# EDGAR Filing Document

**Accession Number:** 0000029440
**File Stem:** 0001193125-26-080193
**Filing Date:** 2026-2
**Character Count:** 206879
**Document Hash:** 4fba59e7011cf0d78595ac0f315b1b57
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-080193.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-080193

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DODGE & COX FUNDS
- **CENTRAL INDEX KEY:** 0000029440

**ORGANIZATION NAME:**
- **EIN:** 946067274
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00173
- **FILM NUMBER:** 26694454

**BUSINESS ADDRESS:**
- **STREET 1:** 555 CALIFORNIA ST
- **STREET 2:** 40 TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104
- **BUSINESS PHONE:** 4159811710

**MAIL ADDRESS:**
- **STREET 1:** 555 CALIFORNIA ST
- **STREET 2:** 40 TH FLOOR
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DODGE & COX BALANCED FUND/CA
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Dodge & Cox Balanced Fund (Series ID: S000011204)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000030877 | Class I      | DODBX           |
| C000235736 | Class X      | DOXBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Dodge & Cox Funds

- **b. Investment Company Act file number:** 811-00173

- **c. CIK number of Registrant:** 0000029440

- **d. LEI of Registrant:** 549300R3H2V5UI5MR803

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

  - **Street Address 1:** 555 California Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94104

  - **Telephone number:** 415-981-1710

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

- **a. Name of Series:** Dodge & Cox Balanced Fund

- **b. EDGAR series identifier (if any):** S000011204

- **c. LEI of Series:** 5493001YPLZPF6HHZY31

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14914097777.16

**Total Liabilities:** $18411422.30

**Net Assets:** $14895686354.86

**Cash Not Reported:** $13051.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5964.510000000000 | **1-Year:** 177940.770000000000 | **5-Year:** 925470.320000000000 | **10-Year:** 717856.940000000000 | **30-Year:** 405708.530000000000

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

- **3-Month:** 2056.970000000000 | **1-Year:** 10301.840000000000 | **5-Year:** 39631.770000000000 | **10-Year:** 42713.540000000000 | **30-Year:** 40931.370000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030877 | -0.62%               | 1.45%                | 1.03%                |
| Class ID C000235736 | -0.64%               | 1.45%                | 1.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $119026323.98            | $-224770377.79                             |
| Month 2  | $68383238.64             | $111285477.42                              |
| Month 3  | $94190676.05             | $20445327.44                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                               | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                | SOLD EUR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2290451.96  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2292143.19  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5333.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-105262.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-143898.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-486484.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-832261.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group, Ltd.                                    | AIA Group, Ltd. ADR                                                | CUSIP: 001317205<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |   2735200 | NS      | $112225256.00 | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                  | Ashtead Group PLC                                                  | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |   2005700 | NS      | $136839052.62 | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                        | Adobe, Inc.                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    133500 | NS      | $46723665.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                     | Air Products & Chemicals, Inc.                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    489309 | NS      | $120869109.18 | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                      | Akzo Nobel NV ADR                                                  | CUSIP: 010199503<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |   2126200 | NS      | $49221530.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding, Ltd.                        | Alibaba Group Holding, Ltd. ADR                                    | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    724100 | NS      | $106138578.00 | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                      | Alnylam Pharmaceuticals, Inc.                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     83700 | NS      | $33283305.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                     | Alphabet, Inc., Class C                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    750600 | NS      | $235538280.00 | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                     | Alphabet, Inc., Class A                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    399500 | NS      | $125043500.00 | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    573100 | NS      | $132282942.00 | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc.                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    983900 | NS      | $113453509.00 | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                         | Anheuser-Busch InBev SA/NV ADR                                     | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |   2240200 | NS      | $143462408.00 | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc. 2.25 05/15/2030                              | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4590589.20   | 0.03%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc. 4.75 02/15/2030                              | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20398431.80  | 0.14%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                         | Archer-Daniels-Midland Co.                                         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    912300 | NS      | $52448127.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                      | Avantor, Inc.                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6317700 | NS      | $72400842.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                       | British American Tobacco PLC 6.343 08/02/2030                      | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4218120.50   | 0.03%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                       | British American Tobacco PLC 6.421 08/02/2033                      | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4303399.85   | 0.03%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                       | British American Tobacco PLC 4.742 03/16/2032                      | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  15335000 | PA      | $15474952.58  | 0.10%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA ADR                                                 | CUSIP: 05565A202<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |   3259500 | NS      | $154500300.00 | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 4.625 03/13/2027                                    | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12175000 | PA      | $12220549.35  | 0.08%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                   | Baker Hughes Co., Class A                                          | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2255000 | NS      | $102692700.00 | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 4.25 10/22/2026                              | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2976978.91   | 0.02%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 4.45 03/03/2026                              | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3972860.82   | 0.03%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 4.183 11/25/2027                             | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7925000 | PA      | $7944026.42   | 0.05%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 3.846 03/08/2037                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  40560000 | PA      | $38196778.09  | 0.26%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 4.623 05/09/2029                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4711685.51   | 0.03%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                  | The Bank of New York Mellon Corp.                                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    910800 | NS      | $105734772.00 | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 8.75 09/01/2030                               | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25692000 | PA      | $30249282.67  | 0.20%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 4.836 05/09/2028                                      | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4525000 | PA      | $4563657.84   | 0.03%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 5.501 08/09/2028                                      | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10750000 | PA      | $10982991.52  | 0.07%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 5.746 08/09/2033                                      | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $9973298.84   | 0.07%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 5.829 05/09/2027                                      | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7700000 | PA      | $7743330.75   | 0.05%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 6.224 05/09/2034                                      | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $3010851.90   | 0.02%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                         | Baxter International, Inc.                                         | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |   2693100 | NS      | $51465141.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                           | Bayer AG ADR                                                       | CUSIP: 072730302<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |   6249700 | NS      | $67621754.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                           | Bayer AG 6.375 11/21/2030                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6628578.22   | 0.04%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                           | Bayer AG 6.50 11/21/2033                                           | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  11350000 | PA      | $12287451.55  | 0.08%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                           | Bayer AG 4.375 12/15/2028                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10111068.19  | 0.07%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                      | BioMarin Pharmaceutical, Inc.                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    955200 | NS      | $56767536.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 2.588 08/12/2035                                    | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $5876719.49   | 0.04%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 5.085 05/09/2031                                    | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4500000 | PA      | $4593700.62   | 0.03%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                             | Booking Holdings, Inc.                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     18000 | NS      | $96395940.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 3.65 02/01/2026                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   5341000 | PA      | $5337075.86   | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 2.75 10/01/2026                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  22161000 | PA      | $21929571.79  | 0.15%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 2.90 03/15/2030                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   7270000 | PA      | $6816337.75   | 0.05%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 3.25 01/30/2031                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5486543.95   | 0.04%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 6.50 01/15/2034                            | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  14850000 | PA      | $15985172.31  | 0.11%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp.                                   | Brookfield Corp.                                                   | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |   1700400 | NS      | $78031356.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 4.50 06/01/2033                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21105000 | PA      | $18474442.41  | 0.12%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 4.50 05/01/2032                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14925000 | PA      | $13395744.20  | 0.09%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 4.25 01/15/2034                       | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2146942.68   | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                    | The Cigna Group                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    559555 | NS      | $154006322.65 | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                    | The Cigna Group 4.375 10/15/2028                                   | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   5211000 | PA      | $5258368.56   | 0.04%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                    | The Cigna Group 7.875 05/15/2027                                   | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  17587000 | PA      | $18425210.84  | 0.12%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                   | CVS Health Corp.                                                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |   4334700 | NS      | $344001792.00 | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                   | CVS Health Corp. 7.00 03/10/2055                                   | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  24355000 | PA      | $25549565.99  | 0.17%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    410426 | NS      | $99470845.36  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. 4.927 05/10/2028                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $10193634.13  | 0.07%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. 7.624 10/30/2031                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $11979546.22  | 0.08%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Celanese Corp.                                     | Celanese Corp.                                                     | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    815032 | NS      | $34459552.96  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                    | Cemex SAB de CV 5.20 09/17/2030                                    | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  14400000 | PA      | $14600102.40  | 0.10%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                    | Cemex SAB de CV 3.875 07/11/2031                                   | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  13105000 | PA      | $12548768.76  | 0.08%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 6.484 10/23/2045                      | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18957000 | PA      | $17822732.17  | 0.12%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 4.40 04/01/2033                       | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2331618.30   | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc., Class A                              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |    799249 | NS      | $166843228.75 | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc. 6.25 02/15/2173                                    | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  45886000 | PA      | $45929522.87  | 0.31%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc. 4.412 03/31/2031                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5998996.32   | 0.04%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc. 7.875% 10/30/40                                    | CUSIP: 173080201<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1483237 | NS      | $44808589.77  | 0.30%             | 2040-10-30      | Variable      | 10.47%                | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.               | Cognizant Technology Solutions Corp., Class A                      | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    517800 | NS      | $42977400.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International                  | Colombia Government International 7.75 11/07/2036                  | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9425000 | PA      | $9822263.75   | 0.07%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International                  | Colombia Government International 7.375 04/25/2030                 | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4925000 | PA      | $5200800.00   | 0.03%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                      | Comcast Corp., Class A                                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   4982748 | NS      | $148934337.72 | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                     | ConocoPhillips                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    421424 | NS      | $39449500.64  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cox Enterprises, Inc.                              | Cox Enterprises, Inc. 3.35 09/15/2026                              | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  24386000 | PA      | $24257181.93  | 0.16%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Cox Enterprises, Inc.                              | Cox Enterprises, Inc. 3.50 08/15/2027                              | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  16200000 | PA      | $16014421.39  | 0.11%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                    | Dillard's, Inc. 7.75 07/15/2026                                    | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50648.91     | 0.00%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                    | Dillard's, Inc. 7.75 05/15/2027                                    | CUSIP: 254063AW0<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |    540000 | PA      | $558371.03    | 0.00%             | 2027-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                    | Dillard's, Inc. 7.00 12/01/2028                                    | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |  15135000 | PA      | $15900507.72  | 0.11%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dodge & Cox Emerging Markets Stock Fund            | Dodge & Cox Emerging Markets Stock Fund                            | CUSIP: 256206400<br>LEI: 549300GBN4B4NFJREX02 | Long             | EC               | RF                | US        |  18371932 | NS      | $215319044.19 | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc.                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   2644600 | NS      | $154947114.00 | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc. 3.375 04/01/2030                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7236281.78   | 0.05%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc. 5.00 06/15/2030                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  28981000 | PA      | $29776094.31  | 0.20%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                      | ECMC Group Student Loan Trust 4.92419 11/25/2074                   | CUSIP: 26827YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5055918 | PA      | $5055905.60   | 0.03%             | 2074-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                         | Elanco Animal Health, Inc.                                         | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |   5320800 | NS      | $120409704.00 | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                         | Elanco Animal Health, Inc. 6.65 08/28/2028                         | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13585475.15  | 0.09%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc., Class A                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    161700 | NS      | $106736553.00 | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc. 4.60 11/15/2032                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3276127.11   | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc. 4.875 11/15/2035                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3495310.04   | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 6.50 12/01/2032                                   | CUSIP: 31283H6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922541 | PA      | $967464.61    | 0.01%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 6.50 04/01/2033                                   | CUSIP: 31283HWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108872 | PA      | $113570.10    | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.081 01/01/2049                                       | CUSIP: 31288QB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2603956 | PA      | $2700242.90   | 0.02%             | 2049-01-01      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 3.815 03/01/2049                                       | CUSIP: 31288QD49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    784811 | PA      | $809073.62    | 0.01%             | 2049-03-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 3.28 01/01/2049                                        | CUSIP: 31288QFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7097692 | PA      | $6988495.83   | 0.05%             | 2049-01-01      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 2.302 05/01/2052                                       | CUSIP: 31288QR51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12490368 | PA      | $11470445.74  | 0.08%             | 2052-05-01      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 2.023 05/01/2052                                       | CUSIP: 31288QRQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35368896 | PA      | $32346986.24  | 0.22%             | 2052-05-01      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 4.135 01/01/2053                                       | CUSIP: 31288QZ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7389480 | PA      | $7339303.45   | 0.05%             | 2053-01-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 6.50 10/01/2026                                   | CUSIP: 3128CUKS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59746 | PA      | $62043.94     | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 04/01/2031                                   | CUSIP: 3128E5RK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1114299 | PA      | $1123497.72   | 0.01%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.861 05/01/2034                                       | CUSIP: 3128JLX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192037 | PA      | $197798.79    | 0.00%             | 2034-05-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.634 01/01/2038                                       | CUSIP: 3128JRWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97045 | PA      | $99723.00     | 0.00%             | 2038-01-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 5.50 12/01/2037                                   | CUSIP: 3128LCJB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127463 | PA      | $133422.13    | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.944 02/01/2038                                       | CUSIP: 3128LU6W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295557 | PA      | $307334.76    | 0.00%             | 2038-02-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 7.00 11/01/2037                                   | CUSIP: 3128M5KM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273517 | PA      | $294341.06    | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 7.00 08/01/2038                                   | CUSIP: 3128M6T57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433439 | PA      | $466283.02    | 0.00%             | 2038-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 7.00 09/01/2038                                   | CUSIP: 3128M7MJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286567 | PA      | $304059.89    | 0.00%             | 2038-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 09/01/2041                                   | CUSIP: 3128M83J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175480 | PA      | $176916.21    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 6.00 02/01/2039                                   | CUSIP: 3128M8T38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292473 | PA      | $309584.48    | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 09/01/2041                                   | CUSIP: 3128M9VG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3117970 | PA      | $3144759.29   | 0.02%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 03/01/2042                                   | CUSIP: 3128M9X56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2863486 | PA      | $2885442.10   | 0.02%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 06/01/2042                                   | CUSIP: 3128MABL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2408166 | PA      | $2420328.79   | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 09/01/2026                                   | CUSIP: 3128MDH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       488 | PA      | $488.32       | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 06/01/2031                                   | CUSIP: 3128P7Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187934 | PA      | $189570.72    | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.125 10/01/2035                                       | CUSIP: 3128QLP47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271501 | PA      | $280339.13    | 0.00%             | 2035-10-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.48 04/01/2037                                        | CUSIP: 3128QSDP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493486 | PA      | $511106.07    | 0.00%             | 2037-04-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.563 09/01/2037                                       | CUSIP: 3128QSNS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376823 | PA      | $391373.24    | 0.00%             | 2037-09-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.25 10/01/2038                                        | CUSIP: 3128S4ZK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106762 | PA      | $109122.45    | 0.00%             | 2038-10-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.629 07/01/2038                                       | CUSIP: 3128S5RV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40667 | PA      | $42271.44     | 0.00%             | 2038-07-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.352 10/01/2045                                       | CUSIP: 31300M5J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    708814 | PA      | $736836.61    | 0.00%             | 2045-10-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.344 10/01/2045                                       | CUSIP: 31300M6Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    811909 | PA      | $843524.27    | 0.01%             | 2045-10-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.63 10/01/2041                                        | CUSIP: 31300MC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68873 | PA      | $71740.21     | 0.00%             | 2041-10-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.521 08/01/2042                                       | CUSIP: 31300MGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509975 | PA      | $533830.73    | 0.00%             | 2042-08-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.457 05/01/2044                                       | CUSIP: 31300MLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1412648 | PA      | $1468809.96   | 0.01%             | 2044-05-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.319 01/01/2045                                       | CUSIP: 31300MVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1096156 | PA      | $1139707.59   | 0.01%             | 2045-01-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.36 05/01/2044                                        | CUSIP: 31326G2Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68488 | PA      | $70810.84     | 0.00%             | 2044-05-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.365 06/01/2044                                       | CUSIP: 31326G3N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368332 | PA      | $379700.79    | 0.00%             | 2044-06-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.245 06/01/2044                                       | CUSIP: 31326HCQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370872 | PA      | $385914.06    | 0.00%             | 2044-06-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.255 07/01/2047                                       | CUSIP: 31326L6L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    381286 | PA      | $395482.92    | 0.00%             | 2047-07-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.00 10/01/2042                                   | CUSIP: 3132D9K94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  48438462 | PA      | $45256187.83  | 0.30%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 07/01/2052                                   | CUSIP: 3132DNN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38265784 | PA      | $35578072.94  | 0.24%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 07/01/2052                                   | CUSIP: 3132DNP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3757272 | PA      | $3500122.74   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 08/01/2052                                   | CUSIP: 3132DNWG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28251659 | PA      | $26362422.63  | 0.18%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.00 06/01/2052                                   | CUSIP: 3132DPEG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  47835762 | PA      | $42703865.54  | 0.29%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.00 03/01/2053                                   | CUSIP: 3132DS4F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13902265 | PA      | $13246544.99  | 0.09%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 08/01/2053                                   | CUSIP: 3132DSAT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33878578 | PA      | $31397552.06  | 0.21%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.50 01/01/2054                                   | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26189196 | PA      | $25634320.81  | 0.17%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.50 10/01/2050                                   | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35171861 | PA      | $30379151.92  | 0.20%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.50 11/01/2050                                   | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5354938 | PA      | $4620201.61   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.50 02/01/2051                                   | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8047674 | PA      | $6942611.32   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 05/01/2052                                   | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4585813 | PA      | $4249980.89   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.00 10/01/2052                                   | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12196535 | PA      | $11634286.08  | 0.08%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.50 10/01/2052                                   | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36493503 | PA      | $35767642.81  | 0.24%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.00 09/01/2052                                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7998564 | PA      | $7633457.76   | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.50 11/01/2052                                   | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11713224 | PA      | $11479043.56  | 0.08%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 03/01/2053                                   | CUSIP: 3132E0S45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16959352 | PA      | $15717369.52  | 0.11%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 4.70833 09/15/2043                                     | CUSIP: 3132HTUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4080774 | PA      | $4060243.43   | 0.03%             | 2043-09-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 05/01/2052                                   | CUSIP: 3133BBGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8437527 | PA      | $7819622.50   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.50 06/01/2050                                   | CUSIP: 3133KJF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53909029 | PA      | $46474946.63  | 0.31%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.00 09/01/2050                                   | CUSIP: 3133KJWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  65855711 | PA      | $54384785.71  | 0.37%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.00 02/01/2052                                   | CUSIP: 3133KNNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  64413691 | PA      | $57725672.01  | 0.39%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 05/01/2052                                   | CUSIP: 3133KPCP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26122608 | PA      | $24295364.78  | 0.16%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.00 05/01/2042                                   | CUSIP: 3133KYWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  43701566 | PA      | $40830516.98  | 0.27%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 02/01/2041                                         | CUSIP: 31359S6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    452794 | PA      | $481606.80    | 0.00%             | 2041-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 07/01/2041                                         | CUSIP: 31359SR69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    431042 | PA      | $452450.93    | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 06/01/2041                                         | CUSIP: 31359SY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    259817 | PA      | $270074.91    | 0.00%             | 2041-06-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 11/01/2042                                         | CUSIP: 3136A9XM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427390 | PA      | $456127.32    | 0.00%             | 2042-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 03/01/2043                                         | CUSIP: 3136ACLS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15810564 | PA      | $14983075.72  | 0.10%             | 2043-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 02/01/2042                                         | CUSIP: 3136AGF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2330117 | PA      | $2325636.80   | 0.02%             | 2042-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.53867 09/25/2043                                      | CUSIP: 3136AGFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1659399 | PA      | $1646504.59   | 0.01%             | 2043-09-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 07/01/2040                                         | CUSIP: 3136BA2Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    661456 | PA      | $631425.94    | 0.00%             | 2040-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 08/01/2037                                         | CUSIP: 31371NH40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103712 | PA      | $110447.31    | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 4.50 12/01/2043                                        | CUSIP: 3137B6MM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9861460 | PA      | $9945545.15   | 0.07%             | 2043-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 2.50 09/01/2044                                        | CUSIP: 3137BDJ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18715880 | PA      | $16793300.78  | 0.11%             | 2044-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 1.334525 03/01/2026                                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8377050 | PA      | $9140.20      | 0.00%             | 2026-03-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 1.207806 05/01/2026                                    | CUSIP: 3137BQYV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3281349 | PA      | $6438.01      | 0.00%             | 2026-05-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 0.585131 03/01/2027                                    | CUSIP: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8254419 | PA      | $44752.16     | 0.00%             | 2027-03-25      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 3.50 03/01/2047                                        | CUSIP: 3137BY6K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14197797 | PA      | $13187487.05  | 0.09%             | 2047-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 0.649496 04/01/2027                                    | CUSIP: 3137F1G69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40005374 | PA      | $289846.93    | 0.00%             | 2027-04-25      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 0.726141 06/01/2027                                    | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34401835 | PA      | $267677.24    | 0.00%             | 2027-06-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 0.339883 09/01/2027                                    | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 208792988 | PA      | $1057202.42   | 0.01%             | 2027-09-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 0.706138 02/01/2029                                    | CUSIP: 3137FLMX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 175481921 | PA      | $3566055.85   | 0.02%             | 2029-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 4.72419 04/25/2055                                     | CUSIP: 3137HKVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  45055060 | PA      | $45158402.31  | 0.30%             | 2055-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 4.77419 09/25/2055                                     | CUSIP: 3137HMPS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  48444415 | PA      | $48502833.68  | 0.33%             | 2055-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 08/01/2032                                         | CUSIP: 31385JK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149999 | PA      | $155628.60    | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.50 07/01/2033                                         | CUSIP: 31385XJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170804 | PA      | $175425.77    | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.601 05/01/2037                                        | CUSIP: 3138EJFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370175 | PA      | $380446.55    | 0.00%             | 2037-05-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 01/01/2027                                         | CUSIP: 3138ELTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6801 | PA      | $6803.95      | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 01/01/2031                                         | CUSIP: 3138ELTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1346785 | PA      | $1351310.35   | 0.01%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 01/01/2027                                         | CUSIP: 3138ELV59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87875 | PA      | $87485.20     | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 05/01/2032                                         | CUSIP: 3138EMGR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2079328 | PA      | $2091307.72   | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.51 04/01/2044                                         | CUSIP: 3138EMV32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1002432 | PA      | $1040052.46   | 0.01%             | 2044-04-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.38 01/01/2046                                         | CUSIP: 3138EQ7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390690 | PA      | $403391.85    | 0.00%             | 2046-01-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 12/01/2029                                         | CUSIP: 3138EQAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633762 | PA      | $629525.04    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.24 12/01/2045                                         | CUSIP: 3138EQSV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712867 | PA      | $740649.82    | 0.00%             | 2045-12-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 12/01/2034                                         | CUSIP: 3138ERDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4665647 | PA      | $4693601.44   | 0.03%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.546 12/01/2046                                        | CUSIP: 3138ERXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2552697 | PA      | $2607774.57   | 0.02%             | 2046-12-01      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.856 04/01/2046                                        | CUSIP: 3138ETNA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1024783 | PA      | $1069146.23   | 0.01%             | 2046-04-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 04/01/2036                                         | CUSIP: 3138WGZF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633812 | PA      | $618657.21    | 0.00%             | 2036-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.972 11/01/2043                                        | CUSIP: 3138XDWV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575674 | PA      | $598692.69    | 0.00%             | 2043-11-01      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.34 09/01/2045                                         | CUSIP: 3138Y7HE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356906 | PA      | $370022.30    | 0.00%             | 2045-09-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.023 11/01/2044                                        | CUSIP: 3138YAMX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1505311 | PA      | $1565375.37   | 0.01%             | 2044-11-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.975 12/01/2044                                        | CUSIP: 3138YAMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1145210 | PA      | $1190705.85   | 0.01%             | 2044-12-01      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 07/01/2041                                         | CUSIP: 313920UK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    348047 | PA      | $359739.26    | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 12/01/2041                                         | CUSIP: 3139216B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    229049 | PA      | $237819.49    | 0.00%             | 2041-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 09/01/2041                                         | CUSIP: 3139216F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204511 | PA      | $206365.44    | 0.00%             | 2041-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 06/01/2042                                         | CUSIP: 31392DF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    374547 | PA      | $375504.24    | 0.00%             | 2042-06-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 06/01/2032                                         | CUSIP: 31392DGS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547544 | PA      | $556217.36    | 0.00%             | 2032-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 06/01/2042                                         | CUSIP: 31392DP97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    607704 | PA      | $639314.84    | 0.00%             | 2042-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 07/01/2042                                         | CUSIP: 31392JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    931361 | PA      | $976805.26    | 0.01%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 07/01/2042                                         | CUSIP: 31392JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    451853 | PA      | $474993.23    | 0.00%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 5.538 07/01/2033                                       | CUSIP: 31392UZ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10314835 | PA      | $10499069.27  | 0.07%             | 2033-07-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.50 09/01/2043                                        | CUSIP: 31392W7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99413 | PA      | $103196.43    | 0.00%             | 2043-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.07777 10/01/2042                                      | CUSIP: 31393AQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    423314 | PA      | $434506.23    | 0.00%             | 2042-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 01/01/2044                                         | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    290556 | PA      | $299996.13    | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 03/01/2044                                         | CUSIP: 31393XGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319569 | PA      | $332251.69    | 0.00%             | 2044-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 06/01/2044                                         | CUSIP: 31394ALN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56288 | PA      | $57895.08     | 0.00%             | 2044-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.50 10/01/2043                                        | CUSIP: 31394PPQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3433094 | PA      | $3540706.56   | 0.02%             | 2043-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 08/01/2045                                         | CUSIP: 31394VPU8<br>LEI: 549300DT3ZN0G36OPC94 | Long             | ABS-MBS          | USGSE             | US        |    772266 | PA      | $804956.01    | 0.01%             | 2045-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 03/01/2049                                         | CUSIP: 31397NNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    956948 | PA      | $1040566.21   | 0.01%             | 2049-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 05/01/2039                                         | CUSIP: 31397NWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412621 | PA      | $441394.62    | 0.00%             | 2039-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 12/01/2032                                         | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1907844 | PA      | $2003904.52   | 0.01%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.373 08/01/2035                                        | CUSIP: 31403DAD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91585 | PA      | $93936.68     | 0.00%             | 2035-08-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.988 09/01/2034                                        | CUSIP: 31404XFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141462 | PA      | $144848.41    | 0.00%             | 2034-09-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.913 12/01/2034                                        | CUSIP: 31405VF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145975 | PA      | $147718.12    | 0.00%             | 2034-12-01      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.54 01/01/2035                                         | CUSIP: 31406LMT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191994 | PA      | $196586.31    | 0.00%             | 2035-01-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.058 01/01/2035                                        | CUSIP: 31406NYU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184555 | PA      | $191798.04    | 0.00%             | 2035-01-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 06/01/2056                                         | CUSIP: 3140FXDY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11817614 | PA      | $11466838.76  | 0.08%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.276 06/01/2047                                        | CUSIP: 3140GT3G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446886 | PA      | $464824.02    | 0.00%             | 2047-06-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.235 07/01/2047                                        | CUSIP: 3140GT3W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    812033 | PA      | $844588.43    | 0.01%             | 2047-07-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.357 08/01/2047                                        | CUSIP: 3140J53D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1163457 | PA      | $1211356.43   | 0.01%             | 2047-08-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.287 01/01/2049                                        | CUSIP: 3140JAAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800041 | PA      | $837875.97    | 0.01%             | 2049-01-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.00 12/01/2048                                         | CUSIP: 3140JAKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2280068 | PA      | $2315718.77   | 0.02%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 1.945 04/01/2052                                        | CUSIP: 3140JBVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12752590 | PA      | $12118065.10  | 0.08%             | 2052-04-01      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 1.941 04/01/2052                                        | CUSIP: 3140JBVM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31313399 | PA      | $28555739.04  | 0.19%             | 2052-04-01      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.641 07/01/2052                                        | CUSIP: 3140JBZJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15337461 | PA      | $14330628.54  | 0.10%             | 2052-07-01      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.318 04/01/2052                                        | CUSIP: 3140LQSX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18818961 | PA      | $17350718.77  | 0.12%             | 2052-04-01      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 05/01/2052                                         | CUSIP: 3140MAZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10627418 | PA      | $9916831.47   | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 04/01/2042                                         | CUSIP: 3140MMRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32362722 | PA      | $29026104.89  | 0.19%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 06/01/2050                                         | CUSIP: 3140QDV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17985674 | PA      | $15509523.28  | 0.10%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 07/01/2050                                         | CUSIP: 3140QEAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24558605 | PA      | $21158568.97  | 0.14%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.00 09/01/2050                                         | CUSIP: 3140QEVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14423531 | PA      | $11911175.64  | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.00 12/01/2050                                         | CUSIP: 3140QF7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  64413674 | PA      | $53150076.49  | 0.36%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 10/01/2050                                         | CUSIP: 3140QFBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25519931 | PA      | $22032490.24  | 0.15%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 05/01/2052                                         | CUSIP: 3140QN7C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  83209657 | PA      | $77851730.71  | 0.52%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 08/01/2052                                         | CUSIP: 3140QPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6570210 | PA      | $6108732.03   | 0.04%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 08/01/2052                                         | CUSIP: 3140QPZ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13459084 | PA      | $12506990.73  | 0.08%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 01/01/2055                                         | CUSIP: 3140W0RT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  77552693 | PA      | $75729184.78  | 0.51%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 10/01/2050                                         | CUSIP: 3140X8GY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39846597 | PA      | $34351785.90  | 0.23%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.00 03/01/2052                                         | CUSIP: 3140XGCS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27135036 | PA      | $24317462.28  | 0.16%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 04/01/2052                                         | CUSIP: 3140XGS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14232906 | PA      | $13233201.97  | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 06/01/2052                                         | CUSIP: 3140XHKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  45981080 | PA      | $42906495.35  | 0.29%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 07/01/2052                                         | CUSIP: 3140XHVL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10735975 | PA      | $9981921.84   | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 07/01/2052                                         | CUSIP: 3140XHYJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824744 | PA      | $768300.05    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.00 08/01/2042                                         | CUSIP: 3140XJJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19102194 | PA      | $17847255.53  | 0.12%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 01/01/2053                                         | CUSIP: 3140XLP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  84828635 | PA      | $80847759.73  | 0.54%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 07/01/2053                                         | CUSIP: 3140XPTL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14730301 | PA      | $14035927.91  | 0.09%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.50 08/01/2037                                         | CUSIP: 31410KEV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2152711 | PA      | $2214163.77   | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 12/01/2028                                         | CUSIP: 31410KKG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272815 | PA      | $283053.82    | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 06/01/2031                                         | CUSIP: 31417Y2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1481127 | PA      | $1488769.35   | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 08/01/2031                                         | CUSIP: 31417Y4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325770 | PA      | $324676.03    | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 11/01/2030                                         | CUSIP: 31417YTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570866 | PA      | $569577.82    | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 11/01/2034                                         | CUSIP: 31418BJZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    872646 | PA      | $864426.50    | 0.01%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 12/01/2034                                         | CUSIP: 31418BLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2016861 | PA      | $1996895.30   | 0.01%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 07/01/2035                                         | CUSIP: 31418BS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2408563 | PA      | $2384389.26   | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 01/01/2036                                         | CUSIP: 31418BYE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532881 | PA      | $529190.66    | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 01/01/2037                                         | CUSIP: 31418CFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1221663 | PA      | $1208175.11   | 0.01%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 03/01/2037                                         | CUSIP: 31418CG99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2903526 | PA      | $2846705.63   | 0.02%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 02/01/2037                                         | CUSIP: 31418CGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525491 | PA      | $519786.11    | 0.00%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 04/01/2037                                         | CUSIP: 31418CJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2174864 | PA      | $2108799.87   | 0.01%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.00 03/01/2049                                         | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235798 | PA      | $238682.26    | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 06/01/2052                                         | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  52150239 | PA      | $48331126.04  | 0.32%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 05/01/2052                                         | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  54101716 | PA      | $50139691.26  | 0.34%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 08/01/2052                                         | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13334367 | PA      | $13071899.22  | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 10/01/2052                                         | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19898309 | PA      | $18960763.08  | 0.13%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 10/01/2052                                         | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19824104 | PA      | $19444117.14  | 0.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 02/01/2055                                         | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11546415 | PA      | $11274917.90  | 0.08%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 08/01/2039                                         | CUSIP: 31418MEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793217 | PA      | $843707.25    | 0.01%             | 2039-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.00 08/01/2037                                         | CUSIP: 31418MG30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586330 | PA      | $609594.98    | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.00 09/01/2036                                         | CUSIP: 31418MG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2147621 | PA      | $2224516.98   | 0.01%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 03/01/2040                                         | CUSIP: 31418NZV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392620 | PA      | $395833.90    | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.193 12/01/2040                                        | CUSIP: 31419J5P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344395 | PA      | $356297.72    | 0.00%             | 2040-12-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.28 11/01/2040                                         | CUSIP: 31419J7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159903 | PA      | $165203.71    | 0.00%             | 2040-11-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                        | FedEx Corp.                                                        | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    582834 | NS      | $168357429.24 | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.       | Fidelity National Information Services, Inc.                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |   2834600 | NS      | $188387516.00 | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                    | First Citizens BancShares, Inc., Class A                           | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       832 | NS      | $1785621.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |   3086500 | NS      | $207320205.00 | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust 5.23 05/15/2028                       | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5987154 | PA      | $6025855.95   | 0.04%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust 5.10 04/15/2029                       | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12828000 | PA      | $12993002.72  | 0.09%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 2.70 08/10/2026                          | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  12700000 | PA      | $12576809.49  | 0.08%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 4.95 05/28/2027                          | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10036306.00  | 0.07%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 7.35 11/04/2027                          | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4174710.36   | 0.03%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 6.80 05/12/2028                          | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3234774.55   | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 4.389 01/08/2026                         | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  18850000 | PA      | $18851169.45  | 0.13%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 4.542 08/01/2026                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  18304000 | PA      | $18279080.75  | 0.12%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                      | Fortive Corp.                                                      | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |   2320228 | NS      | $128099787.88 | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                          | Fox Corp., Class A                                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    580633 | NS      | $42426853.31  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                          | Fox Corp., Class B                                                 | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    103780 | NS      | $6738435.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                          | Fresenius Medical Care AG ADR                                      | CUSIP: 358029106<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |   3826910 | NS      | $91156996.20  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.                   | GE HealthCare Technologies, Inc.                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |   1628000 | NS      | $133528560.00 | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 3.84 02/18/2031 | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4254000 | PA      | $4256243.26   | 0.03%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                           | Arthur J Gallagher & Co.                                           | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     38376 | NS      | $9931325.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming & Leisure Properties, Inc.                  | Gaming & Leisure Properties, Inc. REIT                             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |   1086054 | NS      | $48535753.26  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                       | GE Aerospace                                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    106400 | NS      | $32774392.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                              | Gilead Sciences, Inc.                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |   1329880 | NS      | $163229471.20 | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                            | GSK PLC ADR                                                        | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   4918395 | NS      | $241198090.80 | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 4.40 08/16/2029 | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12556000 | PA      | $12650149.91  | 0.08%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc. 4.937 04/23/2028                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4652540.42   | 0.03%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc. 5.218 04/23/2031                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5809766.79   | 0.04%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc. 3.615 03/15/2028                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12695000 | PA      | $12624513.68  | 0.08%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.93754 12/20/2067                                      | CUSIP: 38375U6B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12109261 | PA      | $12130038.87  | 0.08%             | 2067-12-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.71165 10/20/2067                                      | CUSIP: 38375UP87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6508488 | PA      | $6543491.77   | 0.04%             | 2067-10-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.73411 09/20/2064                                      | CUSIP: 38375UPC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    552975 | PA      | $553621.24    | 0.00%             | 2064-09-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.71165 10/20/2067                                      | CUSIP: 38375UQ29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4417351 | PA      | $4441320.57   | 0.03%             | 2067-10-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.24943 01/20/2067                                      | CUSIP: 38376RS56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4503389 | PA      | $4524923.66   | 0.03%             | 2067-01-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.5574 05/20/2068                                       | CUSIP: 38380LDP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3681753 | PA      | $3677932.54   | 0.02%             | 2068-05-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.83169 06/20/2068                                      | CUSIP: 38380LHD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11721176 | PA      | $11781559.75  | 0.08%             | 2068-06-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.19943 12/20/2068                                      | CUSIP: 38380LPB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1676736 | PA      | $1681520.12   | 0.01%             | 2068-12-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.15353 11/20/2068                                      | CUSIP: 38380LRL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15043470 | PA      | $15114037.70  | 0.10%             | 2068-11-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.81411 01/20/2070                                      | CUSIP: 38380LT52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13457629 | PA      | $13461556.16  | 0.09%             | 2070-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.76411 01/20/2070                                      | CUSIP: 38380LY72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18571994 | PA      | $18548605.83  | 0.12%             | 2070-01-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.93765 08/20/2071                                      | CUSIP: 38382Y2W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21235061 | PA      | $21420455.89  | 0.14%             | 2071-08-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.46765 02/20/2067                                      | CUSIP: 38382YMF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3347986 | PA      | $3344027.25   | 0.02%             | 2067-02-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.73765 02/20/2072                                      | CUSIP: 38382YMT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6312175 | PA      | $6324139.13   | 0.04%             | 2072-02-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.32765 08/20/2068                                      | CUSIP: 38382YPB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24413269 | PA      | $24242117.37  | 0.16%             | 2068-08-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.58765 04/20/2072                                      | CUSIP: 38382YQX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20479118 | PA      | $20408012.43  | 0.14%             | 2072-04-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.65765 04/20/2072                                      | CUSIP: 38382YQZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25203767 | PA      | $25180988.09  | 0.17%             | 2072-04-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.88765 05/20/2072                                      | CUSIP: 38382YTX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14299619 | PA      | $14402597.42  | 0.10%             | 2072-05-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.71765 02/20/2068                                      | CUSIP: 38382YU76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21007826 | PA      | $21052304.05  | 0.14%             | 2068-02-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.91765 08/20/2071                                      | CUSIP: 38382YYT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28093410 | PA      | $28302711.53  | 0.19%             | 2071-08-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                               | HCA Healthcare, Inc. 5.00 03/01/2028                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2470199.94   | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                               | HCA Healthcare, Inc. 5.25 03/01/2030                               | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8610000 | PA      | $8888332.89   | 0.06%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HDFC Bank, Ltd.                                    | HDFC Bank, Ltd. ADR                                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |   2930700 | NS      | $107087778.00 | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC 6.50 05/02/2036                                  | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  17805000 | PA      | $19815201.59  | 0.13%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC 6.50 09/15/2037                                  | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3265000 | PA      | $3581620.53   | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC 4.762 03/29/2033                                 | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  32986000 | PA      | $32794584.22  | 0.22%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC 5.21 08/11/2028                                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5525000 | PA      | $5618232.72   | 0.04%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                           | HP, Inc.                                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    747330 | NS      | $16650512.40  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                         | Haleon PLC ADR                                                     | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |  11685813 | NS      | $118143569.43 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables Owner Trust 4.28 08/15/2031                 | CUSIP: 437921AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12871000 | PA      | $13008784.06  | 0.09%             | 2031-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables Owner Trust 3.98 06/17/2030                 | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5992000 | PA      | $6023810.33   | 0.04%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables Owner Trust 4.33 05/15/2029                 | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13002000 | PA      | $13073938.77  | 0.09%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                       | Humana, Inc.                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |    613400 | NS      | $157110142.00 | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.84 03/15/2029                     | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33250000 | PA      | $33621864.68  | 0.23%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.32 10/15/2029                     | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3466000 | PA      | $3491666.08   | 0.02%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                         | IDEX Corp.                                                         | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     35000 | NS      | $6227900.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Illinois GO                               | State of Illinois GO 5.10 06/01/2033                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  33056520 | PA      | $33878625.30  | 0.23%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC 3.50 07/26/2026                                | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   7800000 | PA      | $7765448.26   | 0.05%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC 3.875 07/26/2029                               | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  27915000 | PA      | $27365402.78  | 0.18%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC 6.125 07/27/2027                               | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  11425000 | PA      | $11759940.78  | 0.08%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC ADR                                            | CUSIP: 45262P102<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |   3041300 | NS      | $127765013.00 | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                       | Incyte Corp.                                                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |   1196400 | NS      | $118168428.00 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.           | International Flavors & Fragrances, Inc.                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |   1186400 | NS      | $79951496.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 2.739 10/15/2030                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4743230.65   | 0.03%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 2.956 05/13/2031                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11793000 | PA      | $11125092.36  | 0.07%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 1.04 02/04/2027                               | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17451518.88  | 0.12%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                | Japan Tobacco, Inc. 4.85 05/15/2028                                | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2550000 | PA      | $2595415.55   | 0.02%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                | Japan Tobacco, Inc. 5.25 06/15/2030                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   3600000 | PA      | $3735152.93   | 0.03%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                | Japan Tobacco, Inc. 5.85 06/15/2035                                | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2425000 | PA      | $2585475.83   | 0.02%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                       | LPL Financial Holdings, Inc.                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |    220500 | NS      | $78755985.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                           | Lloyds Banking Group PLC 7.953 11/15/2033                          | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  14000000 | PA      | $16286423.58  | 0.11%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                           | Lloyds Banking Group PLC 4.65 03/24/2026                           | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3100000 | PA      | $3103790.00   | 0.02%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                           | Lloyds Banking Group PLC 3.75 03/18/2028                           | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8025000 | PA      | $7995675.85   | 0.05%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Macy's, Inc.                                       | Macy's, Inc. 6.70 07/15/2034                                       | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2539000 | PA      | $2450863.95   | 0.02%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |   9519100 | NS      | $111705145.45 | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc. 4.45 03/01/2027                                         | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2190695.52   | 0.01%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc. 4.60 03/01/2028                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10025000 | PA      | $10162346.31  | 0.07%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc. 4.80 03/01/2030                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5186460.35   | 0.03%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                      | MetLife, Inc.                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |   1555643 | NS      | $122802458.42 | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                    | Microsoft Corp.                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    305500 | NS      | $147745910.00 | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                         | Microchip Technology, Inc.                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    369387 | NS      | $23537339.64  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                          | Molson Coors Beverage Co., Class B                                 | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |   1135414 | NS      | $53001125.52  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries, Ltd.                            | Daikin Industries, Ltd.                                            | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |    355000 | NS      | $45572429.14  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV 4.85 07/06/2027                                          | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  14200000 | PA      | $14288040.00  | 0.10%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                  | NatWest Group PLC 3.032 11/28/2035                                 | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  12365000 | PA      | $11368799.43  | 0.08%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                  | NatWest Group PLC 6.016 03/02/2034                                 | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  13000000 | PA      | $13946151.31  | 0.09%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                  | NatWest Group PLC 5.808 09/13/2029                                 | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  11800000 | PA      | $12291609.48  | 0.08%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.03867 12/27/2066                      | CUSIP: 63939RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5363796 | PA      | $5391425.67   | 0.04%             | 2066-12-27      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 4.78867 07/26/2066                      | CUSIP: 63940CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3509865 | PA      | $3489151.64   | 0.02%             | 2066-07-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 4.68867 02/25/2070                      | CUSIP: 63940EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3758675 | PA      | $3721306.69   | 0.02%             | 2070-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.13867 03/25/2066                      | CUSIP: 63940GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24282635 | PA      | $24459434.92  | 0.16%             | 2066-03-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.28867 03/25/2066                      | CUSIP: 63940LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16876434 | PA      | $17148002.70  | 0.12%             | 2066-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.13867 07/26/2066                      | CUSIP: 63940NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3659011 | PA      | $3684059.19   | 0.02%             | 2066-07-26      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 4.73867 03/25/2067                      | CUSIP: 63941DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  53476607 | PA      | $53641929.78  | 0.36%             | 2067-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 4.98867 02/27/2068                      | CUSIP: 63941RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2365390 | PA      | $2371157.63   | 0.02%             | 2068-02-27      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 4.53867 02/25/2070                      | CUSIP: 63942QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10345670 | PA      | $10330165.51  | 0.07%             | 2070-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                       | Neurocrine Biosciences, Inc.                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |    304000 | NS      | $43116320.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                         | News Corp., Class A                                                | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     91604 | NS      | $2392696.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 4.625 07/15/2027                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $10183051.15  | 0.07%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 4.685 09/01/2027                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10552000 | PA      | $10677389.10  | 0.07%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 4.90 03/15/2029                               | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  11975000 | PA      | $12272533.36  | 0.08%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 5.05 03/15/2030                               | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  14650000 | PA      | $15113474.14  | 0.10%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                             | Norfolk Southern Corp.                                             | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |    491500 | NS      | $141905880.00 | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |   4279315 | NS      | $175965432.80 | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibercop SpA                                       | Fibercop SpA 7.20 07/18/2036                                       | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1507000 | PA      | $1499841.75   | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                       | Fibercop SpA 7.721 06/04/2038                                      | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   5536000 | PA      | $5543739.33   | 0.04%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp. 2.80 04/01/2027                                       | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6224022.67   | 0.04%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp. 2.95 04/01/2030                                       | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4615844.15   | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp. 1.65 03/25/2026                                       | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  13990000 | PA      | $13901793.89  | 0.09%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.       | Taiwan Semiconductor Manufacturing Co., Ltd.                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |   4044100 | NS      | $197567944.24 | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos 6.70 02/16/2032                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  38299000 | PA      | $38196750.10  | 0.26%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos 6.375 01/23/2045                               | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  10725000 | PA      | $8637993.29   | 0.06%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos 6.75 09/21/2047                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  11625000 | PA      | $9558118.36   | 0.06%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos 7.69 01/23/2050                                | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  49355000 | PA      | $44231760.49  | 0.30%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc. 4.875 02/13/2029                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $10133669.80  | 0.07%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc. 5.125 02/13/2031                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $6139503.31   | 0.04%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV 3.68 01/21/2030                                          | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   3750000 | PA      | $3600086.25   | 0.02%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV 3.061 07/13/2031                                         | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  38650000 | PA      | $35155747.42  | 0.24%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV 4.193 01/19/2032                                         | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  13680000 | PA      | $13092351.93  | 0.09%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp.                                     | Ralliant Corp.                                                     | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |    671453 | NS      | $34183672.23  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                          | RTX Corp.                                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |   1269700 | NS      | $232862980.00 | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                    | Regeneron Pharmaceuticals, Inc.                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |    247800 | NS      | $191269386.00 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Oil Finance Trust                              | Rio Oil Finance Trust 9.75 01/06/2027                              | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6581809 | PA      | $6783031.82   | 0.05%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                              | Rio Oil Finance Trust 8.20 04/06/2028                              | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5545625 | PA      | $5728433.20   | 0.04%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                   | Roche Holding AG ADR                                               | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |   1150200 | NS      | $59315814.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US                      | SSC GOVERNMENT MM GVMXX                                            | CUSIP: N/A<br>LEI: 549300BZ5TGIFZUZDZ37       | Long             | STIV             | RF                | US        |  95513991 | NS      | $95513991.02  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                           | SBA Communications Corp. REIT, Class A                             | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |    730800 | NS      | $141358644.00 | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 5.12474 10/25/2064                          | CUSIP: 78442GLL8<br>LEI: 549300YK6GOQU7FJ5N55 | Long             | ABS-O            | CORP              | US        |  12244698 | PA      | $12157016.03  | 0.08%             | 2064-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 5.17474 01/25/2041                          | CUSIP: 78442GRA6<br>LEI: SCSW2GRYW6ZPGKE5DL61 | Long             | ABS-O            | CORP              | US        |   2783333 | PA      | $2761910.58   | 0.02%             | 2041-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 4.74474 01/25/2041                          | CUSIP: 78442GRX6<br>LEI: 5493007758ACJK074H95 | Long             | ABS-O            | CORP              | US        |   5633130 | PA      | $5498488.51   | 0.04%             | 2041-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 4.73474 01/25/2041                          | CUSIP: 78443HAF0<br>LEI: 5493008U32QWNGB0TW72 | Long             | ABS-O            | CORP              | US        |   3077321 | PA      | $2979183.28   | 0.02%             | 2041-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 4.78867 01/25/2075                          | CUSIP: 78447EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30882962 | PA      | $30896581.24  | 0.21%             | 2075-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 3.60 01/15/2037   | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |   2033966 | PA      | $2022975.85   | 0.01%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 6.15 09/15/2053   | CUSIP: 78450PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10130428 | PA      | $10659743.02  | 0.07%             | 2053-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.38 01/15/2053   | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10960241 | PA      | $11153812.19  | 0.07%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                          | Sanofi SA ADR                                                      | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |   2352065 | NS      | $113981069.90 | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp.                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |   3542000 | NS      | $353881220.00 | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp. 5.643 05/19/2029                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4671425.79   | 0.03%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp. 5.853 05/19/2034                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2677986.55   | 0.02%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp. 6.136 08/24/2034                          | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5531606.89   | 0.04%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Small Business Admin. - 504 Program                | Small Business Admin. - 504 Program 5.71 06/01/2027                | CUSIP: 83162CRB1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     95895 | PA      | $96866.81     | 0.00%             | 2027-06-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.24 03/15/2056   | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7753605 | PA      | $7885509.75   | 0.05%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.67 11/15/2052   | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7574447 | PA      | $7776985.93   | 0.05%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.13 04/15/2054   | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7972477 | PA      | $8087902.90   | 0.05%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                   | The Southern Co. 5.113 08/01/2027                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  11900000 | PA      | $12090254.46  | 0.08%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                   | The Southern Co. 4.00 01/15/2051                                   | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  19036000 | PA      | $19024587.92  | 0.13%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                   | The Southern Co. 3.75 09/15/2051                                   | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  19900000 | PA      | $19618229.93  | 0.13%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                   | The Southern Co. 4.85 06/15/2028                                   | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  12475000 | PA      | $12700541.51  | 0.09%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corporation                  | FIXED INC CLEARING CORP.REPO                                       | CUSIP: N/A<br>LEI: 549300H47WTHXPU08X20       | Long             | RA               | CORP              | US        |  15052814 | PA      | $15052814.01  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                              | Sun Communities, Inc. REIT                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |   1108900 | NS      | $137403799.00 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                     | Synopsys, Inc. 4.65 04/01/2028                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1570887.72   | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                     | Synopsys, Inc. 4.85 04/01/2030                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   7035000 | PA      | $7185217.23   | 0.05%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                     | Synopsys, Inc. 5.00 04/01/2032                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3650472.36   | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                                | T-Mobile U.S., Inc.                                                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    191600 | NS      | $38902464.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile U.S., Inc.                                | T-Mobile U.S., Inc. 2.25 02/15/2026                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6784439.15   | 0.05%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                                | T-Mobile U.S., Inc. 3.375 04/15/2029                               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6335040.99   | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                        | Teledyne Technologies, Inc.                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     96400 | NS      | $49234372.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 6.55 05/01/2037                       | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11225047.02  | 0.08%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 6.75 06/15/2039                       | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   6160000 | PA      | $6230592.61   | 0.04%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust 4.49 06/17/2030                | CUSIP: 89231HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15302000 | PA      | $15526965.41  | 0.10%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust 4.88 03/15/2029                | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12823000 | PA      | $12957628.68  | 0.09%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust 4.40 06/15/2029                | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3165000 | PA      | $3187011.31   | 0.02%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                    | TC Energy Corp. 5.875 08/15/2076                                   | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   7465000 | PA      | $7474137.16   | 0.05%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                    | TC Energy Corp. 5.30 03/15/2077                                    | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |  29935000 | PA      | $29932653.10  | 0.20%             | 2077-03-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                    | TC Energy Corp. 5.50 09/15/2079                                    | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   9435000 | PA      | $9364049.74   | 0.06%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TransUnion                                         | TransUnion                                                         | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    561110 | NS      | $48115182.50  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG 5.959 01/12/2034                                      | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  23275000 | PA      | $24804170.76  | 0.17%             | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Unum Group                                         | Unum Group 6.75 12/15/2028                                         | CUSIP: 903192AA0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   8417000 | PA      | $8937875.61   | 0.06%             | 2028-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                          | Ultrapar Participacoes SA 5.25 10/06/2026                          | CUSIP: 90401CAA7<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | LU        |  12050000 | PA      | $12036690.78  | 0.08%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                          | Ultrapar Participacoes SA 5.25 06/06/2029                          | CUSIP: 90401CAC3<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | LU        |   2594000 | PA      | $2588563.75   | 0.02%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SPA                                      | UniCredit SPA 7.296 04/02/2034                                     | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  29960000 | PA      | $32124129.74  | 0.22%             | 2034-04-02      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UniCredit SPA                                      | UniCredit SPA 5.459 06/30/2035                                     | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   7325000 | PA      | $7466476.81   | 0.05%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                | Union Pacific Corp. 6.176 01/02/2031                               | CUSIP: 90783XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1883777 | PA      | $1989950.54   | 0.01%             | 2031-01-02      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Dept. of Veterans Affairs                          | Dept. of Veterans Affairs 6.50 08/01/2031                          | CUSIP: 911760RP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1338009 | PA      | $1384115.74   | 0.01%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation Indexed                    | U.S. Treasury Inflation Indexed 2.50 01/15/2029                    | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40943610 | PA      | $42256645.78  | 0.28%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation Indexed                    | U.S. Treasury Inflation Indexed 1.50 02/15/2053                    | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16270533 | PA      | $12681532.42  | 0.09%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.25 08/15/2054                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62702000 | PA      | $56691425.16  | 0.38%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.50 11/15/2054                            | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6805000 | PA      | $6418497.23   | 0.04%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.625 11/15/2044                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106247000 | PA      | $104113759.98 | 0.70%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation Indexed                    | U.S. Treasury Inflation Indexed 2.375 02/15/2055                   | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23151080 | PA      | $21960947.46  | 0.15%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 5.00 05/15/2045                            | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22108000 | PA      | $22695243.75  | 0.15%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.75 08/15/2055                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19331000 | PA      | $19004789.38  | 0.13%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.875 08/15/2045                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51700000 | PA      | $52200843.75  | 0.35%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.625 11/15/2055                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37080000 | PA      | $35724262.50  | 0.24%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation Indexed                    | U.S. Treasury Inflation Indexed 1.625 10/15/2029                   | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 172796570 | PA      | $174491312.10 | 1.17%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.25 08/15/2035                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8762000 | PA      | $8824976.88   | 0.06%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | US TREASURY N/B 10/27 3.5                                          | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9348000 | PA      | $9350190.98   | 0.06%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                           | UnitedHealth Group, Inc.                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    408972 | NS      | $135005746.92 | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                           | VF Corp.                                                           | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |   2227600 | NS      | $40275008.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                       | VMware, Inc. 1.40 08/15/2026                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  19765000 | PA      | $19472962.84  | 0.13%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                 | Vodafone Group PLC 7.00 04/04/2079                                 | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  18300000 | PA      | $19385416.55  | 0.13%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                | Volkswagen Auto Loan Enhanced Trust 4.50 08/20/2029                | CUSIP: 92868MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21413000 | PA      | $21635361.16  | 0.15%             | 2029-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                | Volkswagen Auto Loan Enhanced Trust 3.92 03/20/2030                | CUSIP: 92869QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35156000 | PA      | $35242719.31  | 0.24%             | 2030-03-20      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1535342 | NS      | $143093874.40 | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 4.10 06/03/2026                                  | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3376000 | PA      | $3376312.31   | 0.02%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 4.30 07/22/2027                                  | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13145000 | PA      | $13196237.63  | 0.09%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 2.572 02/11/2031                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12005000 | PA      | $11212484.52  | 0.08%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 4.897 07/25/2033                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11171103.24  | 0.07%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 5.389 04/24/2034                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1976821.07   | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                       | Zimmer Biomet Holdings, Inc.                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    673500 | NS      | $60561120.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                       | British American Tobacco PLC 3.75 03/23/2171                       | CUSIP: BR5534960<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |  84228000 | PA      | $98492295.62  | 0.66%             | N/A             | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc. 5.742 06/15/2056                      | CUSIP: 92343VHE7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  19375000 | PA      | $26098434.50  | 0.18%             | 2056-06-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc. 3.9962 06/15/2056                     | CUSIP: 92343VHD9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $25723214.55  | 0.17%             | 2056-06-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | S&P500 EMINI FUT  Mar26                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1925 | NC      | $-370049.78   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | EURO-BOBL FUTURE  Mar26                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -766 | NC      | $457046.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                       | Glencore PLC                                                       | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |  18105400 | NS      | $98488605.28  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                            | Aon PLC, Class A                                                   | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |    357700 | NS      | $126225176.00 | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp, Ltd.                                    | Credicorp, Ltd.                                                    | CUSIP: G2519Y108<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |    256997 | NS      | $73758139.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC                 | Johnson Controls International PLC                                 | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |   1310914 | NS      | $156981951.50 | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                      | Medtronic PLC                                                      | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    623700 | NS      | $59912622.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                | TE Connectivity PLC                                                | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |    329636 | NS      | $74995486.36  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                           | Willis Towers Watson PLC                                           | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |    276984 | NS      | $91016942.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| XP, Inc.                                           | XP, Inc., Class A                                                  | CUSIP: G98239109<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |   5057100 | NS      | $82784727.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                       | LyondellBasell Industries NV, Class A                              | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |   1022400 | NS      | $44269920.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corporation                  | FIXED INC CLEARING CORP.REPO                                       | CUSIP: N/A<br>LEI: 549300H47WTHXPU08X20       | Long             | RA               | CORP              | US        | 182000000 | PA      | $182000000.00 | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** Dodge & Cox Funds

**Signature:** Shelly Chu

**Name of Signer:** Shelly Chu

**Title:** Treasurer