028 | 4.95% | \*\* | 2210403 |
| TAKE-TWO INTERACTIVE SOFTWARE INC 5.0% 03-28-2026 | 3/28/2026 | 5.00% | \*\* | 2833911 |
| TAKUMA CO LTD NPV |  |  | \*\* | 28445 |
| TALANX AG NPV |  |  | \*\* | 1437432 |
| TALEN ENERGY CORP NEW COM |  |  | \*\* | 1906061 |
| TANDEM DIABETES CARE INC COM NEW COM USD0.001(POST REV SPLT) |  |  | \*\* | 1408039 |
| TANGER INC |  |  | \*\* | 887542 |
| TANSEISHA CO LTD NPV |  |  | \*\* | 187133 |
| TAPESTRY INC COM USD0.01 |  |  | \*\* | 1260068 |
| TARGA RES CORP 4.35% 01-15-2029 | 1/15/2029 | 4.35% | \*\* | 1223313 |
| TARGA RES CORP 4.9% 09-15-2030 | 9/15/2030 | 4.90% | \*\* | 2529453 |
| TARGA RES CORP COM |  |  | \*\* | 478778 |
| TARGA RES PARTNERS LP/TARGA RES FIN 5.5% SNR NTS 03-01-2030 USD | 3/1/2030 | 5.50% | \*\* | 3601344 |
| TARSUS PHARMACEUTICALS INC COM |  |  | \*\* | 7779 |
| TASMEA LIMITED NPV |  |  | \*\* | 157879 |
| TATA CHEMICALS INR10 |  |  | \*\* | 19888 |
| TATA CONSULTANCY S INR1 |  |  | \*\* | 3050797 |
| TATA STEEL LTD INR1.00(POST SUBDIVISION) |  |  | \*\* | 64798 |
| TATNEFT PJSC RUB1(RUB) |  |  | \*\* | 302739 |
| TAURON POLSKA ENER PLN5.00 |  |  | \*\* | 322171 |
| TAV HAVALIMANLARI TRY1 |  |  | \*\* | 199315 |
| TAYLOR MORRISON HOME CORP COM USD0.00001 |  |  | \*\* | 1453206 |
| TAZMO CO LTD NPV |  |  | \*\* | 102660 |
| TCL ELECTRONICS HOLDINGS LTD |  |  | \*\* | 342733 |
| TCO COML MTG TR 2024-DPM COML MTG PASS THRU CTF CL A 4.9231% 12-15-2039 | 12/15/2039 | 4.99% | \*\* | 2109563 |
| TD SYNNEX CORP 6.1% 04-12-2034 | 4/12/2034 | 6.10% | \*\* | 846700 |
| TDK CORP NPV |  |  | \*\* | 2285126 |
| TE CONNECTIVITY PLC COM USD0.01 |  |  | \*\* | 7565163 |
| TEACHERS INS & 3.3% DUE 05-15-2050 | 5/15/2050 | 3.30% | \*\* | 3441013 |
| TEACHERS INS & 4.27% DUE 05-15-2047 | 5/15/2047 | 4.27% | \*\* | 387047 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| TECAN GROUP AG CHF0.10 (REGD) |  |  | \*\* | 212802 |
| TECHMATRIX CORP NPV |  |  | \*\* | 147605 |
| TECHNIPFMC PLC COM USD1 |  |  | \*\* | 2612241 |
| TECHNOGYM S P A |  |  | \*\* | 1310516 |
| TECNICAS REUNIDAS ORD EUR0.10 |  |  | \*\* | 353152 |
| TECNOGLASS INC COMMON STOCK |  |  | \*\* | 2721356 |
| TECSYS INC COM NPV |  |  | \*\* | 42484 |
| TEEKAY CORPORATION COM STK USD0.001 |  |  | \*\* | 130113 |
| TEEKAY TANKERS LTD (BM) COM USD0.01 CL A |  |  | \*\* | 692697 |
| TEGMA GESTAO LOGIS COM NPV |  |  | \*\* | 30376 |
| TEGNA INC COM |  |  | \*\* | 13801 |
| TEIJIN LTD NPV |  |  | \*\* | 49292 |
| TEIKOKU ELECTRIC M NPV |  |  | \*\* | 142977 |
| TEJAS NETWORKS LTD COMN STOCK |  |  | \*\* | 118166 |
| TEL AVIV STK COM |  |  | \*\* | 316075 |
| TELECOM ITALIA SPA NPV |  |  | \*\* | 943533 |
| TELEDYNE TECHNOLOGIES INC COM |  |  | \*\* | 4023531 |
| TELEDYNE TECHNOLOGIES INC NT 1.6% 04-01-2026 | 4/1/2026 | 1.60% | \*\* | 651498 |
| TELEFLEX INC COM |  |  | \*\* | 5108228 |
| TELEFONICA EMISIONES S A U 5.213% 03-08-2047 REG | 3/8/2047 | 5.21% | \*\* | 265086 |
| TELKOM INDONESIA (PERSERO) TBK IDR50 |  |  | \*\* | 1582539 |
| TELKOM SA SOC LTD ZAR10 |  |  | \*\* | 435039 |
| TELOS CORP MD COM |  |  | \*\* | 22226 |
| TEMAIRAZU INC NPV |  |  | \*\* | 45194 |
| TEMPUS AI INC COM USD0.0001 CL A |  |  | \*\* | 24151 |
| TENCENT HLDGS LTD HKD0.00002 |  |  | \*\* | 20563089 |
| TENET HEALTHCARE CORP COM NEW . |  |  | \*\* | 1105678 |
| TENN VALLEY AUTHORITY 1.5% 09-15-2031 | 9/15/2031 | 1.50% | \*\* | 70349 |
| TENN VALLEY AUTHORITY 5.25% 02-01-2055 | 2/1/2055 | 5.25% | \*\* | 1549891 |
| TENNESSEE VALLEY AUTH FED BOOK ENTRY CPNGENERIC INT PMT 04-01-2028 | 4/1/2028 | —% | \*\* | 2710140 |
| TENNESSEE VALLEY AUTHORITY 4.375% 08-01-2034 | 8/1/2034 | 4.38% | \*\* | 2429108 |
| TENNESSEE VY AUTH 4.875% 05-15-2035 | 5/15/2035 | 4.88% | \*\* | 17210229 |
| TENNESSEE VY AUTH GLOBAL POWER BD SER A 4.625% DUE 09-15-2060 REG | 9/15/2060 | 4.62% | \*\* | 40204 |
| TENNESSEE VY AUTH GLOBAL PWR BD SER A 4.25% DUE 09-15-2065 REG | 9/15/2065 | 4.25% | \*\* | 59639 |
| TENNESSEE VY AUTH TENN VALLEY AUTH 4.875% DUE 01-15-2048 REG | 1/15/2048 | 4.88% | \*\* | 299417 |
| TERADYNE INC COM |  |  | \*\* | 3666801 |
| TERAWULF INC COM USD0.10 |  |  | \*\* | 802921 |
| TERNS PHARMACEUTICALS INC COM |  |  | \*\* | 394062 |
| TERUMO CORP NPV |  |  | \*\* | 5165772 |
| TERWIN MTG TR 2003-6HE ASSET BKD CTF CL A-1 FLTG 11-25-2033 REG | 11/25/2033 | 4.79% | \*\* | 14746 |
| TES CO LTD KRW500 |  |  | \*\* | 241468 |
| TESCO ORD GBP0.0633333 |  |  | \*\* | 8523069 |
| TESLA INC COM USD0.001 |  |  | \*\* | 82337886 |
| TEST RESEARCH INC TWD10 |  |  | \*\* | 79232 |
| TETRA TECH INC NEW COM |  |  | \*\* | 277644 |
| TEXAS HEALTH RES FIXED 2.328% DUE 11-15-2050 | 11/15/2050 | 2.33% | \*\* | 248973 |
| TEXAS INSTRUMENTS INC COM |  |  | \*\* | 28849652 |
| TEXAS NAT GAS SECURITIZATION FIN CORP RE0.0% SER 23-1 CL A1 04-01-2035 | 4/1/2035 | 5.10% | \*\* | 4813397 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| TEXAS ROADHOUSE INC COMMON STOCK |  |  | \*\* | 6950918 |
| TEXTRON INC 3.9% 09-17-2029 | 9/17/2029 | 3.90% | \*\* | 1501935 |
| TEXTRON INC FIXED 2.45% DUE 03-15-2031 | 3/15/2031 | 2.45% | \*\* | 635139 |
| TF1 - TV FRANCAISE EUR0.20 |  |  | \*\* | 55862 |
| TG THERAPEUTICS INC COM |  |  | \*\* | 766981 |
| THAI LIFE INSURANC THB1 (NVDR) |  |  | \*\* | 105738 |
| THAI OIL PCL THB10(NVDR) |  |  | \*\* | 98270 |
| THAIFOODS GROUP THB1 (NVDR) |  |  | \*\* | 340364 |
| THE A2 MILK CO LTD NPV |  |  | \*\* | 678374 |
| THE BEAUTY HEALTH CO CL A |  |  | \*\* | 34897 |
| THE CIGNA GROUP |  |  | \*\* | 41927437 |
| THE HARTFORD INSURANCE GROUP INC COM USD0.01 |  |  | \*\* | 7620891 |
| THE MARZETTI COMPANY |  |  | \*\* | 808124 |
| THE PEOPLE S INSUR 'H'CNY1 |  |  | \*\* | 15610 |
| THE REAL BROKERAGE INC COM NPV (POST REVSPLIT) |  |  | \*\* | 339216 |
| THE TRADE DESK INC COM CL A COM CL A |  |  | \*\* | 671854 |
| THERAVANCE BIOPHARMA INC COM |  |  | \*\* | 33846 |
| THERMO FISHER SCIENTIFIC INC 5.0% 12-05-2026 | 12/5/2026 | 5.00% | \*\* | 558452 |
| THERMO FISHER SCIENTIFIC INC COM USD1 |  |  | \*\* | 4038187 |
| THIRD COAST BANCSHARES INC COM |  |  | \*\* | 25847 |
| THK CO LTD NPV |  |  | \*\* | 38346 |
| THOMSON REUTERS CORPORATION |  |  | \*\* | 726766 |
| THOR INDS INC COM STK |  |  | \*\* | 4035650 |
| THYSSENKRUPP AG NPV |  |  | \*\* | 382260 |
| TI CLOUD INC USD0.0001 |  |  | \*\* | 10243 |
| TIANGONG INTERNATI USD0.0025 |  |  | \*\* | 471957 |
| TIANNENG BATTERY G CNY1 (SHANGHAI STOCK CONNEC |  |  | \*\* | 286532 |
| TIANRUN CRANKSHAFT CO. LTD. 'A'CNY1(STOCK CONNECT) |  |  | \*\* | 181301 |
| TIGER BRANDS ZAR0.10 |  |  | \*\* | 139577 |
| TIM S.A. COM NPV |  |  | \*\* | 318506 |
| TIME DOTCOM BHD NPV |  |  | \*\* | 60336 |
| TIME WARNER CABLE 4.5% DUE 09-15-2042 | 9/15/2042 | 4.50% | \*\* | 331745 |
| TIMKEN CO COM |  |  | \*\* | 10710086 |
| TIPS MUSIC LIMITED INR1(POST SUBD) |  |  | \*\* | 37702 |
| TIS INC |  |  | \*\* | 959203 |
| TISCO FINANCIAL GR THB10(NVDR) |  |  | \*\* | 1036080 |
| TJX COS INC COM NEW |  |  | \*\* | 6467903 |
| TK CHEMICAL CORP KRW500 |  |  | \*\* | 24144 |
| TKMS AG & CO KGAA NPV |  |  | \*\* | 61484 |
| TLB CO LTD KRW500 |  |  | \*\* | 171984 |
| T-MOBILE US INC COM |  |  | \*\* | 4602714 |
| T-MOBILE USA INC 2.05% DUE 02-15-2028 | 2/15/2028 | 2.05% | \*\* | 4286517 |
| T-MOBILE USA INC 2.25% DUE 02-15-2026 | 2/15/2026 | 2.25% | \*\* | 569695 |
| T-MOBILE USA INC 2.55% 02-15-2031 | 2/15/2031 | 2.55% | \*\* | 5943142 |
| T-MOBILE USA INC 2.625% DUE 04-15-2026 BEO | 4/15/2026 | 2.62% | \*\* | 1192261 |
| T-MOBILE USA INC 3.0% DUE 02-15-2041 BEO | 2/15/2041 | 3.00% | \*\* | 1176873 |
| T-MOBILE USA INC 3.375% 04-15-2029 | 4/15/2029 | 3.38% | \*\* | 4385112 |
| T-MOBILE USA INC 3.875% 04-15-2030 | 4/15/2030 | 3.88% | \*\* | 9171889 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| T-MOBILE USA INC 4.5% DUE 04-15-2050 | 4/15/2050 | 4.50% | \*\* | 347315 |
| T-MOBILE USA INC 4.7% 01-15-2035 | 1/15/2035 | 4.70% | \*\* | 2362345 |
| T-MOBILE USA INC 4.75% 02-01-2028 | 2/1/2028 | 4.75% | \*\* | 1670680 |
| T-MOBILE USA INC 4.95% DUE 03-15-2028 | 3/15/2028 | 4.95% | \*\* | 696056 |
| T-MOBILE USA INC 5.15% 04-15-2034 | 4/15/2034 | 5.15% | \*\* | 1023961 |
| T-MOBILE USA INC 5.2% DUE 01-15-2033 BEO | 1/15/2033 | 5.20% | \*\* | 3503665 |
| T-MOBILE USA INC 5.75% 01-15-2054 | 1/15/2054 | 5.75% | \*\* | 137887 |
| T-MOBILE USA INC 5.875% DUE 11-15-2055 | 11/15/2055 | 5.88% | \*\* | 110238 |
| T-MOBILE USA INC FIXED 3.75% DUE 04-15-2027 | 4/15/2027 | 3.75% | \*\* | 5981898 |
| T-MOBILE USA INC SR SECD NT 1.5% 02-15-2026 | 2/15/2026 | 1.50% | \*\* | 7704959 |
| TN VY AUTH FED BOOK ENTRY CPNSTRIPS GENERIC INT PMT 09-15-2028 (UNDDATE) REG | 9/15/2028 | —% | \*\* | 679199 |
| TN VY AUTH FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 06-15-2035 (UNDDATE) | 6/15/2035 | —% | \*\* | 290036 |
| TOA CORP (CONST) NPV |  |  | \*\* | 39735 |
| TOA ROAD CORP NPV |  |  | \*\* | 100543 |
| TOAGOSEI CO LTD NPV |  |  | \*\* | 9425 |
| TOAST INC COM USD0.000001 CLASS A |  |  | \*\* | 5960354 |
| TOBACCO SETTLEMENT FIN AUTH WEST VA AST BACKED 3.151 06-01-2032 BEO TAXABLE | 6/1/2032 | 3.15% | \*\* | 4800540 |
| TOBU RAILWAY CO Y50 |  |  | \*\* | 47168 |
| TODA CORP NPV |  |  | \*\* | 66230 |
| TOFU RESTAURANT CO TWD10 |  |  | \*\* | 26480 |
| TOKAI HLDGS CORP NPV |  |  | \*\* | 47586 |
| TOKAI RIKA CO NPV |  |  | \*\* | 65581 |
| TOKAI TOKYO FINANCIAL HOLDINGS INC |  |  | \*\* | 1866570 |
| TOKYO ELECTRON NPV |  |  | \*\* | 8889547 |
| TOKYO SEIMITSU CO NPV |  |  | \*\* | 368407 |
| TOKYU CONST(NEW) NPV |  |  | \*\* | 1419694 |
| TOLL BROS FIN CORP 4.35% DUE 02-15-2028 | 2/15/2028 | 4.35% | \*\* | 1876635 |
| TOLL BROS INC COM |  |  | \*\* | 910031 |
| TOMONY HOLDINGS IN NPV |  |  | \*\* | 26509 |
| TON YI INDL CORP TWD10 |  |  | \*\* | 30025 |
| TONGGUAN GOLD GP L HKD0.1 |  |  | \*\* | 25181 |
| TOPBUILD CORP COM |  |  | \*\* | 5348376 |
| TOPCO SCIENTIFIC C TWD10 |  |  | \*\* | 74092 |
| TOPY INDUSTRIES NPV |  |  | \*\* | 17771 |
| TOREX GOLD RES INC COM NPV (POST REV SPLT) |  |  | \*\* | 1716495 |
| TORO CO COM |  |  | \*\* | 3230669 |
| TOROMONT INDUSTRIE COM STK NPV |  |  | \*\* | 157479 |
| TORONTO DOMINION 4.108% DUE 06-08-2027 | 6/8/2027 | 4.11% | \*\* | 2743070 |
| TORONTO DOMINION 5.298% DUE 01-30-2032 | 1/30/2032 | 5.30% | \*\* | 606371 |
| TORONTO DOMINION BANK 4.574% 06-02-2028 | 6/2/2028 | 4.57% | \*\* | 4526849 |
| TORONTO DOMINION BANK 4.98% 04-05-2027 | 4/5/2027 | 4.98% | \*\* | 1326739 |
| TORONTO DOMINION BANK 5.156% 01-10-2028 | 1/10/2028 | 5.16% | \*\* | 70581 |
| TORONTO DOMINION BK 4.861% 01-31-2028 | 1/31/2028 | 4.86% | \*\* | 2518230 |
| TORONTO DOMINION BK ONT COVERED BD 144A 5.141% 09-13-2029 | 9/13/2029 | 5.14% | \*\* | 8355427 |
| TORONTO DOMINION FIXED 5.532% 07-17-2026 | 7/17/2026 | 5.53% | \*\* | 896253 |
| TORONTO-DOMINION BANK 4.693% 09-15-2027 | 9/15/2027 | 4.69% | \*\* | 759880 |
| TORONTO-DOMINION BANK MTN 2.8% DUE 03-10-2027 | 3/10/2027 | 2.80% | \*\* | 3450487 |
| TORONTO-DOMINION COM NPV |  |  | \*\* | 20276985 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| TORRENT PHARM INR5 |  |  | \*\* | 77103 |
| TORUNLAR GYO TRY1 (C SHARES) |  |  | \*\* | 97345 |
| TOSEI CORPORATION NPV |  |  | \*\* | 21895 |
| TOSHIBA TEC CORP NPV |  |  | \*\* | 194035 |
| TOSHO CO LTD NPV |  |  | \*\* | 30853 |
| TOTAL CAP INTL 3.127% DUE 05-29-2050 REG | 5/29/2050 | 3.13% | \*\* | 528564 |
| TOTAL CAP INTL 3.461% DUE 07-12-2049 | 7/12/2049 | 3.46% | \*\* | 143419 |
| TOTALENERGIES CAP 5.425% 09-10-2064 | 9/10/2064 | 5.42% | \*\* | 140883 |
| TOTALENERGIES CAPITAL SA 5.488% 04-05-2054 | 4/5/2054 | 5.49% | \*\* | 145728 |
| TOTALENERGIES SE |  |  | \*\* | 10865503 |
| TOTECH CORP NPV |  |  | \*\* | 14029 |
| TOTVS SA COM NPV TOTS3 |  |  | \*\* | 3100086 |
| TOVIS CO LTD KRW500 |  |  | \*\* | 40979 |
| TOWA PHARMACEUTICAL CO. LTD NPV |  |  | \*\* | 23222 |
| TOWD PT MTG TR 2020-1 MTG PASS THRU CTF CL A1 2.71% 01-25-2060 | 1/25/2060 | 2.71% | \*\* | 124461 |
| TOWD PT MTG TR 2020-2 ASSET BACKED NT CLA1A VAR RT 04-25-2060 | 4/25/2060 | 1.64% | \*\* | 185054 |
| TOWER SEMICONDUCTOR LTD |  |  | \*\* | 1167977 |
| TOWNGAS SMART ENERGY CO LTD HKD0.10 |  |  | \*\* | 44137 |
| TOYO KANETSU KK NPV |  |  | \*\* | 715437 |
| TOYODA GOSEI NPV |  |  | \*\* | 508141 |
| TOYOTA AUTO 4.48% DUE 11-15-2027 | 11/15/2027 | 4.48% | \*\* | 2275466 |
| TOYOTA AUTO RECEIVABLES OWNER TR SER 25-A CL A3 4.64% 08-15-2029 | 8/15/2029 | 4.64% | \*\* | 12887180 |
| TOYOTA AUTO RECEIVABLES OWNER TRUST SER 23-C CL A3 5.16% DUE 04-17-2028 | 4/17/2028 | 5.16% | \*\* | 208725 |
| TOYOTA AUTO RECEIVABLES OWNER TRUST SER 23-D CL A3 5.54% DUE 08-15-2028 | 8/15/2028 | 5.54% | \*\* | 1598742 |
| TOYOTA AUTO RECEIVABLES SER 23-A CL A4 4.42% 08-15-2028 | 8/15/2028 | 4.42% | \*\* | 905107 |
| TOYOTA BOSHOKU CP NPV |  |  | \*\* | 455320 |
| TOYOTA MOTOR CORP NPV |  |  | \*\* | 605919 |
| TOYOTA MTR CR CORP 4.35% 10-08-2027 | 10/8/2027 | 4.35% | \*\* | 515007 |
| TOYOTA MTR CR CORP 4.5% 05-14-2027 | 5/14/2027 | 4.50% | \*\* | 1548892 |
| TOYOTA MTR CR CORP 4.75% 07-21-2027 | 7/21/2027 | 4.26% | \*\* | 1598924 |
| TOYOTA MTR CR CORP 5.4% 11-20-2026 | 11/20/2026 | 5.40% | \*\* | 1595998 |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK 5.0% DUE 03-19-2027 | 3/19/2027 | 5.00% | \*\* | 1584616 |
| TP ICAP GROUP PLC ORD GBP0.25 |  |  | \*\* | 980106 |
| TPG PARTNERS LLC CL A COM |  |  | \*\* | 1856914 |
| TPR CO LTD NPV |  |  | \*\* | 39534 |
| TRACTOR SUPPLY CO COM |  |  | \*\* | 1163933 |
| TRADEWEB MKTS INC CL A CL A |  |  | \*\* | 1661708 |
| TRANE TECHNOLOGIES PLC COM USD1 |  |  | \*\* | 19647984 |
| TRANS-ALLEGHENY INTST LINE CO SR NT 144A5% 01-15-2031 | 1/15/2031 | 5.00% | \*\* | 205686 |
| TRANSALTA CORP MTN COM NPV |  |  | \*\* | 15198 |
| TRANSDIGM GROUP INC COM |  |  | \*\* | 1330 |
| TRANSMEDICS GROUP INC COM |  |  | \*\* | 2301496 |
| TRANSMISSORA ALIAN UNITS (1 COM & 2 PRF) |  |  | \*\* | 329672 |
| TRANSUNION COM |  |  | \*\* | 17857523 |
| TRANSURBAN FIN CO 2.45% DUE 03-16-2031 | 3/16/2031 | 2.45% | \*\* | 159437 |
| TRAVELERS COS INC COM STK |  |  | \*\* | 35985714 |
| TRAVERE THERAPEUTICS INC COM |  |  | \*\* | 174429 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| TRCNTNTL GAS PIPE 3.25% DUE 05-15-2030 | 5/15/2030 | 3.25% | \*\* | 1366380 |
| TRCNTNTL GAS PIPE 7.25% DUE 12-01-2026 | 12/1/2026 | 7.25% | \*\* | 1491565 |
| TRE HLDGS CORP NPV |  |  | \*\* | 2053 |
| TREEHOUSE FOODS INC COM |  |  | \*\* | 4742 |
| TREND MICRO INC NPV |  |  | \*\* | 2746068 |
| TREVI THERAPEUTICS INC COM |  |  | \*\* | 257474 |
| TREX CO INC COM |  |  | \*\* | 3357717 |
| TRI POINTE HOMES INC |  |  | \*\* | 1265251 |
| TRICO BANCSHARES COM STK |  |  | \*\* | 105351 |
| TRIDENT LTD INR1 (POST SUB/DIV) |  |  | \*\* | 155277 |
| TRINET GROUP INC COM USD0.000025 |  |  | \*\* | 745038 |
| TRINITY HLTH CORP 3.434% DUE 12-01-2048 | 12/1/2048 | 3.43% | \*\* | 174891 |
| TRIP COM GROUP LTD USD0.00125 |  |  | \*\* | 2537432 |
| TRIPOD TECHNOLOGY TWD10 |  |  | \*\* | 444614 |
| TRIPUTRA AGRO PERS IDR100 |  |  | \*\* | 95568 |
| TRITAX BIG BOX REIT PLC ORD |  |  | \*\* | 306666 |
| TRIUMPH FINANCIAL INC COM USD0.01 |  |  | \*\* | 3292710 |
| TRUIST BANK 4.136% 10-23-2029 | 10/23/2029 | 4.14% | \*\* | 1454435 |
| TRUIST BK 4.671% 05-20-2027 | 5/20/2027 | 4.67% | \*\* | 2000425 |
| TRUIST FINANCIAL CORPORATION 1.887%06-07-2029 | 6/7/2029 | 1.89% | \*\* | 1107094 |
| TRUIST FINANCIAL CORPORATION 5.435% 01-24-2030 | 1/24/2030 | 5.44% | \*\* | 1635824 |
| TRUIST FINANCIAL CORPORATION 7.161% 10-30-2029 | 10/30/2029 | 7.16% | \*\* | 232008 |
| TRUIST FINL CORP 5.711% 01-24-2035 | 1/24/2035 | 5.71% | \*\* | 1001352 |
| TRUIST FINL CORP COM |  |  | \*\* | 13148912 |
| TRUIST FINL CORP SR MED TERM NTS 5.122% 01-26-2034 | 1/26/2034 | 5.12% | \*\* | 209184 |
| TRUIST FINL CORP SR MED TERM NTS BOOK EN6.047% 06-08-2027 | 6/8/2027 | 6.05% | \*\* | 6291542 |
| TRUIST FINL CORP VAR RT 1.267% DUE 03-02-2027 | 3/2/2027 | 1.27% | \*\* | 915396 |
| TRUST ANADOLU TRY1 (C SHARES) |  |  | \*\* | 301116 |
| TRUST DOGAL ENERJI TRY1 (C SHARES) |  |  | \*\* | 387757 |
| TRUSTCO BK CORP N Y COM NEW |  |  | \*\* | 69930 |
| TRUSTEES OF 2.612% DUE 07-01-2026 | 7/1/2026 | 2.61% | \*\* | 992751 |
| TRUSTEES OF PRINCETON UNIV 6.647% 07-01-2030 | 7/1/2030 | 4.65% | \*\* | 4506002 |
| TRUSTMARK CORP COM |  |  | \*\* | 120394 |
| TRUWORTHS INTERNAT ZAR0.00015 |  |  | \*\* | 5559 |
| TSI HOLDINGS CO LTD |  |  | \*\* | 442257 |
| TSMC ARIZ CORP 2.5% DUE 10-25-2031 | 10/25/2031 | 2.50% | \*\* | 2298476 |
| TSUBAKIMOTO CHAIN NPV |  |  | \*\* | 107722 |
| TSUGAMI CORP NPV |  |  | \*\* | 47656 |
| TSUKADA GLOBAL HOLDINGS INC. NPV |  |  | \*\* | 30693 |
| TSUKISHIMA HOLDINGS CO LTD NPV |  |  | \*\* | 525896 |
| TSY INFL IX N/B 1.75% 01-15-2034 | 1/15/2034 | 1.85% | \*\* | 20459736 |
| TSY INFL IX N/B TII 0 1/8 01/15/32 01-15-2032 | 1/15/2032 | 0.15% | \*\* | 1181982 |
| TTY BIOPHARM COMPA TWD10 |  |  | \*\* | 300886 |
| TUHU CAR INC. USD0.00002 A |  |  | \*\* | 249249 |
| TULARE CNTY CALIF PENSION OBLIG 4.009% 06-01-2028 BEO TAXABLE | 6/1/2028 | 4.01% | \*\* | 1000217 |
| TULARE CNTY CALIF PENSION OBLIG 4.109% 06-01-2029 BEO TAXABLE | 6/1/2029 | 4.11% | \*\* | 2279947 |
| TUNG HO STEEL ENT TWD10 |  |  | \*\* | 32387 |
| TUPRAS(T PETR RAF) TRY1 (A SHARES) |  |  | \*\* | 480996 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| TURK HAVA YOLLARI TRY1 (A SHARES) |  |  | \*\* | 95816 |
| TURK TELEKOMUNIKAS TRY1 (D SHARES) |  |  | \*\* | 281040 |
| TURKIYE GARANTI BK TRY1 |  |  | \*\* | 634584 |
| TURKIYE IS BANKASI TRY1 (C SHARES) |  |  | \*\* | 187555 |
| TURKIYE SINAI KALK TRY1 |  |  | \*\* | 56705 |
| TURKIYE VAKIFLAR TRY1 (D SHARES) |  |  | \*\* | 178532 |
| TURNING PT BRANDS INC COM |  |  | \*\* | 106882 |
| TUTOR PERINI CORP COM |  |  | \*\* | 212856 |
| TUYA INC SPON ADS EACH REP 1 CL A ORD SHS |  |  | \*\* | 18169 |
| TWILIO INC CL A CL A |  |  | \*\* | 3192861 |
| TX NAT GAS SECURITIZATION FIN CORP 5.169% 04-01-2041 | 4/1/2041 | 5.17% | \*\* | 611910 |
| TYCO ELECTRONICS 3.7% DUE 02-15-2026 | 2/15/2026 | 3.70% | \*\* | 3255428 |
| TYLER TECHNOLOGIES INC COM STK |  |  | \*\* | 16950493 |
| TYM CORP |  |  | \*\* | 48419 |
| TYRA BIOSCIENCES INC COM |  |  | \*\* | 173514 |
| TYSON FOODS INC 4.875% DUE 08-15-2034 | 8/15/2034 | 4.88% | \*\* | 95872 |
| TYSON FOODS INC 5.4% 03-15-2029 | 3/15/2029 | 5.40% | \*\* | 357572 |
| TYSON FOODS INC CL A COM (DELAWARE) |  |  | \*\* | 1682394 |
| U S BANCORP 5.083% 05-15-2031 | 5/15/2031 | 5.08% | \*\* | 319782 |
| U S BANCORP 5.775% 06-12-2029 | 6/12/2029 | 5.78% | \*\* | 4138091 |
| U S BANCORP MEDIUM TERM NTS- BOOK 5.384%01-23-2030 | 1/23/2030 | 5.38% | \*\* | 181361 |
| U S BK NATL ASSN CIN OH MEDIUM 4.507% 10-22-2027 | 10/22/2027 | 4.51% | \*\* | 3450935 |
| UBER TECHNOLOGIES INC 4.15% 01-15-2031 | 1/15/2031 | 4.15% | \*\* | 3540853 |
| UBER TECHNOLOGIES INC 4.8% 09-15-2034 | 9/15/2034 | 4.80% | \*\* | 284938 |
| UBER TECHNOLOGIES INC 5.35% 09-15-2054 | 9/15/2054 | 5.35% | \*\* | 572308 |
| UBER TECHNOLOGIES INC COM USD0.00001 |  |  | \*\* | 12105010 |
| UBER TECHNOLOGIES INC SR NT 4.3% 01-15-2030 | 1/15/2030 | 4.30% | \*\* | 2484420 |
| UBER TECHNOLOGIES INC SR NT 4.8% 09-15-2035 | 9/15/2035 | 4.80% | \*\* | 358118 |
| UBISOFT ENTERTAIN NPV |  |  | \*\* | 85917 |
| UBS (NINGBO ORIENT WIRES AND CABLES CO) P-NOTE 29/10/2026 |  |  | \*\* | 812024 |
| UBS (SHENZHEN ENVICOOL TECHNOLO-A) P-NOTE 16/07/2026 |  |  | \*\* | 1254493 |
| UBS AG LONDON BRH 1.25% 06-01-2026 | 6/1/2026 | 1.25% | \*\* | 3316789 |
| UBS AG STAMFORD CT 4.864% 01-10-2028 | 1/10/2028 | 4.86% | \*\* | 8459174 |
| UBS GROUP AG 0.65%-FRN SNR EMTN 14/01/2028 EUR100000 | 1/14/2028 | 0.65% | \*\* | 576349 |
| UBS GROUP AG 6.442% 08-11-2028 | 8/11/2028 | 6.44% | \*\* | 2110000 |
| UBS GROUP AG FLTG RT 1.364% DUE 01-30-2027 | 1/30/2027 | 1.36% | \*\* | 538789 |
| UBS GROUP AG FLTG RT 5.617% DUE 09-13-2030 | 9/13/2030 | 5.62% | \*\* | 626970 |
| UBS GROUP AG USD0.10 (REGD) |  |  | \*\* | 25218220 |
| UCB NPV |  |  | \*\* | 768654 |
| UCHIDA YOKO CO JPY50 |  |  | \*\* | 20537 |
| UDR INC MEDIUM TERM NTS BOOK ENTRY 2.1% 08-01-2032 | 8/1/2032 | 2.10% | \*\* | 342426 |
| UFP INDUSTRIES INC COM USD1.00 |  |  | \*\* | 4402176 |
| UIPATH INC CL A CL A |  |  | \*\* | 29879 |
| UK(GOVT OF) 4.375% BDS 31/07/54 GBP0.01 | 7/31/2054 | 4.38% | \*\* | 4128631 |
| UK(GOVT OF) 5.375% BDS 31/01/56 GBP0.01 | 1/31/2056 | 5.38% | \*\* | 415177 |
| UK(GOVT OF) IDX/LKD GTD 22/03/2051 GBP | 3/22/2051 | 0.17% | \*\* | 114493 |
| UK(GOVT OF) IDX/LKD SNR 22/03/2068 GBP | 3/22/2068 | 0.20% | \*\* | 10835 |
| UK(GOVT OF) IDX/LKD SNR 22/11/2042 GBP | 11/22/2042 | 1.20% | \*\* | 186715 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UL SOLUTIONS INC CL A CL A |  |  | \*\* | 6559575 |
| ULTRAGENYX PHARMACEUTICAL INC COM |  |  | \*\* | 1523865 |
| ULVAC INC NPV |  |  | \*\* | 1472506 |
| UNDER ARMOUR INC CL C COM |  |  | \*\* | 15350 |
| UNICAJA BANCO EUR0.25 |  |  | \*\* | 285137 |
| UNICREDIT SPA NPV |  |  | \*\* | 1274201 |
| UNILEVER INDONESIA IDR2 |  |  | \*\* | 62572 |
| UNILEVER PLC ORD GBP0.035 |  |  | \*\* | 7101201 |
| UNION ELEC CO 4.0% DUE 04-01-2048 | 4/1/2048 | 4.00% | \*\* | 278879 |
| UNION ELECTRIC COMPANY 5.125% 03-15-2055 | 3/15/2055 | 5.12% | \*\* | 183833 |
| UNION ELECTRIC COMPANY 5.25% 01-15-2054 | 1/15/2054 | 5.25% | \*\* | 196554 |
| UNION PAC CORP 3.95% DUE 08-15-2059 | 8/15/2059 | 3.95% | \*\* | 253404 |
| UNION PAC CORP COM |  |  | \*\* | 26971449 |
| UNION PROPERTIES AED0.666 |  |  | \*\* | 31026 |
| UNION SEMICONDUCT KRW500 |  |  | \*\* | 61566 |
| UNIPRES CORP NPV |  |  | \*\* | 641225 |
| UNI-PRESIDENT CHIN HKD0.01 |  |  | \*\* | 97140 |
| UNISYS CORP COM NEW |  |  | \*\* | 59158 |
| UNITED AIRLINES 2019-1A 2.7% 11-01-2033 | 11/1/2033 | 2.70% | \*\* | 386343 |
| UNITED AIRLINES HOLDINGS INC COM USD0.01 |  |  | \*\* | 20575 |
| UNITED AIRLINES INC 5.45% 08-15-2038 | 8/15/2038 | 5.45% | \*\* | 656114 |
| UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09-01-2027 | 9/1/2027 | 4.60% | \*\* | 78643 |
| UNITED AIRLS INC 2019-1AA PASS THRU TR 4.15% 08-25-2031 | 8/25/2031 | 4.15% | \*\* | 130928 |
| UNITED ARROWS LTD NPV |  |  | \*\* | 253834 |
| UNITED FIRE GROUP INC COM USD0.001 |  |  | \*\* | 45946 |
| UNITED MEXICAN 7.375% 05-13-2055 | 5/13/2055 | 7.38% | \*\* | 215400 |
| UNITED MEXICAN STATES 5.375% 03-22-2033 | 3/22/2033 | 5.38% | \*\* | 1976054 |
| UNITED MEXICAN STATES 5.85% 07-02-2032 | 7/2/2032 | 5.85% | \*\* | 410964 |
| UNITED MEXICAN STATES 6.4% 05-07-2054 | 5/7/2054 | 6.40% | \*\* | 710770 |
| UNITED MEXICAN STATES 6.625% 01-29-2038 | 1/29/2038 | 6.62% | \*\* | 663666 |
| UNITED MEXICAN STS 3.75% 01-11-2028 | 1/11/2028 | 3.75% | \*\* | 614790 |
| UNITED MEXICAN STS 4.75% DUE 04-27-2032 REG | 4/27/2032 | 4.75% | \*\* | 1948000 |
| UNITED MEXICAN STS BDS 2.659% DUE 05-24-2031/11-24-2020 REG | 5/24/2031 | 2.66% | \*\* | 273230 |
| UNITED MEXICAN STS GLOBAL NT 3.25% DUE 04-16-2030 REG | 4/16/2030 | 3.25% | \*\* | 661150 |
| UNITED MEXICAN STS GLOBAL NT 3.771% 05-24-2061 | 5/24/2061 | 3.77% | \*\* | 153875 |
| UNITED PARCEL SERVICE 5.95% 05-14-2055 | 5/14/2055 | 5.95% | \*\* | 321395 |
| UNITED RENTALS INC COM |  |  | \*\* | 6404149 |
| UNITED STATES OF AMER 0% TBILL 02-03-2026 | 2/3/2026 | —% | \*\* | 29906247 |
| UNITED STATES OF AMER 3.5% 11-15-2028 | 11/15/2028 | 3.50% | \*\* | 105866227 |
| UNITED STATES OF AMER TREAS BILLS 0% T-BILL 04-16-2026 | 4/16/2026 | —% | \*\* | 11877869 |
| UNITED STATES OF AMER TREAS BILLS 0% T-BILL 02-12-2026 | 2/12/2026 | —% | \*\* | 59754598 |
| UNITED STATES OF AMER TREAS BILLS 0% T-BILL03-19-2026 | 3/19/2026 | —% | \*\* | 12406953 |
| UNITED STATES OF AMER TREAS BOND 3.125% 11-15-2028 | 11/15/2028 | 3.12% | \*\* | 1978359 |
| UNITED STATES OF AMER TREAS BONDS 4.25% 05-15-2039 | 5/15/2039 | 4.25% | \*\* | 4618117 |
| UNITED STATES OF AMER TREAS BONDS 4.125% 08-15-2044 | 8/15/2044 | 4.12% | \*\* | 15553987 |
| UNITED STATES OF AMER TREAS BONDS 2.0% 08-15-2051 | 8/15/2051 | 2.00% | \*\* | 3267115 |
| UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE 08-15-2042 USD100'BONDS 08/42' | 8/15/2042 | 2.75% | \*\* | 232465 |
| UNITED STATES OF AMER TREAS BONDS 2.875% 05-15-2052 | 8/15/2047 | 2.75% | \*\* | 280797 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UNITED STATES OF AMER TREAS BONDS 3% DUE08-15-2052 | 8/15/2052 | 3.00% | \*\* | 3597656 |
| UNITED STATES OF AMER TREAS BONDS 3.375% 05-15-2044 | 5/15/2044 | 3.38% | \*\* | 8119070 |
| UNITED STATES OF AMER TREAS BONDS 3.625%02-15-2053 | 2/15/2053 | 3.62% | \*\* | 4066211 |
| UNITED STATES OF AMER TREAS BONDS 4.0% 11-15-2042 | 8/15/2048 | 3.00% | \*\* | 6859566 |
| UNITED STATES OF AMER TREAS BONDS 4.25% 02-15-2054 | 8/15/2052 | 3.00% | \*\* | 23881633 |
| UNITED STATES OF AMER TREAS BONDS 4.375% 08-15-2043 | 8/15/2043 | 3.62% | \*\* | 6669208 |
| UNITED STATES OF AMER TREAS BONDS 4.5% 02-15-2044 | 5/15/2048 | 3.12% | \*\* | 20486781 |
| UNITED STATES OF AMER TREAS BONDS 4.5% 11-15-2054 | 11/15/2054 | 4.50% | \*\* | 8999766 |
| UNITED STATES OF AMER TREAS BONDS 4.625%02-15-2055 | 2/15/2055 | 4.62% | \*\* | 46728363 |
| UNITED STATES OF AMER TREAS BONDS 4.75% 08-15-2055 | 2/15/2052 | 2.25% | \*\* | 42827875 |
| UNITED STATES OF AMER TREAS BONDS 4.875% 08-15-2045 | 8/15/2045 | 4.88% | \*\* | 171101693 |
| UNITED STATES OF AMER TREAS NOTES 2.25% 08-15-2027 | 8/15/2027 | 2.25% | \*\* | 20887313 |
| UNITED STATES OF AMER TREAS NOTES 4.125% 05-31-2032 | 5/31/2032 | 4.12% | \*\* | 6381402 |
| UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 | 11/15/2033 | 4.50% | \*\* | 11377695 |
| UNITED STATES OF AMER TREAS NOTES .75% 08-31-2026 | 8/31/2026 | 0.75% | \*\* | 2027225 |
| UNITED STATES OF AMER TREAS NOTES 1.125% 01-15-2033 | 1/15/2033 | 1.23% | \*\* | 20005191 |
| UNITED STATES OF AMER TREAS NOTES 1.5% DUE 01-31-2027 REG | 1/31/2027 | 1.50% | \*\* | 4893359 |
| UNITED STATES OF AMER TREAS NOTES 1.875% 07-15-2034 | 7/15/2034 | 1.95% | \*\* | 14928621 |
| UNITED STATES OF AMER TREAS NOTES 2.125%01-15-2035 | 1/15/2035 | 2.19% | \*\* | 42899818 |
| UNITED STATES OF AMER TREAS NOTES 2.875%DUE 05-15-2032 REG | 5/15/2032 | 2.88% | \*\* | 21622609 |
| UNITED STATES OF AMER TREAS NOTES 3.25% DUE 06-30-2029 | 6/30/2029 | 3.25% | \*\* | 8506273 |
| UNITED STATES OF AMER TREAS NOTES 3.375%09-15-2028 | 9/15/2028 | 3.38% | \*\* | 71393457 |
| UNITED STATES OF AMER TREAS NOTES 3.375%12-31-2027 | 12/31/2027 | 3.38% | \*\* | 49371326 |
| UNITED STATES OF AMER TREAS NOTES 3.5% 10-31-2027 | 10/31/2027 | 3.50% | \*\* | 15414417 |
| UNITED STATES OF AMER TREAS NOTES 3.5% 04-30-2028 | 4/30/2028 | 3.50% | \*\* | 2100082 |
| UNITED STATES OF AMER TREAS NOTES 3.625% 03-31-2030 | 3/31/2030 | 3.62% | \*\* | 2397281 |
| UNITED STATES OF AMER TREAS NOTES 3.75% 06-30-2030 | 6/30/2030 | 3.75% | \*\* | 5818578 |
| UNITED STATES OF AMER TREAS NOTES 3.75% 04-15-2028 | 4/15/2028 | 3.75% | \*\* | 66446266 |
| UNITED STATES OF AMER TREAS NOTES 3.75% 08-15-2027 | 8/15/2027 | 3.75% | \*\* | 15279188 |
| UNITED STATES OF AMER TREAS NOTES 3.75% 08-31-2026 | 8/31/2026 | 3.75% | \*\* | 200216 |
| UNITED STATES OF AMER TREAS NOTES 3.875% 10-15-2027 | 10/15/2027 | 3.88% | \*\* | 33888783 |
| UNITED STATES OF AMER TREAS NOTES 3.875%03-31-2027 | 3/31/2027 | 3.88% | \*\* | 4720563 |
| UNITED STATES OF AMER TREAS NOTES 3.875%12-31-2029 | 12/31/2029 | 3.88% | \*\* | 4243601 |
| UNITED STATES OF AMER TREAS NOTES 3.875%12-31-2030 | 12/31/2030 | 3.75% | \*\* | 6109055 |
| UNITED STATES OF AMER TREAS NOTES 4% 01-15-2027 | 1/15/2027 | 4.00% | \*\* | 28256200 |
| UNITED STATES OF AMER TREAS NOTES 4.0% 02-28-2030 | 2/28/2030 | 4.00% | \*\* | 79253867 |
| UNITED STATES OF AMER TREAS NOTES 4.0% 06-30-2028 | 6/30/2028 | 4.00% | \*\* | 910758 |
| UNITED STATES OF AMER TREAS NOTES 4.0% 01-31-2031 | 1/31/2031 | 4.00% | \*\* | 26255138 |
| UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 | 2/15/2034 | 4.00% | \*\* | 22820545 |
| UNITED STATES OF AMER TREAS NOTES 4.125% 02-28-2027 | 2/28/2027 | 4.12% | \*\* | 96699088 |
| UNITED STATES OF AMER TREAS NOTES 4.125% 03-31-2029 | 3/31/2029 | 4.12% | \*\* | 1525547 |
| UNITED STATES OF AMER TREAS NOTES 4.125% 11-15-2027 | 11/15/2027 | 4.12% | \*\* | 1911779 |
| UNITED STATES OF AMER TREAS NOTES 4.125%07-31-2028 | 7/31/2028 | 4.12% | \*\* | 913676 |
| UNITED STATES OF AMER TREAS NOTES 4.25% 01-15-2028 | 1/15/2028 | 4.25% | \*\* | 5622451 |
| UNITED STATES OF AMER TREAS NOTES 4.25% 02-15-2028 | 2/15/2028 | 4.25% | \*\* | 81193758 |
| UNITED STATES OF AMER TREAS NOTES 4.25% 08-31-2030 | 8/31/2030 | 4.12% | \*\* | 7944117 |
| UNITED STATES OF AMER TREAS NOTES 4.25% 11-15-2034 | 11/15/2034 | 4.25% | \*\* | 3376818 |
| UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 | 5/15/2034 | 4.38% | \*\* | 8190625 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UNITED STATES OF AMER TREAS NOTES 4.375%12-15-2026 | 12/15/2026 | 4.38% | \*\* | 40479664 |
| UNITED STATES OF AMER TREAS NOTES 4.625%09-30-2028 | 9/30/2028 | 4.62% | \*\* | 2160047 |
| UNITED STATES OF AMER TREAS NOTES 4.875%DUE 10-31-2028 | 10/31/2028 | 4.88% | \*\* | 1242938 |
| UNITED STATES OF AMER TREAS NOTES DTD 4.625% 02-15-2035 | 2/15/2035 | 4.62% | \*\* | 21842461 |
| UNITED STATES OF AMER TREAS NOTES FLTG RT 01-31-2026 | 1/31/2026 | 3.85% | \*\* | 3999921 |
| UNITED STATES TREAS 2.375% DUE 02-15-2042 REG | 8/15/2043 | 3.62% | \*\* | 3177465 |
| UNITED STATES TREAS 4.625% 06-15-2027 | 6/15/2027 | 4.62% | \*\* | 7899825 |
| UNITED STATES TREAS BDS 2.25% DUE 08-15-2046 | 8/15/2046 | 2.25% | \*\* | 198281 |
| UNITED STATES TREAS BDS 2.875% DUE 11-15-2046 | 11/15/2046 | 2.88% | \*\* | 296594 |
| UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000 4.625 DUE 02-15-2040REG | 2/15/2040 | 4.62% | \*\* | 2535059 |
| UNITED STATES TREAS BDS 1.875% DUE 02-15-2051 REG | 2/15/2050 | 2.00% | \*\* | 702002 |
| UNITED STATES TREAS BDS 1.875% DUE 02-15-2041 REG | 11/15/2054 | 4.50% | \*\* | 10939500 |
| UNITED STATES TREAS BDS 15/05/2042 3.25%DUE 05-15-2042 REG | 2/15/2044 | 3.62% | \*\* | 17494769 |
| UNITED STATES TREAS BDS 2.0% 02-15-2052 | 2/15/2052 | 2.25% | \*\* | 3048438 |
| UNITED STATES TREAS BDS 2.25% 05-15-2041 REG | 2/15/2055 | 4.62% | \*\* | 575859 |
| UNITED STATES TREAS BDS 2.25% 08-15-2049 | 8/15/2049 | 2.25% | \*\* | 2646164 |
| UNITED STATES TREAS BDS 2.25% DUE 05-15-2051 REG | 5/15/2051 | 2.38% | \*\* | 3229336 |
| UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-2043 | 5/15/2043 | 2.88% | \*\* | 8026758 |
| UNITED STATES TREAS BDS 3.0% DUE 08-15-2048 | 8/15/2048 | 3.00% | \*\* | 6261059 |
| UNITED STATES TREAS BDS 3.0% DUE 02-15-2048 | 2/15/2048 | 3.00% | \*\* | 298906 |
| UNITED STATES TREAS BDS 3.625 DUE 02-15-2044 TBOND | 2/15/2044 | 3.62% | \*\* | 1723438 |
| UNITED STATES TREAS BDS 3.625 DUE 08-15-2043 | 8/15/2043 | 3.62% | \*\* | 1299668 |
| UNITED STATES TREAS BDS 4.375% DUE 11-15-2039 | 11/15/2039 | 4.38% | \*\* | 989609 |
| UNITED STATES TREAS BDS 4.625% 11-15-2045 | 11/15/2045 | 4.62% | \*\* | 980781 |
| UNITED STATES TREAS BDS 4.625% 05-15-2044 | 2/15/2053 | 3.62% | \*\* | 1562768 |
| UNITED STATES TREAS BDS 4.625% 11-15-2044 | 5/15/2051 | 2.38% | \*\* | 18248149 |
| UNITED STATES TREAS BDS BD 3.125% DUE 02-15-2043 REG | 2/15/2043 | 3.12% | \*\* | 4440956 |
| UNITED STATES TREAS BDS BDS 3% DUE 05-15-2042 REG | 5/15/2042 | 3.00% | \*\* | 161547 |
| UNITED STATES TREAS BDS DTD 3.125% 05-15-2048 | 5/15/2048 | 3.12% | \*\* | 1144043 |
| UNITED STATES TREAS BDS DTD 00271 1.125%DUE 08-15-2040 | 8/15/2040 | 1.12% | \*\* | 1891523 |
| UNITED STATES TREAS BDS DTD 02/15/2023 3.875% 02-15-2043 | 2/15/2043 | 3.88% | \*\* | 2166937 |
| UNITED STATES TREAS BDS DTD 11/15/2012 2.75% DUE 11-15-2042 REG | 11/15/2042 | 2.75% | \*\* | 4474156 |
| UNITED STATES TREAS BDS DTD 11/15/2020 1.625% 11-15-2050 | 8/15/2048 | 3.00% | \*\* | 105531 |
| UNITED STATES TREAS BDS DTD 2.75% 08-15-2047 | 8/15/2047 | 2.75% | \*\* | 11909852 |
| UNITED STATES TREAS BDS TBOND FIXED 3% 02-15-2049 | 2/15/2049 | 3.00% | \*\* | 9894888 |
| UNITED STATES TREAS BDS TREASURY BOND 2.375% DUE 11-15-2049 REG | 11/15/2049 | 2.38% | \*\* | 1096965 |
| UNITED STATES TREAS INFL INDEX NTS 0.5% 01-15-2028 | 1/15/2028 | 0.66% | \*\* | 5551649 |
| UNITED STATES TREAS NTS 1.25% DUE 12-31-2026 | 12/31/2026 | 1.25% | \*\* | 22499171 |
| UNITED STATES TREAS NTS 2.875% 08-15-2028 | 8/15/2028 | 2.88% | \*\* | 26770750 |
| UNITED STATES TREAS NTS 3.75% 05-15-2028 | 5/15/2028 | 3.75% | \*\* | 132429564 |
| UNITED STATES TREAS NTS .125% DUE 07-15-2030 | 7/15/2030 | 0.16% | \*\* | 2399183 |
| UNITED STATES TREAS NTS .5% DUE 04-30-2027 REG | 4/30/2027 | 0.50% | \*\* | 10437761 |
| UNITED STATES TREAS NTS .625% DUE 07-15-2032 REG | 7/15/2032 | 0.70% | \*\* | 7789376 |
| UNITED STATES TREAS NTS 1.5% DUE 11-30-2028 BEO | 11/30/2028 | 1.50% | \*\* | 18633386 |
| UNITED STATES TREAS NTS 1.875% DUE 02-15-2032 REG | 2/15/2032 | 1.88% | \*\* | 25944147 |
| UNITED STATES TREAS NTS 2.375% 03-31-2029 | 3/31/2029 | 2.38% | \*\* | 15065244 |
| UNITED STATES TREAS NTS 3.375% 11-30-2027 | 11/30/2027 | 3.38% | \*\* | 12792354 |
| UNITED STATES TREAS NTS 3.5% 09-30-2027 | 9/30/2027 | 3.50% | \*\* | 32860266 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UNITED STATES TREAS NTS 3.5% 12-15-2028 | 12/15/2028 | 3.50% | \*\* | 115806555 |
| UNITED STATES TREAS NTS 3.625% 08-31-2027 | 8/31/2027 | 3.62% | \*\* | 4841132 |
| UNITED STATES TREAS NTS 3.625% 12-31-2030 | 12/31/2030 | 3.62% | \*\* | 75343299 |
| UNITED STATES TREAS NTS 3.875% 06-30-2030 | 6/30/2030 | 3.88% | \*\* | 25209 |
| UNITED STATES TREAS NTS 3.875% 07-15-2028 | 7/15/2028 | 3.88% | \*\* | 32853715 |
| UNITED STATES TREAS NTS 3.875% 09-30-2029 | 9/30/2029 | 3.88% | \*\* | 22202813 |
| UNITED STATES TREAS NTS 3.875% 12-31-2032 | 12/31/2032 | 3.88% | \*\* | 30136502 |
| UNITED STATES TREAS NTS 30/04/2028 1.25%DUE 04-30-2028 BEO | 4/30/2028 | 1.25% | \*\* | 147280273 |
| UNITED STATES TREAS NTS 4.0% 12-15-2027 | 12/15/2027 | 4.00% | \*\* | 2756873 |
| UNITED STATES TREAS NTS 4.25% 06-30-2029 | 6/30/2029 | 4.25% | \*\* | 26051836 |
| UNITED STATES TREAS NTS 4.25% 08-15-2035 | 8/15/2035 | 4.25% | \*\* | 6681053 |
| UNITED STATES TREAS NTS 4.25% 11-30-2026 | 11/30/2026 | 4.25% | \*\* | 16098250 |
| UNITED STATES TREAS NTS 4.375% 11-30-2030 | 11/30/2030 | 4.38% | \*\* | 7002406 |
| UNITED STATES TREAS NTS 4.625% 11-15-2026 | 11/15/2026 | 4.62% | \*\* | 36175734 |
| UNITED STATES TREAS NTS 4.875% 10-31-2030 | 10/31/2030 | 4.88% | \*\* | 3574781 |
| UNITED STATES TREAS NTS DTD 4.625% 05-31-2031 | 5/31/2031 | 4.62% | \*\* | 8335938 |
| UNITED STATES TREAS NTS DTD 03/15/2025 3.875% 03-15-2028 | 3/15/2028 | 3.88% | \*\* | 135759811 |
| UNITED STATES TREAS NTS DTD 04/30/2022 2.875% 04-30-2029 | 4/30/2029 | 2.88% | \*\* | 5870156 |
| UNITED STATES TREAS NTS DTD 04/30/2025 3.875% 04-30-2030 | 4/30/2030 | 3.88% | \*\* | 50349000 |
| UNITED STATES TREAS NTS DTD 05/31/2023 3.75% 05-31-2030 | 5/31/2030 | 3.75% | \*\* | 5417719 |
| UNITED STATES TREAS NTS DTD 06/30/2021 1.25% 06-30-2028 | 6/30/2028 | 1.25% | \*\* | 2840039 |
| UNITED STATES TREAS NTS DTD 06/30/2022 3.25% DUE 06-30-2027 | 6/30/2027 | 3.25% | \*\* | 2925140 |
| UNITED STATES TREAS NTS DTD 09/30/2021 1.25% 09-30-2028 | 9/30/2028 | 1.25% | \*\* | 1223270 |
| UNITED STATES TREAS NTS DTD 09/30/2023 4.625% 09-30-2030 | 9/30/2030 | 4.62% | \*\* | 3536266 |
| UNITED STATES TREAS NTS DTD 09/30/2025 3.875% 09-30-2032 | 9/30/2032 | 3.88% | \*\* | 13857770 |
| UNITED STATES TREAS NTS DTD 10/31/2022 4% 10-31-2029 | 10/31/2029 | 4.00% | \*\* | 4054844 |
| UNITED STATES TREAS NTS DTD 11/15/2016 2.0% 11-15-2026 REG | 11/15/2026 | 2.00% | \*\* | 47464930 |
| UNITED STATES TREAS NTS DTD 3.875% 11-30-2029 | 11/30/2029 | 3.88% | \*\* | 48069877 |
| UNITED STATES TREAS SEC STRIP DISC NT 02-15-2049 | 2/15/2049 | —% | \*\* | 208087 |
| UNITED STATES TREAS SEC STRIPPED 11-15-2048 | 11/15/2048 | —% | \*\* | 72531 |
| UNITED STATES TREAS SEC STRIPPED INT PMT 08-15-2045 (UNDDATE) REG | 8/15/2045 | —% | \*\* | 178343 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00122 02-15-2040 (UNDDATE) REG | 2/15/2040 | —% | \*\* | 512746 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00521 05-15-2029 (UNDDATE) REG | 5/15/2029 | —% | \*\* | 2653225 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00753 05-15-2036 (UNDDATE) REG | 5/15/2036 | —% | \*\* | 847279 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00765 02-15-2038 (UNDDATE) REG | 2/15/2038 | —% | \*\* | 809428 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00835 08-15-2032 (UNDDATE) BEO | 8/15/2032 | —% | \*\* | 7284323 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00839 08-15-2034 (UNDDATE) REG | 8/15/2034 | —% | \*\* | 3477972 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00840 02-15-2035 (UNDDATE) REG | 2/15/2035 | —% | \*\* | 1947595 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00841 08-15-2035 (UNDDATE) REG | 8/15/2035 | —% | \*\* | 2016739 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00842 02-15-2036 (UNDDATE) REG | 2/15/2036 | —% | \*\* | 6612938 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00873 08-15-2036 | 8/15/2036 | —% | \*\* | 479496 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00882 05-15-2031 | 5/15/2031 | —% | \*\* | 11698719 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00888 05-15-2034 (UNDDATE) REG | 5/15/2034 | —% | \*\* | 5637343 |
| UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 02-15-2045 (UNDDATE) REG | 2/15/2045 | —% | \*\* | 279367 |
| UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-2041 | 5/15/2041 | —% | \*\* | 2777192 |
| UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-2042 (UNDDATE) REG | 5/15/2042 | —% | \*\* | 143299 |
| UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 08-15-2041 (UNDDATE) REG | 8/15/2041 | —% | \*\* | 2029369 |
| UNITED STATES TREAS SEC STRIPPED INT PMTNT 194 08-15-2040 (UNDDATE) REG | 8/15/2040 | —% | \*\* | 1526870 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UNITED STATES TREASURY 2.25% 11-15-2027 | 11/15/2027 | 2.25% | \*\* | 2933789 |
| UNITED STS TREAS NTS 0.125% 07-15-2031 | 7/15/2031 | 0.15% | \*\* | 788788 |
| UNITED STS TREAS NTS 1.25% 03-31-2028 | 3/31/2028 | 1.25% | \*\* | 9329141 |
| UNITED STS TREAS NTS DTD .875% 11-15-2030 | 11/15/2030 | 0.88% | \*\* | 3500156 |
| UNITED THERAPEUTICS CORP DEL COM STK |  |  | \*\* | 2254993 |
| UNITEDHEALTH GROUP 4.75% DUE 07-15-2045 | 7/15/2045 | 4.75% | \*\* | 342870 |
| UNITEDHEALTH GROUP 5.75% DUE 07-15-2064 | 7/15/2064 | 5.75% | \*\* | 980572 |
| UNITEDHEALTH GROUP 5.875% DUE 02-15-2053 | 2/15/2053 | 5.88% | \*\* | 485523 |
| UNITEDHEALTH GROUP 6.05% DUE 02-15-2063 | 2/15/2063 | 6.05% | \*\* | 205134 |
| UNITEDHEALTH GROUP FIXED 2.95% DUE 10-15-2027 | 10/15/2027 | 2.95% | \*\* | 1129084 |
| UNITEDHEALTH GROUP INC 2.0% 05-15-2030 | 5/15/2030 | 2.00% | \*\* | 136932 |
| UNITEDHEALTH GROUP INC 3.05% DUE 05-15-2041 BEO | 5/15/2041 | 3.05% | \*\* | 319357 |
| UNITEDHEALTH GROUP INC 4.5% 04-15-2033 | 4/15/2033 | 4.50% | \*\* | 7484332 |
| UNITEDHEALTH GROUP INC 4.75% 07-15-2026 | 7/15/2026 | 4.75% | \*\* | 960333 |
| UNITEDHEALTH GROUP INC 4.8% 01-15-2030 | 1/15/2030 | 4.80% | \*\* | 2931255 |
| UNITEDHEALTH GROUP INC 5.05% 04-15-2053 | 4/15/2053 | 5.05% | \*\* | 244505 |
| UNITEDHEALTH GROUP INC 5.778% 07-15-2044 | 7/15/2044 | 5.50% | \*\* | 368273 |
| UNITEDHEALTH GROUP INC COM |  |  | \*\* | 42707981 |
| UNITEDHEALTH GROUP INC SR NT 4.25% 01-15-2029 | 1/15/2029 | 4.25% | \*\* | 6335911 |
| UNITIL CORP COM |  |  | \*\* | 83995 |
| UNITY BANCORP NJ |  |  | \*\* | 55185 |
| UNITY SOFTWARE INC COM |  |  | \*\* | 7641498 |
| UNIV CALIF REGTS MED CTR POOLED REV 3.256% 05-15-2060 BEO TAXABLE | 5/15/2060 | 3.26% | \*\* | 194487 |
| UNIV CALIF REGTS MED CTR POOLED REV 4.132% DUE 05-15-2032 REG | 5/15/2032 | 4.13% | \*\* | 1829913 |
| UNIVERSAL CORP VA COM |  |  | \*\* | 214482 |
| UNIVERSAL DISPLAY CORP COM |  |  | \*\* | 5778858 |
| UNIVERSAL INS HLDGS INC COM |  |  | \*\* | 444031 |
| UNIVERSAL MICROWAV TWD10 |  |  | \*\* | 1426266 |
| UNIVERSAL ROBINA PHP1 |  |  | \*\* | 34455 |
| UNIVERSAL SCIENTIFIC IND 'A'CNY1 (STOCK CONNECT) |  |  | \*\* | 782971 |
| UNIVEST FINANCIAL CORP |  |  | \*\* | 35457 |
| UNO MINDA LIMITED |  |  | \*\* | 277276 |
| UNUM GROUP |  |  | \*\* | 777093 |
| UNUM GROUP 5.25% 12-15-2035 | 12/15/2035 | 5.25% | \*\* | 3182238 |
| UNUSUAL MACHS INC NEV COM USD0.01 |  |  | \*\* | 1708421 |
| UNVL HEALTH SERVICES INC CL B COM |  |  | \*\* | 1153762 |
| URANIUM ENERGY CORP COM |  |  | \*\* | 1084757 |
| URBAN EDGE PPTYS COM |  |  | \*\* | 1338195 |
| US BANCORP |  |  | \*\* | 29056975 |
| US BANCORP 5.046% 02-12-2031 | 2/12/2031 | 5.05% | \*\* | 1514169 |
| US BANCORP 5.678% 01-23-2035 | 1/23/2035 | 5.68% | \*\* | 195712 |
| US BANK NA CINCINNATI 4.73% 05-15-2028 | 5/15/2028 | 4.73% | \*\* | 2006493 |
| US FOODS HLDG CORP COM |  |  | \*\* | 2316768 |
| US TREAS BDS DTD 02-15-2011 4.75% DUE 02-15-2041 REG | 2/15/2041 | 4.75% | \*\* | 245063 |
| US TREAS BDS DTD 05-16-2011 4.375 DUE 05-15-2041 REG | 5/15/2041 | 4.38% | \*\* | 87989 |
| US TREAS SEC 0 DUE 11-15-2041 | 11/15/2041 | —% | \*\* | 729354 |
| US TREAS SEC 4.5 DUE 08-15-2039 REG | 8/15/2039 | 4.50% | \*\* | 1607625 |
| US TREAS SEC STRIPPED INT PMT 0 STRIP 15/11/2028 USD1000 11-15-2028 REG | 11/15/2028 | —% | \*\* | 1805120 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 08-15-2028 REG | 8/15/2028 | —% | \*\* | 4555905 |
| US TREAS SEC STRIPPED INT PMT NT 200 0 11-15-2040 REG | 11/15/2040 | —% | \*\* | 2026194 |
| US TREAS SEC STRIPPED INT PMT ZCP NT 2060 2-15-2041 REG | 2/15/2041 | —% | \*\* | 2181881 |
| US TREASURY N/B 2% DUE 02-15-2050 REG | 2/15/2050 | 2.00% | \*\* | 5578389 |
| US TREASURY N/B 3.125% DUE 08-31-2027 REG | 8/31/2027 | 3.12% | \*\* | 106145362 |
| US TREASURY N/B 3.375% 05-15-2033 | 5/15/2033 | 3.38% | \*\* | 3851875 |
| US TREASURY N/B 3.5% 10-15-2028 | 10/15/2028 | 3.50% | \*\* | 51793557 |
| US TREASURY N/B 3.625% 09-15-2027 | 9/15/2027 | 3.38% | \*\* | 48568476 |
| US TREASURY N/B 3.875% 06-15-2028 | 6/15/2028 | 3.88% | \*\* | 52620475 |
| US TREASURY N/B 3.875% 08-15-2034 | 8/15/2034 | 3.88% | \*\* | 8232538 |
| US TREASURY N/B 4.75% 02-15-2045 | 8/15/2042 | 2.75% | \*\* | 534227 |
| US TREASURY N/B 4.75% 05-15-2055 | 2/15/2043 | 3.88% | \*\* | 113509 |
| US TREASURY N/B 5.0% T-BOND 05-15-2045 | 2/15/2043 | 3.12% | \*\* | 8366138 |
| USAA CAP CORP 4.375% DUE 06-01-2028 | 6/1/2028 | 4.38% | \*\* | 580209 |
| USANA HEALTH SCIENCES INC CDT-SHS |  |  | \*\* | 239270 |
| USD INTEREST BEARING DEPOSIT |  |  | \*\* | 30098930 |
| USHIO INC NPV |  |  | \*\* | 71916 |
| UTD AIRLS INC 2018-1AA PASS THRU TR 3.5% 09-01-2031 | 9/1/2031 | 3.50% | \*\* | 128892 |
| UTD AIRLS INC 3.7% DUE 09-01-2031 | 9/1/2031 | 3.70% | \*\* | 434925 |
| UTD AIRLS PASS 3.1% DUE 01-07-2030 | 1/7/2030 | 3.10% | \*\* | 2722510 |
| UTD INTEGRATION SE TWD10 |  |  | \*\* | 1268535 |
| UTD MEXICAN STS TRANCHE # TR 00026 4.75 DUE 03-08-2044 | 3/8/2044 | 4.75% | \*\* | 626240 |
| UTD PLANT BERHAD MYR1 |  |  | \*\* | 608904 |
| UTD STATES TREAS 2.75% DUE 07-31-2027 | 7/31/2027 | 2.75% | \*\* | 14535199 |
| UTD STATES TREAS 3.5% DUE 11-30-2030 | 11/30/2030 | 3.50% | \*\* | 1743913 |
| UTD STATES TREAS 3.625% DUE 08-15-2028 | 8/15/2028 | 3.62% | \*\* | 60073483 |
| UTD STATES TREAS 4.375% DUE 12-31-2029 | 12/31/2029 | 4.38% | \*\* | 10376961 |
| UTD STATES TREAS SEC STRIPPED INT GENERIC TINT PMT 0% 05-15-2050 | 5/15/2050 | —% | \*\* | 444153 |
| UTD STATES TREAS ZERO CPN 0% DUE 02-15-2030 | 2/15/2030 | —% | \*\* | 4287164 |
| UTD STATES TREAS ZERO CPN 0% DUE 02-15-2042 | 2/15/2042 | —% | \*\* | 2359397 |
| UTD STATES TREAS ZERO CPN 0% DUE 02-15-2051 | 2/15/2051 | —% | \*\* | 846597 |
| UTD STATES TREAS ZERO CPN 0% DUE 05-15-2043 | 5/15/2043 | —% | \*\* | 919116 |
| UTD STATES TREAS ZERO CPN 0% DUE 05-15-2044 | 5/15/2044 | —% | \*\* | 360209 |
| UTD STATES TREAS ZERO CPN 0% DUE 08-15-2042 | 8/15/2042 | —% | \*\* | 3414254 |
| UTD STATES TREAS ZERO CPN 0% DUE 11-15-2042 | 11/15/2042 | —% | \*\* | 204636 |
| UTD STATES TREAS ZERO CPN 0% DUE 11-15-2043 | 11/15/2043 | —% | \*\* | 3688557 |
| UTD STATES TREAS ZERO CPN 0% DUE 11-15-2044 | 11/15/2044 | —% | \*\* | 1998700 |
| UTD TRACTORS IDR250 |  |  | \*\* | 1656600 |
| UWM MTG TR 2.5% DUE 12-25-2051 | 12/25/2051 | 2.50% | \*\* | 1273662 |
| UWM MTG TR 3% DUE 01-25-2052 | 1/25/2052 | 3.00% | \*\* | 1354377 |
| UWM MTG TR FLTG RT 4.82419% DUE 11-25-2051 | 11/25/2051 | 4.82% | \*\* | 1414179 |
| V F CORP COM |  |  | \*\* | 4805809 |
| V TECHNOLOGY NPV |  |  | \*\* | 36244 |
| VA ELEC & PWR CO 4.45 02-15-2044 | 2/15/2044 | 4.45% | \*\* | 101416 |
| VAL NATL BANCORP COM |  |  | \*\* | 3167266 |
| VALARIS LTD COM USD0.40 |  |  | \*\* | 44503 |
| VALE OVERSEAS LTD 6.4% 06-28-2054 | 6/28/2054 | 6.40% | \*\* | 122460 |
| VALEO SE EUR1 |  |  | \*\* | 1751053 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| VALERO ENERGY CORP COM STK NEW |  |  | \*\* | 2195223 |
| VALERO ENERGY CORP NEW 2.8% 12-01-2031 | 12/1/2031 | 2.80% | \*\* | 3539893 |
| VALOR HOLDINGS NPV |  |  | \*\* | 23650 |
| VALUECOMMERCE CO.L NPV |  |  | \*\* | 53881 |
| VALVOLINE INC COM |  |  | \*\* | 6639919 |
| VANDA PHARMACEUTICALS INC COM |  |  | \*\* | 80262 |
| VAR ENERGI ASA 5.875% DUE 05-22-2030 | 5/22/2030 | 5.88% | \*\* | 1040879 |
| VAR ENERGI ASA SR NT 144A 5% 05-18-2027 | 5/18/2027 | 5.00% | \*\* | 6492392 |
| VAREX IMAGING CORP COM |  |  | \*\* | 242716 |
| VARONIS SYS INC COM |  |  | \*\* | 1526184 |
| VARROC ENGINEERING INR1 |  |  | \*\* | 288895 |
| VATTI CORPORATION A'CNY1 (STOCK CONNECT LINE) |  |  | \*\* | 394778 |
| VAUDOISE ASSURANCES HOLDINGS CHF25(REGD)(POST SUBD) |  |  | \*\* | 284860 |
| VAULT MINERALS LTD NPV |  |  | \*\* | 571368 |
| VAXCYTE INC COM |  |  | \*\* | 315459 |
| VEEVA SYS INC CL A COM CL A COM |  |  | \*\* | 16954765 |
| VEIDEKKE NOK0.50 |  |  | \*\* | 74968 |
| VELOCITY FINL INC COM |  |  | \*\* | 12020 |
| VENTAS INC REIT |  |  | \*\* | 3108045 |
| VENTAS REALTY LP 5.0% 01-15-2035 | 1/15/2035 | 5.00% | \*\* | 3559944 |
| VENTAS RLTY LTD PARTNERSHIP 3.0% 01-15-2030 REG | 1/15/2030 | 3.00% | \*\* | 716009 |
| VENTIA SERVICES NPV |  |  | \*\* | 217282 |
| VENTURE 37 CLO LTD / VENTURE 37 CLO 0% 07-15-2032 | 7/15/2032 | 5.15% | \*\* | 1506815 |
| VENTURE GLOBAL 4.125% DUE 08-15-2031 | 8/15/2031 | 4.12% | \*\* | 454404 |
| VENTYX BIOSCIENCES INC COM |  |  | \*\* | 53331 |
| VERA KONSEPT TRY1 |  |  | \*\* | 98190 |
| VERALTO CORP COM |  |  | \*\* | 4693851 |
| VERALTO CORP SR NT 5.5% 09-18-2026 | 9/18/2026 | 5.50% | \*\* | 1334275 |
| VERIS RESIDENTIAL INC COM STK USD0.01 |  |  | \*\* | 16591 |
| VERISIGN INC COM |  |  | \*\* | 840607 |
| VERISK ANALYTICS INC COM USD0.001 |  |  | \*\* | 6863480 |
| VERIZON 5.401% DUE 07-02-2037 | 7/2/2037 | 5.40% | \*\* | 7657893 |
| VERIZON 5.875% DUE 11-30-2055 | 11/30/2055 | 5.88% | \*\* | 431027 |
| VERIZON COMMUNICATIONS 4.78% 02-15-2035 | 2/15/2035 | 4.78% | \*\* | 5184361 |
| VERIZON COMMUNICATIONS INC 2.875% DUE 11-20-2050 BEO | 11/20/2050 | 2.88% | \*\* | 747056 |
| VERIZON COMMUNICATIONS INC NT 2.355% 03-15-2032 | 3/15/2032 | 2.36% | \*\* | 9109955 |
| VERIZON COMMUNICATIONS INC NT 5% 01-15-2036 | 1/15/2036 | 5.00% | \*\* | 994097 |
| VERIZON FIXED 2.55% DUE 03-21-2031 | 3/21/2031 | 2.55% | \*\* | 1129476 |
| VERIZON MASTER TR 4.17% 08-20-2030 | 8/20/2030 | 4.17% | \*\* | 8049486 |
| VERIZON MASTER TR SER 23-7 CL A1A 0.0567% 11-20-2029 | 11/20/2029 | 5.67% | \*\* | 5080255 |
| VERTEX PHARMACEUTICALS INC COM |  |  | \*\* | 22580502 |
| VERTIV HOLDINGS LLC COM USD0.0001 |  |  | \*\* | 5578814 |
| VERUS SECURITIZATION TR 2021-3 MTG BACKED NT CL A-3 144A 1.437% 06-25-2066 | 6/25/2066 | 1.44% | \*\* | 1711309 |
| VESTAS WIND SYSTEM DKK0.20 |  |  | \*\* | 429247 |
| VESTIS CORP COM |  |  | \*\* | 746266 |
| VIATRIS INC SR NT 2.7% 06-22-2030 | 6/22/2030 | 2.70% | \*\* | 4066034 |
| VIATRIS INC SR NT 3.85% 06-22-2040 | 6/22/2040 | 3.85% | \*\* | 841893 |
| VIAVI SOLUTIONS INC COM NPV |  |  | \*\* | 636851 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| VIBRA ENERGIA S.A. COM NPV |  |  | \*\* | 1262062 |
| VICAT SA EUR4 |  |  | \*\* | 74531 |
| VICI PPTYS INC COM |  |  | \*\* | 462405 |
| VICI PPTYS LP 4.75% 04-01-2028 | 4/1/2028 | 4.75% | \*\* | 1202870 |
| VICI PPTYS LP 4.95% DUE 02-15-2030 BEO | 2/15/2030 | 4.95% | \*\* | 2035757 |
| VICI PPTYS LP 5.625% 04-01-2035 | 4/1/2035 | 5.62% | \*\* | 409377 |
| VICI PROPERTIES LP 4.75% 02-15-2028 | 2/15/2028 | 4.75% | \*\* | 5100813 |
| VICI PROPERTIES LP 5.125% 11-15-2031 | 11/15/2031 | 5.12% | \*\* | 304345 |
| VICTORIAS SECRET & CO COM |  |  | \*\* | 16901 |
| VIENNA INS GRP AG NPV (BR) |  |  | \*\* | 164239 |
| VIKING HOLDINGS LTD |  |  | \*\* | 1975629 |
| VIKING THERAPEUTICS INC COM |  |  | \*\* | 465818 |
| VINCI EUR2.50 |  |  | \*\* | 1838404 |
| VIOMI TECHNOLOGY CO LTD SPON ADS EACH REPR 3 ORD SHS |  |  | \*\* | 24627 |
| VIPER ENERGY INC NEW CL A |  |  | \*\* | 1341272 |
| VIPER ENERGY PARTNERS LL 4.9% 08-01-2030 | 8/1/2030 | 4.90% | \*\* | 6399129 |
| VIPER ENERGY PARTNETS LL 5.7% 08-01-2035 | 8/1/2035 | 5.70% | \*\* | 306159 |
| VIRGINIA ELEC & PWR CO 4.65 DUE 08-15-2043 | 8/15/2043 | 4.65% | \*\* | 179866 |
| VIRGINIA ELEC & PWR CO 5.55% 08-15-2054 | 8/15/2054 | 5.55% | \*\* | 107127 |
| VIRGINIA ELEC & PWR CO 5.6% 09-15-2055 | 9/15/2055 | 5.60% | \*\* | 146167 |
| VIRGINIA PWR FUEL SECURITIZATION LLC 4.877% 05-01-2033 | 5/1/2033 | 4.88% | \*\* | 11333875 |
| VIRGINIA PWR FUEL SECURITIZATION LLC 5.088% 05-01-2029 | 5/1/2029 | 5.09% | \*\* | 408621 |
| VIRIDIAN THERAPEUTICS INC COM |  |  | \*\* | 185133 |
| VIRIDIEN EUR1 (POST CONSOLIDATION) |  |  | \*\* | 2542 |
| VIRTU FINL INC CL A CL A |  |  | \*\* | 832800 |
| VIRTUS INVT PARTNERS INC COM |  |  | \*\* | 195454 |
| VISA INC COM CL A STK |  |  | \*\* | 43497509 |
| VISHAL MEGA MART INR10 |  |  | \*\* | 959662 |
| VISHAY INTERTECHNOLOGY INC COM STK |  |  | \*\* | 4261248 |
| VISTEON CORP COM NEW COM NEW |  |  | \*\* | 164903 |
| VISTRA CORP COM USD0.01 |  |  | \*\* | 607730 |
| VITA COCO CO INC COM |  |  | \*\* | 1313111 |
| VITAL FARMS INC COM |  |  | \*\* | 3054263 |
| VM INC KRW100 |  |  | \*\* | 298656 |
| VMED O2 UK FING I 5.625% SNR SEC 15/04/32 EUR | 4/15/2032 | 5.62% | \*\* | 1540093 |
| VMWARE INC 1.4% 08-15-2026 | 8/15/2026 | 1.40% | \*\* | 3937834 |
| VMWARE INC 3.9% 08-21-2027 | 8/21/2027 | 3.90% | \*\* | 9865462 |
| VMWARE LLC SR NT 1.8% 08-15-2028 | 8/15/2028 | 1.80% | \*\* | 122972 |
| VODACOM GROUP LIMI ZAR0.01 |  |  | \*\* | 433976 |
| VODAFONE GROUP ORD USD0.2095238 |  |  | \*\* | 9011 |
| VODAFONE GROUP PLC 5.75% 06-28-2054 | 6/28/2054 | 5.75% | \*\* | 1247192 |
| VODAFONE QATAR QAR1 |  |  | \*\* | 346058 |
| VOESTALPINE AG NPV |  |  | \*\* | 238892 |
| VOLKSWAGEN AG NON VTG PRF NPV |  |  | \*\* | 128060 |
| VOLKSWAGEN AUTO 5.8% DUE 04-20-2028 | 4/20/2028 | 5.80% | \*\* | 2203736 |
| VOLKSWAGEN AUTO LN 5.48% DUE 12-20-2028 | 12/20/2028 | 5.48% | \*\* | 6403653 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 23-1 CL A3 5.02% 06-20-2028 | 6/20/2028 | 5.02% | \*\* | 1413769 |
| VOLKSWAGEN GROUP 4.35% DUE 06-08-2027 | 6/8/2027 | 4.35% | \*\* | 2769474 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| VOLKSWAGEN GROUP 5.05% DUE 03-27-2028 | 3/27/2028 | 5.05% | \*\* | 2782411 |
| VOLKSWAGEN GROUP 5.25% DUE 03-22-2029 | 3/22/2029 | 5.25% | \*\* | 1717128 |
| VOLTAMP TRANSFORME INR10 |  |  | \*\* | 40361 |
| VOLUTION GRP PLC ORD GBP0.01 |  |  | \*\* | 104853 |
| VOLVO CAR AB SER'B'NPV |  |  | \*\* | 71532 |
| VONTOBEL HLDG AG CHF1 (REGD) |  |  | \*\* | 175065 |
| VOYA 24-4A 5.64316987991% 07-20-2037 | 7/20/2037 | 5.23% | \*\* | 8779894 |
| VOYA FINL INC COM |  |  | \*\* | 662261 |
| VOYAGER TECHNOLOGIES INC CL A CL A |  |  | \*\* | 347453 |
| VSE CORP COM |  |  | \*\* | 385623 |
| VT HOLDINGS CO LTD NPV |  |  | \*\* | 18466 |
| VTEX COM USD0.0001 CL A |  |  | \*\* | 244118 |
| VULCABRAS AZALEIA SA |  |  | \*\* | 8781 |
| VULCAN MATERIALS CO 4.95% 12-01-2029 | 12/1/2029 | 4.95% | \*\* | 1673484 |
| VULCAN MATERIALS CO COM |  |  | \*\* | 16525932 |
| W P CAREY INC 2.25% DUE 04-01-2033 | 4/1/2033 | 2.25% | \*\* | 717924 |
| W P CAREY INC 2.4% DUE 02-01-2031 | 2/1/2031 | 2.40% | \*\* | 81195 |
| W P CAREY INC 4.25% DUE 10-01-2026 | 10/1/2026 | 4.25% | \*\* | 1413130 |
| W P CAREY INC COM |  |  | \*\* | 452129 |
| W VA UNIV HLTH SYS 3.129% DUE 06-01-2050 | 6/1/2050 | 3.13% | \*\* | 261631 |
| WABASH NATL CORP COM |  |  | \*\* | 279689 |
| WABTEC CORP COM |  |  | \*\* | 1255086 |
| WALKER & DUNLOP INC COM . |  |  | \*\* | 5282373 |
| WALMART INC 4.5% DUE 04-15-2053 | 4/15/2053 | 4.50% | \*\* | 719153 |
| WALMART INC 4.5% DUE 09-09-2052 BEO | 9/9/2052 | 4.50% | \*\* | 123781 |
| WALMART INC COM |  |  | \*\* | 60376867 |
| WALT DISNEY CO |  |  | \*\* | 42052805 |
| WANGUO GOLD GROUP HKD0.025 |  |  | \*\* | 39211 |
| WANT WANT CHINA HO USD0.02 |  |  | \*\* | 21461 |
| WARBY PARKER INC CL A COM CL A COM |  |  | \*\* | 3287022 |
| WARNER BROS DISCOVERY INC |  |  | \*\* | 10606 |
| WARNER MUSIC GROUP CORP CL A CL A |  |  | \*\* | 6786658 |
| WARNERMEDIA HLDGS 3.755% 03-15-2027 | 3/15/2027 | 3.76% | \*\* | 688338 |
| WARRIOR MET COAL INC COM |  |  | \*\* | 207905 |
| WARTSILA EUR3.50 |  |  | \*\* | 4673917 |
| WASION HOLDINGS LTD |  |  | \*\* | 613611 |
| WASTE CONNECTIONS INC 5.0% 03-01-2034 | 3/1/2034 | 5.00% | \*\* | 2609409 |
| WASTE MGMT INC DEL 4.95% 07-03-2027 | 7/3/2027 | 4.95% | \*\* | 224757 |
| WASTE MGMT INC DEL COM STK |  |  | \*\* | 145668 |
| WATERBRIDGE INFRASTRUCTURE LLC CL A SHS REPSTG LTD LIAB CO |  |  | \*\* | 2225972 |
| WATERS CORP COM |  |  | \*\* | 18232 |
| WATSCO INC COM |  |  | \*\* | 3065234 |
| WAVE LIFE SCIENCES PTE LTD COM NPV |  |  | \*\* | 418200 |
| WAYFAIR INC CL A CL A |  |  | \*\* | 5065283 |
| WD 40 CO COM STK |  |  | \*\* | 596410 |
| WEALTHFRONT CORP COM |  |  | \*\* | 1056813 |
| WEATHERFORD INTL LTD COMMON STOCK |  |  | \*\* | 4431159 |
| WEAVE COMMUNICATIONS INC COM |  |  | \*\* | 246652 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| WEAVER NETWORK TEC A CNY1 |  |  | \*\* | 276907 |
| WEBLINK INTERNATIO TWD10 |  |  | \*\* | 45436 |
| WEC ENERGY GROUP 5.15% DUE 10-01-2027 | 10/1/2027 | 5.15% | \*\* | 1465514 |
| WEC ENERGY GROUP INC 4.75% DUE 01-09-2026 | 1/9/2026 | 4.75% | \*\* | 3877425 |
| WEC ENERGY GROUP INC COM |  |  | \*\* | 1517358 |
| WEIBO CORPORATION USD0.00025 A |  |  | \*\* | 56844 |
| WEICHAI POWER CO H CNY1 |  |  | \*\* | 1457314 |
| WELLS FARGO & CO 2.572% 02-11-2031 | 2/11/2031 | 2.57% | \*\* | 3122031 |
| WELLS FARGO & CO 2.879% 10-30-2030 | 10/30/2030 | 2.88% | \*\* | 1271554 |
| WELLS FARGO & CO 3.068% 04-30-2041 | 4/30/2041 | 3.07% | \*\* | 684394 |
| WELLS FARGO & CO 3.9%-FRN SNR 22/07/2032EUR | 7/22/2032 | 3.90% | \*\* | 240689 |
| WELLS FARGO & CO 4.4% DUE 06-14-2046 | 6/14/2046 | 4.40% | \*\* | 100545 |
| WELLS FARGO & CO 4.611% 04-25-2053 | 4/25/2053 | 4.61% | \*\* | 190354 |
| WELLS FARGO & CO 4.808% 07-25-2028 | 7/25/2028 | 4.81% | \*\* | 4854531 |
| WELLS FARGO & CO 4.9% 01-24-2028 | 1/24/2028 | 4.90% | \*\* | 8602532 |
| WELLS FARGO & CO 5.605% 04-23-2036 | 4/23/2036 | 5.60% | \*\* | 703568 |
| WELLS FARGO & CO 5.606% DUE 01-15-2044 | 1/15/2044 | 5.61% | \*\* | 347891 |
| WELLS FARGO & CO FLTG RT 5.013% 04-04-2051 | 4/4/2051 | 5.01% | \*\* | 632970 |
| WELLS FARGO & CO MEDIUM TERM SR NTS 6.491% 10-23-2034 | 10/23/2034 | 6.49% | \*\* | 620843 |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK3.526% 03-24-2028 | 3/24/2028 | 3.53% | \*\* | 1344339 |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK5.15% 04-23-2031 | 4/23/2031 | 5.15% | \*\* | 6676958 |
| WELLS FARGO & CO NEW COM STK |  |  | \*\* | 76445809 |
| WELLS FARGO & COMPANY 3.584% 05-22-2028 | 5/22/2028 | 3.58% | \*\* | 2647781 |
| WELLS FARGO & COMPANY 4.078% 09-15-2029 | 9/15/2029 | 4.08% | \*\* | 4752537 |
| WELLS FARGO & COMPANY 4.897% 07-25-2033 | 7/25/2033 | 4.90% | \*\* | 5085530 |
| WELLS FARGO & COMPANY 4.97% 04-23-2029 | 4/23/2029 | 4.97% | \*\* | 15320740 |
| WELLS FARGO & COMPANY 5.198% 01-23-2030 | 1/23/2030 | 5.20% | \*\* | 2689874 |
| WELLS FARGO & COMPANY 5.389% 04-24-2034 | 4/24/2034 | 5.39% | \*\* | 4099431 |
| WELLS FARGO & COMPANY 5.499% 01-23-2035 | 1/23/2035 | 5.50% | \*\* | 18155026 |
| WELLS FARGO & COMPANY 5.557% 07-25-2034 | 7/25/2034 | 5.56% | \*\* | 2541133 |
| WELLS FARGO & COMPANY 5.574% 07-25-2029 | 7/25/2029 | 5.57% | \*\* | 4280284 |
| WELLS FARGO & COMPANY 5.707% 04-22-2028 | 4/22/2028 | 5.71% | \*\* | 5864816 |
| WELLS FARGO & COMPANY 6.303% 10-23-2029 | 10/23/2029 | 6.30% | \*\* | 4285942 |
| WELLS FARGO AND COMPANY 5.211% 12-03-2035 | 12/3/2035 | 5.21% | \*\* | 788004 |
| WELLS FARGO BK N A 5.45% DUE 08-07-2026 | 8/7/2026 | 5.45% | \*\* | 2020719 |
| WELLS FARGO CARD ISSUANCE TRUST SER 25-A1 CL A 4.34% 05-15-2030 | 5/15/2030 | 4.34% | \*\* | 5795255 |
| WELLS FARGO COML 3.426% DUE 03-15-2059 | 3/15/2059 | 3.43% | \*\* | 1460465 |
| WELLS FARGO COML 3.862% DUE 12-15-2039 | 12/15/2039 | 3.86% | \*\* | 1843946 |
| WELLS FARGO COML 5.309% DUE 08-15-2057 | 8/15/2057 | 5.31% | \*\* | 1160454 |
| WELLS FARGO COML 5.92% DUE 11-15-2057 | 11/15/2057 | 5.92% | \*\* | 6846372 |
| WELLS FARGO COML FLTG RT 3.7487% DUE 06-15-2036 | 6/15/2036 | 3.75% | \*\* | 1690750 |
| WELLS FARGO COML MTG TR 2016-C36 SR 16-C36 CL A3 2.807% 11-15-2059 | 11/15/2059 | 2.81% | \*\* | 834995 |
| WELLS FARGO COML MTG TR 2017-C40 SR 17-C40 CL A2 2.495% 10-15-2050 | 10/15/2050 | 2.50% | \*\* | 402477 |
| WELLS FARGO COML MTG TR 2017-C40 CL A-SB 3.395% 10-15-2050 10-15-2050 | 10/15/2050 | 3.40% | \*\* | 866181 |
| WELLS FARGO COML MTG TR 2017-C41 CL A-SB 3.39% 11-15-2050 | 11/15/2050 | 3.39% | \*\* | 1899409 |
| WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 1.354% 04-15-2054 | 4/15/2054 | 1.35% | \*\* | 3675904 |
| WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 2.298% 04-15-2054 | 4/15/2054 | 2.30% | \*\* | 1638339 |
| WELLS FARGO COML MTG TR 2022-C62 COML MTG PASS THRU CTF CL 3.589% 04-15-2055 | 4/15/2055 | 3.59% | \*\* | 7669055 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| WELLS FARGO COML MTG TR 2025-5C5 5.59% 07-15-2058 | 7/15/2058 | 5.59% | \*\* | 1437158 |
| WELLS FARGO COML SER 2018-C44 CL ASB 4.167% 05-15-2051 | 5/15/2051 | 4.17% | \*\* | 1840702 |
| WELLTOWER INC COM REIT |  |  | \*\* | 252244 |
| WELLTOWER OP LLC 4.5% 07-01-2030 | 7/1/2030 | 4.50% | \*\* | 5935886 |
| WERNER ENTERPRISES INC COM |  |  | \*\* | 8350553 |
| WESCO INTL INC COM |  |  | \*\* | 2706942 |
| WESDOME GOLD MIN L COM NPV |  |  | \*\* | 1688807 |
| WESFARMERS LTD NPV |  |  | \*\* | 29903 |
| WEST AFRICAN RES NPV |  |  | \*\* | 45056 |
| WESTAMERICA BANCORPORATION COM |  |  | \*\* | 98625 |
| WESTAR ENERGY INC FIXED 3.25% 09-01-2049 | 9/1/2049 | 3.25% | \*\* | 102508 |
| WESTERN MIDSTREAM OPERATING LP 5.25% 02-01-2050 | 2/1/2050 | 5.25% | \*\* | 270353 |
| WESTERN UN CO FIXED 1.35% DUE 03-15-2026 | 3/15/2026 | 1.35% | \*\* | 1788705 |
| WESTERN-SOUTHERN 4.7% DUE 12-10-2032 | 12/10/2032 | 4.70% | \*\* | 2987157 |
| WESTGOLD RESOURCES NPV |  |  | \*\* | 357136 |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.7% 09-15-2028 | 9/15/2028 | 4.70% | \*\* | 3680289 |
| WESTINGHOUSE AIR FIXED 3.45% DUE 11-15-2026 | 11/15/2026 | 3.45% | \*\* | 4656469 |
| WESTLAKE 4.72% DUE 11-15-2029 | 11/15/2029 | 4.72% | \*\* | 3013014 |
| WESTLAKE 6.68% DUE 04-17-2028 | 4/17/2028 | 6.68% | \*\* | 1415968 |
| WESTLAKE 7.01% DUE 11-15-2028 | 11/15/2028 | 7.01% | \*\* | 1023724 |
| WESTLAKE CORPORATION COM USD0.01 |  |  | \*\* | 473364 |
| WESTN DIGITAL CORP COM |  |  | \*\* | 3133074 |
| WESTN GAS PARTNERS 4.65% DUE 07-01-2026 | 7/1/2026 | 4.65% | \*\* | 2880532 |
| WESTN MIDSTREAM 5.5% DUE 12-15-2035 | 12/15/2035 | 5.50% | \*\* | 219436 |
| WESTPAC BKG CORP 4.184% DUE 05-22-2028 | 5/22/2028 | 4.18% | \*\* | 6312278 |
| WESTPAC BKG CORP 4.322% DUE 11-23-2031 | 11/23/2031 | 4.32% | \*\* | 289818 |
| WESTPAC BKG FIXED 2.668% DUE 11-15-2035 | 11/15/2035 | 2.67% | \*\* | 453230 |
| WESTPAC NEW 4.902% DUE 02-15-2028 | 2/15/2028 | 4.90% | \*\* | 5091192 |
| WESTPORTS HOLDINGS NPV |  |  | \*\* | 260585 |
| WEX INC COM |  |  | \*\* | 921888 |
| WEYERHAEUSER CO FIXED 4% DUE 04-15-2030 | 4/15/2030 | 4.00% | \*\* | 4738350 |
| WEYERHAEUSER CO SR NT 4% 03-09-2052 | 3/9/2052 | 4.00% | \*\* | 774620 |
| WH GROUP LTD USD0.0001 |  |  | \*\* | 18379 |
| WHITE MOUNTAINS INSURANCE GROUP COM STOCK |  |  | \*\* | 8993714 |
| WHITECAP RESOURCES INC COMMON STOCK |  |  | \*\* | 45304 |
| WHITESTONE REIT COMMON SHARES |  |  | \*\* | 155304 |
| WI TREASURY N/B 28/02/2029 1.875% 02-28-2029 | 2/28/2029 | 1.88% | \*\* | 3800625 |
| WI TREASURY SEC 3% DUE 05-15-2045 REG | 5/15/2045 | 3.00% | \*\* | 471344 |
| WI TREASURY SEC 3.375% DUE 11-15-2048 REG | 11/15/2048 | 3.38% | \*\* | 41021648 |
| WI TREASURY SEC 3.875% 05-15-2043 | 2/15/2052 | 2.25% | \*\* | 9003906 |
| WI TREASURY SEC 4.0% 11-15-2035 | 11/15/2035 | 4.00% | \*\* | 4851345 |
| WILH WILHEL. HLDG SER'A'NOK20 |  |  | \*\* | 266957 |
| WILLDAN GROUP INC COM |  |  | \*\* | 222973 |
| WILLIAMS CO INC COM |  |  | \*\* | 310408 |
| WILLIAMS COMPANIES INC 5.15% 03-15-2034 | 3/15/2034 | 5.15% | \*\* | 2974053 |
| WILLIAMS COMPANIES INC 5.4% DUE 03-02-2026 | 3/2/2026 | 5.40% | \*\* | 4680188 |
| WILLIAMS COS INC 5.8% 11-15-2054 | 11/15/2054 | 5.80% | \*\* | 843176 |
| WILLIAMS PARTNERS 3.75% DUE 06-15-2027 | 6/15/2027 | 3.75% | \*\* | 257042 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| WILLIAMS PARTNERS 4.9% DUE 01-15-2045 | 1/15/2045 | 4.90% | \*\* | 404229 |
| WILLIAMS PARTNERS 5.1% DUE 09-15-2045 | 9/15/2045 | 5.10% | \*\* | 764001 |
| WILLIAMS PARTNERS 5.4% DUE 03-04-2044 | 3/4/2044 | 5.40% | \*\* | 240483 |
| WILLIAMS SONOMA INC COM |  |  | \*\* | 1516051 |
| WILLSCOT HOLDINGS CORPORATION COM |  |  | \*\* | 1854755 |
| WILSON BAYLY HOLME ZAR0.01 |  |  | \*\* | 33105 |
| WIN SEMICONDUCTORS TWD10 |  |  | \*\* | 2003533 |
| WINBOND ELECTRONIC TWD10 |  |  | \*\* | 1056800 |
| WINGSTOP INC COM |  |  | \*\* | 5662468 |
| WINMARK CORP COM |  |  | \*\* | 1021259 |
| WINNEBAGO INDS INC COM |  |  | \*\* | 5832044 |
| WISDOM TREE INC |  |  | \*\* | 696171 |
| WIX.COM LTD COM ILS0.01 |  |  | \*\* | 5271067 |
| WOLTERS KLUWER EUR0.12 |  |  | \*\* | 1158587 |
| WOLVERINE WORLD WIDE INC COM |  |  | \*\* | 509616 |
| WONDER HI-TECH TWD10 |  |  | \*\* | 156306 |
| WONIK IPS COM STK |  |  | \*\* | 1015849 |
| WONIK PNE CO LTD KRW500 |  |  | \*\* | 24783 |
| WOODSIDE FIN LTD 5.4% 05-19-2030 | 5/19/2030 | 5.40% | \*\* | 1541784 |
| WOODWARD INC COM |  |  | \*\* | 6949732 |
| WOORI FINANCIAL GR KRW5000 |  |  | \*\* | 870798 |
| WORKDAY INC CL A COM USD0.001 |  |  | \*\* | 36190430 |
| WORKDAY INC SR NT 3.5% 04-01-2027 | 4/1/2027 | 3.50% | \*\* | 2108438 |
| WORKDAY INC SR NT 3.8% 04-01-2032 | 4/1/2032 | 3.80% | \*\* | 3124092 |
| WORKIVA INC COM CL A COM CL A |  |  | \*\* | 4414706 |
| WORLD FINANCIAL NETWORK CR CARD MASTER TRUST 4.62% 05-15-2031 | 5/15/2031 | 4.62% | \*\* | 5057999 |
| WORLD FINL NETWORK CR CARD MASTER SER 2023-A AST BACKED NT CL 5.02% 03-15-2030 | 3/15/2030 | 5.02% | \*\* | 1039005 |
| WORLD FINL NETWORK CR SR 24-A CL A 5.47 5.47% 5.47% 02-17-2031 | 2/15/2031 | 5.47% | \*\* | 9162800 |
| WORLD KINECT CORPORATION COM USD0.01 |  |  | \*\* | 669161 |
| WORLD OMNI AUTO 5.61% DUE 02-15-2028 | 2/15/2028 | 5.61% | \*\* | 155000 |
| WORLD OMNI AUTO RECEIVABLES SER 22-B CL A3 3.25% 07-15-2027 | 7/15/2027 | 3.25% | \*\* | 62312 |
| WORLD OMNI AUTO RECEIVABLES TR SR 24-B CL A3 5.27% 09-17-2029 | 9/17/2029 | 5.27% | \*\* | 5312032 |
| WORLD OMNI AUTO RECEIVABLES TR SR 25-A CL A3 4.73% 03-15-2030 | 3/15/2030 | 4.99% | \*\* | 1248523 |
| WORLD OMNI AUTO RECEIVABLES TR SR 25-A CL A2A 4.49% 04-17-2028 | 4/17/2028 | 4.49% | \*\* | 1028987 |
| WORLD OMNI AUTO RECEIVABLES TR SR 25-B CL A3 4.34% 09-16-2030 | 9/16/2030 | 4.34% | \*\* | 322861 |
| WORLD OMNI AUTO RECEIVABLES TRUST SER 23-C CL A3 5.15% DUE 11-15-2028 | 11/15/2028 | 5.15% | \*\* | 5722319 |
| WORLD OMNI SLECT 4.39% DUE 08-15-2031 | 8/15/2031 | 4.39% | \*\* | 2252753 |
| WORLDWIDE PLAZA TR 3.5263% DUE 11-10-2036 BEO | 11/10/2036 | 3.53% | \*\* | 1439823 |
| WORLEY LTD |  |  | \*\* | 109582 |
| WP CAREY INC 2.45% 02-01-2032 | 2/1/2032 | 2.45% | \*\* | 770933 |
| WRKCO INC 3% DUE 06-15-2033 | 6/15/2033 | 3.00% | \*\* | 223119 |
| WT MICROELECTRONIC TWD10 |  |  | \*\* | 274693 |
| WUXI APPTEC CO LTD CNY1 H |  |  | \*\* | 125539 |
| WYETH NT 5.95 DUE 04-01-2037/03-27-2007 BEO | 4/1/2037 | 5.95% | \*\* | 539067 |
| WYNDHAM HOTELS & RESORTS INC COM |  |  | \*\* | 3145638 |
| WYNN RESORTS LTD COM |  |  | \*\* | 218519 |
| XCEL ENERGY INC 4.75% 03-21-2028 | 3/21/2028 | 4.75% | \*\* | 405300 |
| XCEL ENERGY INC COM |  |  | \*\* | 18425485 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| XD INC COM |  |  | \*\* | 29994 |
| XEBIO HOLDINGS CO NPV |  |  | \*\* | 101030 |
| XENCOR INC COM |  |  | \*\* | 416478 |
| XENIA HOTELS & RESORTS INC COM |  |  | \*\* | 578991 |
| XENON PHARMACEUTICALS INC COMMON STOCK |  |  | \*\* | 883178 |
| XERIS BIOPHARMA HLDGS INC COM |  |  | \*\* | 236654 |
| XIABUXIABU CATERIN USD0.000025 |  |  | \*\* | 23945 |
| XIAMEN JIHONG CO 'A'CNY1 |  |  | \*\* | 1057548 |
| XIAMEN XIANGYU CO. LTD. 'A'CNY1 (STOCK CONNECT) |  |  | \*\* | 477148 |
| XIN POINT HLDGS LT HKD0.1 |  |  | \*\* | 47238 |
| XOMETRY INC CL A COM CL A COM |  |  | \*\* | 4027784 |
| XP INC COM USD0.00001 CLASS A |  |  | \*\* | 383582 |
| XPENG INC USD0.00001 A CLASS |  |  | \*\* | 450440 |
| XPERI INC COM |  |  | \*\* | 110027 |
| XPO INC COM |  |  | \*\* | 9198253 |
| XTB SA PLN0.05 |  |  | \*\* | 684999 |
| XTEP INTERNATIONAL HKD0.01 |  |  | \*\* | 32746 |
| XYLEM INC 3.25% DUE 11-01-2026 | 11/1/2026 | 3.25% | \*\* | 3368987 |
| XYLEM INC FIXED 2.25% DUE 01-30-2031 | 1/30/2031 | 2.25% | \*\* | 408664 |
| YAHAGI CONSTRUCT NPV |  |  | \*\* | 25303 |
| YAKULT HONSHA CO NPV |  |  | \*\* | 10935 |
| YALE UNIV 4.701% DUE 04-15-2032 | 4/15/2032 | 4.70% | \*\* | 3810151 |
| YAMABIKO CORPO NPV |  |  | \*\* | 109972 |
| YAMAHA CORP NPV |  |  | \*\* | 59244 |
| YAMAMAH CEMENT CO SAR10 |  |  | \*\* | 19100 |
| YAMANA GOLD INC FIXED 4.625% 12-15-2027 | 12/15/2027 | 4.62% | \*\* | 1599551 |
| YANGZIJIANG SHIPBU NPV (SGD) |  |  | \*\* | 1154137 |
| YANKEY ENGINEERING TWD10 |  |  | \*\* | 173151 |
| YAPI KREDI BANKASI TRY1 |  |  | \*\* | 1686794 |
| YARA INTERNATIONAL ASA 144A 4.75% DUE 06-01-2028 BE | 6/1/2028 | 4.75% | \*\* | 1310771 |
| YATSEN HLDG LTD ADR NEW |  |  | \*\* | 16622 |
| YEXT INC COM |  |  | \*\* | 31015 |
| YIXIN GROUP LTD USD0.0001 |  |  | \*\* | 11676 |
| YIXINTANG PHARMACE 'A'CNY1 |  |  | \*\* | 264387 |
| YOKOGAWA B HOLDING NPV |  |  | \*\* | 75266 |
| YOKOGAWA ELECTRIC NPV |  |  | \*\* | 1097635 |
| YOKOWO CO LTD NPV |  |  | \*\* | 119513 |
| YOUNGONE HOLDINGS CO LTD KRW500 |  |  | \*\* | 15686 |
| YTL CORP BHD WARRANT 31/12/2099 |  |  | \*\* | 21698 |
| YUEXIU TRANSPORT I HKD0.10 |  |  | \*\* | 23092 |
| ZABKA GROUP SA NPV |  |  | \*\* | 1340445 |
| ZAMIL IND INV CO SAR10 |  |  | \*\* | 318231 |
| ZAPTEC ASA |  |  | \*\* | 252603 |
| ZBOM HOME (STOCK CONNECT) |  |  | \*\* | 469564 |
| ZEALAND PHARMA A/S |  |  | \*\* | 1679292 |
| ZEHNDER GROUP CHF0.05 (REGD) 'A' |  |  | \*\* | 106244 |
| ZETRIX AI BERHAD NPV |  |  | \*\* | 68644 |
| ZHAOJIN MINING IND 'H'CNY1 |  |  | \*\* | 9873 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Name** | **Maturity Date** | **Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ZHEJIANG EXPRESS 'H'CNY1 |  |  | \*\* | 101330 |
| ZHEJIANG LEAPMOTOR CNY1 H |  |  | \*\* | 46849 |
| ZHEJIANG SEMIR GARMENT CO LTD 'A'CNY1 (STOCK CONNECT LINE) |  |  | \*\* | 502405 |
| ZHEJIANG TAOTAO CNY1 A |  |  | \*\* | 633705 |
| ZHEN DING TECHNOLO TWD10 |  |  | \*\* | 1125316 |
| ZHIHU INC SPONSORED ADR NEW |  |  | \*\* | 17332 |
| ZIGEXN CO LTD NPV |  |  | \*\* | 76103 |
| ZIJIN MINING GROUP LTD 'H'CNY0.1 |  |  | \*\* | 613919 |
| ZILLOW GROUP INC COM USD0.0001 |  |  | \*\* | 2360622 |
| ZILLOW GROUP INC COM USD0.0001 CLASS C |  |  | \*\* | 208549 |
| ZIMMER BIOMET HLDGS 4.7% 02-19-2027 | 2/19/2027 | 4.70% | \*\* | 5220160 |
| ZIMMER BIOMET HLDGS 5.05% 02-19-2030 | 2/19/2030 | 5.05% | \*\* | 308715 |
| ZIMMER BIOMET HLDGS INC COM |  |  | \*\* | 6069600 |
| ZIMMER BIOMET HLDGS INC NT 2.6% 11-24-2031 | 11/24/2031 | 2.60% | \*\* | 551575 |
| ZIONS BANCORPORATION N A |  |  | \*\* | 521474 |
| ZIPRECRUITER INC CL A CL A |  |  | \*\* | 205374 |
| ZOETIS INC 4.15% 08-17-2028 | 8/17/2028 | 4.15% | \*\* | 845943 |
| ZOETIS INC SR NT 5% 08-17-2035 | 8/17/2035 | 5.00% | \*\* | 379774 |
| ZON OPTIMUS SGPS SA |  |  | \*\* | 222275 |
| ZOOMLION HEAVY INDUSTRY SCIENC |  |  | \*\* | 1124738 |
| ZOZO INC |  |  | \*\* | 3848003 |
| ZSCALER INC COM |  |  | \*\* | 1801609 |
| ZUMIEZ INC COM |  |  | \*\* | 295563 |
| ZURICH INSURANCE GROUP AG CHF0.10 |  |  | \*\* | 12488727 |
| Metropolitan Life (wrap contract) |  |  | \*\* | 81490178 |
| Prudential (wrap contract) |  |  | \*\* | 70033789 |
| RGA (wrap contract) |  |  | \*\* | 19273940 |
| Royal Bank of Canada (wrap contract) |  |  | \*\* | 83883392 |
| Voya (wrap contract) |  |  | \*\* | 113706227 |
| TOTAL |  |  |  | $79601237708 |
| \*PARTICIPANT LOANS (Interest from 3.25% to 9.50% maturing through December 2045) |  |  | \*\* | $719542358 |
| \*Party-in-interest |  |  |  |  |
| \*\*Cost information is not required for participant directed investment and therefore is not included. |  |  |  |  |
|  |  |  |  | (Concluded) |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

FORM 5500, SCHEDULE H, LINE 4(a) - SCHEDULE OF DELINQUENT PARTICIPANT CONTRIBUTIONS

FOR THE YEAR ENDED DECEMBER 31, 2025

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Participant Contributions Transferred Late to Plan *(1)*** | **Total That Constitute Nonexempt Prohibited Transactions** | **Total That Constitute Nonexempt Prohibited Transactions** | **Total That Constitute Nonexempt Prohibited Transactions** | |
| **Check here if Late Participant Loan Repayments are included:**<br>**☐** | **Contributions Not Corrected *(2)*** | **Contributions Corrected Outside VFCP *(3)*** | **Contributions Pending Correction in VFCP** | **Total Fully Corrected Under VFCP and PTE 2002-51** |
| $7583 | $253 | $7330 | $— | $— |

---

*(1) The Boeing Distribution Services, Inc. Retirement Plan ("BDSI Plan") was merged into the Plan effective December 31, 2024. Prior to this merger, participant contributions from various pay periods in 2024 were remitted late to the BDSI Plan.*

*(2) Contributions of $253 were remitted to the BDSI Plan in 2024. Lost earnings are in the process of being calculated and will be remitted to the Plan once finalized.*

*(3) Contributions of $5,627 were remitted to the BDSI Plan in 2024 and contributions of $1,703 were remitted to the Plan in 2025. Lost earnings were remitted to the Plan in 2025.*

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

FORM 5500, SCHEDULE G, PART III - SCHEDULE OF NONEXEMPT TRANSACTIONS

FOR THE YEAR ENDED DECEMBER 31, 2025

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Party Involved** | **Relationship to Plan** | **Description of Transaction** | **Cost of Asset** | **Current Value of Asset** | **Net Gain on Each Transaction** |
| Morningstar | Service provider | Plan assets were inadvertently used to make an overpayment to a third-party provider. | $4700 | $5011 | $311 |

---

------

<u>[**Table of Contents**](#i1904fe49e3ec4cf4a8cebcac80e1119f_7)</u>

**SIGNATURE**

Pursuant to the requirements of the Securities Exchange Act of 1934, the Plan Administrator has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.

---

| | |
|:---|:---|
| | THE BOEING COMPANY<br>401(k) RETIREMENT PLAN |
| June 16, 2026 | /s/ Michael J. Cleary&nbsp;&nbsp;&nbsp;&nbsp; |
| Date | Michael J. Cleary |
| | Senior Vice President and Controller |

---

## Exhibit 23.1

**Exhibit 23.1** 

**CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM** 

We consent to the incorporation by reference in the following registration statements our report dated June 16, 2026, relating to the financial statements and supplemental schedule of The Boeing Company 401(k) Retirement Plan appearing in this Annual Report on Form 11-K for the year ended December 31, 2025.

**<u>Form S-8</u>**

No. 33-31434

No. 33-43854

No. 333-32499

No. 333-73252

No. 333-107677

No. 333-140837

No. 333-163637

No. 333-252770

No. 333-289055

/s/ Deloitte & Touche LLP

Chicago, Illinois

June 16, 2026

<br>