# EDGAR Filing Document

**Accession Number:** 0001553197
**File Stem:** 0001193125-25-251552
**Filing Date:** 2025-10
**Character Count:** 196398
**Document Hash:** 7f418abe8b4ec50725d9c938e514c298
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-251552.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0001193125-25-251552

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN FUNDS INFLATION LINKED BOND FUND
- **CENTRAL INDEX KEY:** 0001553197

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22746
- **FILM NUMBER:** 251419837

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618-4518
- **BUSINESS PHONE:** 800-421-4225

**MAIL ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618-4518

## Series and Classes Contracts Data

### AMERICAN FUNDS INFLATION LINKED BOND FUND (Series ID: S000039115)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000120322 | Class A       | BFIAX           |
| C000120323 | Class 529-F-1 | CNLFX           |
| C000120324 | Class R-1     | RILAX           |
| C000120325 | Class R-2     | RILBX           |
| C000120326 | Class R-3     | RILCX           |
| C000120327 | Class R-4     | RILDX           |
| C000120328 | Class R-5     | RILEX           |
| C000120329 | Class R-6     | RILFX           |
| C000120331 | Class C       | BFICX           |
| C000120332 | Class F-1     | BFIFX           |
| C000120333 | Class F-2     | BFIGX           |
| C000120334 | Class 529-A   | CNLAX           |
| C000120336 | Class 529-C   | CNLCX           |
| C000120337 | Class 529-E   | CNLEX           |
| C000148371 | Class R-2E    | RILGX           |
| C000164814 | Class R-5E    | RILHX           |
| C000179978 | Class F-3     | FILBX           |
| C000189425 | Class 529-T   | TLIBX           |
| C000189426 | Class T       | TILBX           |
| C000224603 | Class 529-F-2 | FIBLX           |
| C000224604 | Class 529-F-3 | FLIBX           |

## Nport-Ex

![](imgc2b936d51.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**American Funds Inflation Linked Bond Fund**<sup>®</sup>

Investment portfolio

August 31, 2025

**unaudited**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments 95.24%<br> **U.S. Treasury bonds & notes 87.42%**<br> **U.S. Treasury inflation-protected securities 87.35%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury Inflation-Protected Security 0.125% 10/15/2025 <sup>(a)</sup>  | USD62,400 | $62276 |
| U.S. Treasury Inflation-Protected Security 2.00% 1/15/2026 <sup>(a)(b)</sup>  | 110607 | 110760 |
| U.S. Treasury Inflation-Protected Security 0.125% 4/15/2026 <sup>(a)</sup>  | 212979 | 211624 |
| U.S. Treasury Inflation-Protected Security 0.125% 7/15/2026 <sup>(a)</sup>  | 256996 | 256007 |
| U.S. Treasury Inflation-Protected Security 0.125% 10/15/2026 <sup>(a)</sup>  | 340103 | 338205 |
| U.S. Treasury Inflation-Protected Security 0.375% 1/15/2027 <sup>(a)</sup>  | 400020 | 397402 |
| U.S. Treasury Inflation-Protected Security 2.375% 1/15/2027 <sup>(a)(b)</sup>  | 243417 | 248392 |
| U.S. Treasury Inflation-Protected Security 0.125% 4/15/2027 <sup>(a)</sup>  | 671849 | 663141 |
| U.S. Treasury Inflation-Protected Security 0.375% 7/15/2027 <sup>(a)</sup>  | 109228 | 108722 |
| U.S. Treasury Inflation-Protected Security 1.625% 10/15/2027 <sup>(a)</sup>  | 631820 | 644267 |
| U.S. Treasury Inflation-Protected Security 0.50% 1/15/2028 <sup>(a)</sup>  | 626835 | 621407 |
| U.S. Treasury Inflation-Protected Security 1.75% 1/15/2028 <sup>(a)</sup>  | 93911 | 95841 |
| U.S. Treasury Inflation-Protected Security 2.375% 10/15/2028 <sup>(a)</sup>  | 84239 | 88238 |
| U.S. Treasury Inflation-Protected Security 0.875% 1/15/2029 <sup>(a)</sup>  | 87369 | 87147 |
| U.S. Treasury Inflation-Protected Security 2.50% 1/15/2029 <sup>(a)</sup>  | 3004 | 3158 |
| U.S. Treasury Inflation-Protected Security 2.125% 4/15/2029 <sup>(a)</sup>  | 364955 | 379060 |
| U.S. Treasury Inflation-Protected Security 0.25% 7/15/2029 <sup>(a)(b)</sup>  | 277646 | 270639 |
| U.S. Treasury Inflation-Protected Security 1.625% 10/15/2029 <sup>(a)</sup>  | 309553 | 317562 |
| U.S. Treasury Inflation-Protected Security 0.125% 1/15/2030 <sup>(a)</sup>  | 617453 | 592439 |
| U.S. Treasury Inflation-Protected Security 0.125% 7/15/2030 <sup>(a)</sup>  | 847852 | 810191 |
| U.S. Treasury Inflation-Protected Security 0.125% 1/15/2031 <sup>(a)(b)</sup>  | 1371545 | 1293684 |
| U.S. Treasury Inflation-Protected Security 0.125% 7/15/2031 <sup>(a)</sup>  | 240672 | 225656 |
| U.S. Treasury Inflation-Protected Security 0.125% 1/15/2032 <sup>(a)</sup>  | 290591 | 268352 |
| U.S. Treasury Inflation-Protected Security 0.625% 7/15/2032 <sup>(a)</sup>  | 366320 | 347788 |
| U.S. Treasury Inflation-Protected Security 1.125% 1/15/2033 <sup>(a)</sup>  | 194895 | 189299 |
| U.S. Treasury Inflation-Protected Security 1.75% 1/15/2034 <sup>(a)</sup>  | 673612 | 677057 |
| U.S. Treasury Inflation-Protected Security 1.875% 7/15/2034 <sup>(a)</sup>  | 195293 | 197958 |
| U.S. Treasury Inflation-Protected Security 2.125% 1/15/2035 <sup>(a)</sup>  | 102199 | 105022 |
| U.S. Treasury Inflation-Protected Security 1.875% 7/15/2035 <sup>(a)</sup>  | 319682 | 321494 |
| U.S. Treasury Inflation-Protected Security 2.125% 2/15/2040 <sup>(a)</sup>  | 67149 | 66874 |
| U.S. Treasury Inflation-Protected Security 2.125% 2/15/2041 <sup>(a)</sup>  | 64066 | 63015 |
| U.S. Treasury Inflation-Protected Security 0.75% 2/15/2042 <sup>(a)</sup>  | 71367 | 55567 |
| U.S. Treasury Inflation-Protected Security 0.625% 2/15/2043 <sup>(a)</sup>  | 190925 | 141926 |
| U.S. Treasury Inflation-Protected Security 1.375% 2/15/2044 <sup>(a)</sup>  | 90091 | 75308 |
| U.S. Treasury Inflation-Protected Security 0.75% 2/15/2045 <sup>(a)</sup>  | 153400 | 111245 |
| U.S. Treasury Inflation-Protected Security 1.00% 2/15/2046 <sup>(a)</sup>  | 131824 | 98837 |
| U.S. Treasury Inflation-Protected Security 0.875% 2/15/2047 <sup>(a)</sup>  | 213642 | 153172 |
| U.S. Treasury Inflation-Protected Security 1.00% 2/15/2048 <sup>(a)(b)</sup>  | 340711 | 247494 |
| U.S. Treasury Inflation-Protected Security 1.00% 2/15/2049 <sup>(a)</sup>  | 59728 | 42649 |
| U.S. Treasury Inflation-Protected Security 0.25% 2/15/2050 <sup>(a)</sup>  | 282472 | 160748 |
| U.S. Treasury Inflation-Protected Security 0.125% 2/15/2051 <sup>(a)(b)</sup>  | 494291 | 263484 |
| U.S. Treasury Inflation-Protected Security 1.50% 2/15/2053 <sup>(a)</sup>  | 389522 | 301334 |
| U.S. Treasury Inflation-Protected Security 2.125% 2/15/2054 <sup>(a)(b)</sup>  | 525392 | 469748 |
| U.S. Treasury Inflation-Protected Security 2.375% 2/15/2055 <sup>(a)</sup>  | 45995 | 43488 |
|  |  | 12227677 |

---

American Funds Inflation Linked Bond Fund — Page 1 of 13

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)**<br> **U.S. Treasury 0.07%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 4.125% 7/31/2028  | USD1,732 | $1758 |
| U.S. Treasury 2.00% 8/15/2051  | 1 | — <br><sup>(c)</sup><br>|
| U.S. Treasury 3.625% 5/15/2053  | 3278 | 2621 |
| U.S. Treasury 4.25% 8/15/2054  | 5000 | 4473 |
|  |  | 8852 |
| **Total U.S. Treasury bonds & notes** |  | 12236529 |
| **Corporate bonds, notes & loans 4.28%**<br> **Health care 0.89%**<br>|  |  |
| Amgen, Inc. 4.875% 3/1/2053  | 10600 | 9171 |
| Amgen, Inc. 5.65% 3/2/2053  | 43200 | 41812 |
| Bristol-Myers Squibb Co. 5.55% 2/22/2054  | 28000 | 27025 |
| Pfizer Investment Enterprises Pte., Ltd. 5.30% 5/19/2053  | 20054 | 18697 |
| UnitedHealth Group, Inc. 5.95% 6/15/2055  | 25000 | 25000 |
| Viatris, Inc. 4.00% 6/22/2050  | 3442 | 2270 |
|  |  | 123975 |
| **Communication services 0.86%** |  |  |
| Charter Communications Operating, LLC 4.80% 3/1/2050  | 5178 | 4010 |
| Charter Communications Operating, LLC 3.70% 4/1/2051  | 2538 | 1636 |
| Charter Communications Operating, LLC 3.90% 6/1/2052  | 6206 | 4117 |
| Charter Communications Operating, LLC 5.25% 4/1/2053  | 232 | 190 |
| Charter Communications Operating, LLC 6.70% 12/1/2055  | 4763 | 4709 |
| Comcast Corp. 5.65% 6/1/2054  | 35000 | 33631 |
| SBA Tower Trust 1.631% 11/15/2026 <sup>(d)</sup>  | 22469 | 21739 |
| Verizon Communications, Inc. 5.25% 4/2/2035  | 50000 | 50494 |
|  |  | 120526 |
| **Financials 0.77%** |  |  |
| Bank of America Corp. 2.299% 7/21/2032 (USD-SOFR + 1.22% on 7/21/2031) <sup>(e)</sup>  | 7549 | 6664 |
| Kookmin Bank 5.375% 5/8/2027 <sup>(d)</sup>  | 16990 | 17347 |
| Korea Exchange Bank 5.375% 4/23/2027 <sup>(d)</sup>  | 7590 | 7746 |
| M&T Bank Corp. 5.385% 1/16/2036 (USD-SOFR + 1.61% on 1/16/2035) <sup>(e)</sup>  | 25000 | 25064 |
| Morgan Stanley 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029) <sup>(e)</sup>  | 7700 | 7777 |
| Morgan Stanley 5.23% 1/15/2031 (USD-SOFR + 1.108% on 1/15/2030) <sup>(e)</sup>  | 37371 | 38586 |
| Morgan Stanley 5.192% 4/17/2031 (USD-SOFR + 1.51% on 4/17/2030) <sup>(e)</sup>  | 4710 | 4856 |
|  |  | 108040 |
| **Industrials 0.62%** |  |  |
| Boeing Co. (The) 3.625% 2/1/2031  | 3403 | 3251 |
| Boeing Co. (The) 6.388% 5/1/2031  | 1246 | 1354 |
| Boeing Co. (The) 6.528% 5/1/2034  | 6611 | 7244 |
| Boeing Co. (The) 5.805% 5/1/2050  | 27825 | 26776 |
| Boeing Co. (The) 6.858% 5/1/2054  | 18032 | 19795 |
| Boeing Co. (The) 5.93% 5/1/2060  | 5028 | 4834 |
| Boeing Co. (The) 7.008% 5/1/2064  | 11615 | 12881 |
| LG Energy Solution, Ltd. 5.50% 7/2/2034 <sup>(d)</sup>  | 11000 | 11043 |
|  |  | 87178 |

---

American Funds Inflation Linked Bond Fund — Page 2 of 13

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer discretionary 0.56%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Ford Motor Credit Co., LLC 6.054% 11/5/2031  | USD28,099 | $28448 |
| Ford Motor Credit Co., LLC 6.50% 2/7/2035  | 35000 | 35293 |
| SMRC Automotive Holdings Netherlands BV 5.625% 7/11/2029 <sup>(d)</sup>  | 14490 | 14837 |
|  |  | 78578 |
| **Utilities 0.34%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Huaneng Group Co., Ltd. 5.30% perpetual contingent convertible bonds (3-year UST Yield Curve Rate T <br> Note Constant Maturity + 3.775% on 7/5/2027) <sup>(e)</sup>  | 10424 | 10581 |
| Edison International 6.25% 3/15/2030  | 4600 | 4789 |
| Southern California Edison Co. 3.60% 2/1/2045  | 3550 | 2549 |
| Southern California Edison Co. 3.65% 2/1/2050  | 6500 | 4482 |
| Southern California Edison Co. 3.45% 2/1/2052  | 200 | 130 |
| Southern California Edison Co. 5.90% 3/1/2055  | 6875 | 6575 |
| Southern California Edison Co. 6.20% 9/15/2055  | 17875 | 17788 |
|  |  | 46894 |
| **Energy 0.24%** |  |  |
| Petroleos Mexicanos 7.47% 11/12/2026  | MXN30 | 2 |
| Qatar Energy 2.25% 7/12/2031 <sup>(d)</sup>  | USD17,300 | 15401 |
| Qatar Energy 3.125% 7/12/2041 <sup>(d)</sup>  | 13495 | 10198 |
| Qatar Energy 3.30% 7/12/2051 <sup>(d)</sup>  | 12200 | 8356 |
|  |  | 33957 |
| **Total corporate bonds, notes & loans** |  | 599148 |
| **Asset-backed obligations 1.47%**<br> **Other asset-backed securities 0.96%**<br>|  |  |
| Affirm Master Trust, 2025-2A, Class A, 4.67% 7/15/2033 <sup>(d)(f)</sup>  | 31717 | 31913 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050 <sup>(d)(f)</sup>  | 18990 | 19329 |
| CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060 <sup>(d)(f)</sup>  | 4662 | 4061 |
| CF Hippolyta, LLC, Series 2020-1, Class A2, 1.99% 7/15/2060 <sup>(d)(f)</sup>  | 741 | 634 |
| CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061 <sup>(d)(f)</sup>  | 3337 | 2805 |
| EquipmentShare, Series 2025-1M, Class A, 5.48% 9/26/2033 <sup>(d)(f)</sup>  | 18311 | 18532 |
| Global SC Finance V SRL, Series 2020-1A, Class A, 2.17% 10/17/2040 <sup>(d)(f)</sup>  | 13914 | 13322 |
| Global SC Finance V SRL, Series 2020-1A, Class B, 3.55% 10/17/2040 <sup>(d)(f)</sup>  | 1909 | 1839 |
| Global SC Finance VII SRL, Series 2020-2A, Class A, 2.26% 11/19/2040 <sup>(d)(f)</sup>  | 11683 | 11151 |
| New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061 <sup>(d)(f)</sup>  | 3935 | 3281 |
| SuttonPark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075 <sup>(d)(f)</sup>  | 6528 | 6331 |
| Synchrony Card Issuance Trust, Series 2025-A1, Class A, 4.78% 2/18/2031 <sup>(f)</sup>  | 5677 | 5781 |
| TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045 <sup>(d)(f)</sup>  | 5038 | 4787 |
| Textainer Marine Containers, Ltd., Series 2020-2A, Class B, 3.34% 9/20/2045 <sup>(d)(f)</sup>  | 3880 | 3664 |
| Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045 <sup>(d)(f)</sup>  | 2014 | 1888 |
| Triton Container Finance VIII, LLC, Series 2020-1, Class B, 3.74% 9/20/2045 <sup>(d)(f)</sup>  | 3612 | 3466 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 <sup>(d)(f)</sup>  | 1039 | 1043 |
|  |  | 133827 |
| **Auto loan 0.39%** |  |  |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-1A, Class A, 4.80% 8/20/2029 <sup>(d)(f)</sup>  | 1881 | 1908 |
| Exeter Automobile Receivables Trust, Series 2025-2A, Class B, 4.92% 9/17/2029 <sup>(f)</sup>  | 4440 | 4488 |
| Ford Credit Floorplan Master Owner Trust, Series 2025-1, Class A1, 4.63% 4/15/2030 <sup>(f)</sup>  | 7790 | 7915 |
| GM Financial Revolving Receivables Trust, Series 2024-2, Class A, 4.52% 3/11/2037 <sup>(d)(f)</sup>  | 9442 | 9595 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027 <sup>(d)(f)</sup>  | 8811 | 8548 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027 <sup>(d)(f)</sup>  | 5925 | 5729 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class C, 2.52% 12/27/2027 <sup>(d)(f)</sup>  | 826 | 800 |

---

American Funds Inflation Linked Bond Fund — Page 3 of 13

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Research-Driven Pagaya Motor Asset Trust I, Series 2022-3, Class A, 5.38% 11/25/2030 <sup>(d)(f)</sup>  | 632 | $633 |
| SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A2, 4.52% 11/20/2028 <sup>(d)(f)</sup>  | 6050 | 6067 |
| SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A3, 4.44% 12/20/2030 <sup>(d)(f)</sup>  | 6998 | 7075 |
| Westlake Automobile Receivables Trust, Series 2025-P1, Class A2, 4.65% 2/15/2028 <sup>(d)(f)</sup>  | 2509 | 2516 |
|  |  | 55274 |
| **Student loan 0.11%** |  |  |
| First National Master Note Trust, Series 2025-1, Class A, 4.85% 2/15/2030 <sup>(f)</sup>  | 7826 | 7989 |
| Navient Student Loan Trust, Series 2021-CA, Class A, 1.06% 10/15/2069 <sup>(d)(f)</sup>  | 3874 | 3543 |
| Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36% 4/20/2062 <sup>(d)(f)</sup>  | 4717 | 4450 |
|  |  | 15982 |
| **Collateralized loan obligations 0.01%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Newark BSL CLO 2, Ltd., Series 2017-1A, Class A1R, (3-month USD CME Term SOFR + 1.232%) 5.55% <br>7/25/2030 <sup>(d)(f)(g)</sup>  | 811 | 811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Race Point CLO, Ltd., Series 2015-9A, Class A1A2, (3-month USD CME Term SOFR + 1.202%) 5.519% <br>10/15/2030 <sup>(d)(f)(g)</sup>  | 439 | 439 |
|  |  | 1250 |
| **Total asset-backed obligations** |  | 206333 |
| **Bonds & notes of governments & government agencies outside the U.S. 0.79%**<br> **Mexico 0.30%**<br>|  |  |
| United Mexican States, Series M, 5.75% 3/5/2026  | 344100 | 18236 |
| United Mexican States, Series M, 7.50% 6/3/2027  | 93900 | 5005 |
| United Mexican States, Series M, 8.00% 11/7/2047  | 418544 | 19183 |
|  |  | 42424 |
| **Spain 0.16%** |  |  |
| Spain (Kingdom of) 1.25% 10/31/2030  | 20861 | 22818 |
| **Hungary 0.16%** |  |  |
| Hungary (Republic of) 2.125% 9/22/2031 <sup>(d)</sup>  | 13860 | 11818 |
| Hungary (Republic of) 3.125% 9/21/2051 <sup>(d)</sup>  | 17300 | 10507 |
|  |  | 22325 |
| **United Kingdom 0.08%** |  |  |
| United Kingdom 0.125% 8/10/2041 <sup>(a)</sup>  | 11616 | 11343 |
| **Malaysia 0.08%** |  |  |
| PETRONAS Capital, Ltd. 3.50% 4/21/2030 <sup>(d)</sup>  | 5490 | 5339 |
| PETRONAS Capital, Ltd. 4.55% 4/21/2050 <sup>(d)</sup>  | 5775 | 4923 |
|  |  | 10262 |
| **Japan 0.01%** |  |  |
| Japan, Series 24, 0.10% 3/10/2029 <sup>(a)</sup>  | 117905 | 827 |
| **Colombia 0.00%** |  |  |
| Colombia (Republic of) 5.00% 6/15/2045  | 600 | 439 |
| **Total bonds & notes of governments & government agencies outside the U.S.** |  | 110438 |

---

American Funds Inflation Linked Bond Fund — Page 4 of 13

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations 0.69%**<br> **Collateralized mortgage-backed obligations (privately originated) 0.45%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Arroyo Mortgage Trust, Series 2022-1, Class A1A, 2.495% 12/25/2056 (3.495% on 2/25/2026) <sup>(d)(e)(f)</sup>  | USD2,215 | $2138 |
| Finance of America Structured Securities Trust, Series 2025-PC1, Class A1, 4.50% 5/25/2075 <sup>(d)(f)</sup>  | 13049 | 12642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.10%) 5.448% 5/25/2045 <sup>(d)(f)(g)</sup>  | 1702 | 1706 |
| IRV Trust, Series 2025-200P, Class A, 5.471% 3/14/2047 <sup>(d)(f)(g)</sup>  | 28511 | 29097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Onslow Bay Financial Mortgage Loan Trust, Series 2025-NQM8, Class A1, 5.472% 3/25/2065 (6.472% on <br> 5/1/2029) <sup>(d)(e)(f)</sup>  | 5201 | 5248 |
| Towd Point Mortgage Trust, Series 2020-4, Class A1, 1.75% 10/25/2060 <sup>(d)(f)</sup>  | 12533 | 11443 |
|  |  | 62274 |
| **Commercial mortgage-backed securities 0.24%** |  |  |
| Benchmark Mortgage Trust, Series 2025-V14, Class A4, 5.66% 4/15/2057 <sup>(f)</sup>  | 5241 | 5503 |
| BMO Mortgage Trust, Series 2025-5C9, Class A3, 5.779% 4/15/2058 <sup>(f)</sup>  | 4599 | 4833 |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A, 5.644% 2/5/2045 <sup>(d)(f)(g)</sup>  | 16143 | 16645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M1, (30-day Average USD-SOFR + 2.40%) <br> 6.748% 5/25/2055 <sup>(d)(f)(g)</sup>  | 3605 | 3633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, (1-month USD CME Term SOFR + 1.392%) 5.755% <br> 5/15/2039 <sup>(d)(f)(g)</sup>  | 3539 | 3543 |
|  |  | 34157 |
| **Total mortgage-backed obligations** |  | 96431 |
| **Municipals 0.41%**<br> **California 0.06%**<br>|  |  |
| Regents of the University of California, General Rev. Bonds, Series 2020-BG, 1.316% 5/15/2027  | 7840 | 7527 |
| **Florida 0.10%** |  |  |
| Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 2.154% 7/1/2030  | 15236 | 13921 |
| **Ohio 0.15%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cleveland-Cuyahoga Port Auth., Federal Lease Rev. Bonds (VA Cleveland Health Care Center Project), Series <br> 2021, 4.425% 5/1/2031  | 23575 | 21236 |
| **Wisconsin 0.10%** |  |  |
| Public Fin. Auth., Federal Lease Rev. Bonds (Fort Sam Acquisition Fncg.), Series 2022, 4.95% 3/1/2034  | 14430 | 14233 |
| **Total municipals** |  | 56917 |
| **Supranational debt 0.18%**<br> **Financials 0.18%**<br>|  |  |
| European Union 3.75% 10/12/2045  | EUR22,120 | 25371 |
| **Total Supranational debt** |  | 25371 |
| **Total bonds, notes & other debt instruments** (cost: $14,439,090,000) |  | 13331167 |
| Short-term securities 4.47%<br> **Money market investments 4.47%**<br>| Shares |  |
| Capital Group Central Cash Fund 4.29% <sup>(h)(i)</sup>  | 6261566 | 626219 |
| **Total short-term securities** (cost: $626,118,000) |  | 626219 |

---

American Funds Inflation Linked Bond Fund — Page 5 of 13

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Options purchased (equity style) 0.00% | Shares | Value<br> (000)<br>|
| Options purchased (equity style)\* |  | $740 |
| **Total options purchased (equity style)** (cost: $8,054,000) |  | 740 |
| **Total investment securities 99.71%** (cost: $15,073,262,000) |  | 13958126 |
| **Total options written**<sup>†</sup> **0.00%** (premium received: $542,000) |  | (181)<br>|
| Other assets less liabilities 0.29% |  | 40241 |
| **Net assets 100.00%** |  | $13998186 |

---

<sup>\*</sup>Options purchased (equity style)

------

**Options on futures** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>8/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Call** |  |  |  |  |  |
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD96.12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD7,250,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $362 |
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3073500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $497 |
| **Put** |  |  |  |  |  |
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD95.69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD9,720,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $243 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $740 |

---

<sup>†</sup>Options written (equity style)

------

**Options on futures** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>8/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Call** |  |  |  |  |  |
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD96.25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD(7,250,000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(181)<br>|

---

Futures contracts

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and <br>unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 8/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 30 Day Federal Funds Futures | Long | 10232 | 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD4,079,057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(334)<br>|
| 3 Month SOFR Futures | Long | 28650 | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6849857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11201)<br>|
| 3 Month SOFR Futures | Long | 4678 | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1125410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1454 |
| 3 Month SOFR Futures | Long | 825 | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
| 3 Month SOFR Futures | Short | 3920 | 9/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (948199)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2285)<br>|
| 2 Year Euro-Schatz Futures | Long | 2603 | 9/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (511)<br>|
| 2 Year U.S. Treasury Note Futures | Long | 29922 | 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6239906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8173 |
| 5 Year Euro-Bobl Futures | Long | 1198 | 9/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| 5 Year U.S. Treasury Note Futures | Short | 9435 | 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1032838)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2184)<br>|

---

American Funds Inflation Linked Bond Fund — Page 6 of 13

------

**unaudited**

Futures contracts (continued)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of<br> contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration<br> date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional<br> amount<br> &nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and<br> unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 8/31/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 10 Year Euro-Bund Futures | Long | 150 | 9/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD22,734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $105 |
| 10 Year Italy Government Bond Futures | Short | 2107 | 9/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (296414)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 971 |
| 10 Year Japanese Government Bond Futures | Short | 47 | 9/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43989)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323 |
| 10 Year Ultra U.S. Treasury Note Futures | Short | 5140 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (588048)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2866)<br>|
| 20 Year U.S. Treasury Note Futures | Long | 3914 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2488 |
| 20 Year U.S. Treasury Bond Futures | Long | 3117 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 994 |
| 30 Year Euro-Buxl Futures | Short | 1193 | 9/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (159053)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6989 |
| 30 Year U.S. Treasury Bond Futures | Short | 2526 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (294437)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3524 |

---

Forward currency contracts

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 8/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased <br>(000) | Currency purchased <br>(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 8/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| USD | 22829 | EUR | 19574 | Citibank | 9/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(91)<br>|
| USD | 11036 | GBP | 8151 | UBS AG | 9/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 |
| USD | 7685 | JPY | 1125372 | Standard Chartered Bank | 9/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| USD | 58045 | MXN | 1087826 | Morgan Stanley | 9/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(112)<br>|

---

Swap contracts

------

**Interest rate swaps**

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>8/31/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 8/31/2025 <br>(000) |
| Rate | Payment <br>frequency<br>| Rate | Payment <br>frequency<br>| Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>8/31/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 8/31/2025 <br>(000) |
| (0.445)% | Annual | 6-month EURIBOR | Semi-annual | 12/3/2025 | EUR311,900 | $(2384)<br>| $— | $(2384)<br>|
| (0.452)% | Annual | 6-month EURIBOR | Semi-annual | 12/3/2025 | 311900 | (2390)<br>|  | (2390)<br>|
| 4.2045% | Annual | SOFR | Annual | 1/10/2026 | USD26,456 | — <br><sup>(c)</sup><br>|  | — <br><sup>(c)</sup><br>|
| 4.2035% | Annual | SOFR | Annual | 1/10/2026 | 100572 | (2)<br>|  | (2)<br>|
| 4.184% | Annual | SOFR | Annual | 1/10/2026 | 100572 | (9)<br>|  | (9)<br>|
| 4.27% | Annual | SOFR | Annual | 2/16/2026 | 244879 | 158 |  | 158 |
| 4.265% | Annual | SOFR | Annual | 2/16/2026 | 121528 | 76 |  | 76 |
| 4.3035% | Annual | SOFR | Annual | 2/17/2026 | 72950 | 58 |  | 58 |
| 4.2675% | Annual | SOFR | Annual | 2/17/2026 | 70420 | 45 |  | 45 |
| 4.2515% | Annual | SOFR | Annual | 2/17/2026 | 72241 | 41 |  | 41 |
| 4.3005% | Annual | SOFR | Annual | 2/17/2026 | 50589 | 40 |  | 40 |
| 4.288% | Annual | SOFR | Annual | 2/17/2026 | 51392 | 37 |  | 37 |
| 4.568% | Annual | SOFR | Annual | 3/1/2026 | 700600 | 1603 |  | 1603 |
| 4.56% | Annual | SOFR | Annual | 3/1/2026 | 713000 | 1603 |  | 1603 |
| U.S. Urban CPI | At maturity | 2.98975% | At maturity | 3/6/2026 | 1391906 | 3760 |  | 3760 |
| U.S. Urban CPI | At maturity | 2.9425% | At maturity | 3/7/2026 | 1855874 | 5797 |  | 5797 |

---

American Funds Inflation Linked Bond Fund — Page 7 of 13

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

**Centrally cleared interest rate swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 8/31/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 8/31/2025<br> (000) |
| Rate | Payment<br> frequency<br>| Rate | Payment<br> frequency<br>| Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 8/31/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 8/31/2025<br> (000) |
| U.S. Urban CPI | At maturity | 2.965% | At maturity | 3/7/2026 | USD463,969 | $1347 | $— | $1347 |
| U.S. Urban CPI | At maturity | 2.90% | At maturity | 3/10/2026 | 463969 | 1587 |  | 1587 |
| U.S. Urban CPI | At maturity | 2.92562% | At maturity | 3/11/2026 | 871331 | 2727 |  | 2727 |
| U.S. Urban CPI | At maturity | 2.9875% | At maturity | 3/14/2026 | 229298 | 551 |  | 551 |
| U.S. Urban CPI | At maturity | 2.9875% | At maturity | 3/17/2026 | 917190 | 2096 |  | 2096 |
| U.S. Urban CPI | At maturity | 2.93% | At maturity | 3/21/2026 | 732835 | 1970 |  | 1970 |
| 4.28066% | Annual | SOFR | Annual | 3/31/2026 | 594500 | 795 |  | 795 |
| 4.9005% | Annual | SOFR | Annual | 4/17/2026 | 374000 | 2036 |  | 2036 |
| 4.659% | Annual | SOFR | Annual | 5/17/2026 | 1024100 | 5024 |  | 5024 |
| TONAR | Annual | (0.01246731)% | Annual | 10/1/2026 | JPY3,447,100 | 186 | (7)<br>| 193 |
| 3.5405% | Annual | SOFR | Annual | 1/23/2027 | USD315,500 | (195)<br>|  | (195)<br>|
| 3.53% | Annual | SOFR | Annual | 1/23/2027 | 269300 | (205)<br>|  | (205)<br>|
| 3.535% | Annual | SOFR | Annual | 1/23/2027 | 483000 | (335)<br>|  | (335)<br>|
| SOFR | Annual | 4.186% | Annual | 2/18/2027 | 978000 | (8692)<br>|  | (8692)<br>|
| 3.7645% | Annual | SOFR | Annual | 2/20/2027 | 620900 | 1851 |  | 1851 |
| 3.761% | Annual | SOFR | Annual | 2/20/2027 | 310800 | 911 |  | 911 |
| SOFR | Annual | 3.232% | Annual | 3/30/2027 | 110600 | 486 |  | 486 |
| 2.578% | Semi-annual | Bank of Canada Overnight Repo | Semi-annual | 6/17/2027 | CAD727,300 | 676 |  | 676 |
| 2.602% | Semi-annual | Bank of Canada Overnight Repo | Semi-annual | 6/18/2027 | 50580 | 62 |  | 62 |
| 1.988% | Annual | 6-month EURIBOR | Semi-annual | 6/27/2027 | EUR488,900 | (671)<br>|  | (671)<br>|
| U.S. Urban CPI | At maturity | 2.87% | At maturity | 7/27/2027 | USD1,000 | 18 |  | 18 |
| 2.5895% | Annual | SOFR | Annual | 7/27/2027 | 1000 | (15)<br>|  | (15)<br>|
| U.S. EFFR | Annual | 2.045% | Annual | 11/2/2027 | 33700 | 898 |  | 898 |
| 3.45% | Annual | SOFR | Annual | 2/1/2028 | 192300 | 470 |  | 470 |
| 3.47% | Annual | SOFR | Annual | 2/2/2028 | 50700 | 148 |  | 148 |
| 3.616% | Annual | SOFR | Annual | 2/20/2028 | 264500 | 2353 |  | 2353 |
| 3.6475% | Annual | SOFR | Annual | 2/27/2028 | 1288700 | 12369 |  | 12369 |
| TONAR | Annual | 0.71306% | Annual | 4/9/2028 | JPY25,892,925 | 674 |  | 674 |
| TONAR | Annual | 0.715% | Annual | 4/9/2028 | 25892925 | 671 |  | 671 |
| TONAR | Annual | 0.73% | Annual | 4/19/2028 | 10727069 | 269 |  | 269 |
| TONAR | Annual | 0.73% | Annual | 4/21/2028 | 7952827 | 199 |  | 199 |
| 3.16% | Annual | SOFR | Annual | 6/20/2028 | USD78,500 | (320)<br>|  | (320)<br>|
| SOFR | Annual | 3.528% | Annual | 1/29/2030 | 144300 | (1257)<br>|  | (1257)<br>|
| SOFR | Annual | 3.529% | Annual | 1/29/2030 | 176500 | (1544)<br>|  | (1544)<br>|
| SOFR | Annual | 3.5485% | Annual | 1/29/2030 | 191700 | (1830)<br>|  | (1830)<br>|
| Overnight MXN-F-TIIE | 28-day | 8.82% | 28-day | 3/22/2030 | MXN727,650 | (2115)<br>|  | (2115)<br>|
| 3.18% | Annual | SOFR | Annual | 4/17/2030 | USD66,800 | (409)<br>|  | (409)<br>|
| 3.275% | Annual | SOFR | Annual | 4/18/2030 | 66800 | (139)<br>|  | (139)<br>|
| 3.353% | Annual | SOFR | Annual | 4/19/2030 | 66800 | 84 |  | 84 |
| 3.342% | Annual | SOFR | Annual | 4/19/2030 | 66800 | 53 |  | 53 |
| 3.344% | Annual | SOFR | Annual | 4/20/2030 | 66800 | 57 |  | 57 |
| 3.128% | Annual | SOFR | Annual | 4/28/2030 | 66700 | (565)<br>|  | (565)<br>|
| 3.285% | Annual | SOFR | Annual | 5/1/2030 | 66700 | (115)<br>|  | (115)<br>|
| 3.259% | Annual | SOFR | Annual | 5/1/2030 | 66800 | (190)<br>|  | (190)<br>|
| 3.186% | Annual | SOFR | Annual | 5/9/2030 | 66800 | (404)<br>|  | (404)<br>|
| 3.215% | Annual | SOFR | Annual | 5/10/2030 | 66700 | (320)<br>|  | (320)<br>|
| 3.945% | Annual | 6-month NOK-NIBOR | Semi-annual | 5/14/2030 | NOK502,800 | 97 |  | 97 |
| 3.95% | Annual | 6-month NOK-NIBOR | Semi-annual | 5/14/2030 | 251400 | 54 |  | 54 |

---

American Funds Inflation Linked Bond Fund — Page 8 of 13

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

**Centrally cleared interest rate swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 8/31/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 8/31/2025<br> (000) |
| Rate | Payment<br> frequency<br>| Rate | Payment<br> frequency<br>| Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 8/31/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 8/31/2025<br> (000) |
| 6-month EURIBOR | Semi-annual | 2.2862% | Annual | 5/14/2030 | EUR20,320 | $14 | $— | $14 |
| 6-month EURIBOR | Semi-annual | 2.2892% | Annual | 5/14/2030 | 20320 | 11 |  | 11 |
| 6-month EURIBOR | Semi-annual | 2.2967% | Annual | 5/14/2030 | 20320 | 3 |  | 3 |
| 4.0315% | Annual | 6-month NOK-NIBOR | Semi-annual | 5/16/2030 | NOK502,700 | 277 |  | 277 |
| 4.045% | Annual | 6-month NOK-NIBOR | Semi-annual | 5/16/2030 | 251400 | 153 |  | 153 |
| 6-month EURIBOR | Semi-annual | 2.3102% | Annual | 5/16/2030 | EUR20,560 | (9)<br>|  | (9)<br>|
| 6-month EURIBOR | Semi-annual | 2.3207% | Annual | 5/16/2030 | 20560 | (20)<br>|  | (20)<br>|
| 6-month EURIBOR | Semi-annual | 2.3262% | Annual | 5/16/2030 | 20560 | (26)<br>|  | (26)<br>|
| 4.0485% | Annual | 6-month NOK-NIBOR | Semi-annual | 5/19/2030 | NOK502,700 | 312 |  | 312 |
| 6-month EURIBOR | Semi-annual | 2.3267% | Annual | 5/19/2030 | EUR20,490 | (25)<br>|  | (25)<br>|
| 6-month EURIBOR | Semi-annual | 2.3327% | Annual | 5/19/2030 | 20490 | (32)<br>|  | (32)<br>|
| 3.29% | Annual | SOFR | Annual | 5/19/2030 | USD80,000 | (129)<br>|  | (129)<br>|
| 6-month NOK-NIBOR | Semi-annual | 3.83% | Annual | 6/26/2030 | NOK841,100 | 224 |  | 224 |
| 2.2308% | Annual | 6-month EURIBOR | Semi-annual | 6/26/2030 | EUR68,540 | (270)<br>|  | (270)<br>|
| U.S. EFFR | Annual | 0.666% | Annual | 11/19/2030 | USD118,200 | 14820 |  | 14820 |
| SOFR | Annual | 3.055% | Annual | 4/6/2031 | 54100 | 889 |  | 889 |
| SOFR | Annual | 3.4815% | Annual | 2/17/2033 | 284000 | 563 |  | 563 |
| SOFR | Annual | 3.501% | Annual | 2/17/2033 | 284000 | 199 |  | 199 |
| SOFR | Annual | 3.10% | Annual | 6/20/2033 | 42300 | 1258 |  | 1258 |
| SOFR | Annual | 4.061% | Annual | 8/24/2033 | 140000 | (5015)<br>|  | (5015)<br>|
| SOFR | Annual | 3.9519% | Annual | 8/25/2033 | 140000 | (3951)<br>|  | (3951)<br>|
| SOFR | Annual | 3.175% | Annual | 2/1/2038 | 106900 | 6661 |  | 6661 |
| SOFR | Annual | 2.99% | Annual | 2/2/2038 | 32000 | 2448 |  | 2448 |
| 3.616% | Annual | SOFR | Annual | 8/5/2044 | 105700 | (6293)<br>|  | (6293)<br>|
| 3.561% | Annual | SOFR | Annual | 8/9/2044 | 90500 | (6058)<br>|  | (6058)<br>|
| U.S. EFFR | Annual | 0.6193% | Annual | 4/6/2050 | 30300 | 16226 |  | 16226 |
| U.S. EFFR | Annual | 0.60602% | Annual | 4/6/2050 | 13870 | 7457 |  | 7457 |
| U.S. EFFR | Annual | 0.616917% | Annual | 4/6/2050 | 12500 | 6699 |  | 6699 |
| 6-month EURIBOR | Semi-annual | 0.0897% | Annual | 6/4/2050 | EUR22,000 | 13100 |  | 13100 |
| 2.92% | Annual | SOFR | Annual | 10/19/2050 | USD20,500 | (3829)<br>|  | (3829)<br>|
| 6-month EURIBOR | Semi-annual | 0.0175% | Annual | 12/3/2050 | EUR51,650 | 31943 |  | 31943 |
| 6-month EURIBOR | Semi-annual | 0.071% | Annual | 1/14/2051 | 51920 | 31615 |  | 31615 |
| 6-month EURIBOR | Semi-annual | 0.068% | Annual | 1/15/2051 | 56080 | 34184 |  | 34184 |
| 0.702% | Annual | 6-month EURIBOR | Semi-annual | 3/3/2052 | 27500 | (13431)<br>|  | (13431)<br>|
| 0.672% | Annual | 6-month EURIBOR | Semi-annual | 3/3/2052 | 27500 | (13611)<br>|  | (13611)<br>|
| 0.649% | Annual | 6-month EURIBOR | Semi-annual | 3/3/2052 | 32325 | (16161)<br>|  | (16161)<br>|
| SOFR | Annual | 3.01413% | Annual | 1/12/2053 | USD35,399 | 6332 |  | 6332 |
| SOFR | Annual | 3.02% | Annual | 1/12/2053 | 35400 | 6298 |  | 6298 |
| SOFR | Annual | 2.974% | Annual | 4/17/2053 | 21000 | 3911 |  | 3911 |
| SOFR | Annual | 3.044% | Annual | 4/18/2053 | 21100 | 3684 |  | 3684 |
| SOFR | Annual | 3.0875% | Annual | 4/19/2053 | 21100 | 3531 |  | 3531 |
| SOFR | Annual | 3.1035% | Annual | 4/19/2053 | 21200 | 3491 |  | 3491 |
| SOFR | Annual | 3.0895% | Annual | 4/20/2053 | 21100 | 3524 |  | 3524 |
| SOFR | Annual | 2.9405% | Annual | 4/28/2053 | 21200 | 4069 |  | 4069 |
| SOFR | Annual | 3.0535% | Annual | 5/1/2053 | 42300 | 7321 |  | 7321 |
| SOFR | Annual | 3.085% | Annual | 5/9/2053 | 21300 | 3575 |  | 3575 |
| SOFR | Annual | 3.1135% | Annual | 5/10/2053 | 21300 | 3474 |  | 3474 |
| SOFR | Annual | 3.1605% | Annual | 5/19/2053 | 25500 | 3960 |  | 3960 |

---

American Funds Inflation Linked Bond Fund — Page 9 of 13

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

**Centrally cleared interest rate swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 8/31/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 8/31/2025<br> (000) |
| Rate | Payment<br> frequency<br>| Rate | Payment<br> frequency<br>| Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 8/31/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 8/31/2025<br> (000) |
| SOFR | Annual | 3.6765% | Annual | 2/20/2054 | USD100,908 | $7000 | $— | $7000 |
| SOFR | Annual | 3.6815% | Annual | 2/20/2054 | 53900 | 3693 |  | 3693 |
| SOFR | Annual | 3.7205% | Annual | 2/21/2054 | 73792 | 4569 |  | 4569 |
| SOFR | Annual | 3.47875% | Annual | 8/5/2054 | 80500 | 8300 |  | 8300 |
| SOFR | Annual | 3.415% | Annual | 8/9/2054 | 68900 | 7854 |  | 7854 |
| 3.9665% | Annual | SOFR | Annual | 8/5/2055 | 89000 | (1680)<br>|  | (1680)<br>|
|  |  |  |  |  |  | $212933 | $(7)<br>| $212940 |

---

**Credit default swaps** 

**Centrally cleared credit default swaps on credit indices — buy protection** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financing <br>rate paid<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>8/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 8/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| CDX.NA.IG.44 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | USD2,462,057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(53146)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(44043)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(9103)<br>|

---

Investments in affiliates <sup>(i)</sup>

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value at <br>12/1/2024 <br>(000)<br>| Additions <br>(000)<br>| Reductions <br>(000)<br>| Net <br>realized <br>gain (loss) <br>(000)<br>| Net <br>unrealized <br>appreciation <br>(depreciation) <br>(000)<br>| Value at <br>8/31/2025 <br>(000)<br>| Dividend <br>or interest <br>income <br>(000)<br>|
| **Short-term securities 4.47%** | **Short-term securities 4.47%** | **Short-term securities 4.47%** | **Short-term securities 4.47%** | **Short-term securities 4.47%** | **Short-term securities 4.47%** | **Short-term securities 4.47%** | **Short-term securities 4.47%** |
| **Money market investments 4.47%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 4.29% <sup>(h)</sup> <br>| $312633 | &nbsp;&nbsp; $2116667 | &nbsp;&nbsp; $1803059 | &nbsp;&nbsp; $(138)<br>| &nbsp;&nbsp; $116 | &nbsp;&nbsp; $626219 | &nbsp;&nbsp; $12497 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Index-linked bond whose principal amount moves with a government price index. 

<sup>(b)</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $203,808,000, which represented 1.46% of the net assets of the fund. 

<sup>(c)</sup> Amount less than one thousand.

<sup>(d)</sup> Acquired in a transaction exempt from registration under Rule 144A or, for commercial paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $405,509,000, which represented 2.90% of the net assets of the fund. 

<sup>(e)</sup> Step bond; coupon rate may change at a later date.

<sup>(f)</sup> Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date.

<sup>(g)</sup> Coupon rate may change periodically. Reference rate and spread are as of the most recent information available. Some coupon rates are determined by the issuer or agent based on current market conditions; therefore, the reference rate and spread are not available. 

<sup>(h)</sup> Rate represents the seven-day yield at 8/31/2025.

<sup>(i)</sup> Part of the same "group of investment companies" as the fund as defined under the Investment Company Act of 1940, as amended.

American Funds Inflation Linked Bond Fund — Page 10 of 13

------

**unaudited**

Valuation disclosures

------

Capital Research and Management Company ("CRMC"), the fund's investment adviser, values the fund's investments at fair value as defined by accounting principles generally accepted in the United States of America. The net asset value per share is calculated once daily as of the close of regular trading on the New York Stock Exchange, normally 4 p.m. New York time, each day the New York Stock Exchange is open. Security transactions are recorded by the fund as of the date the trades are executed with brokers.

**Methods and inputs** — The fund's investment adviser uses the following methods and inputs to establish the fair value of the fund's assets and liabilities. Use of particular methods and inputs may vary over time based on availability and relevance as market and economic conditions evolve.

Fixed-income securities, including short-term securities, are generally valued at evaluated prices obtained from third-party pricing vendors. Vendors value such securities based on one or more of the inputs described in the following table. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.

---

| | |
|:---|:---|
| **Fixed-income class** | **Examples of standard inputs** |
| &nbsp;&nbsp;&nbsp;&nbsp; All | &nbsp;&nbsp;&nbsp; Benchmark yields, transactions, bids, offers, quotations from dealers and <br> trading systems, new issues, spreads and other relationships observed in <br> the markets among comparable securities; and proprietary pricing <br> models such as yield measures calculated using factors such as cash flows, <br> financial or collateral performance and other reference data (collectively <br> referred to as "standard inputs")<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds, notes & loans; convertible securities | Standard inputs and underlying equity of the issuer |
| &nbsp;&nbsp;&nbsp;&nbsp; Bonds & notes of governments & government agencies | Standard inputs and interest rate volatilities |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed; asset-backed obligations | &nbsp;&nbsp;&nbsp; Standard inputs and cash flows, prepayment information, default rates, <br> delinquency and loss assumptions, collateral characteristics, credit <br> enhancements and specific deal information<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal securities | &nbsp;&nbsp;&nbsp; Standard inputs and, for certain distressed securities, cash flows or <br> liquidation values using a net present value calculation based on inputs <br> that include, but are not limited to, financial statements and debt contracts<br>|

---

The Capital Group Central Cash Fund ("CCF"), a fund within the Capital Group Central Fund Series ("Central Funds"), is valued based upon a floating net asset value, which fluctuates with changes in the value of CCF's portfolio securities. The underlying securities are valued based on the policies and procedures in CCF's statement of additional information. Exchange-traded options and futures are generally valued at the official closing price for options and official settlement price for futures on the exchange or market on which such instruments are traded, as of the close of business on the day such instruments are being valued. The average month-end notional amount of options on futures while held was $10,366,283,000. The average month-end notional amount of futures contracts while held was $17,635,095,000. Forward currency contracts are valued based on the spot and forward exchange rates obtained from a third-party pricing vendor. The average month-end notional amount of open forward currency contracts while held was $303,358,000. Swaps are generally valued using evaluated prices obtained from third-party pricing vendors who calculate these values based on market inputs that may include the yields of the indices referenced in the instrument and the relevant curve, dealer quotes, default probabilities and recovery rates, and terms of the contract. The average month-end notional amounts of interest rate swaps and credit default swaps while held were $24,071,679,000 and $3,355,482,000, respectively.

Securities and other assets for which representative market quotations are not readily available or are considered unreliable by the fund's investment adviser are fair valued as determined in good faith under fair valuation guidelines adopted by the fund's investment adviser and approved by the board of trustees as further described. The investment adviser follows fair valuation guidelines, consistent with U.S. Securities and Exchange Commission rules and guidance, to consider relevant principles and factors when making fair value determinations. The investment adviser considers relevant indications of value that are reasonably and timely available to it in determining the fair value to be assigned to a particular security, such as the type and cost of the security, restrictions on resale of the security, relevant financial or business developments of the issuer, actively traded similar or related securities, dealer or broker quotes, conversion or exchange rights on the security, related corporate actions, significant events occurring after the close of trading in the security, and changes in overall market conditions. In addition, the closing prices of equity securities that trade in markets outside U.S. time zones may be adjusted to reflect significant events that occur after the close of local trading but before the net asset value of each share class of the fund is determined. Fair valuations of investments that are not actively trading involve judgment and may differ materially from valuations that would have been used had greater market activity occurred.

American Funds Inflation Linked Bond Fund — Page 11 of 13

------

**unaudited**

**Processes and structure** — The fund's board of trustees has designated the fund's investment adviser to make fair value determinations, subject to board oversight. The investment adviser has established a Joint Fair Valuation Committee (the "Committee") to administer, implement and oversee the fair valuation process and to make fair value decisions. The Committee regularly reviews its own fair value decisions, as well as decisions made under its standing instructions to the investment adviser's valuation team. The Committee reviews changes in fair value measurements from period to period, pricing vendor information and market data, and may, as deemed appropriate, update the fair valuation guidelines to better reflect the results of back testing and address new or evolving issues. Pricing decisions, processes and controls over security valuation are also subject to additional internal reviews facilitated by the investment adviser's global risk management group. The Committee reports changes to the fair valuation guidelines to the board of trustees. The fund's board and audit committee also regularly review reports that describe fair value determinations and methods.

**Classifications** — The fund's investment adviser classifies the fund's assets and liabilities into three levels based on the inputs used to value the assets or liabilities. Level 1 values are based on quoted prices in active markets for identical securities. Level 2 values are based on significant observable market inputs, such as quoted prices for similar securities and quoted prices in inactive markets. Certain securities trading outside the U.S. may transfer between Level 1 and Level 2 due to valuation adjustments resulting from significant market movements following the close of local trading. Level 3 values are based on significant unobservable inputs that reflect the investment adviser's determination of assumptions that market participants might reasonably use in valuing the securities. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. For example, U.S. government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market. The fund's valuation levels as of August 31, 2025, were as follows (dollars in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Investment securities | Investment securities | Investment securities | Investment securities |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds, notes & other debt instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury bonds & notes | $— | $12236529 | $— | $12236529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds, notes & loans |  | 599148 |  | 599148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-backed obligations |  | 206333 |  | 206333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds & notes of governments & government agencies <br> outside the U.S.<br>|  | 110438 |  | 110438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed obligations |  | 96431 |  | 96431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipals |  | 56917 |  | 56917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Supranational debt |  | 25371 |  | 25371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities  | 626219 |  |  | 626219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options purchased on futures (equity style) | 740 |  |  | 740 |
| Total | $626959 | $13331167 | $— | $13958126 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Other investments\* | Other investments\* | Other investments\* | Other investments\* |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on futures contracts | $22910 | $— | $— | $22910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on open forward currency contracts |  | 26 |  | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared interest rate swaps |  | 307586 |  | 307586 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value of options written (equity style)  | (181)<br>|  |  | (181)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on futures contracts | (19386)<br>|  |  | (19386)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on open forward currency contracts |  | (138)<br>|  | (138)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared interest rate swaps |  | (94646)<br>|  | (94646)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared credit default swaps |  | (9103)<br>|  | (9103)<br>|
| Total  | $3343 | $203725 | $— | $207068 |

---

\*

Options written, futures contracts, forward currency contracts, interest rate swaps and credit default swaps are not included in the fund's investment portfolio.

American Funds Inflation Linked Bond Fund — Page 12 of 13

------

**unaudited**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Key to abbreviation(s)** |
| Auth. = Authority |
| CAD = Canadian dollars |
| CLO = Collateralized Loan Obligations |
| CME = CME Group |
| CPI = Consumer Price Index |
| EFFR = Effective Federal Funds Rate |
| EUR = Euros |
| EURIBOR = Euro Interbank Offered Rate |
| Fin. = Finance |
| Fncg. = Financing |
| F-TIIE = Funding Equilibrium Interbank Interest Rate |

---

---

| |
|:---|
| GBP = British pounds |
| JPY = Japanese yen |
| MXN = Mexican pesos |
| NIBOR = Norwegian Interbank Offered Rate |
| NOK = Norwegian kroner |
| Rev. = Revenue |
| SOFR = Secured Overnight Financing Rate |
| TONAR = Tokyo Overnight Average Rate |
| USD = U.S. dollars |
| UST = U.S. Treasury |

---

**Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.**

**Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectus and summary prospectus, which can be obtained from your financial professional and should be read carefully before investing. You may also call American Funds Service Company (AFS) at (800) 421-4225 or visit the Capital Group website at capitalgroup.com.**

All Capital Group trademarks mentioned are owned by The Capital Group Companies, Inc., an affiliated company or fund. All other company and product names mentioned are the property of their respective companies.

Capital Client Group, Inc., member FINRA.© 2025 Capital Group. All rights reserved.

MFGEFP3-060-1025

American Funds Inflation Linked Bond Fund — Page 13 of 13

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Funds Inflation Linked Bond Fund

- **b. Investment Company Act file number:** 811-22746

- **c. CIK number of Registrant:** 0001553197

- **d. LEI of Registrant:** 549300C4MMT7NIUIFI59

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618-4518

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** American Funds Inflation Linked Bond Fund

- **b. EDGAR series identifier (if any):** S000039115

- **c. LEI of Series:** 549300C4MMT7NIUIFI59

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-08-31

**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:** $14147551674.43

**Total Liabilities:** $150056981.92

**Net Assets:** $13997494692.51

**Cash Not Reported:** $5951522.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1194.235572000000 | **1-Year:** -39876.083710000000 | **5-Year:** -143964.345900000000 | **10-Year:** -262231.435000000000 | **30-Year:** -222592.715600000000

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

- **3-Month:** 30.388900900000 | **1-Year:** -40299.348380000000 | **5-Year:** -1023634.189000000000 | **10-Year:** -1530.384033000000 | **30-Year:** -1673.887634000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120322 | 1.06%                | -0.21%               | 1.68%                |
| Class ID C000120323 | 1.05%                | -0.21%               | 1.67%                |
| Class ID C000120324 | 0.97%                | -0.32%               | 1.60%                |
| Class ID C000120325 | 0.86%                | -0.21%               | 1.61%                |
| Class ID C000120326 | 0.96%                | -0.11%               | 1.59%                |
| Class ID C000120327 | 0.95%                | -0.10%               | 1.58%                |
| Class ID C000120328 | 1.05%                | -0.21%               | 1.67%                |
| Class ID C000120329 | 1.05%                | -0.21%               | 1.67%                |
| Class ID C000120331 | 0.85%                | -0.21%               | 1.59%                |
| Class ID C000120332 | 0.95%                | -0.10%               | 1.57%                |
| Class ID C000120333 | 1.05%                | -0.10%               | 1.67%                |
| Class ID C000120334 | 1.06%                | -0.21%               | 1.68%                |
| Class ID C000120336 | 0.95%                | -0.31%               | 1.58%                |
| Class ID C000120337 | 0.96%                | -0.21%               | 1.69%                |
| Class ID C000148371 | 0.95%                | -0.21%               | 1.58%                |
| Class ID C000164814 | 1.06%                | -0.21%               | 1.68%                |
| Class ID C000179978 | 1.06%                | -0.10%               | 1.67%                |
| Class ID C000189425 | 1.06%                | -0.21%               | 1.68%                |
| Class ID C000189426 | 1.06%                | -0.10%               | 1.68%                |
| Class ID C000224603 | 1.06%                | -0.21%               | 1.68%                |
| Class ID C000224604 | 1.06%                | -0.10%               | 1.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-378420.43              | $87106573.79                               |
| Month 2  | $-603241.33              | $-33229943.43                              |
| Month 3  | $-158549.09              | $120942644.49                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) Index

- **Index Identifier:** LBUTTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SBA TOWER TRUST                                                   | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22469000 | PA      | $21739049.60   | 0.16%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                     | SPSS 2021-A A 144A 1.95% 09-15-75                                                                  | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6528399 | PA      | $6330777.48    | 0.05%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                     | SYNIT 2025-A1 A 4.78% 02-18-31                                                                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5677000 | PA      | $5780809.62    | 0.04%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-2A                                                     | SFAST 2025-2A A3 144A 4.44% 12-20-30                                                               | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6998000 | PA      | $7075187.94    | 0.05%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2025-2A                                                     | SFAST 2025-2A A2 144A 4.52% 11-20-28                                                               | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6050000 | PA      | $6066534.65    | 0.04%             | 2028-11-20      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                 | SORT 2020-1 A1 144A 1.69% 07-15-60                                                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4661827 | PA      | $4060838.45    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                 | SORT 2020-1 A2 144A 1.99% 07-15-60                                                                 | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     740793 | PA      | $634204.96     | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                        | SEACO 2020-1A A 144A 2.17% 10-17-40                                                                | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13914196 | PA      | $13321632.45   | 0.10%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                        | SEACO 2020-1A B 144A 3.55% 10-17-40                                                                | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1908628 | PA      | $1839092.76    | 0.01%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                         | SEACO 2020-2A A 144A 2.26% 11-19-40                                                                | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11682826 | PA      | $11151046.65   | 0.08%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                 | SORT 2021-1A A1 144A 1.53% 03-15-61                                                                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3336997 | PA      | $2804989.61    | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                             | TCF 2020-1A A 144A 2.11% 09-20-45                                                                  | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2014008 | PA      | $1888257.67    | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                             | TCF 2020-1A B 144A 3.74% 09-20-45                                                                  | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3611827 | PA      | $3466367.95    | 0.02%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                      | TMCL 2020-2A B 144A 3.34% 09-20-45                                                                 | CUSIP: 88315LAH1<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |    3879995 | PA      | $3663595.92    | 0.03%             | 2045-09-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                   | TAL 2020-1A A 144A 2.05% 09-20-45                                                                  | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5038256 | PA      | $4786776.73    | 0.03%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                 | USRE 2021-1 A1 144A 1.91% 10-20-61                                                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3935000 | PA      | $3281243.04    | 0.02%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| WEF 2024-1A                                                       | WEF 2024-1A A2 144A 4.99% 09-20-32                                                                 | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1039437 | PA      | $1042426.59    | 0.01%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-P1                                                     | WLAKE 2025-P1 A2 144A 4.65% 02-15-28                                                               | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2509000 | PA      | $2516481.84    | 0.02%             | 2028-02-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                         | AMGEN INC SR UNSEC 4.875% 03-01-53                                                                 | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $9170558.20    | 0.07%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   43200000 | PA      | $41812545.60   | 0.30%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                           | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $27024984.00   | 0.19%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   11615000 | PA      | $12881406.68   | 0.09%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6611000 | PA      | $7244148.69    | 0.05%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                     | M&T BANK CORP SR UNSEC 5.385% 01-16-36/35                                                          | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25063575.00   | 0.18%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   37371000 | PA      | $38586155.44   | 0.28%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4856391.51    | 0.03%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | PETROLEOS MEXICANOS MXN SR UNSEC 7.47% 11-12-26                                                    | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |        300 | PA      | $1549.02       | 0.00%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                             | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   20054000 | PA      | $18696705.17   | 0.13%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                      | QATARENERGY 144A LIFE SR UNSEC 2.25% 07-12-31                                                      | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   17300000 | PA      | $15401376.90   | 0.11%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                      | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                                     | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   13495000 | PA      | $10197699.18   | 0.07%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                      | QATARENERGY 144A LIFE SR UNSEC 3.3% 07-12-51                                                       | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   12200000 | PA      | $8356475.40    | 0.06%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| SMRC AUTOMOTIVE HOLDINGS NETHERLANDS BV                           | MOTHERSON GLOBAL INVESTMENTS BV 144A LIFE SR SEC 1ST LIEN 5.625% 07-11-29                          | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |   14490000 | PA      | $14836731.21   | 0.11%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                        | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6875000 | PA      | $6575126.25    | 0.05%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                        | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   17875000 | PA      | $17788252.63   | 0.13%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                        | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $2548651.50    | 0.02%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $4482257.00    | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                       | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $130306.80     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                                     | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25000175.00   | 0.18%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-35                                 | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  319733206 | PA      | $321494172.04  | 2.30%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 01-15-27                                 | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  243454554 | PA      | $248391922.00  | 1.77%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.75% 02-15-45                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153424320 | PA      | $111244560.00  | 0.79%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-46                                   | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  131844783 | PA      | $98837198.49   | 0.71%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT) | UNITED KINGDOM INFLATION-LINKED GILT GBP REG S I/L 0.125% 08-10-41                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   11614262 | PA      | $11343256.37   | 0.08%             | 2041-08-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.625% 05-15-53                                                        | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3278000 | PA      | $2620607.26    | 0.02%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.0% 01-15-26                                   | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  110624947 | PA      | $110760262.37  | 0.79%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-40                                 | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67160250 | PA      | $66874275.00   | 0.48%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 6.388% 05-01-31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1246000 | PA      | $1353958.42    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   18032000 | PA      | $19795096.83   | 0.14%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 5.93% 05-01-60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5028000 | PA      | $4834240.99    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   27825000 | PA      | $26776220.10   | 0.19%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 3.625% 02-01-31                                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3403000 | PA      | $3250586.44    | 0.02%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7549000 | PA      | $6664445.93    | 0.05%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 4.28066% 06-03-24/03-31-26 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $799245.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                      | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $33630905.00   | 0.24%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD     | CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING PRP REG S SUB (H) 5.3% 12-31-79/07-05-27 | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | CN        |   10424000 | PA      | $10580474.66   | 0.08%             | 2079-12-31      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX MXN 8.82% 11-22-24/03-22-30 CME                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2124564.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.71306% 04-09-27/04-09-28 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $678249.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                                 | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    4763000 | PA      | $4708830.40    | 0.03%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    5178000 | PA      | $4009863.91    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2538000 | PA      | $1636180.07    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    6206000 | PA      | $4117116.25    | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     232000 | PA      | $189764.63     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4788402.20    | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.715% 04-09-27/04-09-28 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $674884.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.73% 04-19-27/04-19-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $270193.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   28099000 | PA      | $28448045.78   | 0.20%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35293300.00   | 0.25%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.73% 04-21-27/04-21-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $200624.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.0897% 06-04-20/06-04-50 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $13079672.03   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HANA BANK                                                         | KEB HANA BANK 144A LIFE SR UNSEC 5.375% 04-23-27                                                   | CUSIP: 48723RAE5<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    7590000 | PA      | $7746384.36    | 0.06%             | 2027-04-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KOOKMIN BANK                                                      | KOOKMIN BANK 144A LIFE SR UNSEC 5.375% 05-08-27                                                    | CUSIP: 50050GAW8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |   16990000 | PA      | $17346823.98   | 0.12%             | 2027-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR -0.452% 12-03-20/12-03-25 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2415912.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR -0.445% 12-03-20/12-03-25 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2409380.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.0175% 12-03-20/12-03-50 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $31895241.26   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 4.0485% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $319148.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 2.2308% 06-26-25/06-26-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-244989.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX NOK 3.83% 06-26-25/06-26-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $212991.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                            | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.5% 07-02-34                                            | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   11000000 | PA      | $11042735.00   | 0.08%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7776591.90    | 0.06%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 1.988% 06-27-25/06-27-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-617263.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                        | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $50494050.00   | 0.36%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                       | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    3442000 | PA      | $2269857.88    | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                              | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30                                              | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    5490000 | PA      | $5338926.18    | 0.04%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                              | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50                                             | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    5775000 | PA      | $4922783.25    | 0.04%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                            | COLOMBIA GOVERNMENT INTERNATIONAL BOND 5.0% 06-15-45                                               | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     600000 | PA      | $439014.00     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                             | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 2.125% 09-22-31                                    | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   13860000 | PA      | $11818477.44   | 0.08%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                             | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.125% 09-21-51                                    | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   17300000 | PA      | $10506687.90   | 0.08%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPANESE GOVERNMENT CPI LINKED BOND JPY I/L 0.1% 03-10-29                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  117905550 | PA      | $826839.18     | 0.01%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | MEXICAN BONOS MXN 7.5% 06-03-27                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     939000 | PA      | $5005363.79    | 0.04%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | MEXICAN BONOS MXN 8.0% 11-07-47                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    4185438 | PA      | $19183498.56   | 0.14%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | MEXICAN BONOS MXN 5.75% 03-05-26                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    3441000 | PA      | $18235686.84   | 0.13%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.25% 10-31-30                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   20861000 | PA      | $22817598.22   | 0.16%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-26                                 | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  257038250 | PA      | $256007041.00  | 1.83%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.375% 02-15-44                                 | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90104910 | PA      | $75308005.50   | 0.54%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 01-15-27                                 | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  400085840 | PA      | $397402023.20  | 2.84%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.875% 02-15-47                                 | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  213677568 | PA      | $153171727.80  | 1.09%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-27                                 | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  109246119 | PA      | $108722380.56  | 0.78%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.5% 01-15-28                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  626935350 | PA      | $621407388.60  | 4.44%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-48                                   | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  340765260 | PA      | $247494016.50  | 1.77%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.875% 01-15-29                                 | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87382368 | PA      | $87146866.80   | 0.62%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-49                                   | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59737472 | PA      | $42649298.60   | 0.30%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 07-15-29                                  | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  277689816 | PA      | $270639012.00  | 1.93%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-30                                 | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  617551470 | PA      | $592439214.55  | 4.23%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BUXL 30YR FUT UBU5 09-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |       1193 | NC      | $6988963.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-SCHATZ 2YR FUT DUU5 09-08-25                                                                  | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |       2603 | NC      | $-511018.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BUND 10YR FUT RXU5 09-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        150 | NC      | $105239.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | FED FUND 30DAY FUT FFQ5 08-29-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      10232 | NC      | $-333793.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | ITA GB 10YR FUT IKU5 09-08-25                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |       2107 | NC      | $971152.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | JPN GB 10YR FUT JBU5 09-12-25                                                                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |         47 | NC      | $323292.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRH6 06-16-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        825 | NC      | $463209.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRM5 09-16-25                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      28650 | NC      | $-11201048.07  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRM6 09-15-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3920 | NC      | $-2284631.37   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRZ5 03-17-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       4678 | NC      | $1453605.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 0.672% 03-03-22/03-03-52 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-13583481.10  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 0.649% 03-03-22/03-03-52 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-16129143.31  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.87% 07-27-22/07-27-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $19971.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.98975% 03-06-25/03-06-26 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $4315047.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.965% 03-07-25/03-07-26 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1531931.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9425% 03-07-25/03-07-26 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6536575.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9% 03-10-25/03-10-26 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1776396.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-34                                 | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  195325700 | PA      | $197957960.00  | 1.41%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4473047.00    | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.92562% 03-11-25/03-11-26 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3082594.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9875% 03-14-25/03-14-26 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $644693.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9875% 03-17-25/03-17-26 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2469260.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.93% 03-21-25/03-21-26 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2274720.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.2862% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7307.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 3.945% 05-14-25/05-14-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $103329.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.2892% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $4134.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.2967% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3798.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 3.95% 05-14-25/05-14-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $56989.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3262% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-33255.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 4.045% 05-16-25/05-16-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $156394.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3207% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-27362.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3102% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-16113.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.5% 01-15-29                                   | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3004920 | PA      | $3158140.00    | 0.02%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.625% 10-15-29                                 | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  309604360 | PA      | $317562060.00  | 2.27%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 01-15-35                                 | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  102215000 | PA      | $105021900.00  | 0.75%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46002150 | PA      | $43488225.00   | 0.31%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-305132.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.1135% 05-10-23/05-10-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3495517.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.1605% 05-19-23/05-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3985530.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-110888.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 4.061% 08-24-23/08-24-33 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5050710.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.9519% 08-25-23/08-25-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3985464.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.184% 01-10-24/01-10-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-7673.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2035% 01-10-24/01-10-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-573.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2045% 01-10-24/01-10-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-55.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7111282.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3752814.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $4650464.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.568% 03-01-24/03-01-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1620627.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.56% 03-01-24/03-01-26 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1621219.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.9005% 04-17-24/04-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2046116.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $5056698.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.47875% 08-05-24/08-05-54 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $8391481.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.616% 08-05-24/08-05-44 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6300428.19   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.561% 08-09-24/08-09-44 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6065129.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.415% 08-09-24/08-09-54 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7932959.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 4.186% 02-18-25/02-18-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-8745373.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX CAD 2.578% 06-17-25/06-17-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $675851.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX CAD 2.602% 06-18-25/06-18-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $62444.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.9665% 08-05-25/08-05-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1783524.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRU5C C @ 98 09-12-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |      12294 | NC      | $76837.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRU5C C @ 97 09-12-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       9280 | NC      | $58000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRZ5P P @ 95.6875 12-12-25                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |      38880 | NC      | $243000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRU5C C @ 96.125 09-12-25                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |      29000 | NC      | $362500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRU5C C @ 96.25 09-12-25                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |      29000 | NC      | $-181250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BOBL 5YR FUT OEU5 09-08-25                                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |       1198 | NC      | $-5029.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 2.99% 02-02-28/02-02-38 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2450992.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-184535.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.535% 01-23-25/01-23-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-318683.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.53% 01-23-25/01-23-27 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-195996.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.5485% 01-29-25/01-29-30 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1867579.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.529% 01-29-25/01-29-30 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1578668.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1284760.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1876608.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $923759.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.616% 02-20-26/02-20-28 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2371850.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $12467270.41   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 2.045% 11-02-17/11-02-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $896426.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.6193% 04-06-20/04-06-50 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $16261737.30   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.60602% 04-06-20/04-06-50 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7472771.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.616917% 04-06-20/04-06-50 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6713305.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $14824726.74   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX JPY -0.01246731% 10-01-21/10-01-26 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $185656.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 2.5895% 07-27-22/07-27-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-15255.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6365405.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6331010.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.27% 02-16-23/02-16-26 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $163775.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.265% 02-16-23/02-16-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $78494.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.3035% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $59993.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 02-15-50                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  282517035 | PA      | $160747847.13  | 1.15%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-30                                 | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  847986360 | PA      | $810191136.00  | 5.79%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-25                                 | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   62409644 | PA      | $62275559.80   | 0.44%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-31                                 | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1371755490 | PA      | $1293683532.24 | 9.24%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51                                 | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  494370318 | PA      | $263484085.52  | 1.88%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-26                                 | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  213013284 | PA      | $211623720.61  | 1.51%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-31                                 | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  240710000 | PA      | $225656200.00  | 1.61%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26                                 | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  340157957 | PA      | $338204878.06  | 2.42%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-32                                 | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  290638094 | PA      | $268352152.22  | 1.92%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-27                                 | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  671960292 | PA      | $663140919.73  | 4.74%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 07-15-32                                 | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  366379200 | PA      | $347788320.00  | 2.48%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.625% 10-15-27                                 | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  631924436 | PA      | $644266969.06  | 4.60%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.125% 01-15-33                                 | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  194925600 | PA      | $189298620.00  | 1.35%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  389583210 | PA      | $301333471.00  | 2.15%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.125% 07-31-28                                                        | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1732000 | PA      | $1757777.01    | 0.01%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28                                 | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84252800 | PA      | $88238320.00   | 0.63%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.75% 01-15-34                                  | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  673714800 | PA      | $677057052.00  | 4.84%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  525477191 | PA      | $469747822.05  | 3.36%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 04-15-29                                 | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  365015000 | PA      | $379059450.00  | 2.71%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.75% 01-15-28                                  | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93925970 | PA      | $95841187.00   | 0.68%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-41                                 | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64076370 | PA      | $63015100.50   | 0.45%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.75% 02-15-42                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71379000 | PA      | $55566900.00   | 0.40%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 02-15-43                                 | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  190955105 | PA      | $141925896.60  | 1.01%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                                          | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        600 | PA      | $338.58        | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                    | EUROPEAN UNION 3.75% 10-12-45                                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |   22120000 | PA      | $25371208.49   | 0.18%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                   | ARRW 2022-1 A1A 144A 2.495% 12-25-56                                                               | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2214928 | PA      | $2137713.00    | 0.02%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                     | IRV 2025-200P A 144A FRN 03-14-47                                                                  | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28510787 | PA      | $29096484.10   | 0.21%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-5C9                                                      | BMO 2025-5C9 A3 5.7785% 04-15-58                                                                   | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4599000 | PA      | $4832974.13    | 0.03%             | 2058-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                    | BMARK 2025-V14 A4 5.6599% 04-15-58                                                                 | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5241000 | PA      | $5503243.92    | 0.04%             | 2058-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| FASST 2025-PC1                                                    | FASST 2025-PC1 A1 144A 4.5% 05-25-75                                                               | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-CBDO         | CORP              | US        |   13048914 | PA      | $12642062.26   | 0.09%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                             | HGMT 2025-HGLR A 144A FRN 02-05-45                                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16143000 | PA      | $16644466.15   | 0.12%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                      | MCAS 2025-01 M1 144A FRN 05-25-55                                                                  | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3605222 | PA      | $3632924.43    | 0.03%             | 2055-05-25      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM8                                                     | OBX 2025-NQM8 A1 144A 5.472% 03-25-65                                                              | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-CBDO         | CORP              | US        |    5200448 | PA      | $5248385.55    | 0.04%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                     | SDR 2024-DSNY A 144A FRN 05-15-39                                                                  | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3539000 | PA      | $3543069.85    | 0.03%             | 2039-05-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                   | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |    1702077 | PA      | $1706195.82    | 0.01%             | 2045-05-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                               | TPMT 2020-4 A1 144A 1.75% 10-25-60                                                                 | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12533409 | PA      | $11443114.86   | 0.08%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                            | UNITED STATES OF AMERICA 4.425% 05-01-31                                                           | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |   23575000 | PA      | $21235982.80   | 0.15%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                        | FLORIDA HURRICANE CATASTROPHE FUND 2.154% 07-01-30                                                 | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   15236000 | PA      | $13920935.13   | 0.10%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                | UNITED STATES OF AMERICA 4.95% 03-01-34                                                            | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   14430000 | PA      | $14232915.06   | 0.10%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                          | UNIVERSITY OF CALIFORNIA 1.316% 05-15-27                                                           | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7840000 | PA      | $7527654.40    | 0.05%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                   | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |    6445969 | NS      | $644661322.69  | 4.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                             | CDX NA IG S44 1.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $-9068698.54   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.071% 01-14-21/01-14-51 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $31567345.59   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.068% 01-15-21/01-15-51 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $34133076.23   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 0.702% 03-03-22/03-03-52 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-13403300.41  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 4.0315% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $283947.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3267% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-32579.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3327% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-38998.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                         | AESOP 2025-1A A 144A 4.8% 08-20-29                                                                 | CUSIP: 05377RKL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1881000 | PA      | $1908298.95    | 0.01%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-2-A                                  | AFRMT 2025-2A A 144A 4.67% 07-15-33                                                                | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31717000 | PA      | $31913137.93   | 0.23%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                     | CLAST 2025-1A A 144A 5.783% 02-15-50                                                               | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18990392 | PA      | $19329237.41   | 0.14%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-2A                                                      | EART 2025-2A B 4.92% 09-17-29                                                                      | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4440000 | PA      | $4487685.60    | 0.03%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                   | EQS 2025-1M A 144A 5.48% 09-26-33                                                                  | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18310934 | PA      | $18532001.91   | 0.13%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1                       | FNMNT 2025-1 A 4.85% 02-15-30                                                                      | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7826000 | PA      | $7989367.75    | 0.06%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1                                                      | FORDF 2025-1 A1 4.63% 04-15-30                                                                     | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    7790000 | PA      | $7915341.10    | 0.06%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GMREV 2024-2                                                      | GMREV 2024-2 A 144A 4.52% 03-11-37                                                                 | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9442000 | PA      | $9594544.95    | 0.07%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                            | HERTZ 2021-2A A 144A 1.68% 12-27-27                                                                | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8811000 | PA      | $8548511.50    | 0.06%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                            | HERTZ 2021-2A B 144A 2.12% 12-27-27                                                                | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5925000 | PA      | $5728686.98    | 0.04%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                            | HERTZ 2021-2A C 144A 2.52% 12-27-27                                                                | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     826000 | PA      | $799716.68     | 0.01%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                               | NSLT 2021-A APT1 144A 1.36% 04-20-62                                                               | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4717066 | PA      | $4450438.39    | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                   | NAVSL 2021-CA A 144A 1.06% 10-15-69                                                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3873621 | PA      | $3542534.81    | 0.03%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $71636.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-550315.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $4089689.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2515% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $42189.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.4815% 02-17-23/02-17-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $498334.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2675% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $46294.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.501% 02-17-23/02-17-33 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $134246.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.3005% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $40911.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.288% 02-17-23/02-17-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $38610.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.45% 03-31-23/02-01-28 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $481615.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.47% 04-03-23/02-02-28 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $150888.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.055% 04-06-23/04-06-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $875365.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 2.92% 04-07-23/10-19-50 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3841431.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.232% 04-07-23/03-30-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $483366.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-395242.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3931916.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3704421.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-124415.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $67113.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3551615.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3511839.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $98563.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3544593.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                        | NBCLO 2017-1A A1R CLO 144A FRN 07-25-30                                                            | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     810771 | PA      | $811237.68     | 0.01%             | 2030-07-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3               | RPM 2022-3A A 144A 5.38% 11-25-30                                                                  | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     632413 | PA      | $632595.70     | 0.00%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                    | RACEP 2015-9A A1A2 CLO 144A FRN 10-15-30                                                           | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |     439097 | PA      | $439075.98     | 0.00%             | 2030-10-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-312131.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1249110.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.175% 02-01-28/02-01-38 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6669854.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-175029.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7362809.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-100043.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3596609.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-389323.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 5YR FUT FVZ5 12-31-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       9435 | NC      | $-2184485.55   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 2YR FUT TUZ5 12-31-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      29922 | NC      | $8172609.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 20YR FUT USZ5 12-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3117 | NC      | $994335.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT TYZ5 12-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       7888 | NC      | $5304900.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 30YR FUT ULTRA WNZ5 12-19-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3388 | NC      | $1079706.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT ULTRA UXYZ5 12-19-25                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       5140 | NC      | $-2866095.51   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | EUR FWD SALE TO USD 9/11/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-90555.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | GBP FWD SALE TO USD 9/18/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $16671.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD SALE TO USD 9/19/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $9474.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | MXN FWD SALE TO USD 9/29/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-47145.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-27

**Name of Applicant:** American Funds Inflation Linked Bond Fund

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst