# EDGAR Filing Document

**Accession Number:** 0001553197
**File Stem:** 0001145549-25-048189
**Filing Date:** 2025-7
**Character Count:** 136336
**Document Hash:** 0c707a3dd5525c33c729ebbc44f87a16
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-048189.hdr.sgml**: 20250725

**ACCESSION NUMBER**: 0001145549-25-048189

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250725

**DATE AS OF CHANGE**: 20250725

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22746
- **FILM NUMBER:** 251150867

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

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

  - **Telephone number:** 9499755000

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-05-31

**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:** $13800807099.94

**Total Liabilities:** $399910530.48

**Net Assets:** $13400896569.46

**Cash Not Reported:** $5135767.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1468.391485000000 | **1-Year:** -41860.903640000000 | **5-Year:** -151504.656600000000 | **10-Year:** -274960.045800000000 | **30-Year:** -226551.634700000000

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

- **3-Month:** -3.832693200000 | **1-Year:** 2293.597899000000 | **5-Year:** -1221046.950000000000 | **10-Year:** -21415.838170000000 | **30-Year:** -1625.333313000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120322 | 0.85%                | 0.53%                | -1.05%               |
| Class ID C000120323 | 0.95%                | 0.52%                | -1.04%               |
| Class ID C000120324 | 0.75%                | 0.53%                | -1.06%               |
| Class ID C000120325 | 0.76%                | 0.54%                | -1.07%               |
| Class ID C000120326 | 0.86%                | 0.43%                | -1.06%               |
| Class ID C000120327 | 0.96%                | 0.53%                | -1.05%               |
| Class ID C000120328 | 0.85%                | 0.52%                | -0.94%               |
| Class ID C000120329 | 0.95%                | 0.52%                | -0.94%               |
| Class ID C000120331 | 0.86%                | 0.42%                | -1.06%               |
| Class ID C000120332 | 0.95%                | 0.52%                | -1.04%               |
| Class ID C000120333 | 0.95%                | 0.52%                | -1.04%               |
| Class ID C000120334 | 0.85%                | 0.53%                | -1.05%               |
| Class ID C000120336 | 0.85%                | 0.42%                | -1.05%               |
| Class ID C000120337 | 0.85%                | 0.53%                | -1.05%               |
| Class ID C000148371 | 0.74%                | 0.53%                | -1.05%               |
| Class ID C000164814 | 0.96%                | 0.53%                | -1.05%               |
| Class ID C000179978 | 0.95%                | 0.53%                | -1.05%               |
| Class ID C000189425 | 0.85%                | 0.53%                | -0.94%               |
| Class ID C000189426 | 0.96%                | 0.53%                | -1.05%               |
| Class ID C000224603 | 0.85%                | 0.53%                | -0.94%               |
| Class ID C000224604 | 0.96%                | 0.53%                | -1.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-22068734.46            | $-17307320.63                              |
| Month 2  | $119029.87               | $-70852747.87                              |
| Month 3  | $-250534.71              | $-125641205.66                             |

**Designated Index Information**

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

- **Index Identifier:** LBUTTRUU

### Schedule of Portfolio Investments

| Name                                                              | Title                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                                          | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        600 | PA      | $337.32        | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                    | EUROPEAN UNION 3.75% 10-12-45                                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |   22120000 | PA      | $25423902.21   | 0.19%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                   | ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26                                                        | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2327513 | PA      | $2233194.80    | 0.02%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 2.99% 02-02-28/02-02-38 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2595897.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1211109.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.535% 01-23-25/01-23-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1896354.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.53% 01-23-25/01-23-27 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1078761.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.5485% 01-29-25/01-29-30 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $311857.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.529% 01-29-25/01-29-30 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $434225.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $361168.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $79040.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $21445.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.616% 02-20-26/02-20-28 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1216832.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6762839.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 4.28066% 06-03-24/03-31-26 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $716253.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX MXN 8.82% 11-22-24/03-22-30 CME                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1663803.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.71306% 04-09-27/04-09-28 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $436992.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.715% 04-09-27/04-09-28 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $433555.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.73% 04-19-27/04-19-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $169678.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.73% 04-21-27/04-21-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $126022.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.0897% 06-04-20/06-04-50 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $11743185.87   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR -0.452% 12-03-20/12-03-25 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4592682.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR -0.445% 12-03-20/12-03-25 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4580322.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3771112.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3542438.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-942701.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-743256.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3389179.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3348561.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-710484.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3382146.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-739663.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1388600.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3926562.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-999408.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7035775.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-920066.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3431074.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1224951.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1136214.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.1135% 05-10-23/05-10-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3329592.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.1605% 05-19-23/05-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3785893.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1100968.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3               | RPM 22-3 A 144A 5.38% 11-25-30                                                                     | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1331982 | PA      | $1332401.37    | 0.01%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                    | RACEP 15-9A A1A2 CLO 144A FRN (TSFR3M+120.16) 10-15-30                                             | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |     907657 | PA      | $907620.25     | 0.01%             | 2030-10-15      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22469000 | PA      | $21365749.63   | 0.16%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 3.625% 02-01-31                                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3403000 | PA      | $3173634.40    | 0.02%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7549000 | PA      | $6479246.31    | 0.05%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                        | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29                                               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   21170000 | PA      | $21739134.28   | 0.16%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                      | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $33295675.00   | 0.25%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD     | CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING PRP REG S SUB (H) 5.3% 12-31-79/07-05-27 | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | CN        |   10424000 | PA      | $10543042.08   | 0.08%             | 2079-12-31      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2886000 | PA      | $2233585.07    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    3878000 | PA      | $2561884.36    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     232000 | PA      | $191405.80     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4662067.80    | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   28099000 | PA      | $27388882.07   | 0.20%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34150095.00   | 0.25%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEB HANA BANK                                                     | KEB HANA BANK 144A LIFE SR UNSEC 5.375% 04-23-27                                                   | CUSIP: 48723RAE5<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    7590000 | PA      | $7720411.38    | 0.06%             | 2027-04-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KOOKMIN BANK                                                      | KOOKMIN BANK 144A LIFE SR UNSEC 5.375% 05-08-27                                                    | CUSIP: 50050GAW8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |   16990000 | PA      | $17286509.48   | 0.13%             | 2027-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                            | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.5% 07-02-34                                            | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   11000000 | PA      | $10608741.00   | 0.08%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7651466.90    | 0.06%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                     | M&T BANK CORP SR UNSEC 5.385% 01-16-36/35                                                          | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24355050.00   | 0.18%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   37371000 | PA      | $37936385.86   | 0.28%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4780089.51    | 0.04%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | PETROLEOS MEXICANOS MXN SR UNSEC 7.47% 11-12-26                                                    | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |        300 | PA      | $1480.44       | 0.00%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                             | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   30054000 | PA      | $27565709.12   | 0.21%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-945964.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1907315.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.175% 02-01-28/02-01-38 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7189730.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 0.702% 03-03-22/03-03-52 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11629280.03  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 0.672% 03-03-22/03-03-52 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11809753.56  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 0.649% 03-03-22/03-03-52 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-14044468.71  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.87% 07-27-22/07-27-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $15333.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.98975% 03-06-25/03-06-26 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3584992.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.965% 03-07-25/03-07-26 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1273964.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9425% 03-07-25/03-07-26 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $5500254.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9% 03-10-25/03-10-26 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1470223.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.92562% 03-11-25/03-11-26 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2476235.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9875% 03-14-25/03-14-26 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $466712.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9875% 03-17-25/03-17-26 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1677724.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRU5C C @ 98 09-12-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |      12294 | NC      | $230512.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRU5C C @ 97 09-12-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       9280 | NC      | $522000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRZ5P P @ 95.6875 12-12-25                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |      37915 | NC      | $2843625.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 20YR FUT OPT 1CM5P P @ 112.5 06-06-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       1511 | NC      | $944375.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BUND 10YR FUT RXM5 06-06-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        347 | NC      | $708933.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BOBL 5YR FUT OEM5 06-06-25                                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |       1031 | NC      | $-65625.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BUXL 30YR FUT UBM5 06-06-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        407 | NC      | $740435.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | ITA GB 10YR FUT IKM5 06-06-25                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |       2220 | NC      | $-3840815.68   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | JPN GB 10YR FUT JBM5 06-13-25                                                                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |         49 | NC      | $1212689.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                         | AESOP 2025-1A A 144A 4.8% 08-20-29                                                                 | CUSIP: 05377RKL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1881000 | PA      | $1898252.53    | 0.01%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| CLICKLEASE EQUIPMENT RECEIVABLES LLC CLICK_24-1                   | CLICK 24-1 A 144A 6.86% 02-15-30/07-15-25                                                          | CUSIP: 18682FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54876 | PA      | $54911.75      | 0.00%             | 2030-02-15      | Fixed         | 6.86%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                     | CLAST 25-1 A 144A 5.783% 02-15-50/02-17-32                                                         | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19372714 | PA      | $19498404.09   | 0.15%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-2A                                                      | EART 25-2 B 4.92% 09-17-29                                                                         | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4440000 | PA      | $4460979.00    | 0.03%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1                       | FNMNT 25-1 A 4.85% 02-15-30/28                                                                     | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7826000 | PA      | $7935000.53    | 0.06%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1                                                      | FORDF 25-1 A1 4.63% 04-15-30/04-17-28                                                              | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    7790000 | PA      | $7834418.58    | 0.06%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GMREV 2024-2                                                      | GMREV 24-2 A 144A 4.52% 03-11-37/09-11-29                                                          | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9442000 | PA      | $9434521.94    | 0.07%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                            | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                                         | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8811000 | PA      | $8430567.45    | 0.06%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                            | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                                         | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5925000 | PA      | $5643035.18    | 0.04%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                            | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                                                         | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     826000 | PA      | $783184.29     | 0.01%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_21-A                        | HERTZ 21-A B 144A 9.44% 06-25-25                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   17780000 | PA      | $17780000.00   | 0.13%             | 2025-06-25      | Fixed         | 9.44%                 | Yes           |                  3 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                               | NSLT 21-A APT1 144A 1.36% 04-20-62                                                                 | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5106387 | PA      | $4760429.46    | 0.04%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                   | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                                                          | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4099005 | PA      | $3672577.51    | 0.03%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                        | NBCLO 2017-1A A1R 144A FRN (TSFR3M+123.16) 07-25-30                                                | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1014252 | PA      | $1014906.01    | 0.01%             | 2030-07-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   19784000 | PA      | $21115482.98   | 0.16%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 5.93% 05-01-60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5028000 | PA      | $4659110.72    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   26073000 | PA      | $24432434.69   | 0.18%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                      | QATARENERGY 144A LIFE SR UNSEC 2.25% 07-12-31                                                      | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   17300000 | PA      | $15085755.70   | 0.11%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                      | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                                     | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   13495000 | PA      | $9800203.95    | 0.07%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                      | QATARENERGY 144A LIFE SR UNSEC 3.3% 07-12-51                                                       | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   12200000 | PA      | $8019523.60    | 0.06%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| SMRC AUTOMOTIVE HOLDINGS NETHERLANDS BV                           | MOTHERSON GLOBAL INVESTMENTS BV 144A LIFE SR SEC 1ST LIEN 5.625% 07-11-29                          | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |   14490000 | PA      | $14671950.93   | 0.11%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                        | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   24750000 | PA      | $22252254.75   | 0.17%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                        | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23346675.00   | 0.17%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                        | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $2381091.50    | 0.02%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $4215588.00    | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                       | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $123574.80     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                        | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $49832850.00   | 0.37%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                       | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    3442000 | PA      | $2204070.93    | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                              | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30                                              | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    5490000 | PA      | $5210718.21    | 0.04%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                              | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50                                             | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    5775000 | PA      | $4776681.53    | 0.04%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                            | COLOMBIA GOVERNMENT INTERNATIONAL BOND 5.0% 06-15-45                                               | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     600000 | PA      | $398250.00     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                             | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 2.125% 09-22-31                                    | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   13860000 | PA      | $11396454.30   | 0.09%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                             | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.125% 09-21-51                                    | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   17300000 | PA      | $10129444.10   | 0.08%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPANESE GOVERNMENT CPI LINKED BOND JPY I/L 0.1% 03-10-29                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  116498550 | PA      | $840666.29     | 0.01%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | MEXICAN BONOS MXN 7.5% 06-03-27                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     939000 | PA      | $4784053.95    | 0.04%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | MEXICAN BONOS MXN 8.0% 11-07-47                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    4185438 | PA      | $17721152.26   | 0.13%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | MEXICAN BONOS MXN 5.75% 03-05-26                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    3441000 | PA      | $17413613.73   | 0.13%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.25% 10-31-30                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   20861000 | PA      | $22217459.68   | 0.17%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-26                                 | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  254849390 | PA      | $252706561.00  | 1.89%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.375% 02-15-44                                 | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89338032 | PA      | $74233660.20   | 0.55%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 01-15-27                                 | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  396679388 | PA      | $391259923.60  | 2.92%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.875% 02-15-47                                 | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  211859505 | PA      | $151722074.40  | 1.13%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-27                                 | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  108315783 | PA      | $106780853.26  | 0.80%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.5% 01-15-28                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  621599628 | PA      | $608682195.00  | 4.54%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-48                                   | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  337865895 | PA      | $245486603.50  | 1.83%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.875% 01-15-29                                 | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   86638860 | PA      | $85000816.80   | 0.63%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-49                                   | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59229066 | PA      | $42413689.00   | 0.32%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 07-15-29                                  | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  275327070 | PA      | $263141642.40  | 1.96%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-30                                 | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  612295944 | PA      | $574768922.32  | 4.29%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 02-15-50                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  280112251 | PA      | $159806198.74  | 1.19%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-30                                 | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  840774560 | PA      | $785171582.00  | 5.86%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-25                                 | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61878528 | PA      | $61718992.40   | 0.46%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-31                                 | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1360087758 | PA      | $1251334316.22 | 9.34%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51                                 | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  490160822 | PA      | $262044478.01  | 1.96%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-26                                 | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  211200132 | PA      | $208989195.65  | 1.56%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-31                                 | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  238662000 | PA      | $217919000.00  | 1.63%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26                                 | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  337262052 | PA      | $333336010.89  | 2.49%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-32                                 | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  288163016 | PA      | $258997805.98  | 1.93%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-27                                 | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  666243433 | PA      | $651903645.58  | 4.86%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 07-15-32                                 | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  363260700 | PA      | $336002040.00  | 2.51%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.625% 10-15-27                                 | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  626544998 | PA      | $633838286.34  | 4.73%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.125% 01-15-33                                 | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  193267800 | PA      | $183091140.00  | 1.37%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  386269640 | PA      | $301094018.00  | 2.25%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.125% 07-31-28                                                        | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1732000 | PA      | $1744854.73    | 0.01%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28                                 | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   83536000 | PA      | $86541360.00   | 0.65%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.75% 01-15-34                                  | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  667981740 | PA      | $656448852.00  | 4.90%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  521007683 | PA      | $469171385.47  | 3.50%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 04-15-29                                 | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  361910500 | PA      | $370873300.00  | 2.77%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-34                                 | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  193663200 | PA      | $192112420.00  | 1.43%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4468359.50    | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.5% 01-15-29                                   | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2979340 | PA      | $3093788.00    | 0.02%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.625% 10-15-29                                 | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  306967900 | PA      | $309821800.00  | 2.31%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45610650 | PA      | $43358625.00   | 0.32%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 01-15-27                                 | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  241383112 | PA      | $245829482.80  | 1.83%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.75% 02-15-45                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  152119520 | PA      | $109971680.00  | 0.82%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-25                                 | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  285026750 | PA      | $284887056.74  | 2.13%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 01-15-26                                 | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  145830236 | PA      | $145195899.68  | 1.08%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-46                                   | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  130723318 | PA      | $98027961.68   | 0.73%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT) | UNITED KINGDOM INFLATION-LINKED GILT GBP REG S I/L 0.125% 08-10-41                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   11355133 | PA      | $11359024.23   | 0.08%             | 2041-08-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.625% 05-15-53                                                        | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3278000 | PA      | $2616768.07    | 0.02%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.0% 01-15-26                                   | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  167588720 | PA      | $168273352.00  | 1.26%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-40                                 | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66588750 | PA      | $65104155.00   | 0.49%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.75% 01-15-28                                  | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93126870 | PA      | $94221088.00   | 0.70%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-41                                 | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63530880 | PA      | $61437747.00   | 0.46%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.75% 02-15-42                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70771500 | PA      | $54295000.00   | 0.41%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 02-15-43                                 | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  189330071 | PA      | $138965993.80  | 1.04%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ALA 2025-OANA                                                     | ALA 2025-OANA A 144A FRN 06-15-40                                                                  | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7100000 | PA      | $7142252.10    | 0.05%             | 2030-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                     | IRV 2025-200P A 144A FRN 03-14-47                                                                  | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28510787 | PA      | $28358254.29   | 0.21%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                   | BANK 2025-BNK49 A5 FRN 03-15-58/03-16-35                                                           | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9806109 | PA      | $10111265.31   | 0.08%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                      | BMO 25-5C9 5.7785% 04-15-58/03-15-30                                                               | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4599000 | PA      | $4775247.48    | 0.04%             | 2058-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                    | BMARK 25-V14 A4 5.6599% 04-15-58/03-15-30                                                          | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5241000 | PA      | $5422658.30    | 0.04%             | 2058-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                        | FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25                                                        | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5835419 | PA      | $5742653.01    | 0.04%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FASST 2025-PC1                                                    | FASST 25-PC1 A1 144A 4.5% 05-25-75                                                                 | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-CBDO         | CORP              | US        |   13479000 | PA      | $12719346.47   | 0.09%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                             | HGMT 25-HGLR A 144A FRN 02-05-45/02-07-35                                                          | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16143000 | PA      | $16333019.25   | 0.12%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                      | MCAS 25-01 M1 144A (SOFR30A+240) FRN 05-25-55                                                      | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3606000 | PA      | $3610507.50    | 0.03%             | 2055-05-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM8                                                     | OBX 25-NQM8 A1 144A 5.472% 03-25-65                                                                | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-CBDO         | CORP              | US        |    5538000 | PA      | $5588118.90    | 0.04%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR3                                                    | PROG 24-SFR3 A 144A 3.0% 06-17-41/06-18-29                                                         | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22462189 | PA      | $20973305.59   | 0.16%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                     | SDR 2024-DSNY A 144A FRN 05-15-39                                                                  | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3539000 | PA      | $3518533.96    | 0.03%             | 2039-05-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                   | STACR_25-DNA2 A1 144A FRN (SOFR30A+110) 05-25-45                                                   | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |    1917833 | PA      | $1921099.07    | 0.01%             | 2045-05-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                               | TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30                                                          | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12996590 | PA      | $11755142.93   | 0.09%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                            | UNITED STATES OF AMERICA 4.425% 05-01-31                                                           | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |   23650000 | PA      | $20822335.05   | 0.16%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                        | FLORIDA HURRICANE CATASTROPHE FUND 2.154% 07-01-30                                                 | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   15236000 | PA      | $13483433.39   | 0.10%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                | UNITED STATES OF AMERICA 4.95% 03-01-34                                                            | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   14460000 | PA      | $13935217.68   | 0.10%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                          | UNIVERSITY OF CALIFORNIA 1.316% 05-15-27                                                           | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7840000 | PA      | $7431081.28    | 0.06%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                   | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |    2115302 | NS      | $211530201.00  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                             | CDX NA IG S44 1.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $-6135241.87   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.93% 03-21-25/03-21-26 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1546062.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 4.061% 08-24-23/08-24-33 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2994614.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.9519% 08-25-23/08-25-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1912932.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.184% 01-10-24/01-10-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-52528.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2035% 01-10-24/01-10-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-40681.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2045% 01-10-24/01-10-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-10540.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6230183.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3282111.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $4004504.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.568% 03-01-24/03-01-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1991455.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.56% 03-01-24/03-01-26 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1984778.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.9005% 04-17-24/04-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2557673.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $5853448.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.47875% 08-05-24/08-05-54 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7660975.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.616% 08-05-24/08-05-44 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6678865.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.561% 08-09-24/08-09-44 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6389236.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.415% 08-09-24/08-09-54 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7309256.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 4.186% 02-18-25/02-18-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6888249.60   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRM5C C @ 98 06-13-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |        588 | NC      | $3675.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.2862% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-98715.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 3.945% 05-14-25/05-14-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-80389.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.2892% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-101958.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.2967% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-110068.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 3.95% 05-14-25/05-14-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-34717.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3262% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-139294.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 4.045% 05-16-25/05-16-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $65981.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3207% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-133268.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3102% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-121769.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 4.0315% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $102338.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3267% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-138098.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3327% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-144661.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 4.0485% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $137782.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 2.045% 11-02-17/11-02-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1203090.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.6193% 04-06-20/04-06-50 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $16179945.48   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.60602% 04-06-20/04-06-50 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7435335.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.616917% 04-06-20/04-06-50 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6679563.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.1275% 06-25-20/06-25-25 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $448192.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.126% 06-25-20/06-25-25 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $448355.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.106% 06-30-20/06-30-25 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $599434.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $17004476.58   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX JPY -0.01246731% 10-01-21/10-01-26 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $213835.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 2.5895% 07-27-22/07-27-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-22009.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.232% 04-07-23/03-30-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $962020.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1224697.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6107679.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6073245.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.27% 02-16-23/02-16-26 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $112620.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.265% 02-16-23/02-16-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $51637.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.3035% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $50670.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2515% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $23861.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.4815% 02-17-23/02-17-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $4803178.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2675% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $31153.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.501% 02-17-23/02-17-33 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $4432331.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.3005% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $34076.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.288% 02-17-23/02-17-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $30115.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.916% 03-30-23/07-11-25 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $167779.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.45% 03-31-23/02-01-28 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-740701.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.47% 04-03-23/02-02-28 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-169616.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.055% 04-06-23/04-06-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1654150.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 2.92% 04-07-23/10-19-50 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3748281.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.0175% 12-03-20/12-03-50 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $28695929.82   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.071% 01-14-21/01-14-51 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $28362679.83   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.068% 01-15-21/01-15-51 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $30673109.47   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRH6 06-16-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        825 | NC      | $339459.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRH5 06-17-25                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3101 | NC      | $-5621738.57   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRM5 09-16-25                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      28650 | NC      | $-7440735.57   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRM6 09-15-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3920 | NC      | $-765631.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRZ5 03-17-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       4601 | NC      | $665164.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 5YR FUT FVU5 09-30-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       1892 | NC      | $771375.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT TYU5 09-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      10027 | NC      | $6650156.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 2YR FUT TUU5 09-30-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      13591 | NC      | $3221754.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 30YR FUT ULTRA WNU5 09-19-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       1815 | NC      | $-2555515.39   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT ULTRA UXYU5 09-19-25                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3401 | NC      | $-2496483.51   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 20YR FUT USU5 09-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3117 | NC      | $4374483.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | EUR FWD PUR FROM USD 6/12/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-90138.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | EUR FWD SALE TO USD 7/1/2025                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-306865.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | GBP FWD SALE TO USD 6/13/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-161457.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD SALE TO USD 6/13/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-33015.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | MXN FWD SALE TO USD 6/26/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $133752.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                     | SPSS 21-1 A 144A 1.95% 09-15-75                                                                    | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7294589 | PA      | $7025389.41    | 0.05%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                     | SYNIT 25-A1 A 4.78% 02-18-31/02-15-28                                                              | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5677000 | PA      | $5741564.52    | 0.04%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                 | SORT 20-1 A1 144A 1.69% 07-15-60/25                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4672653 | PA      | $4638458.66    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                 | SORT 20-1 A2 144A 1.99% 07-15-60/27                                                                | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     743133 | PA      | $683134.40     | 0.01%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                        | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                                         | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14699987 | PA      | $13944377.87   | 0.10%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                        | SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30                                                         | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2016416 | PA      | $1927042.15    | 0.01%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                         | SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30                                                         | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12296068 | PA      | $11680268.38   | 0.09%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                             | TCF 20-1 A 144A 2.11% 09-20-45/05-20-30                                                            | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2087533 | PA      | $1926655.48    | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                             | TCF 20-1 B 144A 3.74% 09-20-45/05-20-30                                                            | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3743683 | PA      | $3517677.15    | 0.03%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                      | TMCL 20-2A B 144A 3.34% 09-20-45/06-20-30                                                          | CUSIP: 88315LAH1<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |    4073928 | PA      | $3825943.79    | 0.03%             | 2045-09-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                   | TAL 20-1A A 144A 2.05% 09-20-45/05-21-29                                                           | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5311650 | PA      | $4982338.32    | 0.04%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| WEF 2024-1A                                                       | WEF 24-1 A2 144A 4.99% 09-20-32                                                                    | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1204000 | PA      | $1203259.54    | 0.01%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-P1                                                     | WLAKE 25-P1 A2 144A 4.65% 02-15-28/11-16-26                                                        | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2509000 | PA      | $2511318.32    | 0.02%             | 2028-02-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                        | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9471830.00    | 0.07%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | AMGEN INC SR UNSEC 4.875% 03-01-53                                                                 | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $9026133.20    | 0.07%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   43200000 | PA      | $41151024.00   | 0.31%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                           | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $26607896.00   | 0.20%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   11615000 | PA      | $12418827.69   | 0.09%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6611000 | PA      | $7058948.14    | 0.05%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 6.388% 05-01-31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1246000 | PA      | $1330151.10    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-25

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst