# EDGAR Filing Document

**Accession Number:** 0000029440
**File Stem:** 0001145549-23-011254
**Filing Date:** 2023-2
**Character Count:** 211586
**Document Hash:** e60adbe19949fd7f0b5e1182559b330e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011254.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011254

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DODGE & COX FUNDS
- **CENTRAL INDEX KEY:** 0000029440
- **IRS NUMBER:** 946067274
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00173
- **FILM NUMBER:** 23673878

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94104

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13736145864.83

**Total Liabilities:** $227046587.91

**Net Assets:** $13509099276.92

**Cash Not Reported:** $15244.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 513.590000000000 | **1-Year:** 177178.700000000000 | **5-Year:** 696768.140000000000 | **10-Year:** 942527.700000000000 | **30-Year:** 298340.700000000000

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

- **3-Month:** 451.860000000000 | **1-Year:** 27134.290000000000 | **5-Year:** 71116.390000000000 | **10-Year:** 127008.170000000000 | **30-Year:** 174972.280000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030877 | 5.94%                | 5.62%                | -2.43%               |
| Class ID C000235736 | 5.94%                | 5.63%                | -2.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $117777780.49            | $721534586.54                              |
| Month 2  | $44736615.59             | $689778876.94                              |
| Month 3  | $33822469.89             | $-448045021.44                             |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                             | Title                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1740198.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-352374.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-90164.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                       | AT&T, Inc. 3.50 09/15/2053                                             | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  39285000 | PA      | $26514867.83   | 0.20%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                       | AT&T, Inc. 3.55 09/15/2055                                             | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12775000 | PA      | $8524038.01    | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                       | AT&T, Inc. 3.65 09/15/2059                                             | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12662000 | PA      | $8475068.24    | 0.06%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                       | AT&T, Inc. 2.55 12/01/2033                                             | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3381442.90    | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                       | AT&T, Inc. 3.80 12/01/2057                                             | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $6002419.71    | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                     | AbbVie, Inc. 3.20 11/21/2029                                           | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4056633.00    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                     | AbbVie, Inc. 4.05 11/21/2039                                           | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10550000 | PA      | $9030264.69    | 0.07%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                     | AbbVie, Inc. 3.80 03/15/2025                                           | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6822266.78    | 0.05%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                         | Aegon NV, NY Shs                                                       | CUSIP: 007924103<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |   6266703 | NS      | $31584183.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding, Ltd.                      | Alibaba Group Holding, Ltd. ADR                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |   1106200 | NS      | $97445158.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                    | Alnylam Pharmaceuticals, Inc.                                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |    220800 | NS      | $52473120.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                   | Alphabet, Inc., Class C                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   2089400 | NS      | $185392462.00  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                   | Alphabet, Inc., Class A                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    714000 | NS      | $62996220.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                 | Amazon.com, Inc.                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    892500 | NS      | $74970000.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                       | Anheuser-Busch InBev SA/NV ADR                                         | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |   2481500 | NS      | $148989260.00  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC 4.39 08/15/2037                           | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2390817.14    | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC 4.54 08/15/2047                           | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3532871.75    | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC 2.259 03/25/2028                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2261539.19    | 0.02%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC 2.726 03/25/2031                          | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5415000 | PA      | $4224876.30    | 0.03%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC 3.734 09/25/2040                          | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $746924.50     | 0.01%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC 5.65 03/16/2052                           | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $5193148.09    | 0.04%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC 4.742 03/16/2032                          | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  28335000 | PA      | $25142336.87   | 0.19%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA ADR                                                     | CUSIP: 05565A202<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |   3011100 | NS      | $85726017.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                 | Burlington Northern Santa Fe LLC 5.629 04/01/2024                      | CUSIP: 05565SAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2183042 | PA      | $2166206.49    | 0.02%             | 2024-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                 | Burlington Northern Santa Fe LLC 5.72 01/15/2024                       | CUSIP: 05568BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760242 | PA      | $759550.52     | 0.01%             | 2024-01-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                 | Burlington Northern Santa Fe LLC 5.342 04/01/2024                      | CUSIP: 05568DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1107104 | PA      | $1097944.31    | 0.01%             | 2024-04-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA 4.375 09/28/2025                                        | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8223000 | PA      | $7984489.34    | 0.06%             | 2025-09-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA 4.625 03/13/2027                                        | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12175000 | PA      | $11545246.18   | 0.09%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                 | Baker Hughes Co., Class A                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1907400 | NS      | $56325522.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                            | Bank of America Corp.                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   5210800 | NS      | $172581696.00  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                            | Bank of America Corp. 6.25 09/29/2049                                  | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $11620366.53   | 0.09%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                            | Bank of America Corp. 6.10 12/29/2049                                  | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16008000 | PA      | $15447720.00   | 0.11%             | N/A             | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                            | Bank of America Corp. 4.20 08/26/2024                                  | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5825000 | PA      | $5734882.07    | 0.04%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                            | Bank of America Corp. 4.25 10/22/2026                                  | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2868869.66    | 0.02%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                            | Bank of America Corp. 4.45 03/03/2026                                  | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3890068.73    | 0.03%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                            | Bank of America Corp. 4.183 11/25/2027                                 | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7925000 | PA      | $7516867.41    | 0.06%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                            | Bank of America Corp. 3.846 03/08/2037                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  35960000 | PA      | $29777057.38   | 0.22%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp.                    | Bank of New York Mellon Corp.                                          | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |   4450800 | NS      | $202600416.00  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                             | JPMorgan Chase & Co. 8.75 09/01/2030                                   | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25692000 | PA      | $29936784.20   | 0.22%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC 4.836 05/09/2028                                          | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4525000 | PA      | $4172033.53    | 0.03%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC 5.501 08/09/2028                                          | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10750000 | PA      | $10411771.25   | 0.08%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC 5.746 08/09/2033                                          | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $8974285.77    | 0.07%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                         | Bayer AG ADR                                                           | CUSIP: 072730302<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |   2038300 | NS      | $26212538.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                         | Bayer AG 4.375 12/15/2028                                              | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $9481027.06    | 0.07%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                    | BioMarin Pharmaceutical, Inc.                                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    898500 | NS      | $92985765.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                           | Booking Holdings, Inc.                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     34100 | NS      | $68721048.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                          | Boston Properties, Inc. 3.80 02/01/2024                                | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4910567.35    | 0.04%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                          | Boston Properties, Inc. 3.65 02/01/2026                                | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   9941000 | PA      | $9422986.32    | 0.07%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                          | Boston Properties, Inc. 2.75 10/01/2026                                | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $16660791.24   | 0.12%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                          | Boston Properties, Inc. 2.90 03/15/2030                                | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   7270000 | PA      | $5942535.00    | 0.04%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                          | Boston Properties, Inc. 3.25 01/30/2031                                | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $4836070.28    | 0.04%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                      | Brighthouse Financial, Inc.                                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |    683918 | NS      | $35064475.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                         | Bristol-Myers Squibb Co.                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    536000 | NS      | $38565200.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 4.50 06/01/2033                           | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12105000 | PA      | $9287319.15    | 0.07%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 4.50 05/01/2032                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14925000 | PA      | $11880300.00   | 0.09%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 4.25 01/15/2034                           | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5850000 | PA      | $4317563.25    | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                                      | Cigna Corp.                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    621765 | NS      | $206015615.10  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                      | Cigna Corp. 4.125 11/15/2025                                           | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9770331.90    | 0.07%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                                      | Cigna Corp. 4.375 10/15/2028                                           | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   5211000 | PA      | $5025665.31    | 0.04%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                                      | Cigna Corp. 7.875 05/15/2027                                           | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  17587000 | PA      | $19386716.75   | 0.14%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                                      | Cigna Corp. 4.50 02/25/2026                                            | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3938576.16    | 0.03%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                 | CVS Health Corp. 4.30 03/25/2028                                       | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $2454861.95    | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                 | CVS Health Corp. 4.78 03/25/2038                                       | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  11830000 | PA      | $10776350.17   | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                 | CVS Health Corp. 5.05 03/25/2048                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  13400000 | PA      | $12027101.53   | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                 | CVS Health Corp. 4.25 04/01/2050                                       | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9646000 | PA      | $7677392.33    | 0.06%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of California GO                           | State of California GO 7.55 04/01/2039                                 | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2760000 | PA      | $3454504.32    | 0.03%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California GO                           | State of California GO 7.30 10/01/2039                                 | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15730000 | PA      | $19109977.46   | 0.14%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                      | Capital One Financial Corp.                                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |   1985426 | NS      | $184565200.96  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                      | Capital One Financial Corp. 3.50 06/15/2023                            | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3449000 | PA      | $3428103.27    | 0.03%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                      | Capital One Financial Corp. 4.20 10/29/2025                            | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10175000 | PA      | $9832464.93    | 0.07%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                      | Capital One Financial Corp. 2.636 03/03/2026                           | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6775000 | PA      | $6345779.77    | 0.05%             | 2026-03-03      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                      | Capital One Financial Corp. 4.927 05/10/2028                           | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $9753679.84    | 0.07%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                      | Capital One Financial Corp. 5.268 05/10/2033                           | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4621382.17    | 0.03%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                             | Carrier Global Corp.                                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    766500 | NS      | $31618125.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                   | Celanese Corp.                                                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    217032 | NS      | $22189351.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                  | Cemex SAB de CV 7.375 06/05/2027                                       | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   9825000 | PA      | $10082906.25   | 0.07%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                  | Cemex SAB de CV 5.20 09/17/2030                                        | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  14400000 | PA      | $13433572.22   | 0.10%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                  | Cemex SAB de CV 3.875 07/11/2031                                       | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  13105000 | PA      | $11061077.36   | 0.08%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 6.484 10/23/2045                          | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45512000 | PA      | $41041541.47   | 0.30%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 5.75 04/01/2048                           | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3029153.52    | 0.02%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 4.40 04/01/2033                           | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2117756.42    | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 5.25 04/01/2053                           | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14935000 | PA      | $11527474.01   | 0.09%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc., Class A                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |    526094 | NS      | $178398475.40  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                              | Cisco Systems, Inc.                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |   1734400 | NS      | $82626816.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                  | Citigroup, Inc. 5.95 07/29/2049                                        | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19090000 | PA      | $18903872.50   | 0.14%             | N/A             | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                  | Citigroup, Inc. 5.95 12/31/2049                                        | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  51977000 | PA      | $46815683.90   | 0.35%             | N/A             | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                  | Citigroup, Inc. 6.25 12/29/2049                                        | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  45886000 | PA      | $44509420.00   | 0.33%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                  | Citigroup, Inc. 3.785 03/17/2033                                       | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15725000 | PA      | $13449459.62   | 0.10%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                  | Citigroup, Inc. 7.875% 10/30/40                                        | CUSIP: 173080201<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1483237 | NS      | $42479907.68   | 0.31%             | 2040-10-30      | Variable      | 10.78%                | No            |                  2 | On Loan: No      |
| Coca-Cola Co.                                    | Coca-Cola Co. 3.45 03/25/2030                                          | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5951640.13    | 0.04%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.             | Cognizant Technology Solutions Corp., Class A                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    894300 | NS      | $51145017.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                   | Coherent Corp.                                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |   1365900 | NS      | $47943090.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International                | Colombia Government International 5.625 02/26/2044                     | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8100000 | PA      | $5940317.17    | 0.04%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International                | Colombia Government International 5.00 06/15/2045                      | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8300000 | PA      | $5646538.89    | 0.04%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                    | Comcast Corp., Class A                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   4776448 | NS      | $167032386.56  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                   | ConocoPhillips                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   1408224 | NS      | $166170432.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cox Enterprises, Inc.                            | Cox Enterprises, Inc. 3.85 02/01/2025                                  | CUSIP: 224044CE5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  14626000 | PA      | $14129509.02   | 0.10%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cox Enterprises, Inc.                            | Cox Enterprises, Inc. 3.35 09/15/2026                                  | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  14932000 | PA      | $13960821.97   | 0.10%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Cox Enterprises, Inc.                            | Cox Enterprises, Inc. 3.50 08/15/2027                                  | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  16200000 | PA      | $15037842.29   | 0.11%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                          | Dell Technologies, Inc., Class C                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |   1162183 | NS      | $46743000.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                  | Dillard's, Inc. 7.875 01/01/2023                                       | CUSIP: 254063AR1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   8660000 | PA      | $8660000.00    | 0.06%             | 2023-01-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                  | Dillard's, Inc. 7.75 07/15/2026                                        | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51930.65      | 0.00%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                  | Dillard's, Inc. 7.75 05/15/2027                                        | CUSIP: 254063AW0<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |    540000 | PA      | $565264.90     | 0.00%             | 2027-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                  | Dillard's, Inc. 7.00 12/01/2028                                        | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |  15135000 | PA      | $15449528.46   | 0.11%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                               | DISH Network Corp., Class A                                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |   3030834 | NS      | $42552909.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy                                  | Dominion Energy 5.75 10/01/2054                                        | CUSIP: 25746UBY4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  22950000 | PA      | $21498473.78   | 0.16%             | 2054-10-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Dow, Inc.                                        | Dow, Inc. 7.375 11/01/2029                                             | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3353000 | PA      | $3724979.84    | 0.03%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dow, Inc.                                        | Dow, Inc. 9.40 05/15/2039                                              | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3286000 | PA      | $4328574.49    | 0.03%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                       | Elanco Animal Health, Inc.                                             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |   5759600 | NS      | $70382312.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                       | Elanco Animal Health, Inc. 5.772 08/28/2023                            | CUSIP: 28414HAE3<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2475000.00    | 0.02%             | 2023-08-28      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                       | Elanco Animal Health, Inc. 6.40 08/28/2028                             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12369630.00   | 0.09%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Enel SPA                                         | Enel SPA 8.75 09/24/2073                                               | CUSIP: 29265WAA6<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |   7150000 | PA      | $7155923.56    | 0.05%             | 2073-09-24      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Enel SPA                                         | Enel SPA 6.80 09/15/2037                                               | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   7060000 | PA      | $6991788.33    | 0.05%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Enel SPA                                         | Enel SPA 6.00 10/07/2039                                               | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4447000 | PA      | $4046206.61    | 0.03%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enel SPA                                         | Enel SPA 5.00 06/15/2032                                               | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   7150000 | PA      | $6439480.26    | 0.05%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enel SPA                                         | Enel SPA 7.50 10/14/2032                                               | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5800000 | PA      | $6129252.60    | 0.05%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enel SPA                                         | Enel SPA 7.75 10/14/2052                                               | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2150000 | PA      | $2296815.01    | 0.02%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                | Exxon Mobil Corp. 4.227 03/19/2040                                     | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $4989293.85    | 0.04%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                | Exxon Mobil Corp. 4.327 03/19/2050                                     | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4532000 | PA      | $3968894.24    | 0.03%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                             | Meta Platforms, Inc., Class A                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    724000 | NS      | $87126160.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 6.50 12/01/2032                                       | CUSIP: 31283H6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1714211 | PA      | $1783114.38    | 0.01%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 6.50 04/01/2033                                       | CUSIP: 31283HWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201960 | PA      | $208554.64     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.234 01/01/2049                                           | CUSIP: 31288QB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5266281 | PA      | $5128060.92    | 0.04%             | 2049-01-01      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.729 03/01/2049                                           | CUSIP: 31288QD49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1043852 | PA      | $1018466.47    | 0.01%             | 2049-03-01      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 2.317 05/01/2052                                           | CUSIP: 31288QR51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15099198 | PA      | $13424974.11   | 0.10%             | 2052-05-01      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 2.027 05/01/2052                                           | CUSIP: 31288QRQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  45447784 | PA      | $40052363.58   | 0.30%             | 2052-05-01      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 6.50 10/01/2026                                       | CUSIP: 3128CUKS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    693552 | PA      | $711234.65     | 0.01%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 4.50 04/01/2031                                       | CUSIP: 3128E5RK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2255747 | PA      | $2240817.66    | 0.02%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.528 05/01/2034                                           | CUSIP: 3128JLX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300213 | PA      | $296296.01     | 0.00%             | 2034-05-01      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 4.114 01/01/2038                                           | CUSIP: 3128JRWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140777 | PA      | $139141.65     | 0.00%             | 2038-01-01      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 5.50 12/01/2037                                       | CUSIP: 3128LCJB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157016 | PA      | $163003.37     | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 2.569 02/01/2038                                           | CUSIP: 3128LU6W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    356799 | PA      | $354418.25     | 0.00%             | 2038-02-01      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 7.00 11/01/2037                                       | CUSIP: 3128M5KM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453151 | PA      | $478126.21     | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 7.00 08/01/2038                                       | CUSIP: 3128M6T57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    713810 | PA      | $746814.94     | 0.01%             | 2038-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 7.00 09/01/2038                                       | CUSIP: 3128M7MJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461012 | PA      | $483551.49     | 0.00%             | 2038-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 4.50 09/01/2041                                       | CUSIP: 3128M83J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263015 | PA      | $261078.78     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 6.00 02/01/2039                                       | CUSIP: 3128M8T38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474315 | PA      | $494943.64     | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 4.50 09/01/2041                                       | CUSIP: 3128M9VG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4456530 | PA      | $4422888.16    | 0.03%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 4.50 03/01/2042                                       | CUSIP: 3128M9X56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3951214 | PA      | $3921389.55    | 0.03%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 4.50 06/01/2042                                       | CUSIP: 3128MABL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3393352 | PA      | $3337340.78    | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 4.50 09/01/2026                                       | CUSIP: 3128MDH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    607582 | PA      | $607169.53     | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 4.50 06/01/2031                                       | CUSIP: 3128P7Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    398985 | PA      | $396342.77     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 4.50 09/01/2024                                       | CUSIP: 3128PP6R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55985 | PA      | $55921.01      | 0.00%             | 2024-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 4.375 10/01/2035                                           | CUSIP: 3128QLP47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    704871 | PA      | $721121.31     | 0.01%             | 2035-10-01      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 2.817 04/01/2037                                           | CUSIP: 3128QSDP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    679155 | PA      | $680493.80     | 0.01%             | 2037-04-01      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 4.051 09/01/2037                                           | CUSIP: 3128QSNS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    629685 | PA      | $639046.92     | 0.00%             | 2037-09-01      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.798 10/01/2038                                           | CUSIP: 3128S4ZK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230885 | PA      | $226420.48     | 0.00%             | 2038-10-01      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 4.20 07/01/2038                                            | CUSIP: 3128S5RV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59478 | PA      | $60707.63      | 0.00%             | 2038-07-01      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 4.723 10/01/2045                                           | CUSIP: 31300M5J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1192473 | PA      | $1205684.84    | 0.01%             | 2045-10-01      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 4.595 10/01/2045                                           | CUSIP: 31300M6Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1548539 | PA      | $1573611.06    | 0.01%             | 2045-10-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.845 10/01/2041                                           | CUSIP: 31300MC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148101 | PA      | $149248.78     | 0.00%             | 2041-10-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.799 08/01/2042                                           | CUSIP: 31300MGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    762463 | PA      | $769163.84     | 0.01%             | 2042-08-01      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.25 05/01/2044                                            | CUSIP: 31300MLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2278048 | PA      | $2285574.51    | 0.02%             | 2044-05-01      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.454 01/01/2045                                           | CUSIP: 31300MVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2451855 | PA      | $2457385.06    | 0.02%             | 2045-01-01      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.36 05/01/2044                                            | CUSIP: 31326G2Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145753 | PA      | $146709.04     | 0.00%             | 2044-05-01      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.365 06/01/2044                                           | CUSIP: 31326G3N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675714 | PA      | $672441.26     | 0.00%             | 2044-06-01      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.87 06/01/2044                                            | CUSIP: 31326HCQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785083 | PA      | $791430.77     | 0.01%             | 2044-06-01      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.28 07/01/2047                                            | CUSIP: 31326L6L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1794801 | PA      | $1750873.33    | 0.01%             | 2047-07-01      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 3.50 06/01/2052                                       | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18064405 | PA      | $16487147.41   | 0.12%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 3.50 07/01/2052                                       | CUSIP: 3132DNN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  47310651 | PA      | $43124226.21   | 0.32%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 3.50 07/01/2052                                       | CUSIP: 3132DNP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4830302 | PA      | $4408563.57    | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 3.50 08/01/2052                                       | CUSIP: 3132DNWG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36791694 | PA      | $33636173.02   | 0.25%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 2.50 10/01/2050                                       | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46255659 | PA      | $39773531.39   | 0.29%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 2.50 11/01/2050                                       | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6911389 | PA      | $5912833.26    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 2.50 02/01/2051                                       | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10414640 | PA      | $8944070.98    | 0.07%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 4.92786 09/15/2043                                         | CUSIP: 3132HTUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5591883 | PA      | $5551879.10    | 0.04%             | 2043-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 2.50 06/01/2050                                       | CUSIP: 3133KJF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70343177 | PA      | $60299735.46   | 0.45%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 2.00 09/01/2050                                       | CUSIP: 3133KJWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  84414998 | PA      | $69360469.41   | 0.51%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 3.00 02/01/2052                                       | CUSIP: 3133KNNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  81011739 | PA      | $71512245.49   | 0.53%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 7.00 08/01/2023                                            | CUSIP: 3133T0MC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37142 | PA      | $37085.94      | 0.00%             | 2023-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.50 02/01/2041                                             | CUSIP: 31359S6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    598741 | PA      | $638061.93     | 0.00%             | 2041-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.50 07/01/2041                                             | CUSIP: 31359SR69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    609179 | PA      | $607103.92     | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.50 06/01/2041                                             | CUSIP: 31359SY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    315183 | PA      | $323280.85     | 0.00%             | 2041-06-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.00 11/01/2042                                             | CUSIP: 3136A9XM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    729145 | PA      | $775177.16     | 0.01%             | 2042-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.00 02/01/2042                                             | CUSIP: 3136AGF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4282602 | PA      | $4052612.07    | 0.03%             | 2042-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.93871 09/25/2043                                          | CUSIP: 3136AGFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2395542 | PA      | $2341107.71    | 0.02%             | 2043-09-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.00 08/01/2037                                             | CUSIP: 31371NH40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139604 | PA      | $147757.17     | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 4.50 12/01/2043                                            | CUSIP: 3137B6MM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13963776 | PA      | $13621614.43   | 0.10%             | 2043-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only            | Freddie Mac 1.345697 03/01/2026                                        | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9848986 | PA      | $342256.21     | 0.00%             | 2026-03-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only            | Freddie Mac 1.240518 05/01/2026                                        | CUSIP: 3137BQYV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4122622 | PA      | $137682.39     | 0.00%             | 2026-05-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only            | Freddie Mac 0.602331 03/01/2027                                        | CUSIP: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8850034 | PA      | $187921.63     | 0.00%             | 2027-03-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only            | Freddie Mac 0.667505 04/01/2027                                        | CUSIP: 3137F1G69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  42808674 | PA      | $1011761.60    | 0.01%             | 2027-04-25      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only            | Freddie Mac 0.749167 06/01/2027                                        | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36970227 | PA      | $991974.04     | 0.01%             | 2027-06-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only            | Freddie Mac 0.349169 09/01/2027                                        | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 221394038 | PA      | $3210147.13    | 0.02%             | 2027-09-25      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only            | Freddie Mac 0.707472 02/01/2029                                        | CUSIP: 3137FLMX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 179986926 | PA      | $6570350.73    | 0.05%             | 2029-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.50 08/01/2032                                             | CUSIP: 31385JK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286812 | PA      | $295607.85     | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 5.50 07/01/2033                                             | CUSIP: 31385XJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303512 | PA      | $312385.01     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.271 05/01/2037                                            | CUSIP: 3138EJFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445377 | PA      | $438111.30     | 0.00%             | 2037-05-01      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.50 01/01/2025                                             | CUSIP: 3138ELTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129153 | PA      | $128903.98     | 0.00%             | 2025-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.50 01/01/2027                                             | CUSIP: 3138ELTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    866750 | PA      | $865089.70     | 0.01%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.50 01/01/2031                                             | CUSIP: 3138ELTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3161147 | PA      | $3136777.65    | 0.02%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 01/01/2027                                             | CUSIP: 3138ELV59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    847634 | PA      | $832081.74     | 0.01%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.50 05/01/2032                                             | CUSIP: 3138EMGR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4289121 | PA      | $4256029.46    | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.231 04/01/2044                                            | CUSIP: 3138EMV32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1878974 | PA      | $1872143.63    | 0.01%             | 2044-04-01      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.781 01/01/2046                                            | CUSIP: 3138EQ7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1692164 | PA      | $1746890.58    | 0.01%             | 2046-01-01      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 12/01/2029                                             | CUSIP: 3138EQAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1697529 | PA      | $1663750.04    | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.999 12/01/2045                                            | CUSIP: 3138EQSV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1833205 | PA      | $1884457.80    | 0.01%             | 2045-12-01      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.50 12/01/2034                                             | CUSIP: 3138ERDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10539637 | PA      | $10458332.23   | 0.08%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.509 12/01/2046                                            | CUSIP: 3138ERXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3509890 | PA      | $3316701.25    | 0.02%             | 2046-12-01      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.945 04/01/2046                                            | CUSIP: 3138ETNA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1872891 | PA      | $1806204.61    | 0.01%             | 2046-04-01      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 04/01/2036                                             | CUSIP: 3138WGZF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1147568 | PA      | $1097040.84    | 0.01%             | 2036-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.80 11/01/2043                                             | CUSIP: 3138XDWV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1029139 | PA      | $1031122.13    | 0.01%             | 2043-11-01      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 5.465 09/01/2045                                            | CUSIP: 3138Y7HE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447551 | PA      | $453424.20     | 0.00%             | 2045-09-01      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.85 11/01/2044                                             | CUSIP: 3138YAMX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2776745 | PA      | $2788187.72    | 0.02%             | 2044-11-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.85 12/01/2044                                             | CUSIP: 3138YAMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2381514 | PA      | $2388845.20    | 0.02%             | 2044-12-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.50 07/01/2041                                             | CUSIP: 313920UK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    560109 | PA      | $560963.65     | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.50 12/01/2041                                             | CUSIP: 3139216B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    373444 | PA      | $380971.32     | 0.00%             | 2041-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.00 09/01/2041                                             | CUSIP: 3139216F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331254 | PA      | $324343.07     | 0.00%             | 2041-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.00 06/01/2042                                             | CUSIP: 31392DF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    620819 | PA      | $603817.27     | 0.00%             | 2042-06-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.00 06/01/2032                                             | CUSIP: 31392DGS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809288 | PA      | $832841.94     | 0.01%             | 2032-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.00 06/01/2042                                             | CUSIP: 31392DP97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    908290 | PA      | $954987.47     | 0.01%             | 2042-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.50 07/01/2042                                             | CUSIP: 31392JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1401755 | PA      | $1424898.67    | 0.01%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.00 07/01/2042                                             | CUSIP: 31392JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    596566 | PA      | $624654.79     | 0.00%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 5.538 07/01/2033                                           | CUSIP: 31392UZ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14219424 | PA      | $14303464.91   | 0.11%             | 2033-07-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 6.50 09/01/2043                                            | CUSIP: 31392W7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110746 | PA      | $113332.53     | 0.00%             | 2043-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 5.72326 10/01/2042                                          | CUSIP: 31393AQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    684598 | PA      | $695363.91     | 0.01%             | 2042-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.50 01/01/2044                                             | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    542282 | PA      | $557114.33     | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.50 03/01/2044                                             | CUSIP: 31393XGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    832369 | PA      | $869575.06     | 0.01%             | 2044-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.50 06/01/2044                                             | CUSIP: 31394ALN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139448 | PA      | $143831.97     | 0.00%             | 2044-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 6.50 10/01/2043                                            | CUSIP: 31394PPQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4850150 | PA      | $4875859.07    | 0.04%             | 2043-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.50 08/01/2045                                             | CUSIP: 31394VPU8<br>LEI: 549300DT3ZN0G36OPC94 | Long             | ABS-MBS          | USGSE             | US        |   1672264 | PA      | $1712837.36    | 0.01%             | 2045-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.00 05/01/2039                                             | CUSIP: 31396QV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83136 | PA      | $82401.58      | 0.00%             | 2039-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 7.00 03/01/2049                                             | CUSIP: 31397NNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1313021 | PA      | $1351956.56    | 0.01%             | 2049-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.50 05/01/2039                                             | CUSIP: 31397NWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642669 | PA      | $660564.74     | 0.00%             | 2039-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.50 12/01/2032                                             | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3699898 | PA      | $3828851.95    | 0.03%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.097 08/01/2035                                            | CUSIP: 31403DAD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196727 | PA      | $192696.81     | 0.00%             | 2035-08-01      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.988 09/01/2034                                            | CUSIP: 31404XFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174582 | PA      | $172795.72     | 0.00%             | 2034-09-01      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.875 12/01/2034                                            | CUSIP: 31405VF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300962 | PA      | $294264.89     | 0.00%             | 2034-12-01      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.022 01/01/2035                                            | CUSIP: 31406LMT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293463 | PA      | $290987.58     | 0.00%             | 2035-01-01      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.712 01/01/2035                                            | CUSIP: 31406NYU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370555 | PA      | $372957.87     | 0.00%             | 2035-01-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.50 06/01/2056                                             | CUSIP: 3140FXDY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15031942 | PA      | $14859578.10   | 0.11%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.131 06/01/2047                                            | CUSIP: 3140GT3G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1531423 | PA      | $1500465.55    | 0.01%             | 2047-06-01      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.077 07/01/2047                                            | CUSIP: 3140GT3W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2432729 | PA      | $2380539.27    | 0.02%             | 2047-07-01      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.498 08/01/2047                                            | CUSIP: 3140J53D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3016626 | PA      | $3056449.60    | 0.02%             | 2047-08-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.315 01/01/2049                                            | CUSIP: 3140JAAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1659882 | PA      | $1619414.53    | 0.01%             | 2049-01-01      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 5.00 12/01/2048                                             | CUSIP: 3140JAKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3354635 | PA      | $3369339.43    | 0.02%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 1.919 04/01/2052                                            | CUSIP: 3140JBVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17016364 | PA      | $15324180.96   | 0.11%             | 2052-04-01      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 1.962 04/01/2052                                            | CUSIP: 3140JBVM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40718008 | PA      | $35851352.66   | 0.27%             | 2052-04-01      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.622 07/01/2052                                            | CUSIP: 3140JBZJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19430592 | PA      | $17564563.07   | 0.13%             | 2052-07-01      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.316 04/01/2052                                            | CUSIP: 3140LQSX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21633210 | PA      | $19338217.05   | 0.14%             | 2052-04-01      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 05/01/2052                                             | CUSIP: 3140MAZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13064499 | PA      | $11944089.75   | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.50 06/01/2050                                             | CUSIP: 3140QDV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23442863 | PA      | $20083510.79   | 0.15%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.50 07/01/2050                                             | CUSIP: 3140QEAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32075972 | PA      | $27433529.97   | 0.20%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.00 09/01/2050                                             | CUSIP: 3140QEVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18279318 | PA      | $15019609.47   | 0.11%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.00 12/01/2050                                             | CUSIP: 3140QF7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  81125598 | PA      | $66657875.67   | 0.49%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.50 10/01/2050                                             | CUSIP: 3140QFBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32458396 | PA      | $27813348.98   | 0.21%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 05/01/2052                                             | CUSIP: 3140QN7C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 108795453 | PA      | $99706187.06   | 0.74%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 06/01/2052                                             | CUSIP: 3140QPHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  84276003 | PA      | $77048396.73   | 0.57%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 08/01/2052                                             | CUSIP: 3140QPY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  65188707 | PA      | $59484891.28   | 0.44%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 08/01/2052                                             | CUSIP: 3140QPYY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15661050 | PA      | $14344534.71   | 0.11%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 08/01/2052                                             | CUSIP: 3140QPYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  52404193 | PA      | $47883777.28   | 0.35%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 08/01/2052                                             | CUSIP: 3140QPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7926240 | PA      | $7222905.23    | 0.05%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.50 10/01/2050                                             | CUSIP: 3140X8GY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  52139923 | PA      | $44668528.34   | 0.33%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.00 03/01/2052                                             | CUSIP: 3140XGCS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34902009 | PA      | $30794263.65   | 0.23%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 06/01/2052                                             | CUSIP: 3140XHKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  59398889 | PA      | $54304701.12   | 0.40%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 07/01/2052                                             | CUSIP: 3140XHVL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13205290 | PA      | $12036804.21   | 0.09%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 07/01/2052                                             | CUSIP: 3140XHYJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1035014 | PA      | $944647.71     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 5.50 08/01/2037                                             | CUSIP: 31410KEV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3543771 | PA      | $3657981.92    | 0.03%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.50 12/01/2028                                             | CUSIP: 31410KKG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    856626 | PA      | $878096.56     | 0.01%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.50 06/01/2031                                             | CUSIP: 31417Y2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3107768 | PA      | $3083781.61    | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.00 08/01/2031                                             | CUSIP: 31417Y4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626268 | PA      | $606185.87     | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.00 11/01/2030                                             | CUSIP: 31417YTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1235623 | PA      | $1196045.56    | 0.01%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.00 11/01/2034                                             | CUSIP: 31418BJZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1459463 | PA      | $1405340.43    | 0.01%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.00 12/01/2034                                             | CUSIP: 31418BLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3329573 | PA      | $3206080.28    | 0.02%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.00 07/01/2035                                             | CUSIP: 31418BS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3673776 | PA      | $3537473.57    | 0.03%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.00 01/01/2036                                             | CUSIP: 31418BYE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    811736 | PA      | $781611.17     | 0.01%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.00 01/01/2037                                             | CUSIP: 31418CFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1718140 | PA      | $1649640.33    | 0.01%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 03/01/2037                                             | CUSIP: 31418CG99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4234026 | PA      | $4047479.69    | 0.03%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.00 02/01/2037                                             | CUSIP: 31418CGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810870 | PA      | $780762.87     | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.50 04/01/2037                                             | CUSIP: 31418CJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3251879 | PA      | $3111670.06    | 0.02%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 5.00 03/01/2049                                             | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325896 | PA      | $324129.01     | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.50 08/01/2039                                             | CUSIP: 31418MEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100408 | PA      | $1166207.67    | 0.01%             | 2039-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.00 08/01/2037                                             | CUSIP: 31418MG30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1046056 | PA      | $1082027.50    | 0.01%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.00 09/01/2036                                             | CUSIP: 31418MG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4325763 | PA      | $4473326.45    | 0.03%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.50 03/01/2040                                             | CUSIP: 31418NZV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591287 | PA      | $584464.58     | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.03 12/01/2040                                             | CUSIP: 31419J5P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488539 | PA      | $489014.87     | 0.00%             | 2040-12-01      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.03 11/01/2040                                             | CUSIP: 31419J7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177951 | PA      | $175659.21     | 0.00%             | 2040-11-01      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                      | FedEx Corp.                                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    985434 | NS      | $170677168.80  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                      | FedEx Corp. 4.25 05/15/2030                                            | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3372165.37    | 0.02%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                      | FedEx Corp. 5.25 05/15/2050                                            | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3733015.81    | 0.03%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.     | Fidelity National Information Services, Inc.                           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |   1527500 | NS      | $103640875.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                     | Fiserv, Inc.                                                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |   2852000 | NS      | $288251640.00  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 5.125 06/16/2025                             | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  16100000 | PA      | $15477599.76   | 0.11%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 3.375 11/13/2025                             | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $8452520.05    | 0.06%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 2.70 08/10/2026                              | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  12700000 | PA      | $11028680.00   | 0.08%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 4.95 05/28/2027                              | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9329000.00    | 0.07%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 4.375 08/06/2023                             | CUSIP: 345397WK5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3365653.73    | 0.02%             | 2023-08-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 4.389 01/08/2026                             | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  18850000 | PA      | $17558021.00   | 0.13%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 3.81 01/09/2024                              | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  14363000 | PA      | $13968417.65   | 0.10%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 4.14 02/15/2023                              | CUSIP: 345397ZB2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5166000 | PA      | $5140170.00    | 0.04%             | 2023-02-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 4.542 08/01/2026                             | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  18304000 | PA      | $16865397.12   | 0.12%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                        | Fox Corp., Class A                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |   1424533 | NS      | $43263067.21   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                        | Fox Corp., Class B                                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    745780 | NS      | $21217441.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co. KGaA             | Fresenius Medical Care AG & Co. KGaA ADR                               | CUSIP: 358029106<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |   3504200 | NS      | $57258628.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 7.50 11/01/2024                                             | CUSIP: 36225BPE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25492 | PA      | $25598.96      | 0.00%             | 2024-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 7.50 10/01/2025                                             | CUSIP: 36225BPF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21178 | PA      | $21167.52      | 0.00%             | 2025-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                 | GE HealthCare Technologies, Inc. 5.857 03/15/2030                      | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4963304.34    | 0.04%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                 | GE HealthCare Technologies, Inc. 5.905 11/22/2032                      | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  14575000 | PA      | $15102589.49   | 0.11%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties, Inc.              | Gaming and Leisure Properties, Inc. REIT                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    526254 | NS      | $27412570.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap, Inc.                                    | The Gap, Inc.                                                          | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |   3740378 | NS      | $42191463.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                             | General Electric Co.                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |   2613600 | NS      | $218993544.00  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                            | Gilead Sciences, Inc.                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |   2494680 | NS      | $214168278.00  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                          | GSK PLC ADR                                                            | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   5993880 | NS      | $210624943.20  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                        | Goldman Sachs Group, Inc.                                              | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    406800 | NS      | $139686984.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                        | Goldman Sachs Group, Inc. 3.615 03/15/2028                             | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  36870000 | PA      | $34342988.82   | 0.25%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 0.64313 12/20/2067                                          | CUSIP: 38375U6B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18714127 | PA      | $18250463.81   | 0.14%             | 2067-12-20      | Floating      | 0.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 4.43943 10/20/2067                                          | CUSIP: 38375UP87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12751265 | PA      | $12545414.77   | 0.09%             | 2067-10-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 4.46157 09/20/2064                                          | CUSIP: 38375UPC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1955331 | PA      | $1916940.77    | 0.01%             | 2064-09-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 4.43943 10/20/2067                                          | CUSIP: 38375UQ29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7833380 | PA      | $7707529.14    | 0.06%             | 2067-10-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 0.75588 01/20/2067                                          | CUSIP: 38376RS56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13973243 | PA      | $13827689.19   | 0.10%             | 2067-01-20      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 2.70857 05/20/2068                                          | CUSIP: 38380LDP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4515867 | PA      | $4369514.14    | 0.03%             | 2068-05-20      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 3.81429 06/20/2068                                          | CUSIP: 38380LHD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14040974 | PA      | $13683458.16   | 0.10%             | 2068-06-20      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 0.70588 12/20/2068                                          | CUSIP: 38380LPB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2100041 | PA      | $2039352.09    | 0.02%             | 2068-12-20      | Floating      | 0.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 1.22786 11/20/2068                                          | CUSIP: 38380LRL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19180117 | PA      | $18578231.61   | 0.14%             | 2068-11-20      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 1.9488 01/20/2070                                           | CUSIP: 38380LT52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14791111 | PA      | $14359281.13   | 0.11%             | 2070-01-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 4.49157 01/20/2070                                          | CUSIP: 38380LY72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20534868 | PA      | $19771517.19   | 0.15%             | 2070-01-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 0.88313 02/20/2067                                          | CUSIP: 38382YMF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9740821 | PA      | $9578271.03    | 0.07%             | 2067-02-20      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 4.64571 02/20/2072                                          | CUSIP: 38382YMT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7697785 | PA      | $7568795.56    | 0.06%             | 2072-02-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 3.01695 08/20/2068                                          | CUSIP: 38382YPB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  39299727 | PA      | $38007748.07   | 0.28%             | 2068-08-20      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 4.49571 04/20/2072                                          | CUSIP: 38382YQX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20392801 | PA      | $19804653.98   | 0.15%             | 2072-04-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 4.56571 04/20/2072                                          | CUSIP: 38382YQZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25084686 | PA      | $24456750.85   | 0.18%             | 2072-04-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 4.79571 05/20/2072                                          | CUSIP: 38382YTX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16056999 | PA      | $15974954.57   | 0.12%             | 2072-05-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                             | HCA Healthcare, Inc. 4.125 06/15/2029                                  | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2464806.02    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                             | HCA Healthcare, Inc. 3.125 03/15/2027                                  | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3250312.82    | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                             | HCA Healthcare, Inc. 3.625 03/15/2032                                  | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  23325000 | PA      | $19736532.25   | 0.15%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 6.50 05/02/2036                                      | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  17805000 | PA      | $17972840.79   | 0.13%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 6.50 09/15/2037                                      | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3265000 | PA      | $3328993.51    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 4.30 03/08/2026                                      | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6062000 | PA      | $5863418.88    | 0.04%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 4.762 03/29/2033                                     | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  41136000 | PA      | $35650963.61   | 0.26%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 5.21 08/11/2028                                      | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5525000 | PA      | $5330259.83    | 0.04%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 5.402 08/11/2033                                     | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12000000 | PA      | $11112277.08   | 0.08%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 8.113 11/03/2033                                     | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9700000 | PA      | $10263372.31   | 0.08%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                         | HP, Inc.                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |   2031530 | NS      | $54587211.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                       | Haleon PLC ADR                                                         | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |   8501849 | NS      | $68014792.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                   | Hewlett Packard Enterprise Co.                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |   2895770 | NS      | $46216489.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co., Ltd.                            | Honda Motor Co., Ltd. ADR                                              | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |   5059900 | NS      | $115669314.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Illinois GO                             | State of Illinois GO 5.10 06/01/2033                                   | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  22615000 | PA      | $21704495.22   | 0.16%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                              | Imperial Brands PLC 3.50 07/26/2026                                    | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   7800000 | PA      | $7153707.29    | 0.05%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                              | Imperial Brands PLC 3.875 07/26/2029                                   | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  21150000 | PA      | $18086665.51   | 0.13%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                              | Imperial Brands PLC 6.125 07/27/2027                                   | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  11425000 | PA      | $11369745.96   | 0.08%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                              | Imperial Brands PLC ADR                                                | CUSIP: 45262P102<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |   6104700 | NS      | $152617500.00  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                              | Imperial Brands PLC 4.25 07/21/2025                                    | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  25425000 | PA      | $24281150.86   | 0.18%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Incyte Corp.                                     | Incyte Corp.                                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |   1405000 | NS      | $112849600.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                             | JPMorgan Chase & Co. 2.739 10/15/2030                                  | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4193080.25    | 0.03%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                             | JPMorgan Chase & Co. 2.956 05/13/2031                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11793000 | PA      | $9716910.28    | 0.07%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                             | JPMorgan Chase & Co. 1.04 02/04/2027                                   | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $15222698.75   | 0.11%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                             | JPMorgan Chase & Co. 5.717 09/14/2033                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16200000 | PA      | $15812065.89   | 0.12%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                             | JPMorgan Chase & Co. 6.10 10/29/2049                                   | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  73080000 | PA      | $71126571.60   | 0.53%             | N/A             | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                           | Juniper Networks, Inc.                                                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |   1503029 | NS      | $48036806.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                              | Kinder Morgan, Inc. 5.50 03/01/2044                                    | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  20643000 | PA      | $18666567.96   | 0.14%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                              | Kinder Morgan, Inc. 5.40 09/01/2044                                    | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  15719000 | PA      | $14123566.77   | 0.10%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                              | Kinder Morgan, Inc. 5.55 06/01/2045                                    | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $8753389.25    | 0.06%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                              | Kinder Morgan, Inc. 4.80 02/01/2033                                    | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   4120000 | PA      | $3819715.86    | 0.03%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP COMMON STOCK USD.001        | LAS VEGAS SANDS CORP COMMON STOCK USD.001                              | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     36580 | NS      | $1758400.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                           | Lincoln National Corp.                                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    471877 | NS      | $14496061.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC 7.953 11/15/2033                              | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10500000 | PA      | $11114264.81   | 0.08%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC 4.65 03/24/2026                               | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3100000 | PA      | $2968343.31    | 0.02%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC 3.75 03/18/2028                               | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8025000 | PA      | $7407953.26    | 0.05%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| L.A. Unified School District GO                  | L.A. Unified School District GO 5.75 07/01/2034                        | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3133744.80    | 0.02%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Macy's, Inc.                                     | Macy's, Inc. 6.70 07/15/2034                                           | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2539000 | PA      | $2120979.04    | 0.02%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                               | Banco Santander SA                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |  23950600 | NS      | $71728071.46   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                    | MetLife, Inc.                                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |   2228442 | NS      | $161272347.54  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Micro Focus International PLC                    | Micro Focus International PLC ADR                                      | CUSIP: 594837403<br>LEI: 213800F8E4X648142844 | Long             | EC               | CORP              | GB        |   3451871 | NS      | $21781306.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                  | Microsoft Corp.                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    769000 | NS      | $184421580.00  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                       | Microchip Technology, Inc.                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |   1108710 | NS      | $77886877.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                       | Microchip Technology, Inc. 0.983 09/01/2024                            | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  19714000 | PA      | $18254379.58   | 0.14%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                        | Molson Coors Beverage Co., Class B                                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |   1785214 | NS      | $91974225.28   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                        | Prosus NV 4.85 07/06/2027                                              | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  14200000 | PA      | $13383500.00   | 0.10%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                | NatWest Group PLC 3.032 11/28/2035                                     | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  12365000 | PA      | $9103971.25    | 0.07%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 5.43871 12/27/2066                          | CUSIP: 63939RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4986641 | PA      | $4897535.09    | 0.04%             | 2066-12-27      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 5.18871 07/26/2066                          | CUSIP: 63940CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5417057 | PA      | $5275215.91    | 0.04%             | 2066-07-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 5.08871 02/25/2070                          | CUSIP: 63940EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6763270 | PA      | $6497770.45    | 0.05%             | 2070-02-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 5.68871 03/25/2066                          | CUSIP: 63940LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24832000 | PA      | $24452365.90   | 0.18%             | 2066-03-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 5.53871 07/26/2066                          | CUSIP: 63940NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5783432 | PA      | $5681546.20    | 0.04%             | 2066-07-26      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 5.13871 03/25/2067                          | CUSIP: 63941DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  83848755 | PA      | $81888899.62   | 0.61%             | 2067-03-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 5.38871 02/27/2068                          | CUSIP: 63941RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3619585 | PA      | $3481947.68    | 0.03%             | 2068-02-27      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 0.70 02/25/2070                             | CUSIP: 63942QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16621620 | PA      | $16140376.29   | 0.12%             | 2070-02-25      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority RB                 | New Jersey Turnpike Authority RB 7.102 01/01/2041                      | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |  12436000 | PA      | $14995527.78   | 0.11%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| News Corp.                                       | News Corp., Class A                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    836104 | NS      | $15217092.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                             | NextEra Energy, Inc. 4.255 09/01/2024                                  | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6625000 | PA      | $6535082.19    | 0.05%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                             | NextEra Energy, Inc. 4.625 07/15/2027                                  | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $9906297.95    | 0.07%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                      | Novartis AG ADR                                                        | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |   1211100 | NS      | $109870992.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien, Ltd.                                    | Nutrien, Ltd.                                                          | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |    774600 | NS      | $56569038.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                       | Occidental Petroleum Corp.                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |   5748514 | NS      | $362098896.86  | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                       | Occidental Petroleum Corp., Warrant                                    | CUSIP: 674599162<br>LEI: IM7X0T3ECJW4C1T7ON55 | N/A              | DE               | CORP              | US        |   1381001 | NS      | $56938671.23   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                       | Occidental Petroleum Corp. 2.90 08/15/2024                             | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7567095.58    | 0.06%             | 2024-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                     | Oracle Corp. 2.80 04/01/2027                                           | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $5778468.31    | 0.04%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                     | Oracle Corp. 2.95 04/01/2030                                           | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $9165474.73    | 0.07%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                     | Oracle Corp. 3.60 04/01/2050                                           | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8288000 | PA      | $5580034.16    | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                     | Oracle Corp. 1.65 03/25/2026                                           | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  13990000 | PA      | $12524146.83   | 0.09%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                    | Ovintiv, Inc.                                                          | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1487200 | NS      | $75415912.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                            | PayPal Holdings, Inc.                                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    611200 | NS      | $43529664.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos 6.625 06/15/2035                                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   9425000 | PA      | $6836962.86    | 0.05%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos 6.70 02/16/2032                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  44849000 | PA      | $35217542.70   | 0.26%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                           | Petroleo Brasileiro SA 7.25 03/17/2044                                 | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   4300000 | PA      | $4149160.95    | 0.03%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                           | Petroleo Brasileiro SA 6.75 06/03/2050                                 | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |  15500000 | PA      | $13528887.32   | 0.10%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                           | Petroleo Brasileiro SA 5.60 01/03/2031                                 | CUSIP: 71647NBH1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1925000 | PA      | $1830097.50    | 0.01%             | 2031-01-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos 6.375 01/23/2045                                   | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  20125000 | PA      | $12460995.49   | 0.09%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos 6.75 09/21/2047                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  11625000 | PA      | $7416734.89    | 0.05%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos 7.69 01/23/2050                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  52105000 | PA      | $36051381.76   | 0.27%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                | Philip Morris International, Inc. 5.625 11/17/2029                     | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2181128.58    | 0.02%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                | Philip Morris International, Inc. 5.75 11/17/2032                      | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2625022.47    | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                        | Prosus NV ADR                                                          | CUSIP: 74365P108<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |   4785700 | NS      | $65707661.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                        | Prosus NV 3.68 01/21/2030                                              | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   3750000 | PA      | $3117924.53    | 0.02%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                        | Prosus NV 3.061 07/13/2031                                             | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  38650000 | PA      | $29802273.31   | 0.22%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                        | Prosus NV 4.193 01/19/2032                                             | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  19475000 | PA      | $16122726.57   | 0.12%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                        | Prosus NV 4.987 01/19/2052                                             | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  27829000 | PA      | $19642164.87   | 0.15%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Qurate Retail, Inc.                              | Qurate Retail, Inc., Series A                                          | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |   3204750 | NS      | $5223742.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                         | RELX PLC 4.75 05/20/2032                                               | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4319126.02    | 0.03%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                      | Raytheon Technologies Corp.                                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    815300 | NS      | $82280076.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                  | Regeneron Pharmaceuticals, Inc.                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |    143800 | NS      | $103750262.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Oil Finance Trust                            | Rio Oil Finance Trust 9.25 07/06/2024                                  | CUSIP: 76716XAA0<br>LEI: 549300V5D1W52HY8NO65 | Long             | ABS-O            | CORP              | US        |   8984245 | PA      | $9074087.89    | 0.07%             | 2024-07-06      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                            | Rio Oil Finance Trust 9.75 01/06/2027                                  | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19829811 | PA      | $20523853.91   | 0.15%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                            | Rio Oil Finance Trust 8.20 04/06/2028                                  | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9937760 | PA      | $10037137.60   | 0.07%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                 | Roche Holding AG ADR                                                   | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    970600 | NS      | $37998990.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US                    | SSC GOVERNMENT MM GVMXX                                                | CUSIP: N/A<br>LEI: 549300BZ5TGIFZUZDZ37       | Long             | STIV             | RF                | US        |  54137597 | NS      | $54137597.21   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 4.90843 10/25/2064                              | CUSIP: 78442GLL8<br>LEI: 549300YK6GOQU7FJ5N55 | Long             | ABS-O            | CORP              | US        |  21134766 | PA      | $20279476.02   | 0.15%             | 2064-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 4.95843 01/25/2041                              | CUSIP: 78442GRA6<br>LEI: SCSW2GRYW6ZPGKE5DL61 | Long             | ABS-O            | CORP              | US        |   4870181 | PA      | $4586628.69    | 0.03%             | 2041-01-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 4.52843 01/25/2041                              | CUSIP: 78442GRX6<br>LEI: 5493007758ACJK074H95 | Long             | ABS-O            | CORP              | US        |   9224704 | PA      | $8730548.75    | 0.06%             | 2041-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 4.51843 01/25/2041                              | CUSIP: 78443HAF0<br>LEI: 5493008U32QWNGB0TW72 | Long             | ABS-O            | CORP              | US        |   5048817 | PA      | $4729170.26    | 0.04%             | 2041-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans) | SMB Private Education Loan Trust (Private Loans) 3.60 01/15/2037       | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |   9299759 | PA      | $8902338.14    | 0.07%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sanofi                                           | Sanofi ADR                                                             | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |   6843565 | NS      | $331433852.95  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger, Ltd.                               | Schlumberger, Ltd.                                                     | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |   2849921 | NS      | $152356776.66  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp.                             | Charles Schwab Corp.                                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |   4163700 | NS      | $346669662.00  | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Small Business Admin. - 504 Program              | Small Business Admin. - 504 Program 4.92 10/01/2023                    | CUSIP: 83162CNG4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    109628 | PA      | $108748.10     | 0.00%             | 2023-10-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Small Business Admin. - 504 Program              | Small Business Admin. - 504 Program 5.71 06/01/2027                    | CUSIP: 83162CRB1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    331704 | PA      | $330594.24     | 0.00%             | 2027-06-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                 | The Southern Co. 8.399 03/15/2057                                      | CUSIP: 842587CY1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1152000.00    | 0.01%             | 2057-03-15      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                 | The Southern Co. 4.475 08/01/2024                                      | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $8270065.27    | 0.06%             | 2024-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                 | The Southern Co. 5.113 08/01/2027                                      | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  11900000 | PA      | $11855831.84   | 0.09%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                 | The Southern Co. 4.00 01/15/2051                                       | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  19036000 | PA      | $17322760.00   | 0.13%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                 | The Southern Co. 3.75 09/15/2051                                       | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  19900000 | PA      | $16068283.26   | 0.12%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                               | State Street Corp.                                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |   1719600 | NS      | $133389372.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corporation                | FIXED INC CLEARING CORP.REPO                                           | CUSIP: N/A<br>LEI: 549300H47WTHXPU08X20       | Long             | RA               | CORP              | US        |  63686000 | PA      | $63686000.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                              | T-Mobile U.S., Inc.                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    883961 | NS      | $123754540.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile U.S., Inc.                              | T-Mobile U.S., Inc. 4.375 04/15/2040                                   | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2282843.90    | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                              | T-Mobile U.S., Inc. 4.50 04/15/2050                                    | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1459294.13    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                              | T-Mobile U.S., Inc. 3.875 04/15/2030                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13475000 | PA      | $12205853.76   | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                              | T-Mobile U.S., Inc. 2.25 02/15/2026                                    | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6185558.80    | 0.05%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                              | T-Mobile U.S., Inc. 3.375 04/15/2029                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5725001.75    | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                              | T-Mobile U.S., Inc. 3.50 04/15/2031                                    | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6525000 | PA      | $5636291.22    | 0.04%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                              | T-Mobile U.S., Inc. 3.40 10/15/2052                                    | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13745000 | PA      | $9235938.18    | 0.07%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                              | T-Mobile U.S., Inc. 5.20 01/15/2033                                    | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8423362.73    | 0.06%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Teck Resources, Ltd.                             | Teck Resources, Ltd., Class B                                          | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |   1250000 | NS      | $47275000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SPA                               | Telecom Italia SPA 7.20 07/18/2036                                     | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |  11596000 | PA      | $9414792.40    | 0.07%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SPA                               | Telecom Italia SPA 7.721 06/04/2038                                    | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   8212000 | PA      | $6815960.00    | 0.05%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SPA                               | Telecom Italia SPA 5.303 05/30/2024                                    | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |  29287000 | PA      | $27747675.28   | 0.21%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 6.55 05/01/2037                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10472670.34   | 0.08%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 6.75 06/15/2039                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   6160000 | PA      | $5833545.07    | 0.04%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                  | TC Energy Corp. 5.625 05/20/2075                                       | CUSIP: 89356BAA6<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |  20570000 | PA      | $19438650.00   | 0.14%             | 2075-05-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                  | TC Energy Corp. 5.30 03/15/2077                                        | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |  28160000 | PA      | $23654400.00   | 0.18%             | 2077-03-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                  | TC Energy Corp. 5.50 09/15/2079                                        | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   6850000 | PA      | $5913055.42    | 0.04%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                  | TC Energy Corp. 5.60 03/07/2082                                        | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |  19781000 | PA      | $16912755.00   | 0.13%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                           | Truist Financial Corp.                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |   1637784 | NS      | $70473845.52   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                       | Unum Group 6.75 12/15/2028                                             | CUSIP: 903192AA0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   8417000 | PA      | $8789693.23    | 0.07%             | 2028-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                        | Ultrapar Participacoes SA 5.25 10/06/2026                              | CUSIP: 90401CAA7<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | LU        |  12050000 | PA      | $11537875.00   | 0.09%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                        | Ultrapar Participacoes SA 5.25 06/06/2029                              | CUSIP: 90401CAC3<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | LU        |   2594000 | PA      | $2451330.00    | 0.02%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SPA                                    | UniCredit SPA 7.296 04/02/2034                                         | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  29960000 | PA      | $27458104.81   | 0.20%             | 2034-04-02      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UniCredit SPA                                    | UniCredit SPA 5.459 06/30/2035                                         | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   7325000 | PA      | $5951182.26    | 0.04%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                              | Union Pacific Corp. 6.176 01/02/2031                                   | CUSIP: 90783XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3682086 | PA      | $3790835.78    | 0.03%             | 2031-01-02      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Dept. of Veterans Affairs                        | Dept. of Veterans Affairs 5.737737 02/01/2025                          | CUSIP: 911760FG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71277 | PA      | $70897.18      | 0.00%             | 2025-02-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Dept. of Veterans Affairs                        | Dept. of Veterans Affairs 8.7925 06/01/2025                            | CUSIP: 911760GJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21093 | PA      | $21795.85      | 0.00%             | 2025-06-15      | Fixed         | 8.79%                 | No            |                  2 | On Loan: No      |
| Dept. of Veterans Affairs                        | Dept. of Veterans Affairs 6.50 08/01/2031                              | CUSIP: 911760RP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2607342 | PA      | $2595487.94    | 0.02%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                          | U.S. Treasury Note/Bond 0.375 12/31/2025                               | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28260000 | PA      | $25256271.16   | 0.19%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                          | U.S. Treasury Note/Bond 0.125 01/15/2024                               | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16340000 | PA      | $15579964.83   | 0.12%             | 2024-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                          | U.S. Treasury Note/Bond 0.50 02/28/2026                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43297000 | PA      | $38579994.91   | 0.29%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                          | U.S. Treasury Note/Bond 1.125 01/15/2025                               | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71759000 | PA      | $67153529.63   | 0.50%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                         | UnitedHealth Group, Inc.                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    117572 | NS      | $62334322.96   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                         | UnitedHealth Group, Inc. 4.20 05/15/2032                               | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5390000 | PA      | $5116539.54    | 0.04%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                         | UnitedHealth Group, Inc. 4.75 05/15/2052                               | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2907408.14    | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Regents of the UC Medical Center RB              | Regents of the UC Medical Center RB 4.563 05/15/2053                   | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6825000 | PA      | $5970660.15    | 0.04%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                     | Verizon Communications, Inc. 4.272 01/15/2036                          | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  11847000 | PA      | $10546016.84   | 0.08%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                     | Verizon Communications, Inc. 3.55 03/22/2051                           | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $3722045.31    | 0.03%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                     | VMware, Inc., Class A                                                  | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |   2081133 | NS      | $255479887.08  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                     | VMware, Inc. 4.65 05/15/2027                                           | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   7887000 | PA      | $7633920.92    | 0.06%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                     | VMware, Inc. 0.60 08/15/2023                                           | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3944191.12    | 0.03%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                     | VMware, Inc. 1.40 08/15/2026                                           | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  19765000 | PA      | $17230465.86   | 0.13%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                               | Vodafone Group PLC 7.00 04/04/2079                                     | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  20525000 | PA      | $20636450.75   | 0.15%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                              | BARCLAYS CAPITAL INC. REPO 4.27 20230103 UST                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | GB        |  16000000 | PA      | $16000000.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | RBC CAPITAL MARKETS, LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | CA        |  25000000 | PA      | $25000000.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | STANDARD CHARTERED SECURITIES NORTH AMERICA LLC REPO 4.26 20230103 UST | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | GB        |  16000000 | PA      | $16000000.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                | Wells Fargo & Co.                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   6247306 | NS      | $257951264.74  | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                | Wells Fargo & Co. 5.875 12/31/2049                                     | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  27987000 | PA      | $27007455.00   | 0.20%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                | Wells Fargo & Co. 4.10 06/03/2026                                      | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3376000 | PA      | $3268817.94    | 0.02%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                | Wells Fargo & Co. 4.30 07/22/2027                                      | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  16645000 | PA      | $16017932.08   | 0.12%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                | Wells Fargo & Co. 2.572 02/11/2031                                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12005000 | PA      | $9940935.57    | 0.07%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                | Wells Fargo & Co. 4.897 07/25/2033                                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10444864.32   | 0.08%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                     | The Williams Companies, Inc.                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |   3291600 | NS      | $108293640.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                     | The Williams Companies, Inc. 3.50 11/15/2030                           | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5595384.83    | 0.04%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                     | Zoetis, Inc. 4.50 11/13/2025                                           | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4079786.99    | 0.03%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC 3.75 03/23/2171                           | CUSIP: BR5534960<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |  88928000 | PA      | $67773560.20   | 0.50%             | N/A             | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                              | S&P500 EMINI FUT  Mar23                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1730 | NC      | $9263370.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | EURO-BUND FUTURE  Mar23                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -252 | NC      | $2317278.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | US 10yr Ultra Fut Mar23                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -2062 | NC      | $366473.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | Occidental Petroleum Corp. Call Option 37 01/20/23                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |  -4000000 | NC      | $-104334576.00 | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Booking Holdings, Inc. Call Option 3000 01/20/23                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    -33000 | NC      | $-169.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | ConocoPhillips Call Option 70 01/20/23                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |  -1400000 | NC      | $-67437547.80  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Bank of America Corp. Call Option 50 01/20/23                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |  -4400000 | NC      | $-391.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Schlumberger, Ltd. Call Option 37.5 01/20/23                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |  -2800000 | NC      | $-45035751.60  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp, Ltd.                                  | Credicorp, Ltd.                                                        | CUSIP: G2519Y108<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |    603197 | NS      | $81829705.02   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC               | Johnson Controls International PLC                                     | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |   1325714 | NS      | $84845696.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                     | UBS Group AG, NY Shs                                                   | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |   7595500 | NS      | $141807985.00  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity, Ltd.                            | TE Connectivity, Ltd.                                                  | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |    248636 | NS      | $28543412.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                     | LyondellBasell Industries NV, Class A                                  | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |   1185300 | NS      | $98415459.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | Microsoft Corp. Call Option 360 06/16/23                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |   -280000 | NC      | $-132695.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corporation                | FIXED INC CLEARING CORP.REPO                                           | CUSIP: N/A<br>LEI: 549300H47WTHXPU08X20       | Long             | RA               | CORP              | US        |  90000000 | PA      | $90000000.00   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | RBC CAPITAL MARKETS, LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | CA        |  16000000 | PA      | $16000000.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

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

**Signature:** Shelly Chu

**Name of Signer:** Shelly Chu

**Title:** Treasurer