# EDGAR Filing Document

**Accession Number:** 0000029440
**File Stem:** 0001145549-23-011238
**Filing Date:** 2023-2
**Character Count:** 99534
**Document Hash:** b127aafc9fd69f80469bd9076ec79d7d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011238.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011238

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00173
- **FILM NUMBER:** 23673865

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

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

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

## Series and Classes Contracts Data

### Dodge & Cox Global Bond Fund (Series ID: S000045260)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94104

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1587928335.48

**Total Liabilities:** $27183538.54

**Net Assets:** $1560744796.94

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

**Delayed Delivery Securities:** $12235918.36

**Cash Not Reported:** $52237.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 775.920000000000 | **1-Year:** 55708.280000000000 | **5-Year:** 189547.470000000000 | **10-Year:** 295470.940000000000 | **30-Year:** 128729.170000000000

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

- **3-Month:** 212.640000000000 | **1-Year:** 11545.660000000000 | **5-Year:** 50482.910000000000 | **10-Year:** 93143.890000000000 | **30-Year:** 185698.440000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000140963 | -0.10%               | 5.21%                | 0.86%                |
| Class ID C000235739 | 0.00%                | 5.21%                | 0.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-26557232.26            | $22597146.86                               |
| Month 2  | $-8805049.69             | $87955128.86                               |
| Month 3  | $-11121247.45            | $14359663.32                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                             | Title                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                              | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-48148.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | BOUGHT GBP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-106620.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $721679.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $280211.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $540554.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $90269.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3492106.31  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-44021.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-59897.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-183512.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-55159.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-57495.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-56369.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-32998.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-345608.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD GBP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-488575.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD GBP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-124846.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD GBP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4432.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD GBP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $175632.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |            1 | NC      | $-50503.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                       | AT&T, Inc. 5.25 03/01/2037                                             | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6675000 | PA      | $6431405.35   | 0.41%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS TBA                                         | UMBS TBA 3.50 01/01/2052                                               | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13242000 | PA      | $12027744.62  | 0.77%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                               | Altria Group, Inc. 5.95 02/14/2049                                     | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     20175000 | PA      | $17940236.43  | 1.15%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA 4.375 05/12/2026                                        | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      5675000 | PA      | $5406861.41   | 0.35%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA 4.375 09/28/2025                                        | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3290000 | PA      | $3194572.53   | 0.20%             | 2025-09-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA 4.625 03/13/2027                                        | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      7675000 | PA      | $7278009.40   | 0.47%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                            | Bank of America Corp. 4.183 11/25/2027                                 | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9050000 | PA      | $8583930.61   | 0.55%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                            | Bank of America Corp. 3.846 03/08/2037                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     12350000 | PA      | $10226547.79  | 0.66%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC 4.836 05/09/2028                                          | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      9025000 | PA      | $8321017.15   | 0.53%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC 3.564 09/23/2035                                          | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5900000 | PA      | $4489573.26   | 0.29%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC 5.501 08/09/2028                                          | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1275000 | PA      | $1234884.50   | 0.08%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC 5.746 08/09/2033                                          | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1889323.32   | 0.12%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA 2.588 08/12/2035                                        | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10025000 | PA      | $7337150.13   | 0.47%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                          | Boston Properties, Inc. 3.25 01/30/2031                                | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      6075000 | PA      | $5022072.98   | 0.32%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                          | Boston Properties, Inc. 6.75 12/01/2027                                | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      1850000 | PA      | $1907546.73   | 0.12%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 4.50 06/01/2033                           | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8400000 | PA      | $6444732.00   | 0.41%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 4.50 05/01/2032                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20175000 | PA      | $16059300.00  | 1.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                 | CVS Health Corp. 4.78 03/25/2038                                       | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2925000 | PA      | $2664482.18   | 0.17%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                 | CVS Health Corp. 5.05 03/25/2048                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3675000 | PA      | $3298477.47   | 0.21%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                      | Capital One Financial Corp. 4.927 05/10/2028                           | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4259671.59   | 0.27%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                      | Capital One Financial Corp. 5.268 05/10/2033                           | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      8700000 | PA      | $8081613.05   | 0.52%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                  | Cemex SAB de CV 5.45 11/19/2029                                        | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      8275000 | PA      | $7943958.46   | 0.51%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                  | Cemex SAB de CV 5.20 09/17/2030                                        | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     11345000 | PA      | $10583602.56  | 0.68%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 5.75 04/01/2048                           | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4250000 | PA      | $3479433.10   | 0.22%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. 5.25 04/01/2053                           | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9725000 | PA      | $7506172.40   | 0.48%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority RB                     | Chicago Transit Authority RB 6.899 12/01/2040                          | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2300000 | PA      | $2549272.16   | 0.16%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority RB                     | Chicago Transit Authority RB 6.899 12/01/2040                          | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       340000 | PA      | $376848.93    | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                  | Citigroup, Inc. 6.625 06/15/2032                                       | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      8884000 | PA      | $9355357.14   | 0.60%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                  | Citigroup, Inc. 7.875% 10/30/40                                        | CUSIP: 173080201<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       166490 | NS      | $4768273.60   | 0.31%             | 2040-10-30      | Variable      | 10.78%                | No            |                  2 | On Loan: No      |
| Colombia Government International                | Colombia Government International 5.00 06/15/2045                      | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2100000 | PA      | $1428642.37   | 0.09%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International                | Colombia Government International 5.20 05/15/2049                      | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3450000 | PA      | $2349746.18   | 0.15%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy                                  | Dominion Energy 5.75 10/01/2054                                        | CUSIP: 25746UBY4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     13394000 | PA      | $12546865.26  | 0.80%             | 2054-10-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                       | Elanco Animal Health, Inc. 6.40 08/28/2028                             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     22107000 | PA      | $21035031.57  | 1.35%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Enel SPA                                         | Enel SPA 8.75 09/24/2073                                               | CUSIP: 29265WAA6<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     32983000 | PA      | $33010325.43  | 2.12%             | 2073-09-24      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Enel SPA                                         | Enel SPA 7.75 10/14/2052                                               | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      3900000 | PA      | $4166315.60   | 0.27%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 6.00 02/01/2035                                       | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        28765 | PA      | $29786.84     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 4.50 08/01/2044                                       | CUSIP: 3128MAEL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       110568 | PA      | $108741.89    | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.88 10/01/2044                                            | CUSIP: 31326HUT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        54774 | PA      | $54988.54     | 0.00%             | 2044-10-01      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 3.85 11/01/2044                                            | CUSIP: 31326HXC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       203284 | PA      | $203144.91    | 0.01%             | 2044-11-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 2.48 01/01/2045                                            | CUSIP: 31326JCF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        88306 | PA      | $87536.09     | 0.01%             | 2045-01-01      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 2.50 11/01/2051                                       | CUSIP: 3132DMZR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12243031 | PA      | $10455915.18  | 0.67%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 2.50 11/01/2050                                       | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7626616 | PA      | $6524724.46   | 0.42%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 2.50 02/01/2051                                       | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11204652 | PA      | $9622530.89   | 0.62%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                 | Freddie Mac Gold 4.50 07/01/2047                                       | CUSIP: 3132WPRQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       306284 | PA      | $300472.82    | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 2.50 06/01/2050                                       | CUSIP: 3133KJF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3872177 | PA      | $3319316.49   | 0.21%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                 | Freddie Mac Pool 2.50 07/01/2050                                       | CUSIP: 3133KJJN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8112468 | PA      | $6954189.25   | 0.45%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 4.50 12/01/2043                                            | CUSIP: 3137B6GQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        41299 | PA      | $40589.21     | 0.00%             | 2043-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac 4.50 03/01/2044                                            | CUSIP: 3137B8LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       142696 | PA      | $139540.22    | 0.01%             | 2044-03-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.50 02/01/2045                                             | CUSIP: 3138ETHQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       245693 | PA      | $241359.62    | 0.02%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.83 08/01/2044                                             | CUSIP: 3138XVBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        30795 | PA      | $31140.09     | 0.00%             | 2044-08-01      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 3.83 09/01/2044                                             | CUSIP: 3138XXHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        30766 | PA      | $30999.04     | 0.00%             | 2044-09-01      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 6.05 02/01/2044                                             | CUSIP: 31394ACG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       229794 | PA      | $229472.47    | 0.01%             | 2044-02-25      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.50 07/01/2050                                             | CUSIP: 3140QD6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3731244 | PA      | $3189491.00   | 0.20%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.50 06/01/2050                                             | CUSIP: 3140QDV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3863349 | PA      | $3309732.48   | 0.21%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.00 09/01/2050                                             | CUSIP: 3140QEU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4866215 | PA      | $3993909.60   | 0.26%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.50 11/01/2050                                             | CUSIP: 3140QFSS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4899801 | PA      | $4196559.62   | 0.27%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.50 06/01/2050                                             | CUSIP: 3140X62F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1699821 | PA      | $1453820.52   | 0.09%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.50 12/01/2050                                             | CUSIP: 3140X8VL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10130490 | PA      | $8708559.85   | 0.56%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.00 01/01/2051                                             | CUSIP: 3140X9AW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6395063 | PA      | $5254712.07   | 0.34%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.50 02/01/2051                                             | CUSIP: 3140X9UP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6546009 | PA      | $5622579.11   | 0.36%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 2.50 03/01/2052                                             | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6782230 | PA      | $5791826.25   | 0.37%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 5.00 07/01/2025                                             | CUSIP: 31410LA69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2338 | PA      | $2364.59      | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae 4.50 04/01/2039                                             | CUSIP: 31416M5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       293646 | PA      | $290054.27    | 0.02%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 5.125 06/16/2025                             | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      8175000 | PA      | $7858967.58   | 0.50%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 3.375 11/13/2025                             | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5424077.04   | 0.35%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 4.375 08/06/2023                             | CUSIP: 345397WK5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3163022.59   | 0.20%             | 2023-08-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 4.134 08/04/2025                             | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1240187.17   | 0.08%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 4.389 01/08/2026                             | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3190000 | PA      | $2971357.40   | 0.19%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                        | Ford Motor Credit Co. LLC 4.063 11/01/2024                             | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      9780000 | PA      | $9389503.18   | 0.60%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Trust Multifamily   | Freddie Mac Military Housing Trust 4.492197 11/25/2055                 | CUSIP: 35563CAA6<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |      1553237 | PA      | $1396855.05   | 0.09%             | 2055-11-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Trust Multifamily   | Freddie Mac Military Housing Trust 6.194741 11/25/2052                 | CUSIP: 35563CAS7<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |       963994 | PA      | $868425.35    | 0.06%             | 2052-11-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                 | GE HealthCare Technologies, Inc. 5.857 03/15/2030                      | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1765298.97   | 0.11%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                 | GE HealthCare Technologies, Inc. 5.905 11/22/2032                      | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      5150000 | PA      | $5336420.99   | 0.34%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                        | Goldman Sachs Group, Inc. 3.615 03/15/2028                             | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     11850000 | PA      | $11037819.84  | 0.71%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                       | Ginnie Mae 4.00 12/01/2040                                             | CUSIP: 38377RN27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       116794 | PA      | $110909.19    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                               | Grupo Televisa SAB 8.50 03/11/2032                                     | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      1464000 | PA      | $1719013.63   | 0.11%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                               | Grupo Televisa SAB 5.25 05/24/2049                                     | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      1500000 | PA      | $1324389.59   | 0.08%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                             | HCA Healthcare, Inc. 3.625 03/15/2032                                  | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4750000 | PA      | $4019229.51   | 0.26%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 6.50 05/02/2036                                      | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $4542419.75   | 0.29%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 6.50 09/15/2037                                      | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1121559.84   | 0.07%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 4.762 03/29/2033                                     | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      7625000 | PA      | $6608289.52   | 0.42%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 8.113 11/03/2033                                     | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $8464636.96   | 0.54%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Holcim, Ltd.                                     | Holcim, Ltd. 6.50 09/12/2043                                           | CUSIP: 43475DAA5<br>LEI: 529900ZOWF38Y0WTW989 | Long             | DBT              | CORP              | BM        |      1225000 | PA      | $1194276.85   | 0.08%             | 2043-09-12      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois GO                             | State of Illinois GO 5.10 06/01/2033                                   | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      8580000 | PA      | $8234559.76   | 0.53%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                             | JPMorgan Chase & Co. 4.493 03/24/2031                                  | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2125000 | PA      | $1984657.46   | 0.13%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                             | JPMorgan Chase & Co. 2.522 04/22/2031                                  | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1636573.72   | 0.10%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                             | JPMorgan Chase & Co. 2.956 05/13/2031                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8550000 | PA      | $7044821.75   | 0.45%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                             | JPMorgan Chase & Co. 5.717 09/14/2033                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3825000 | PA      | $3733404.45   | 0.24%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                              | Kinder Morgan, Inc. 6.95 01/15/2038                                    | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5607487.66   | 0.36%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                              | Kinder Morgan, Inc. 5.50 03/01/2044                                    | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      2245000 | PA      | $2030055.95   | 0.13%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                              | Kinder Morgan, Inc. 5.55 06/01/2045                                    | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      7250000 | PA      | $6610632.51   | 0.42%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                              | Kinder Morgan, Inc. 5.05 02/15/2046                                    | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      3925000 | PA      | $3328816.99   | 0.21%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Holcim, Ltd.                                     | Holcim, Ltd. 7.125 07/15/2036                                          | CUSIP: 505861AC8<br>LEI: 549300DNNL29KCEPRZ85 | Long             | DBT              | CORP              | FR        |      1150000 | PA      | $1224450.23   | 0.08%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Holcim, Ltd.                                     | Holcim, Ltd. 4.75 09/22/2046                                           | CUSIP: 50587KAB7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $2683958.57   | 0.17%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC 4.582 12/10/2025                              | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      6600000 | PA      | $6390762.77   | 0.41%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC 7.953 11/15/2033                              | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1587752.12   | 0.10%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC 4.50 11/04/2024                               | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $2146901.17   | 0.14%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC 4.65 03/24/2026                               | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      4200000 | PA      | $4021626.42   | 0.26%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MTN Group, Ltd.                                  | MTN Group, Ltd. 4.755 11/11/2024                                       | CUSIP: 55377XAA4<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |      3600000 | PA      | $3500280.00   | 0.22%             | 2024-11-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                            | Bank of America Corp. 6.11 01/29/2037                                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2275561.44   | 0.15%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA               | Millicom International Cellular SA 5.125 01/15/2028                    | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     19215000 | PA      | $17868501.96  | 1.14%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                | NatWest Group PLC 3.032 11/28/2035                                     | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     10325000 | PA      | $7601981.66   | 0.49%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                | NatWest Group PLC 1.642 06/14/2027                                     | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      7135000 | PA      | $6175067.30   | 0.40%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 5.63871 06/25/2065                          | CUSIP: 63939QAA4<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |      1084742 | PA      | $1051051.04   | 0.07%             | 2065-06-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust (Private Loans)       | Navient Student Loan Trust (Private Loans) 3.91 12/16/2058             | CUSIP: 63939XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1445000 | PA      | $1346354.76   | 0.09%             | 2058-12-16      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 5.38871 09/27/2066                          | CUSIP: 63940AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3863000 | PA      | $3682887.63   | 0.24%             | 2066-09-27      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 5.73871 06/25/2065                          | CUSIP: 63940HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16261065 | PA      | $16042687.22  | 1.03%             | 2065-06-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust (Private Loans)       | Navient Student Loan Trust (Private Loans) 3.16 11/15/2068             | CUSIP: 63941FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000000 | PA      | $1652088.40   | 0.11%             | 2068-11-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 0.70 02/25/2070                             | CUSIP: 63942QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6183958 | PA      | $6004914.19   | 0.38%             | 2070-02-25      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| News Corp.                                       | News Corp. 3.875 05/15/2029                                            | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      7250000 | PA      | $6288577.50   | 0.40%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                             | NextEra Energy, Inc. 5.65 05/01/2079                                   | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      8075000 | PA      | $7333751.10   | 0.47%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                             | NextEra Energy, Inc. 5.00 07/15/2032                                   | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4413338.06   | 0.28%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                       | Occidental Petroleum Corp. 6.60 03/15/2046                             | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10125000 | PA      | $10418523.75  | 0.67%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                     | Oracle Corp. 3.95 03/25/2051                                           | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $4132147.65   | 0.26%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                           | Petroleo Brasileiro SA 7.25 03/17/2044                                 | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      2350000 | PA      | $2267564.70   | 0.15%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                           | Petroleo Brasileiro SA 6.90 03/19/2049                                 | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      4250000 | PA      | $3814290.68   | 0.24%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                           | Petroleo Brasileiro SA 6.75 06/03/2050                                 | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      8850000 | PA      | $7724558.24   | 0.49%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos 6.75 09/21/2047                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2311000 | PA      | $1474415.00   | 0.09%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos 7.69 01/23/2050                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     35325000 | PA      | $24441321.58  | 1.57%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                        | Prosus NV 4.027 08/03/2050                                             | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $748592.12    | 0.05%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                        | Prosus NV 3.832 02/08/2051                                             | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      3850000 | PA      | $2326046.26   | 0.15%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                        | Prosus NV 4.193 01/19/2032                                             | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $1655735.72   | 0.11%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                        | Prosus NV 4.987 01/19/2052                                             | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      4350000 | PA      | $3070301.38   | 0.20%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| QVC, Inc.                                        | QVC, Inc. 4.45 02/15/2025                                              | CUSIP: 747262AU7<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |      8950000 | PA      | $7305437.50   | 0.47%             | 2025-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                            | Rio Oil Finance Trust 9.25 07/06/2024                                  | CUSIP: 76716XAA0<br>LEI: 549300V5D1W52HY8NO65 | Long             | ABS-O            | CORP              | US        |      4687768 | PA      | $4734645.86   | 0.30%             | 2024-07-06      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                            | Rio Oil Finance Trust 9.75 01/06/2027                                  | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4538798 | PA      | $4697655.56   | 0.30%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                            | Rio Oil Finance Trust 8.20 04/06/2028                                  | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5829869 | PA      | $5888167.49   | 0.38%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                | NatWest Group PLC 5.125 05/28/2024                                     | CUSIP: 780099CH8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      2650000 | PA      | $2624003.45   | 0.17%             | 2024-05-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US                    | SSC GOVERNMENT MM GVMXX                                                | CUSIP: N/A<br>LEI: 549300BZ5TGIFZUZDZ37       | Long             | STIV             | RF                | US        |      6233892 | NS      | $6233892.23   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                    | Navient Corp. 6.125 03/25/2024                                         | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     18860000 | PA      | $18475618.49  | 1.18%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 4.879 12/15/2032                                | CUSIP: 78442GFK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2063555 | PA      | $1829736.47   | 0.12%             | 2032-12-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 5.219 12/15/2032                                | CUSIP: 78442GFL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       740510 | PA      | $667727.86    | 0.04%             | 2032-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 4.84843 04/27/2043                              | CUSIP: 78444CAE3<br>LEI: 549300DP3T6QDZHB8271 | Long             | ABS-O            | CORP              | US        |      7769698 | PA      | $7438594.21   | 0.48%             | 2043-04-27      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 5.33871 09/25/2028                              | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1373021 | PA      | $1329188.52   | 0.09%             | 2028-09-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans) | SMB Private Education Loan Trust (Private Loans) 1.07 01/15/2053       | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4383113 | PA      | $3758345.06   | 0.24%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans) | SMB Private Education Loan Trust (Private Loans) 4.00 11/17/2042       | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $875231.70    | 0.06%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans) | SMB Private Education Loan Trust (Private Loans) 2.82 10/15/2035       | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |       639727 | PA      | $609059.07    | 0.04%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                 | The Southern Co. 4.40 07/01/2046                                       | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $7505905.32   | 0.48%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                 | The Southern Co. 8.399 03/15/2057                                      | CUSIP: 842587CY1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     17920000 | PA      | $17920000.00  | 1.15%             | 2057-03-15      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                 | The Southern Co. 4.475 08/01/2024                                      | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1876193.91   | 0.12%             | 2024-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                 | The Southern Co. 5.113 08/01/2027                                      | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      4425000 | PA      | $4408576.13   | 0.28%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                 | The Southern Co. 4.00 01/15/2051                                       | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1501500.00   | 0.10%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                              | T-Mobile U.S., Inc. 8.75 03/15/2032                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      9700000 | PA      | $11543970.00  | 0.74%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corporation                | FIXED INC CLEARING CORP.REPO                                           | CUSIP: N/A<br>LEI: 549300H47WTHXPU08X20       | Long             | RA               | CORP              | US        |     10825000 | PA      | $10825000.00  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                              | T-Mobile U.S., Inc. 3.50 04/15/2031                                    | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     26625000 | PA      | $22998659.56  | 1.47%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SPA                               | Telecom Italia SPA 7.20 07/18/2036                                     | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     20283000 | PA      | $16467767.70  | 1.06%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SPA                               | Telecom Italia SPA 7.721 06/04/2038                                    | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      4100000 | PA      | $3403000.00   | 0.22%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SPA                               | Telecom Italia SPA 5.303 05/30/2024                                    | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      4800000 | PA      | $4547712.00   | 0.29%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                  | TC Energy Corp. 5.625 05/20/2075                                       | CUSIP: 89356BAA6<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      3425000 | PA      | $3236625.00   | 0.21%             | 2075-05-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                  | TC Energy Corp. 5.875 08/15/2076                                       | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      1250000 | PA      | $1188235.36   | 0.08%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                  | TC Energy Corp. 5.30 03/15/2077                                        | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     28142000 | PA      | $23639280.00  | 1.51%             | 2077-03-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                  | TC Energy Corp. 5.50 09/15/2079                                        | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      5045000 | PA      | $4354943.74   | 0.28%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                  | TC Energy Corp. 5.60 03/07/2082                                        | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      1900000 | PA      | $1624500.00   | 0.10%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                        | Ultrapar Participacoes SA 5.25 10/06/2026                              | CUSIP: 90401CAA7<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | LU        |      7180000 | PA      | $6874850.00   | 0.44%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                        | Ultrapar Participacoes SA 5.25 06/06/2029                              | CUSIP: 90401CAC3<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | LU        |      1449000 | PA      | $1369305.00   | 0.09%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SPA                                    | UniCredit SPA 5.459 06/30/2035                                         | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     24900000 | PA      | $20229957.44  | 1.30%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                          | U.S. Treasury Note/Bond 0.625 10/15/2024                               | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000000 | PA      | $14008007.85  | 0.90%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                          | U.S. Treasury Note/Bond 3.00 07/15/2025                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8500000 | PA      | $8233046.88   | 0.53%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                          | U.S. Treasury Note/Bond 4.125 09/30/2027                               | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     26000000 | PA      | $26097500.00  | 1.67%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                          | U.S. Treasury Note/Bond 4.25 09/30/2024                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000000 | PA      | $14923242.15  | 0.96%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                          | U.S. Treasury Note/Bond 3.875 11/30/2027                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000000 | PA      | $29835937.50  | 1.91%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                     | VMware, Inc. 1.40 08/15/2026                                           | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3617831.18   | 0.23%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                               | Vodafone Group PLC 7.00 04/04/2079                                     | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     13750000 | PA      | $13824662.50  | 0.89%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                              | BARCLAYS CAPITAL INC. REPO 4.27 20230103 UST                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | GB        |      2000000 | PA      | $2000000.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | RBC CAPITAL MARKETS, LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | CA        |     12000000 | PA      | $12000000.00  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | STANDARD CHARTERED SECURITIES NORTH AMERICA LLC REPO 4.26 20230103 UST | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | GB        |      2000000 | PA      | $2000000.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                | Wells Fargo & Co. 5.606 01/15/2044                                     | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $2666109.05   | 0.17%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                | Wells Fargo & Co. 4.65 11/04/2044                                      | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       550000 | PA      | $462976.68    | 0.03%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                | Wells Fargo & Co. 4.30 07/22/2027                                      | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3753075.11   | 0.24%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                | Wells Fargo & Co. 2.572 02/11/2031                                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5100000 | PA      | $4223137.98   | 0.27%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                | Wells Fargo & Co. 4.897 07/25/2033                                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2658692.74   | 0.17%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC 6.00 03/29/2040                                      | CUSIP: EI1988324<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      5041000 | PA      | $5557347.14   | 0.36%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                     | The Williams Companies, Inc. 5.75 06/24/2044                           | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      6547000 | PA      | $6233219.71   | 0.40%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                     | The Williams Companies, Inc. 5.10 09/15/2045                           | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3410059.07   | 0.22%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                              | Imperial Brands PLC 4.875 06/07/2032                                   | CUSIP: EK0947458<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     17382000 | PA      | $17809508.22  | 1.14%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                           | Petroleo Brasileiro SA 6.625 01/16/2034                                | CUSIP: EK0138348<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      1525000 | PA      | $1595309.39   | 0.10%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Norway Government                                | Norway Government 3.00 03/14/2024                                      | CUSIP: EK1132415<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    201752000 | PA      | $20555714.88  | 1.32%             | 2024-03-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Poland Government                                | Poland Government 3.25 07/25/2025                                      | CUSIP: EK3155539<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     56193000 | PA      | $11761457.89  | 0.75%             | 2025-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| South Africa Government                          | South Africa Government 8.25 03/31/2032                                | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    383000000 | PA      | $19211530.88  | 1.23%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government                             | Indonesia Government 8.25 05/15/2036                                   | CUSIP: AF1743877<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 281189000000 | PA      | $19683917.64  | 1.26%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government                                | Mexico Government 5.75 03/05/2026                                      | CUSIP: QJ1649335<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    331179200 | PA      | $15372262.15  | 0.98%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brazil Government                                | Brazil Government 10.00 01/01/2027                                     | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     66012000 | PA      | $11549047.30  | 0.74%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mexico Government                                | Mexico Government 8.00 11/07/2047                                      | CUSIP: AM7523740<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    833620900 | PA      | $38139551.85  | 2.44%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                    | New South Wales Treasury Corp 3.00 05/20/2027                          | CUSIP: AM9619967<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     12000000 | PA      | $7796062.62   | 0.50%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government                                | Mexico Government 4.00 11/30/2028                                      | CUSIP: AN1236784<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    329127620 | PA      | $16651376.44  | 1.07%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government                              | Colombia Government 3.30 03/17/2027                                    | CUSIP: AM3469690<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  43259792915 | PA      | $8189646.32   | 0.52%             | 2027-03-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Malaysia Government                              | Malaysia Government 3.899 11/16/2027                                   | CUSIP: AN5746564<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     69185000 | PA      | $15722990.48  | 1.01%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                       | AT&T, Inc. 3.15 09/04/2036                                             | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      9400000 | PA      | $8736315.25   | 0.56%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Peru Government                                  | Peru Government 6.15 08/12/2032                                        | CUSIP: AO4008642<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     67681000 | PA      | $15641981.72  | 1.00%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos 4.75 02/26/2029                                    | CUSIP: AS6869968<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      7600000 | PA      | $6354599.67   | 0.41%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government                              | Malaysia Government 4.893 06/08/2038                                   | CUSIP: AS9547660<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     57968000 | PA      | $13998268.71  | 0.90%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Colombia Government                              | Colombia Government 7.25 10/18/2034                                    | CUSIP: AW6274582<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 112600000000 | PA      | $15276383.93  | 0.98%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                             | JPMorgan Chase & Co. 1.09 03/11/2027                                   | CUSIP: AX4522592<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13150000 | PA      | $12787702.60  | 0.82%             | 2027-03-11      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                         | Bayer AG 3.125 11/12/2079                                              | CUSIP: ZQ5133157<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     27600000 | PA      | $25001953.57  | 1.60%             | 2079-11-12      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Japan Government                                 | Japan Government 0.10 12/20/2024                                       | CUSIP: ZP5115859<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   7205600000 | PA      | $54965568.61  | 3.52%             | 2024-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kommuninvest Cooperative Society                 | Kommuninvest Cooperative Society 0.75 02/04/2026                       | CUSIP: ZP6434523<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    148880000 | PA      | $13087245.19  | 0.84%             | 2026-02-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                        | Prosus NV 2.031 08/03/2032                                             | CUSIP: BK6874741<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     32475000 | PA      | $24648526.29  | 1.58%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                               | Vodafone Group PLC 3.00 08/27/2080                                     | CUSIP: ZO1365667<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     12650000 | PA      | $10782034.00  | 0.69%             | 2080-08-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International               | Indonesia Government International 1.30 03/23/2034                     | CUSIP: BR4171160<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      9900000 | PA      | $7607966.67   | 0.49%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC 3.75 03/23/2171                           | CUSIP: BR5534960<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |     56000000 | PA      | $42678564.36  | 2.73%             | N/A             | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Brazil Government                                | Brazil Government 10.00 01/01/2033                                     | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    220560000 | PA      | $35880348.64  | 2.30%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bayer AG                                         | Bayer AG 5.375 03/25/2082                                              | CUSIP: BV4443529<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      5800000 | PA      | $5432531.17   | 0.35%             | 2082-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| South Korea Government                           | South Korea Government 3.375 06/10/2032                                | CUSIP: BV6632293<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  21500000000 | PA      | $16386294.97  | 1.05%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US 10YR NOTE (CBT)Mar23                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          216 | NC      | $-67466.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | EURO-BUND FUTURE  Mar23                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -489 | NC      | $4500570.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | EURO-BOBL FUTURE  Mar23                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -402 | NC      | $1563711.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | LONG GILT FUTURE  Mar23                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         -212 | NC      | $1598860.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brazil Government                                | Brazil Government 10.00 01/01/2025                                     | CUSIP: EK0169285<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     20463000 | PA      | $3707887.46   | 0.24%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Colombia Government                              | Colombia Government 4.75 04/04/2035                                    | CUSIP: JV7634985<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  53687091150 | PA      | $9512422.55   | 0.61%             | 2035-04-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                              | RBC CAPITAL MARKETS, LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | CA        |      2000000 | PA      | $2000000.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Shelly Chu

**Name of Signer:** Shelly Chu

**Title:** Treasurer