# EDGAR Filing Document

**Accession Number:** 0000029440
**File Stem:** 0001193125-26-080192
**Filing Date:** 2026-2
**Character Count:** 142604
**Document Hash:** 45a10572a78d948a246adc9ff17310f7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-080192.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-080192

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00173
- **FILM NUMBER:** 26694452

**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 Global Bond Fund (Series ID: S000045260)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000140963 | Class I      | DODLX           |
| C000235739 | Class X      | DOXLX           |

## 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 Global Bond Fund

- **b. EDGAR series identifier (if any):** S000045260

- **c. LEI of Series:** 549300QKUYO6Q3WYXF87

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4600098207.99

**Total Liabilities:** $30226723.85

**Net Assets:** $4569871484.14

**Amount of Assets Invested in Other Investment Companies:** $100.00

**Cash Not Reported:** $699629.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3045.350000000000 | **1-Year:** 121157.380000000000 | **5-Year:** 735245.200000000000 | **10-Year:** 934587.180000000000 | **30-Year:** 224370.450000000000

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

- **3-Month:** 1118.150000000000 | **1-Year:** 21108.150000000000 | **5-Year:** 154452.460000000000 | **10-Year:** 111606.910000000000 | **30-Year:** 35751.870000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000140963 | 0.53%                | 0.62%                | -0.10%               |
| Class ID C000235739 | 0.53%                | 0.62%                | -0.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $228631.62               | $-3495939.62                               |
| Month 2  | $797851.62               | $10212218.62                               |
| Month 3  | $634381.21               | $-10925411.99                              |

**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 CHF/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-55900.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-588589.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-602866.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NZD/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $153631.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NZD/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $15876.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PEN/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-801841.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PEN/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-747867.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR/SOLD USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $10449.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR/SOLD USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $70061.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR/SOLD USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $166737.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR/SOLD USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $33776.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR/SOLD USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $2797.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CHF/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-555496.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CHF/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $29913.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CHF/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-198.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2173664.05  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2353342.72  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-396915.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-324136.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-27074.19    | -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      | $-220543.21   | -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      | $-3503535.44  | -0.08%            |  |  |  | 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      | $-3506122.39  | -0.08%            |  |  |  | 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      | $-156247.93   | -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      | $-147483.02   | -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      | $-107884.08   | -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      | $-51083.10    | -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      | $-326718.41   | -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      | $-43800.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12200.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-39038.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $289253.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-271645.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-549829.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-78442.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1248816.21  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-513513.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PEN/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1173704.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PEN/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-368713.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PEN/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1352541.50  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PEN/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1378186.42  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PEN/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-19422.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PEN/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8596.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1039170.49  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-372185.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-158053.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-360900.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-427041.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-173205.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-110509.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NOK/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-125532.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NOK/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-62771.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NOK/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $303145.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NOK/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-9336.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NOK/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-89470.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NZD/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-38878.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NZD/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-34387.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NZD/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $207989.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NZD/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $124876.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NZD/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $541700.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NZD/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $74579.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NZD/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-71971.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc. 5.20 01/15/2029                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     12850000 | PA      | $13244457.09  | 0.29%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 4.375 05/12/2026                                    | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      5675000 | PA      | $5673626.08   | 0.12%             | 2026-05-12      | 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        |      3100000 | PA      | $3111597.78   | 0.07%             | 2027-03-13      | Fixed         | 4.62%                 | 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        |      9050000 | PA      | $9071727.33   | 0.20%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 3.419 12/20/2028                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4245914.77   | 0.09%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 2.572 10/20/2032                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2975000 | PA      | $2683161.90   | 0.06%             | 2032-10-20      | Variable      | 2.57%                 | 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        |     28850000 | PA      | $27169059.37  | 0.59%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 4.836 05/09/2028                                      | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5925000 | PA      | $5975618.28   | 0.13%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 3.564 09/23/2035                                      | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      8550000 | PA      | $8067833.52   | 0.18%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 2.588 08/12/2035                                    | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     18396000 | PA      | $16632020.25  | 0.36%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 5.906 11/19/2035                                    | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      5625000 | PA      | $5840496.45   | 0.13%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 2.591 01/20/2028                                    | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      8800000 | PA      | $8663860.57   | 0.19%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 5.085 05/09/2031                                    | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3470796.02   | 0.08%             | 2031-05-09      | Variable      | 5.08%                 | 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        |      2150000 | PA      | $2148420.35   | 0.05%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 4.50 12/01/2028                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      7885000 | PA      | $7935962.81   | 0.17%             | 2028-12-01      | Fixed         | 4.50%                 | 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        |      8175000 | PA      | $7667093.46   | 0.17%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 6.75 12/01/2027                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      3550000 | PA      | $3713191.94   | 0.08%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 4.50 06/01/2033                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36275000 | PA      | $31753631.76  | 0.69%             | 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        |     51975000 | PA      | $46649501.17  | 1.02%             | 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        |     11000000 | PA      | $9353017.63   | 0.20%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                   | CVS Health Corp. 7.00 03/10/2055                                   | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     16375000 | PA      | $17178162.31  | 0.38%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. 6.312 06/08/2029                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      3975000 | PA      | $4171566.17   | 0.09%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. 7.624 10/30/2031                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      6950000 | PA      | $7854513.80   | 0.17%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                    | Cemex SAB de CV 5.125 09/08/2171                                   | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     32725000 | PA      | $32625430.92  | 0.71%             | N/A             | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority RB                       | Chicago Transit Authority RB 6.899 12/01/2040                      | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     11588085 | PA      | $12998487.51  | 0.28%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority RB                       | Chicago Transit Authority RB 6.899 12/01/2040                      | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4943719 | PA      | $5549249.69   | 0.12%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc. 7.875% 10/30/40                                    | CUSIP: 173080201<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       166490 | NS      | $5029662.90   | 0.11%             | 2040-10-30      | Variable      | 10.47%                | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc. 6.174 05/25/2034                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4093000 | PA      | $4346706.32   | 0.10%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Colombia Government International                  | Colombia Government International 3.125 04/15/2031                 | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     38825000 | PA      | $33622450.00  | 0.74%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc. 3.375 04/01/2030                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4824187.85   | 0.11%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc. 5.00 06/15/2030                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     14575000 | PA      | $14974865.42  | 0.33%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc. 4.60 05/15/2028                              | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      3375000 | PA      | $3414389.56   | 0.07%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                      | ECMC Group Student Loan Trust 4.92419 11/25/2074                   | CUSIP: 26827YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16122016 | PA      | $16121977.12  | 0.35%             | 2074-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                         | Elanco Animal Health, Inc. 6.65 08/28/2028                         | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     29932000 | PA      | $31280034.01  | 0.68%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 6.00 02/01/2035                                   | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        17194 | PA      | $17999.76     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 08/01/2044                                   | CUSIP: 3128MAEL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        83169 | PA      | $83456.08     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.357 10/01/2044                                       | CUSIP: 31326HUT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        34286 | PA      | $35614.34     | 0.00%             | 2044-10-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.059 11/01/2044                                       | CUSIP: 31326HXC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       114312 | PA      | $118674.83    | 0.00%             | 2044-11-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.316 01/01/2045                                       | CUSIP: 31326JCF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        61300 | PA      | $63568.45     | 0.00%             | 2045-01-01      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.50 11/01/2051                                   | CUSIP: 3132DMZR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9622679 | PA      | $8299910.00   | 0.18%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 08/01/2053                                   | CUSIP: 3132DSAT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51312087 | PA      | $47554354.83  | 1.04%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.50 01/01/2054                                   | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29495480 | PA      | $28870553.36  | 0.63%             | 2054-01-01      | Fixed         | 4.50%                 | 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        |      5909095 | PA      | $5098324.47   | 0.11%             | 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        |      8658136 | PA      | $7469248.85   | 0.16%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 06/01/2052                                   | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12136770 | PA      | $11247959.13  | 0.25%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 07/01/2052                                   | CUSIP: 3132DWD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19997593 | PA      | $18533111.60  | 0.41%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 05/01/2052                                   | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24820443 | PA      | $23002770.16  | 0.50%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 10/01/2052                                   | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19863198 | PA      | $18408558.83  | 0.40%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.00 10/01/2052                                   | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7952239 | PA      | $7585647.97   | 0.17%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.00 08/01/2052                                   | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47672574 | PA      | $45496508.62  | 1.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 09/01/2052                                   | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61062487 | PA      | $56590704.46  | 1.24%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.00 09/01/2052                                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157763084 | PA      | $150561757.99 | 3.29%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.50 12/01/2054                                   | CUSIP: 3132DWNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26426292 | PA      | $25804945.01  | 0.56%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.50 01/01/2055                                   | CUSIP: 3132DWNF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7374541 | PA      | $7201148.06   | 0.16%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.50 04/01/2055                                   | CUSIP: 3132DWPF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29723423 | PA      | $29024514.93  | 0.64%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 07/01/2047                                   | CUSIP: 3132WPRQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       241265 | PA      | $239912.35    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.50 06/01/2050                                   | CUSIP: 3133KJF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2967528 | PA      | $2558304.04   | 0.06%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.50 07/01/2050                                   | CUSIP: 3133KJJN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6249932 | PA      | $5388063.82   | 0.12%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 3.00 03/01/2043                                        | CUSIP: 3137B0BC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15823883 | PA      | $14637514.61  | 0.32%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 4.50 12/01/2043                                        | CUSIP: 3137B6GQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        28603 | PA      | $28800.22     | 0.00%             | 2043-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 4.50 03/01/2044                                        | CUSIP: 3137B8LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       102912 | PA      | $103789.31    | 0.00%             | 2044-03-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 02/01/2045                                         | CUSIP: 3138ETHQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       194950 | PA      | $194911.88    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.298 08/01/2044                                        | CUSIP: 3138XVBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19643 | PA      | $20434.29     | 0.00%             | 2044-08-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.33 09/01/2044                                         | CUSIP: 3138XXHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11482 | PA      | $11906.21     | 0.00%             | 2044-09-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.05 02/01/2044                                         | CUSIP: 31394ACG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       140834 | PA      | $146916.60    | 0.00%             | 2044-02-25      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.00 06/01/2062                                         | CUSIP: 3140FXWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20475459 | PA      | $17727255.23  | 0.39%             | 2062-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 06/01/2052                                         | CUSIP: 3140LXB38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7389876 | PA      | $6884135.58   | 0.15%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 06/01/2052                                         | CUSIP: 3140LXB95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15605833 | PA      | $14562358.87  | 0.32%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 04/01/2052                                         | CUSIP: 3140MA4R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11734190 | PA      | $10874861.47  | 0.24%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 06/01/2052                                         | CUSIP: 3140MQAP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77868674 | PA      | $72166126.08  | 1.58%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 07/01/2050                                         | CUSIP: 3140QD6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2853509 | PA      | $2457832.66   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 06/01/2050                                         | CUSIP: 3140QDV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2964012 | PA      | $2555946.20   | 0.06%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.00 09/01/2050                                         | CUSIP: 3140QEU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3854553 | PA      | $3177176.18   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 11/01/2050                                         | CUSIP: 3140QFSS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3823271 | PA      | $3298131.46   | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 02/01/2052                                         | CUSIP: 3140QNE99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24807700 | PA      | $21306776.18  | 0.47%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 04/01/2052                                         | CUSIP: 3140QNUX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16982765 | PA      | $14586107.44  | 0.32%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 06/01/2052                                         | CUSIP: 3140QPHX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7694885 | PA      | $7154420.12   | 0.16%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 10/01/2052                                         | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3792211 | PA      | $3716392.75   | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 06/01/2052                                         | CUSIP: 3140W1S95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27846974 | PA      | $26009948.64  | 0.57%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 06/01/2050                                         | CUSIP: 3140X62F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1355695 | PA      | $1168322.17   | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 12/01/2050                                         | CUSIP: 3140X8VL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7985030 | PA      | $6900883.75   | 0.15%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.00 01/01/2051                                         | CUSIP: 3140X9AW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5240492 | PA      | $4320555.85   | 0.09%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 02/01/2051                                         | CUSIP: 3140X9UP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5141831 | PA      | $4442416.90   | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 03/01/2052                                         | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5334487 | PA      | $4590402.98   | 0.10%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 05/01/2053                                         | CUSIP: 3140XMWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5031729 | PA      | $4663240.67   | 0.10%             | 2053-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 07/01/2053                                         | CUSIP: 3140XPTL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12992585 | PA      | $12380127.05  | 0.27%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 02/01/2054                                         | CUSIP: 3140XRP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5327278 | PA      | $5210238.10   | 0.11%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 10/01/2055                                         | CUSIP: 3140Y7J33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26519379 | PA      | $26098028.13  | 0.57%             | 2055-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 04/01/2039                                         | CUSIP: 31416M5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       201527 | PA      | $203269.05    | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 06/01/2052                                         | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19923974 | PA      | $18464883.80  | 0.40%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 06/01/2052                                         | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2672677 | PA      | $2550683.36   | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 05/01/2052                                         | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48615980 | PA      | $45055691.15  | 0.99%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 07/01/2052                                         | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5218904 | PA      | $4836708.64   | 0.11%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 08/01/2052                                         | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58521204 | PA      | $55572044.90  | 1.22%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 09/01/2052                                         | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13962194 | PA      | $12939701.81  | 0.28%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 10/01/2052                                         | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13189637 | PA      | $12223722.11  | 0.27%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 10/01/2052                                         | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56557200 | PA      | $53892402.45  | 1.18%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 12/01/2054                                         | CUSIP: 31418FEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40567943 | PA      | $39614090.75  | 0.87%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 02/01/2055                                         | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31462222 | PA      | $30722432.48  | 0.67%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.50 01/01/2054                                   | CUSIP: 31427MPS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3876648 | PA      | $3794907.93   | 0.08%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust 4.24 07/15/2031                       | CUSIP: 34532BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6450038 | PA      | $6477507.42   | 0.14%             | 2031-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust 4.22 01/15/2032                       | CUSIP: 34535LAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $6004274.40   | 0.13%             | 2032-01-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 2.90 02/16/2028                          | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4333012.79   | 0.09%             | 2028-02-16      | Fixed         | 2.90%                 | 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        |      3700000 | PA      | $3713433.22   | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 6.80 05/12/2028                          | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      7587000 | PA      | $7916849.83   | 0.17%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 6.798 11/07/2028                         | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8392958.64   | 0.18%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 5.918 03/20/2028                         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      9350000 | PA      | $9566895.22   | 0.21%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 6.532 03/19/2032                         | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      8350000 | PA      | $8732071.20   | 0.19%             | 2032-03-19      | Fixed         | 6.53%                 | 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        |      6240000 | PA      | $6240387.13   | 0.14%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Trust Multifamily     | Freddie Mac Military Housing Trust 3.384 11/25/2055                | CUSIP: 35563CAA6<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |      1473610 | PA      | $1275713.45   | 0.03%             | 2055-11-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Trust Multifamily     | Freddie Mac Military Housing Trust 4.094804 11/25/2052             | CUSIP: 35563CAS7<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |       883843 | PA      | $797288.66    | 0.02%             | 2052-11-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 4.62 05/16/2031 | CUSIP: 362549AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $3022137.60   | 0.07%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 4.91 10/18/2032 | CUSIP: 362549AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2750000 | PA      | $2774702.15   | 0.06%             | 2032-10-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 4.16 04/16/2032 | CUSIP: 36273EAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14810000 | PA      | $14780169.70  | 0.32%             | 2032-04-16      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 4.36 05/16/2033 | CUSIP: 36273EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13890000 | PA      | $13872813.90  | 0.30%             | 2033-05-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 4.53 09/16/2031 | CUSIP: 379957AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1500000 | PA      | $1514701.35   | 0.03%             | 2031-09-16      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 4.73 01/18/2033 | CUSIP: 379957AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2520353.50   | 0.06%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 4.44 04/16/2030 | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16000000 | PA      | $16182534.40  | 0.35%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc. 5.727 04/25/2030                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3134165.73   | 0.07%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc. 4.937 04/23/2028                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5225000 | PA      | $5284679.06   | 0.12%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc. 5.218 04/23/2031                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4325000 | PA      | $4467065.13   | 0.10%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc. 3.615 03/15/2028                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     11800000 | PA      | $11734482.98  | 0.26%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.00 12/01/2040                                         | CUSIP: 38377RN27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        98056 | PA      | $94066.61     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 3.50 12/01/2044                                         | CUSIP: 38379HFU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9347381 | PA      | $8836310.25   | 0.19%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.76765 01/20/2073                                      | CUSIP: 38382YS46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7401307 | PA      | $7426157.13   | 0.16%             | 2073-01-20      | Floating      | 4.77%                 | 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        |      4500000 | PA      | $4484741.27   | 0.10%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                               | HCA Healthcare, Inc. 5.00 03/01/2028                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1625000 | PA      | $1655288.62   | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                               | HCA Healthcare, Inc. 5.25 03/01/2030                               | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      6475000 | PA      | $6684315.38   | 0.15%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                               | HCA Healthcare, Inc. 5.50 03/01/2032                               | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      8800000 | PA      | $9170200.16   | 0.20%             | 2032-03-01      | Fixed         | 5.50%                 | 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        |      4500000 | PA      | $5008054.32   | 0.11%             | 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        |      1100000 | PA      | $1206671.54   | 0.03%             | 2037-09-15      | Fixed         | 6.50%                 | 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        |      8775000 | PA      | $10283911.53  | 0.23%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC 6.547 06/20/2034                                 | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     13650000 | PA      | $14756129.80  | 0.32%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC 7.399 11/13/2034                                 | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      8325000 | PA      | $9500032.87   | 0.21%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.36 03/15/2032                     | CUSIP: 44891XAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000000 | PA      | $15092352.00  | 0.33%             | 2032-03-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.56 03/15/2033                     | CUSIP: 44891XAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16364000 | PA      | $16448493.88  | 0.36%             | 2033-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.44 01/15/2031                     | CUSIP: 448976AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000000 | PA      | $15189474.00  | 0.33%             | 2031-01-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.67 01/15/2031                     | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000000 | PA      | $4056845.60   | 0.09%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.86 02/17/2032                     | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8250000 | PA      | $8364867.23   | 0.18%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.61 04/15/2031                     | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23500000 | PA      | $23767030.50  | 0.52%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.76 06/15/2032                     | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17000000 | PA      | $17240788.00  | 0.38%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.37 01/18/2033                     | CUSIP: 44935JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6492000 | PA      | $6501265.38   | 0.14%             | 2033-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.72 07/15/2030                     | CUSIP: 44935XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $3057003.90   | 0.07%             | 2030-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.92 07/15/2032                     | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4500000 | PA      | $4587898.50   | 0.10%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | 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        |     31206716 | PA      | $31982817.32  | 0.70%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC 5.50 02/01/2030                                | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      6571000 | PA      | $6806904.29   | 0.15%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC 4.50 06/30/2028                                | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      1598000 | PA      | $1610867.16   | 0.04%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 4.493 03/24/2031                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2125000 | PA      | $2143470.50   | 0.05%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 2.522 04/22/2031                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1863054.36   | 0.04%             | 2031-04-22      | Variable      | 2.52%                 | 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        |      8550000 | PA      | $8065762.71   | 0.18%             | 2031-05-13      | Variable      | 2.96%                 | 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        |      6400000 | PA      | $6766041.98   | 0.15%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 5.04 01/23/2028                               | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2625000 | PA      | $2652167.41   | 0.06%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                | Japan Tobacco, Inc. 4.85 05/15/2028                                | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      1825000 | PA      | $1857503.29   | 0.04%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                | Japan Tobacco, Inc. 5.25 06/15/2030                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      2575000 | PA      | $2671671.89   | 0.06%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                | Japan Tobacco, Inc. 5.85 06/15/2035                                | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      1725000 | PA      | $1839152.91   | 0.04%             | 2035-06-15      | Fixed         | 5.85%                 | 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        |      4200000 | PA      | $4205134.84   | 0.09%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                           | Lloyds Banking Group PLC 5.721 06/05/2030                          | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3144141.99   | 0.07%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                           | Lloyds Banking Group PLC 4.425 11/04/2031                          | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      4300000 | PA      | $4286585.68   | 0.09%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc. 4.45 03/01/2027                                         | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1460463.68   | 0.03%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc. 4.60 03/01/2028                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2225000 | PA      | $2255483.35   | 0.05%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc. 4.80 03/01/2030                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      7925000 | PA      | $8099053.84   | 0.18%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                 | Millicom International Cellular SA 5.125 01/15/2028                | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     41886000 | PA      | $41681847.64  | 0.91%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                  | Molex Electronic Technologies LLC 4.75 04/30/2028                  | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     11950000 | PA      | $12080325.51  | 0.26%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                  | Molex Electronic Technologies LLC 5.25 04/30/2032                  | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |      6150000 | PA      | $6313439.26   | 0.14%             | 2032-04-30      | Fixed         | 5.25%                 | 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        |     13325000 | PA      | $12251455.92  | 0.27%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                  | NatWest Group PLC 1.642 06/14/2027                                 | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      7135000 | PA      | $7057252.19   | 0.15%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                  | NatWest Group PLC 5.808 09/13/2029                                 | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      4469000 | PA      | $4655186.67   | 0.10%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                  | NatWest Group PLC 6.475 06/01/2034                                 | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      7700000 | PA      | $8084364.83   | 0.18%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.23867 06/25/2065                      | CUSIP: 63939QAA4<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |       752549 | PA      | $765874.51    | 0.02%             | 2065-06-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 4.98867 09/27/2066                      | CUSIP: 63940AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2535829 | PA      | $2543126.83   | 0.06%             | 2066-09-27      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.33867 06/25/2065                      | CUSIP: 63940HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9378876 | PA      | $9514475.37   | 0.21%             | 2065-06-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust (Private Loans)         | Navient Student Loan Trust (Private Loans) 3.16 11/15/2068         | CUSIP: 63941FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000000 | PA      | $1827499.00   | 0.04%             | 2068-11-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 4.53867 02/25/2070                      | CUSIP: 63942QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3849034 | PA      | $3843265.88   | 0.08%             | 2070-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| News Corp.                                         | News Corp. 3.875 05/15/2029                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     10497000 | PA      | $10184888.29  | 0.22%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 5.65 05/01/2079                               | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3029283.00   | 0.07%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 5.00 07/15/2032                               | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4609211.22   | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 4.685 09/01/2027                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     15300000 | PA      | $15481809.44  | 0.34%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 4.85 02/04/2028                               | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1629310.64   | 0.04%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 5.05 03/15/2030                               | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      7070000 | PA      | $7293669.77   | 0.16%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                       | Fibercop SpA 7.20 07/18/2036                                       | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      3940000 | PA      | $3921285.00   | 0.09%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                       | Fibercop SpA 7.721 06/04/2038                                      | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      2764000 | PA      | $2767864.07   | 0.06%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos 6.70 02/16/2032                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     35650000 | PA      | $35554822.34  | 0.78%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos 6.75 09/21/2047                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2311000 | PA      | $1900112.82   | 0.04%             | 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        |     55025000 | PA      | $49313192.60  | 1.08%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV 3.68 01/21/2030                                          | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $7680184.00   | 0.17%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV 4.193 01/19/2032                                         | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $1914086.54   | 0.04%             | 2032-01-19      | Fixed         | 4.19%                 | 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        |      1506495 | PA      | $1552551.83   | 0.03%             | 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        |      3763900 | PA      | $3887974.71   | 0.09%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US                      | SSC GOVERNMENT MM GVMXX                                            | CUSIP: N/A<br>LEI: 549300BZ5TGIFZUZDZ37       | Long             | STIV             | RF                | US        |     42165326 | NS      | $42165326.10  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 4.50412 12/15/2032                          | CUSIP: 78442GFK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1156754 | PA      | $1100654.62   | 0.02%             | 2032-12-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 4.84412 12/15/2032                          | CUSIP: 78442GFL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       415103 | PA      | $400187.82    | 0.01%             | 2032-12-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 5.06474 04/27/2043                          | CUSIP: 78444CAE3<br>LEI: 549300DP3T6QDZHB8271 | Long             | ABS-O            | CORP              | US        |      4778473 | PA      | $4615527.13   | 0.10%             | 2043-04-27      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 4.93867 09/25/2028                          | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       786087 | PA      | $777458.42    | 0.02%             | 2028-09-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 1.07 01/15/2053   | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2343983 | PA      | $2146669.17   | 0.05%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.77 10/16/2056   | CUSIP: 78449HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14331385 | PA      | $14623745.12  | 0.32%             | 2056-10-16      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 4.00 11/17/2042   | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $983815.50    | 0.02%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.88 01/15/2053   | CUSIP: 78450QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7000000 | PA      | $7155423.10   | 0.16%             | 2053-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.09 10/16/2056   | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16396498 | PA      | $16651046.77  | 0.36%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.71 10/16/2056   | CUSIP: 78450XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7500000 | PA      | $7491072.75   | 0.16%             | 2056-10-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp. 5.643 05/19/2029                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1972379.78   | 0.04%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp. 5.853 05/19/2034                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      3450000 | PA      | $3695621.44   | 0.08%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp. 6.136 08/24/2034                          | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      1625000 | PA      | $1771204.18   | 0.04%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp. 6.196 11/17/2029                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5499743.70   | 0.12%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 2.82 10/15/2035   | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |        43954 | PA      | $43828.42     | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.88 03/15/2056   | CUSIP: 831943AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $5137197.50   | 0.11%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 6.36 11/15/2052   | CUSIP: 83207DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9000000 | PA      | $9468347.40   | 0.21%             | 2052-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.86 04/15/2054   | CUSIP: 83207EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8000000 | PA      | $8024669.60   | 0.18%             | 2054-04-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.73 03/16/2054   | CUSIP: 83207VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5500000 | PA      | $5508442.50   | 0.12%             | 2054-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.02 03/17/2053   | CUSIP: 83208BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5290981 | PA      | $5329949.84   | 0.12%             | 2053-03-17      | Fixed         | 5.02%                 | 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        |      4425000 | PA      | $4495745.88   | 0.10%             | 2027-08-01      | Fixed         | 5.11%                 | 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        |     14226000 | PA      | $14024569.80  | 0.31%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                                | T-Mobile U.S., Inc. 8.75 03/15/2032                                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     30350000 | PA      | $36703959.76  | 0.80%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corporation                  | FIXED INC CLEARING CORP.REPO                                       | CUSIP: N/A<br>LEI: 549300H47WTHXPU08X20       | Long             | RA               | CORP              | US        |      4569915 | PA      | $4569914.52   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                     | Synopsys, Inc. 4.65 04/01/2028                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      1025000 | PA      | $1038812.85   | 0.02%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                     | Synopsys, Inc. 4.85 04/01/2030                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      8975000 | PA      | $9166641.74   | 0.20%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                     | Synopsys, Inc. 5.00 04/01/2032                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2399611.20   | 0.05%             | 2032-04-01      | Fixed         | 5.00%                 | 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        |     17225000 | PA      | $16468136.95  | 0.36%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                    | TC Energy Corp. 5.875 08/15/2076                                   | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     26645000 | PA      | $26677613.48  | 0.58%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                    | TC Energy Corp. 5.30 03/15/2077                                    | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     30142000 | PA      | $30139636.87  | 0.66%             | 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        |     23605000 | PA      | $23427492.76  | 0.51%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG 2.746 02/11/2033                                      | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      4100000 | PA      | $3676595.34   | 0.08%             | 2033-02-11      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG 5.959 01/12/2034                                      | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      7800000 | PA      | $8312461.09   | 0.18%             | 2034-01-12      | Variable      | 5.96%                 | 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        |      7180000 | PA      | $7172069.69   | 0.16%             | 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        |      1449000 | PA      | $1445963.33   | 0.03%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SPA                                      | UniCredit SPA 5.459 06/30/2035                                     | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     32200000 | PA      | $32821918.53  | 0.72%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.625 05/15/2054                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16100000 | PA      | $15505683.63  | 0.34%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.50 11/15/2054                            | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37000000 | PA      | $34898515.44  | 0.76%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation Indexed                    | U.S. Treasury Inflation Indexed 2.375 02/15/2055                   | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15474636 | PA      | $14679128.71  | 0.32%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.00 02/15/2034                            | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32160000 | PA      | $32059500.00  | 0.70%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.375 05/15/2034                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000000 | PA      | $40876562.40  | 0.89%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.25 11/15/2034                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54000000 | PA      | $54567421.74  | 1.19%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.00 06/30/2032                            | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     26625000 | PA      | $26777885.81  | 0.59%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 3.875 09/30/2032                           | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25587000 | PA      | $25508040.05  | 0.56%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.00 11/15/2035                            | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45299000 | PA      | $44647826.88  | 0.98%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                       | VMware, Inc. 1.40 08/15/2026                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      7350000 | PA      | $7241400.30   | 0.16%             | 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        |     21050000 | PA      | $22298525.60  | 0.49%             | 2079-04-04      | Variable      | 7.00%                 | 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        |      9600000 | PA      | $8966251.68   | 0.20%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 3.35 03/02/2033                                  | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      9375000 | PA      | $8750032.78   | 0.19%             | 2033-03-02      | Variable      | 3.35%                 | 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        |      2800000 | PA      | $2843553.55   | 0.06%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 5.389 04/24/2034                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7800000 | PA      | $8115370.69   | 0.18%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 4.90 01/24/2028                                  | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2575000 | PA      | $2596677.28   | 0.06%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Hungary Government                                 | Hungary Government 6.75 10/22/2028                                 | CUSIP: EI5857269<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   5850000000 | PA      | $18099974.45  | 0.40%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC 4.875 06/07/2032                               | CUSIP: EK0947458<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     34797000 | PA      | $46289310.25  | 1.01%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government                                  | Mexico Government 7.75 11/23/2034                                  | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    423344200 | PA      | $21803960.11  | 0.48%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| South Africa Government                            | South Africa Government 8.25 03/31/2032                            | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    565673000 | PA      | $34915010.67  | 0.76%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government                             | New Zealand Government 2.75 04/15/2037                             | CUSIP: QZ2927965<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    187200000 | PA      | $90115441.43  | 1.97%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government                                  | Mexico Government 8.00 11/07/2047                                  | CUSIP: AM7523740<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1868087000 | PA      | $89256330.64  | 1.95%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government                                | Colombia Government 7.25 10/18/2034                                | CUSIP: AW6274582<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 419000000000 | PA      | $78396045.54  | 1.72%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 1.09 03/11/2027                               | CUSIP: AX4522592<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      9550000 | PA      | $11195393.24  | 0.24%             | 2027-03-11      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                           | Bayer AG 3.125 11/12/2079                                          | CUSIP: ZQ5133157<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     33400000 | PA      | $38696173.40  | 0.85%             | 2079-11-12      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV 2.031 08/03/2032                                         | CUSIP: BK6874741<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     32475000 | PA      | $34155017.62  | 0.75%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Malaysia Government                                | Malaysia Government 2.632 04/15/2031                               | CUSIP: ZO9018995<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    190575000 | PA      | $45328856.42  | 0.99%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Chile Government                                   | Chile Government 5.00 10/01/2028                                   | CUSIP: BQ3398386<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  17780000000 | PA      | $19898211.15  | 0.44%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New South Wales Australia                 | State of New South Wales Australia 1.75 03/20/2034                 | CUSIP: BR0514587<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              |  | AU        |    109950000 | PA      | $56816569.17  | 1.24%             | 2034-03-20      | Fixed         | 1.75%                 | 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        |     61750000 | PA      | $72207570.58  | 1.58%             | N/A             | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Brazil Government                                  | Brazil Government 10.00 01/01/2033                                 | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1061468000 | PA      | $163031867.23 | 3.57%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bayer AG                                           | Bayer AG 5.375 03/25/2082                                          | CUSIP: BV4443529<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     16200000 | PA      | $19536957.18  | 0.43%             | 2082-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| South Korea Government                             | South Korea Government 3.375 06/10/2032                            | CUSIP: BV6632293<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  68716850000 | PA      | $47763669.27  | 1.05%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State of Queensland Australia                      | State of Queensland Australia 4.50 08/22/2035                      | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              |  | AU        |     71850000 | PA      | $44811790.27  | 0.98%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government                                 | Hungary Government 9.50 10/21/2026                                 | CUSIP: ZM3341793<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   5530000000 | PA      | $17323392.06  | 0.38%             | 2026-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Norway Government                                  | Norway Government 3.00 08/15/2033                                  | CUSIP: ZM8878765<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   1057750000 | PA      | $97619808.36  | 2.14%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government                                   | Japan Government 0.20 12/20/2027                                   | CUSIP: ZL1135330<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26847850000 | PA      | $168299434.51 | 3.68%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kommuninvest Cooperative Society                   | Kommuninvest Cooperative Society 3.25 11/12/2029                   | CUSIP: ZM9734926<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              |  | SE        |    432900000 | PA      | $48022154.91  | 1.05%             | 2029-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government                                   | Chile Government 6.00 04/01/2033                                   | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  12280000000 | PA      | $14206071.32  | 0.31%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                           | Bayer AG 7.00 09/25/2083                                           | CUSIP: ZH0180542<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      7900000 | PA      | $10187341.24  | 0.22%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Chile Government                                   | Chile Government 5.80 10/01/2034                                   | CUSIP: ZH7377901<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  29700000000 | PA      | $34111246.21  | 0.75%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United Kingdom Government                          | United Kingdom Government 4.375 07/31/2054                         | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     18300000 | PA      | $21639991.06  | 0.47%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International                  | Romanian Government International 5.375 03/22/2031                 | CUSIP: ZD0699094<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     15325000 | PA      | $18692663.88  | 0.41%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peru Government                                    | Peru Government 7.60 08/12/2039                                    | CUSIP: YX8593908<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    232311000 | PA      | $75383667.78  | 1.65%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| South Korea Government                             | South Korea Government 2.875 12/10/2027                            | CUSIP: YU3371991<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  49050000000 | PA      | $34059555.93  | 0.75%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Norway Government                                  | Norway Government 3.75 06/12/2035                                  | CUSIP: YR2442626<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    487700000 | PA      | $46810151.91  | 1.02%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc. 5.742 06/15/2056                      | CUSIP: 92343VHE7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     12800000 | PA      | $17241804.47  | 0.38%             | 2056-06-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc. 3.9962 06/15/2056                     | CUSIP: 92343VHD9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     14775000 | PA      | $17275477.04  | 0.38%             | 2056-06-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US 10YR NOTE (CBT)Mar26                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3453 | NC      | $-2819447.86  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | US 10yr Ultra Fut Mar26                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1619 | NC      | $-554068.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LONG GILT FUTURE  Mar26                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          654 | NC      | $562902.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corporation                  | FIXED INC CLEARING CORP.REPO                                       | CUSIP: N/A<br>LEI: 549300H47WTHXPU08X20       | Long             | RA               | CORP              | US        |     64000000 | PA      | $64000000.00  | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Shelly Chu

**Name of Signer:** Shelly Chu

**Title:** Treasurer