# EDGAR Filing Document

**Accession Number:** 0000012927
**File Stem:** 0000012927-25-000044
**Filing Date:** 2025-6
**Character Count:** 604573
**Document Hash:** fd321415a9af0221c1ddb7bc9af1f228
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000012927-25-000044.hdr.sgml**: 20250610

**ACCESSION NUMBER**: 0000012927-25-000044

**CONFORMED SUBMISSION TYPE**: 11-K

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20241231

**FILED AS OF DATE**: 20250610

**DATE AS OF CHANGE**: 20250610

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BOEING CO
- **CENTRAL INDEX KEY:** 0000012927
- **STANDARD INDUSTRIAL CLASSIFICATION:** AIRCRAFT [3721]
- **ORGANIZATION NAME:** 04 Manufacturing
- **EIN:** 910425694
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 11-K
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 001-00442
- **FILM NUMBER:** 251036376

**BUSINESS ADDRESS:**
- **STREET 1:** 929 LONG BRIDGE DRIVE
- **CITY:** ARLINGTON
- **STATE:** VA
- **ZIP:** 22202
- **BUSINESS PHONE:** 7034146338

**MAIL ADDRESS:**
- **STREET 1:** 929 LONG BRIDGE DRIVE
- **CITY:** ARLINGTON
- **STATE:** VA
- **ZIP:** 22202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BOEING AIRPLANE CO
- **DATE OF NAME CHANGE:** 19730725

**UNITED STATES**

**SECURITIES AND EXCHANGE COMMISSION**

**Washington, D. C. 20549**

**FORM 11-K**

**ANNUAL REPORT**

**Pursuant to Section 15 (d) of the**

**Securities Exchange Act of 1934**

For the fiscal year ended December 31, 2024

Commission File No. <u>1-442</u>

**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

**THE BOEING COMPANY**

**929 Long Bridge Drive**

**Arlington, Virginia 22202**

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The Boeing Company 401(k) Retirement Plan

Employer ID No: 91-0425694

Plan Number: 002

Financial Statements as of December 31, 2024 and 2023 and for the Year Ended December 31, 2024, Supplemental Schedule as of December 31, 2024, and Report of Independent Registered Public Accounting Firm

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**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

**TABLE OF CONTENTS** 

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| | |
|:---|:---|
| | **Page** |
| <u>[REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM](#ie25b45a991a1489ba18820ee5bdd98d1_10)</u> | <u>[1](#ie25b45a991a1489ba18820ee5bdd98d1_10)</u> |
| FINANCIAL STATEMENTS: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Statements of Net Assets Available for Benefits as of December 31, 2024 and 2023 | <u>[2](#ie25b45a991a1489ba18820ee5bdd98d1_16)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2024 | <u>[3](#ie25b45a991a1489ba18820ee5bdd98d1_19)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Notes to Financial Statements as of December 31, 2024 and 2023 and for the Year Ended December 31, 2024 | <u>[4](#ie25b45a991a1489ba18820ee5bdd98d1_25)</u> |
| SUPPLEMENTAL SCHEDULE: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Form 5500, Schedule H, Line 4(i) - Schedule of Assets (Held at End of Year) as of December 31, 2024 | <u>[18](#ie25b45a991a1489ba18820ee5bdd98d1_67)</u> |
| SIGNATURE | <u>[192](#ie25b45a991a1489ba18820ee5bdd98d1_124)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOTE: All other schedules required by Section 2520.103-10 of the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable. |  |

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**REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM**

To the Plan Participants and Plan Administrator of

The Boeing Company 401(k) Retirement Plan

Arlington, Virginia

**Opinion on the Financial Statements**

We have audited the accompanying statements of net assets available for benefits of The Boeing Company 401(k) Retirement Plan, (the "Plan") as of December 31, 2024 and 2023, the related statement of changes in net assets available for benefits for the year ended December 31, 2024, and the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2024 and 2023, and the changes in net assets available for benefits for the year ended December 31, 2024, in conformity with accounting principles generally accepted in the United States of America.

**Basis for Opinion**

These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on the Plan's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

**Report on Supplemental Schedule**

The supplemental Schedule of Assets (Held at End of Year) as of December 31, 2024 has been subjected to audit procedures performed in conjunction with the audit of the Plan's financial statements. The supplemental schedule is the responsibility of the Plan's management. Our audit procedures included determining whether the supplemental schedule reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedule. In forming our opinion on the supplemental schedule, we evaluated whether the supplemental schedule, including its form and content, is presented in compliance with the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, such schedule is fairly stated, in all material respects, in relation to the financial statements as a whole.

/s/ Deloitte & Touche LLP

Chicago, Illinois

June 10, 2025

We have served as the auditor of the Plan since at least 1990; however, an earlier year could not be reliably determined.

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**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

**STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS**

**AS OF DECEMBER 31, 2024 AND 2023** 

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| | | |
|:---|:---|:---|
| *(Dollars in millions)* | **2024** | **2023** |
| ASSETS: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — interest in Master Trust | $73154 | $71387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Receivables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Employer contributions | 50 | 236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Notes receivable from participants | 706 | 623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total receivables | 756 | 859 |
| NET ASSETS AVAILABLE FOR BENEFITS | $73910 | $72246 |

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See notes to financial statements.

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**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

**STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS**

**FOR THE YEAR ENDED DECEMBER 31, 2024** 

---

| | |
|:---|:---|
| *(Dollars in millions)* |  |
| Net Master Trust activity | $5201 |
| Interest income from notes receivable from participants | 38 |
| Contributions: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Employer — Boeing common stock | 1419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Participant | 2126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total contributions | 3545 |
| Benefits paid | 7231 |
| NET INCREASE BEFORE ASSETS TRANSFER | 1553 |
| ASSETS TRANSFERRED FROM ANOTHER PLAN | 111 |
| NET ASSETS AVAILABLE FOR BENEFITS: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning of year | 72246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;End of year | $73910 |

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See notes to financial statements.

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**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

**NOTES TO FINANCIAL STATEMENTS**

**AS OF DECEMBER 31, 2024 AND 2023 AND FOR THE YEAR ENDED DECEMBER 31, 2024** 

***(Dollars in millions)***

**1.**&nbsp;&nbsp;&nbsp;&nbsp;**DESCRIPTION OF PLAN**

The following description of The Boeing Company 401(k) Retirement Plan (the "Plan") provides only general information. Participants, as defined by the Plan ("Members" or "Participants"), should refer to the plan document for a more complete description of the Plan's provisions.

**General** — The Plan is a defined contribution plan intended to qualify under the Internal Revenue Code ("IRC") as a profit sharing plan with a cash or deferred arrangement and employee stock ownership plan component, and is designed to provide Members with a means of making regular savings for their retirement. An eligible employee of The Boeing Company (the "Company" or "Boeing") or one of its adopting subsidiaries becomes eligible to participate on the first day of employment.

The Plan includes an auto-enrollment provision for newly-eligible employees unless they affirmatively elect not to participate in the Plan. Automatically enrolled Members have their deferral rate set at a percentage of eligible compensation as defined in the plan document and their contributions are invested in a qualified default investment alternative ("QDIA") until changed by the Members. The current QDIA for the Plan is the applicable custom target date fund.

The assets of the Plan, excluding notes receivable from participants, are held in The Boeing Company Employee Savings Plans Master Trust (the "Master Trust"). The Northern Trust Company ("NT") serves as trustee for the Master Trust. The Employee Benefit Plans Committee oversees the operation and administration of the Plan. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 ("ERISA"), as amended.

**Contributions** — Members may elect to contribute to the Plan a percentage of their eligible compensation on a pretax, after-tax, Roth, or a combination of those contribution types, as defined in the plan document and subject to statutory limitations. Members who have attained age 50 before the end of the plan year are eligible to make catch-up contributions, as defined in the plan document and subject to statutory limits. Catch-up contributions are ineligible for an employer-matching contribution for certain Members. The Plan also accepts certain rollover contributions.

Under the terms of the Plan, Boeing makes employer-matching and Company contributions for eligible Members. During 2024 and 2023, Boeing's contributions were made in the form of shares of Company common stock and immediately transferred to other investment funds in accordance with Members' current investment elections.

Employer contributions receivables as of December 31, 2024 and 2023, included the following:

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| | | |
|:---|:---|:---|
| | **2024** | **2023** |
| Nonelective contribution equal to 2% of certain Members eligible compensation | $— | $195 |
| Employer-matching true-up contributions | 29 | 27 |
| Student loan match program contributions | 21 | 14 |
| &nbsp;&nbsp;Total receivables: Employer contributions | $50 | $236 |

---

Members may elect to change their contribution percentages. These changes are effective the next pay period after the request is received, or as soon as administratively possible thereafter. The allocation of both Members' contributions and employer contributions to the funds may be changed at any time and become effective on the day of the change or the next business day, according to the time of the request for a change in relation to the stock market close of business.

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**Members' Accounts** — Individual accounts are maintained for each Member. Each Member's account is credited with the Member's contributions, Boeing's contributions, and allocations of Plan earnings (losses) from the funds in which the account is invested, and charged with an allocation of certain administrative and investment-related expenses, and Member-specific charges, if applicable. Allocations are based on Member earnings or account balances, as defined by the plan document. The benefit to which a Member is entitled is the benefit that can be provided from the Member's account.

**Investment Funds** — Upon enrollment in the Plan, Members may direct the investment of their contributions and any employer contributions to the investment funds offered under the Plan. These investment funds consisted of common/collective trusts, separately managed U.S. equity accounts, separately managed non-U.S. equity accounts, a separately managed fixed-income account, custom target date funds, a stable value fund (composed of synthetic-guaranteed investment contracts ("synthetic GICs")), and Boeing common stock, which is the Boeing Stock Fund, as of December 31, 2024 and 2023. The Boeing Stock Fund consists of Boeing common stock and cash held in the cash sweep fund. Members may elect that dividends received with respect to their investments in the Boeing Stock Fund be distributed to them in cash or reinvested in the Boeing Stock Fund (a dividend payout program). Investment funds are valued daily and Members may elect to change their investment allocations on a daily basis.

**Vesting** — Member contributions, Boeing's contributions, and earnings on those contributions are immediately vested.

**Withdrawals** — Members may elect to withdraw all or a portion of their accounts, at any time on or after the day the Member attains age 59 1/2. If a Member is under age 59 1/2, withdrawals from his or her accounts are subject to restrictions for certain accounts and certain hardship rules as provided by the Plan. If a Member takes a hardship withdrawal, the Member may continue contributions to the Plan; however, for certain Members, employer-matching contributions will be suspended for six months following the hardship withdrawal.

In addition, a Member may elect to withdraw all or part of his or her employer-matching contribution account before the Member attains age 59 1/2, but only if the Member has attained his or her fifth anniversary of employment. If such a withdrawal is made, employer-matching contributions will generally be suspended for six months following the withdrawal. Company contributions may be fully withdrawn upon termination of employment. Withdrawals of after-tax contributions and rollover contributions can be made at any time. Qualified reservist distributions, active military leave distributions, withdrawals upon disability, qualified birth and adoption withdrawals, domestic abuse withdrawals, emergency personal expense withdrawals, and qualified disaster recovery withdrawals are also available to eligible Members.

In the event of illness or injury and if eligible Members have used all of their regular sick leave benefits, the eligible Members may elect to withdraw, subject to Plan requirements, all or a portion of their salary continuation balance, if applicable.

**Notes Receivable from Participants** — Members may borrow from their fund accounts a minimum of one thousand dollars up to a maximum equal to the lesser of fifty thousand dollars or 50% of their account balance (subject to restrictions for certain accounts and minus any current outstanding loan balance), reduced by the highest outstanding loan balance under all of the Company's savings plans during the last 12 months. Members may generally have a maximum of two loans outstanding under the Plan at any time. Loans may be additionally limited in accordance with the Plan provisions and/or loan policies and procedures. The interest rate on new loans is set every month and is equal to the prime rate published in the Wall Street Journal as of the last business day of the calendar month immediately preceding the date of the loan. Interest rates on outstanding loans ranged from 3.25% to 9.50% at December 31, 2024, with loans maturing at various dates through December 2044.

Loan repayments are made through regular payroll deductions for a period of up to 60 months for general loans and over a longer period for loans used to finance the purchase of a principal residence. If a Member's employment terminates for any reason, and the loan balances are not paid in full by the termination date, the Member may continue to make monthly loan repayments until the loan is scheduled to be paid off. A loan will generally be subject to default if a payment has not been made for 90 days, an outstanding loan balance

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remains 30 days after the scheduled payoff date, or the Member takes a full distribution of his or her net account balance before the loan is paid off. If the loan defaults, the loan balance will become taxable income to the Member.

**Benefit Payments** — Upon termination of service, a Member may elect to receive a lump-sum amount equal to the full value of the Member's vested interest in his or her account; a partial payment amount; or monthly, quarterly, semiannual, or annual installments of a fixed dollar amount or for a specific number of years, up to 10 years. Generally, a Member may also elect to have all or a portion of his or her Boeing Stock Fund balance paid in shares and/or cash. A Member also has the option to elect to apply all or a part of his or her account toward the purchase of an annuity contract with payments for a specified number of years, from a provider made available by the Plan administrator in accordance with the procedures established by the Plan administrator. If a Member makes no election, annual distributions of the required minimum amount will generally begin after age 73, in accordance with applicable Plan provisions. Notwithstanding the foregoing, following a Member's termination of service, if his or her account balance is one thousand dollars or less, it will automatically be paid out to the Member in accordance with applicable Plan provisions.

**Assets Transferred from Another Plan** — Effective December 31, 2024, the Boeing Distribution Services, Inc. Retirement Plan ("BDSI Plan") was merged into the Plan. All assets and liabilities of the BDSI Plan were transferred to the Plan. The net assets transferred totaled $111, including $3 of notes receivable from participants.

**Plan Amendments** — Effective during 2024 as specified in the Plan provisions, the Plan document was amended to permit new lump sum deferrals for certain Members, add new withdrawal options as permitted under the SECURE 2.0 Act of 2022, reflect certain changes as specified or permitted in the applicable collective bargaining agreement for each group, reflect the merger of the BDSI Plan into the Plan, reflect new eligible incentive plans, and clarify or update certain administrative provisions of the Plan. Effective January 1, 2025, the Plan document was updated to incorporate or clarify certain administrative provisions of the Plan and make certain design changes that were effective on or after January 1, 2025.

**Subsequent Events** — Subsequent events were evaluated through June 10, 2025, the date the financial statements were issued.

**2.**&nbsp;&nbsp;&nbsp;&nbsp;**SUMMARY OF ACCOUNTING POLICIES**

**Basis of Accounting** — The accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America ("GAAP").

**Use of Estimates** — The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and changes therein and the disclosure of contingent assets and liabilities. Actual results could differ from those estimates.

**Risks and Uncertainties** — The Plan utilizes various investment instruments. Investment securities, in general, are exposed to various risks, such as interest rate risk, credit risk, and overall market volatility. Market risks include global events, such as a pandemic or international conflict, which could impact the value of investment securities. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.

**Valuation of Investments** — Investments in the Master Trust are stated at fair value, except for fully benefit-responsive investment contracts ("FBRICs") or synthetic GICs, which are reported at contract value. Fair value of a financial instrument is the price that would be received to sell an asset or paid to transfer a liability (exit price) in an orderly transaction between market participants at the measurement date. Securities traded in markets that are not considered active may be valued using unobservable inputs, such as less recent trade prices, single broker-dealer quotations, related yield curves, and other assumptions about the security. Contract value is the amount Members would receive if they were to initiate permitted transactions under the terms of the Plan (see Note 3). The Master Trust's investments, as discussed in Note 4, are valued as follows:

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Common stock, including Boeing common stock, preferred stock, and other investments (rights, warrants, exchange-traded funds, exchange-traded options, and other exchange-traded derivatives) traded in active markets on national and international exchanges are primarily valued using a market approach based on the closing market prices of identical instruments on the last trading day of the year. The other exchange-traded derivatives are included in other receivables and other liabilities on the Master Trust's statements of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Forward and spot currency contracts are valued using a market value approach based on spot foreign currency rates if the contract tenor is two days or less and on interpolated forward rates for any contracts with a tenor greater than two days. Forward and spot currency contracts are included in other receivables and other liabilities on the Master Trust's statements of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Investments in common/collective trust funds are valued based on the year-end unit net asset value ("NAV"). The NAV is used as a practical expedient to estimate fair value. Unit values are determined by the issuer or third party administrator by dividing the fair values of the total net assets at year-end by the outstanding units. There were no unfunded commitments, no restrictions on redemption frequency, and no advance notice periods required for redemption for these investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Synthetic GICs are stated at contract value. There are no reserves against contract value for credit risk of the contract issuer. The fixed-income securities underlying the contracts were valued based on the pricing methodology stated below for fixed-income securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Fixed-income securities, including government and agency securities, corporate bonds, and mortgage and asset-backed securities, are primarily valued using a market approach using matrix pricing, which considers a security's relationship to other securities for which quoted prices in an active market may be available, or alternatively based on an income approach, which uses valuation techniques to convert future cash flows to a single present value amount. The valuation approach is designed to maximize the use of observable inputs, such as observable trade prices, multiple broker-dealer quotations, related yield curves, and other assumptions about the security (prepayment projections, cash flows, other security characteristics, etc.) and minimize unobservable inputs. The securities are valued as of the last trading day of the year. Fixed-income instruments that have a delayed future settlement such as to-be-announced securities ("TBAs") are valued similarly to fixed-income securities in active markets. TBAs are included in the underlying assets associated with the synthetic GICs, other receivables, and other liabilities on the Master Trust's statements of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Mutual funds, which are registered investment companies, are valued at the daily closing price as reported by the fund. Funds held by the Master Trust are open-ended funds that are registered with the Securities and Exchange Commission. These funds are required to publish their daily NAV and to transact at that price.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Short-term investments include certificates of deposits, commercial paper, treasury bills, and discounted notes with original maturities greater than three months, but less than one year. These investments are primarily valued using a market approach in the same manner as fixed-income securities referenced above.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Other investments include physical commodities and over-the-counter ("OTC") derivatives, such as options and swap contracts. Physical commodities are valued on a market approach using the front month futures contract for the specific commodity. The derivatives are valued using a market approach and are based upon the expected amount that the Master Trust would receive or pay to exit the derivative at the reporting date. The valuation methodology relies on inputs, including, but not limited to, benchmark yields, swap curves, cash flow analysis, ratings updates, and interdealer broker rates. Credit risk of the derivative counterparties is offset by collateralizing the expected amount that the Master Trust would receive or pay to terminate the derivative.

In accordance with the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") 946, *Financial Services - Investment Companies*, the synthetic GICs are included at contract value in

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participant-directed investments in the statements of net assets available for benefits. Contract value is the amount Members would receive if they were to initiate permitted transactions under the terms of the Plan and the terms of the synthetic GICs. The statement of changes in net assets available for benefits is presented on a contract-value basis.

Purchases and sales of securities are recorded on a trade-date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date. Net appreciation/depreciation of investments includes both realized and unrealized gains or losses and is calculated as the difference between the fair value of the investments as of the beginning of the plan year or the purchase date in the current year and either the sales price or the end-of-year fair value.

**Cash and Cash Equivalents** — Cash and cash equivalents include cash and cash collateral. Cash collateral is related to the collateral posted on derivatives.

**Valuation Oversight** — Plan management has implemented processes that are designed to ensure that fair value measurements used by the Master Trust are appropriate and reliable, that they are based on observable inputs wherever possible, and that the valuation approaches are consistently applied and the assumptions used are reasonable. The valuation framework has a set of processes that provides for oversight and validation of the fair value methodologies as well as valuations.

The Board of Directors of the Company has delegated the fiduciary oversight of plan assets over various retirement plans held within the Master Trust structures to the Employee Benefit Investment Committee ("EBIC"). The EBIC has sub-delegated this responsibility to the Chief Investment Officer ("CIO"), who manages Trust Investments and chairs the Valuation Committee. Trust Investments is responsible for the oversight of the Plan assets including selection and monitoring of investment managers, asset strategies, and risk management. The Valuation Committee is responsible for the oversight of the valuation practices of the Master Trust and is composed of the Managing Directors of Trust Investments, including Risk Management and Trust Operations and each of the Investment teams, along with the Director of Actuarial Services and Enterprise Benefits Accounting. The Valuation Committee meets periodically with the purpose of fulfilling the following responsibilities and provides an annual review to the EBIC of its findings and actions:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Review and approve annually the Trust Investments valuation practices, and review valuation practices used by third parties

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Review and approve the year-end valuations, including the methods used to develop and substantiate the unobservable inputs used in the fair value measurement

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Review analysis and benchmarks used by the Company and the Master Trust to assess the reasonableness of the year-end valuations and changes in fair value measurements from period to period

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Review and approve annual financial statement disclosures of the investments held in the Master Trust

Common/collective trust funds are generally valued using the NAV or its equivalent. Valuations provided by the funds are reviewed at least quarterly. The asset managers' audited financial statements are used in the Master Trust's annual financial reporting process, where applicable. Assessments of reasonableness include regular asset manager meetings and review of quarterly reports, third-party reviews and reconciliations, which includes escalation to Trust Investments for exceptions, quarterly CIO investment reviews, and reviews of manager valuation policies. Valuation policies are reviewed when a new mandate is entered into with an asset manager or as changes to policies are provided by managers.

Fixed income, equity, and derivative instruments are generally valued using valuations obtained from pricing vendors. Pricing vendor valuation methodologies and custodian pricing controls and related documentation are assessed for reasonableness on an annual basis. The pricing vendor due diligence process includes reviews of pricing controls and procedures, as well as discussions in order to maintain a current understanding of the valuation processes and related assumptions and inputs that may be used by the vendors to price instruments. The custodian due diligence process includes reviews of pricing controls and procedures that are carried out on the Master Trust's behalf. This includes various levels of tolerances checks on price changes, review of stale

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or unchanged prices, multi-price source comparisons, and vendor price challenges. Additionally, on a monthly basis, the custodian reconciles its valuations to valuations obtained from each investment manager and any exceptions are reported to Trust Investments for resolution, which may include escalation to the Valuation Committee.

**Contributions** — Contributions from Members and the matching contributions from the Company are recorded in the year in which the employee contributions are withheld from compensation.

**Benefits** — Benefits are recorded when paid.

**Expenses** — Necessary and proper expenses of the Plan are paid from the Plan assets at the Master Trust level, except for those expenses the Company is required by law or chooses to pay. Expenses are paid at the Master Trust level, deducted from income earned and therefore are recorded as a reduction of investment return and are not separately reflected in the Plan's statement of changes in net assets available for benefits.

**Notes Receivable from Participants** — Notes receivable from participants are measured at the unpaid principal balance, plus any accrued but unpaid interest. Delinquent Member loans are recorded as distributions based on the terms of the plan document.

**3.**&nbsp;&nbsp;&nbsp;&nbsp;**SYNTHETIC GUARANTEED INVESTMENT CONTRACTS**

The Master Trust includes the Stable Value Fund ("SVF"), which is managed by Goldman Sachs Asset Management, L.P. ("GSAM"). The SVF holds synthetic GICs.

A synthetic GIC, also known as a wrap contract, is an investment contract issued by an insurance company or other financial institution, backed by diversified fixed income and cash portfolios that are owned by the SVF. These contracts provide that realized and unrealized gains and losses on the underlying assets are not reflected immediately in the net assets of the SVF, but rather are amortized, over the duration of the underlying assets or other agreed upon period, through adjustments to the contracts' future crediting rates. Primary variables impacting the future crediting rate of the SVF include the crediting rates of the various wrap contracts, broader market interest rates, the current yield and historical investment performance of the underlying assets, the duration of the underlying assets covered by the wrap contracts, the existing difference between the market value of the SVF's investment portfolios and the associated wrap contracts' book value, the timing and amount of participant contributions and withdrawals made to or from the SVF, the percentage of the SVF invested in cash, and SVF expenses, among other factors. The contract issuers guarantee (subject to the terms, conditions and exceptions in the wrap contracts) that all qualified participant withdrawals will occur at contract value (or book value), which represents contributions made under the contract, plus credited interest, less withdrawals made under the contract, and less administrative expenses.

The synthetic GICs are included in the Master Trust's statements of net assets, as discussed in Note 2, at contract value. There are no reserves against contract value for credit risk of the contract issuers. The fixed income securities underlying the contracts are valued based on the valuation methodology stated in Note 2.

The assets underlying the synthetic GICs are owned by the SVF, which is part of the Master Trust. NT is the custodian for the Master Trust assets. The underlying assets of the synthetic GICs are invested in diversified fixed income and cash portfolios managed by BlackRock Financial Management, Voya Investment Management Co., J.P. Morgan Investment Management ("JPM"), Pacific Investment Management Company, PGIM (the global investment management business of Prudential Financial), and Western Asset Management Co. In addition to the diversified fixed income portfolios, GSAM oversees an allocation to a cash component, which is invested in a separately managed account, managed by JPM.

The wrap providers are each contractually obligated to pay the principal and specified crediting rate that is guaranteed to the SVF, subject to the terms, conditions and exceptions of each wrap contract. The respective crediting rates are each based on a formula agreed upon with each wrap contract issuer; each contract provides an interest rate floor of 0%. Such contract crediting rates are reset on a monthly basis while the crediting rate for the SVF is reset on a daily basis.

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Certain events, including but not limited to a Plan termination or a Plan merger outside the Master Trust initiated by the Company, could limit the ability of the SVF to transact at contract value or may allow for the termination of the wrap contract at less than contract value. The Company does not believe that any events are probable of occurring that could limit the ability of the SVF to transact at contract value.

**4.**&nbsp;&nbsp;&nbsp;&nbsp;**MASTER TRUST**

The Master Trust assets are invested and records are maintained by each investment fund option. Funds are allocated to the participating plans in accordance with the Plan provisions and Member allocation elections. The allocation of net assets is based on the respective number of units held by the plans' Members as of year-end. The allocation of the changes in net assets is calculated daily based on the units held by the plans' Members as of that day's end.

The Plan's interest in the Master Trust represented 100% of the Master Trust's net assets at December 31, 2024 and 2023.

Although the Plan is the only participating plan in the Master Trust as of December 31, 2024, the Company intends to keep the Master Trust for potential future acquired plans and file a Form 5500 as a master trust.

The Master Trust's statements of net assets as of December 31, 2024 and 2023, are as follows:

---

| | | |
|:---|:---|:---|
| | **2024** | **2023** |
| ASSETS: |  |  |
| Investments — at fair value: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common/collective trusts | $45742 | $41439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common and preferred stock | 8867 | 7280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government and agency securities | 737 | 565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | 553 | 456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mortgage and asset-backed securities | 356 | 447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boeing common stock | 5434 | 8444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mutual funds | 133 | 48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | 42 | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Other investments | 15 | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments — at fair value | 61879 | 58733 |
| Investments — at contract value: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Synthetic GICs/SVF | 11231 | 12536 |
| Total Master Trust investments | 73110 | 71269 |
| Cash and cash equivalents | 180 | 139 |
| Receivables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Receivables for securities sold | 166 | 68 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accrued investment income | 38 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Other | 6 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total receivables | 210 | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total assets | 73500 | 71513 |
| LIABILITIES: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Payables for securities purchased | 296 | 68 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accrued investment and administration expenses | 26 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Other | 24 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total liabilities | 346 | 126 |
| NET ASSETS | $73154 | $71387 |

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The statement of changes in net assets for the Master Trust for the year ended December 31, 2024 is as follows:

---

| | |
|:---|:---|
| Net appreciation of investments | $4682 |
| Interest income | 484 |
| Dividend income | 137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment income | 621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net investment income | 5303 |
| Amounts received from participating plan | 4032 |
| Deductions: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amounts paid to participating plan | 7574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment and administration expenses | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total deductions | 7676 |
| Assets transferred from another plan | 108 |
| Increase in net assets | 1767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning of year | 71387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;End of year | $73154 |

---

**5.**&nbsp;&nbsp;&nbsp;&nbsp;**FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES**

ASC 820, *Fair Value Measurement*, establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy under ASC 820 for financial assets and financial liabilities are described below:

*Level 1* — Values are based on unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities. An active market is a market in which transactions for the asset or liability occur with sufficient frequency and volume to provide pricing information on an ongoing basis.

*Level 2* — Values are based on (a) quoted prices for similar assets or liabilities in active markets; (b) quoted prices for identical or similar assets or liabilities in nonactive markets; or (c) valuation models whose inputs are observable, directly or indirectly, for substantially the full term of the asset or liability.

*Level 3* — Values are based on prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement.

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The following tables set forth by level within the fair value hierarchy a summary of Master Trust investments by general types of assets and liabilities measured at fair value on a recurring basis as of December 31, 2024 and 2023. As required by ASC 820, assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | **Quoted Prices<br>in Active Market<br>for Identical<br>Asset<br>(Level 1)** | **Significant<br>Other<br>Observable<br>Inputs<br>(Level 2)** | **Significant<br>Unobservable<br>Inputs<br>(Level 3)** | **Not Leveled\*** | **Balance as of December 31, 2024** |
| Investments: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments in the fair value hierarchy: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common and preferred stock | $8863 | $— | $4 | $— | $8867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Government and agency securities |  | 727 | 10 |  | 737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds |  | 552 | 1 |  | 553 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mortgage and asset-backed securities |  | 330 | 26 |  | 356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing common stock | 5434 |  |  |  | 5434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mutual funds | 133 |  |  |  | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-term investments |  | 42 |  |  | 42 |
| &nbsp;&nbsp;&nbsp;&nbsp;Other investments |  | 15 |  |  | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments in the fair value hierarchy | 14430 | 1666 | 41 |  | 16137 |
| &nbsp;&nbsp;&nbsp;Investments measured at net asset value: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common/collective trusts |  |  |  | 45742 | 45742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments — at fair value | 14430 | 1666 | 41 | 45742 | 61879 |
| &nbsp;&nbsp;&nbsp;Investments measured at contract value: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Synthetic GICs/SVF |  |  |  | 11231 | 11231 |
| Cash and cash equivalents |  |  |  | 180 | 180 |
| Receivables: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Receivables for securities sold |  |  |  | 166 | 166 |
| &nbsp;&nbsp;&nbsp;Accrued investment income |  |  |  | 38 | 38 |
| &nbsp;&nbsp;&nbsp;Other | 1 | 5 |  |  | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total receivables | 1 | 5 |  | 204 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total assets | 14431 | 1671 | 41 | 57357 | 73500 |
| Liabilities: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Payables for securities purchased |  |  |  | 296 | 296 |
| &nbsp;&nbsp;&nbsp;Accrued investment and administration expenses |  |  |  | 26 | 26 |
| &nbsp;&nbsp;&nbsp;Other | 1 | 10 |  | 13 | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total liabilities | 1 | 10 |  | 335 | 346 |
| NET ASSETS | $14430 | $1661 | $41 | $57022 | $73154 |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | **Quoted Prices<br>in Active Market<br>for Identical<br>Asset<br>(Level 1)** | **Significant<br>Other<br>Observable<br>Inputs<br>(Level 2)** | **Significant<br>Unobservable<br>Inputs<br>(Level 3)** | **Not Leveled\*** | **Balance as of December 31, 2023** |
| Investments: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments in the fair value hierarchy: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common and preferred stock | $7279 | $— | $1 | $— | $7280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Government and agency securities |  | 564 | 1 |  | 565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds |  | 453 | 3 |  | 456 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mortgage and asset-backed securities |  | 428 | 19 |  | 447 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing common stock | 8444 |  |  |  | 8444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mutual funds | 48 |  |  |  | 48 |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-term investments |  | 37 | 3 |  | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp;Other investments |  | 14 |  |  | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments in the fair value hierarchy | 15771 | 1496 | 27 |  | 17294 |
| &nbsp;&nbsp;&nbsp;Investments measured at net asset value: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common/collective trusts |  |  |  | 41439 | 41439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments — at fair value | 15771 | 1496 | 27 | 41439 | 58733 |
| &nbsp;&nbsp;&nbsp;Investments measured at contract value: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Synthetic GICs/SVF |  |  |  | 12536 | 12536 |
| Cash and cash equivalents |  |  |  | 139 | 139 |
| Receivables: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Receivables for securities sold |  |  |  | 68 | 68 |
| &nbsp;&nbsp;&nbsp;Accrued investment income |  |  |  | 30 | 30 |
| &nbsp;&nbsp;&nbsp;Other | 1 | 6 |  |  | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total receivables | 1 | 6 |  | 98 | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total assets | 15772 | 1502 | 27 | 54212 | 71513 |
| Liabilities: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Payables for securities purchased |  |  |  | 68 | 68 |
| &nbsp;&nbsp;&nbsp;Accrued investment and administration expenses |  |  |  | 26 | 26 |
| &nbsp;&nbsp;&nbsp;Other | 1 | 11 |  | 20 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total liabilities | 1 | 11 |  | 114 | 126 |
| NET ASSETS | $15771 | $1491 | $27 | $54098 | $71387 |

---

\*The amounts not leveled are related to investments using NAV as a practical expedient to estimate fair value, investments measured at contract value, and non-investment assets and liabilities. The amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Master Trust's statements of net assets.

Master Trust net assets at fair value classified within Level 3 consisted of common and preferred stock, government and agency securities, corporate bonds, mortgage and asset-backed securities, and short-term investments. Such amounts were 0.06% and 0.04% of the Master Trust's net assets as of December 31, 2024 and 2023, respectively.

**Level 3 Transfers —** The availability of observable market data is monitored to assess the appropriate classification of financial instruments within the fair value hierarchy. Changes in economic conditions or model-based valuation techniques may require the transfer of financial instruments from one fair value level to another. The significance of transfers between levels is evaluated based upon the nature of the financial instrument and size of the transfer relative to net assets. There were no significant transfers into or out of Level 3 for the years ended December 31, 2024 and 2023.

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**6.** &nbsp;&nbsp;&nbsp;&nbsp;**DERIVATIVE FINANCIAL INSTRUMENTS**

ASC 815, *Derivatives and Hedging*, requires disclosures on how and why derivatives are used, accounted for, and affect the results of operations and financial position. Derivative instruments held by the Master Trust are not designated as hedging instruments under ASC 815. The Master Trust investments are exposed to the following financial instrument risks:

**Interest Rate Risk —** Interest rate risk is the risk of change in the market value of the assets due to a change in interest rates. Bond futures, interest rate swaps, and interest rate swaptions are generally used to manage interest rate risk or adjust portfolio duration. A futures contract is an agreement between two parties to buy and sell a financial instrument at a set price on a future date. Interest rate swap agreements involve the exchange of respective commitments to pay or receive interest, e.g., an exchange of floating rate payments for fixed rate payments, with respect to the notional amount of principal between the Master Trust and a counterparty. Interest rate swaptions are options to enter into an interest rate swap based on predetermined conditions.

**Credit Risk —** Credit risk is the risk of change in the market value of assets due to the change in creditworthiness of the underlying issuer. Credit default swaps are used to manage the credit exposure of a security or basket of securities. Credit default swap agreements involve one party (referred to as the buyer of protection) making a stream of payments to another party (the seller of protection) in exchange for the right to receive a specified return in the event of a default or other credit event for the referenced entity, obligation, or index.

**Foreign Currency Risk —** Currency risk is the risk of a change in market value due to the change in foreign currency exchange rates. Generally, currency futures and forward contracts are used to achieve the desired currency exposure, or generate value-added performance. Foreign currency futures and forwards are agreements between two parties to buy and sell a set of currencies at a set exchange rate on a specified future date. A currency option gives the buyer the right, but not the obligation, to buy one currency or sell another currency at a set exchange rate on or before a given date.

**Equity Risk —** Equity risk is the risk of a change in market value of assets due to the change in equity or equity index prices. Equity futures and swaps are generally used to manage the market exposure of a security or index, or rebalance the total portfolio to the target asset allocation. An equity futures contract is an agreement between two parties to buy and sell a financial instrument at a set price on a future date. Equity swaps generally exchanges the return on a stock or stock index for the return of another financial instrument such as a different stock or equity index or LIBOR.

**Future Settlement Risk —** Future settlement risk is the risk of counterparty nonperformance resulting in not receiving the asset or associated gains specified in the contract. Gains are derived from the change in market value of the contract due to a change in price of the underlying security. Mortgage-backed TBAs are used to manage the market exposure of a security or asset class. A TBA is a contract for the purchase or sale of agency mortgage-backed securities to be delivered at a future agreed-upon date.

As of December 31, 2024 and 2023, the Master Trust has invested in derivative contracts. The fair value of these contracts is included in the Master Trust's statements of net assets, as discussed in Note 4, and was not material.

Derivative contracts realized gains and losses and the change in unrealized gains and losses are reflected in the Master Trust's statement of changes in net assets as net appreciation or depreciation of investments. The effect of derivative contracts realized gains and losses and the change in unrealized gains and losses for the year ended December 31, 2024 was not material.

The following table summarizes the gross notional value of derivative contracts outstanding as of December 31, 2024 and 2023. The gross notional amounts give an indication of the volume of the Master Trust's derivative activity and significantly exceed the fair value of the derivative investments, which is more representative of the economic exposure associated with derivatives in the Master Trust.

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | **Interest Rate** | **Credit** | **Foreign<br>Currency** | **Equity** | **Future<br>Settlement** | **Total** |
| **December 31, 2024** | | | | | | |
| Forward contracts | $— | $— | $276 | $— | $— | $276 |
| Futures | 2793 |  | 5 | 277 |  | 3075 |
| Options | 53 |  | 16 |  |  | 69 |
| Swaps | 1294 | 50 |  |  |  | 1344 |
| TBAs |  |  |  |  | 725 | 725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total | $4140 | $50 | $297 | $277 | $725 | $5489 |
| **December 31, 2023** |  |  |  |  |  |  |
| Forward contracts | $— | $— | $223 | $— | $— | $223 |
| Futures | 3838 |  | 6 | 255 |  | 4099 |
| Options | 96 |  | 2 |  |  | 98 |
| Swaps | 531 | 45 | 5 |  |  | 581 |
| TBAs |  |  |  |  | 389 | 389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total | $4465 | $45 | $236 | $255 | $389 | $5390 |

---

Derivatives are generally used to manage the market exposure of a security, index or currency, or adjust the portfolio duration. Derivative contracts are instruments that derive their value from underlying assets, indices, reference interest rates, or a combination of these factors. Refer to Note 2 for further description of how derivative instruments are valued. Certain cash instruments, such as mortgage-backed TBAs meet the definition of a derivative instrument under GAAP.

The nature of the counterparty and the settlement mechanism of the derivative affect the credit risk to which the Master Trust is exposed. For OTC derivatives such as swaps, forwards, options and TBAs, the Master Trust is exposed to the credit risk of the derivative counterparty.

For exchange-traded derivatives, such as futures and options, and "cleared" OTC swaps, the Master Trust is generally exposed to the credit risk of the relevant exchange or clearinghouse. Where possible, the Master Trust seeks to mitigate its credit risk exposures arising on derivative transactions through the use of legally enforceable master netting arrangements and collateral agreements.

The Master Trust is also exposed to liquidity risk in the following situations:

1) When the derivative contracts require the Master Trust to post additional cash or securities collateral with counterparties as the fair value of the contracts moves in the counterparties' favor and the Master Trust's receivables under related contracts are unavailable for offset or insufficient in value to offset the payment obligation to the counterparty.

2) When certain derivative contracts have credit-related contingent features under the International Swaps and Derivatives Association Master Agreement (generally swaps) with counterparties for contracts in a net liability position.

The Master Trust has liquidity risk if its assets decline by various, pre-specified rates over predetermined time periods. If this occurs, the Master Trust is required to post more collateral or may be required to pay off the open liability contracts given the counterparty's right to terminate the contract. At December 31, 2024 and 2023, the Master Trust had an insignificant amount of contracts in a net liability position with contingent features with an insignificant amount posted in collateral against those positions.

**7.**&nbsp;&nbsp;&nbsp;&nbsp;**RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500**

The following is a reconciliation of net assets available for benefits per the financial statements as of December 31, 2024 and 2023, to Form 5500:

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| | | |
|:---|:---|:---|
| | **2024** | **2023** |
| Net assets available for benefits per the financial statements | $73910 | $72246 |
| Amounts allocated to withdrawing Members | (76) | (109) |
| Net assets available for benefits per Form 5500 | $73834 | $72137 |

---

The following is a reconciliation of benefits paid per the financial statements for the year ended December 31, 2024, to total benefit payments per Form 5500:

---

| | |
|:---|:---|
| Benefits paid per the financial statements | $7231 |
| Amounts allocated to withdrawing Members — December 31, 2024 | 76 |
| Amounts allocated to withdrawing Members — December 31, 2023 | (109) |
| Amounts deemed distributions of Member loans as reflected in the Form 5500 | (2) |
| Total benefit payments per Form 5500 | $7196 |

---

Amounts allocated to withdrawing Members are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to December 31, but not yet paid as of that date.

Amounts deemed distributions of Member loans as reflected in the Form 5500 are for loans that Members failed to make a payment within 30 days of the expected payment date and did not bring loan payments current within 90 days of the end of the calendar quarter in which the payment was missed, Members failed to repay the loan in full within 30 days after the end of the repayment period, or Members whose loans are in default and have not reached a distributable event and are not eligible for an in-service withdrawal in the amount of the defaulted loan balance.

**8.**&nbsp;&nbsp;&nbsp;&nbsp;**RELATED PARTY AND PARTY-IN-INTEREST TRANSACTIONS**

Certain Master Trust investments are managed by NT. NT is the trustee as defined by the Plan and, therefore, these transactions qualify as related party and party-in-interest transactions.

As of December 31, 2024 and 2023, the Plan held approximately 31 million and 32 million shares of common stock of the Company, with a cost basis of $5,291 and $5,527, respectively. During the years ended December 31, 2024 and 2023, purchases of shares by the Plan totaled $227 and $72, respectively, and sales of shares by the Plan totaled $2,105 and $2,116, respectively. Boeing contributed $1,419 in Company common stock to the Plan during the year ended December 31, 2024.

Newport Trust Company ("Newport"), is the independent fiduciary and investment manager of the Boeing Stock Fund. The Plan has authorized Newport with sole responsibility for deciding whether to restrict investment in the Boeing Stock Fund, or to sell or otherwise dispose of all or any portion of the stock held in the Boeing Stock Fund if Newport determines it is in the best interests of the Members. In the event Newport determined to sell or dispose of stock in the Boeing Stock Fund, Newport would designate an alternative investment fund under the Plan for the temporary investment of any proceeds from the sale or other disposition of the Company's common stock.

**9.&nbsp;&nbsp;&nbsp;&nbsp;TAX STATUS**

The IRS has determined and informed the Company by a letter, dated May 11, 2015, that the Plan is designed in accordance with applicable sections of the IRC. The Plan has been amended since receiving the determination letter. The Plan administrator believes that the Plan is designed and is currently being operated in compliance with the applicable requirements of the IRC. Therefore, the Plan administrator believes that the tax-exempt status of the Plan and related trust has not been affected and no provision for income taxes has been included in the Plan's financial statements.

GAAP requires Plan management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the IRS. The Plan is subject to routine audits by taxing jurisdictions; however, there are

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currently no audits for any tax periods in progress. The Plan administrator believes it is no longer subject to income tax examinations for years prior to 2021.

**10**. &nbsp;&nbsp;&nbsp;&nbsp;**PLAN TERMINATION**

Although it has not expressed any intention to do so, the Company has the right under the Plan to discontinue its contributions at any time and to terminate the Plan subject to the provisions set forth in ERISA. In the event of termination of the Plan, both Member and employer contributions, including any income earned, will be distributed to the Members.

\* \* \* \* \* \*

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**SUPPLEMENTAL SCHEDULE**

**THE BOEING COMPANY 401(k) RETIREMENT PLAN**

FORM 5500, SCHEDULE H, LINE 4(i) - SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2024

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| 1166 AVE OF THE 5.6896% DUE 10-13-2037 | \*\* | $1976213 |
| 1166 AVE OF THE 5.6896% DUE 10-13-2037 | \*\* | 1051343 |
| 1CMO BENCHMARK MORTGAGE TRUST SER 20-B21 CL A5 2.014% DUE 12-15-2053 BEO | \*\* | 8078629 |
| 1ST INDL RLTY TR INC COM | \*\* | 6396087 |
| 361 DEGREES INTERN HKD0.10 | \*\* | 171391 |
| 3650R 2021-PF1 COML MTG TR COML MTG PASSTHRU CTF CL 2.372% 11-15-2054 | \*\* | 4750129 |
| 3M CO COM | \*\* | 2622205 |
| 3SBIO INC USD0.00001 REG'S'/144A | \*\* | 579200 |
| 4IMPRINT GROUP PLC ORD GBX38.461538 | \*\* | 467522 |
| 5TH 3RD BK CIN OH 3.85% DUE 03-15-2026 | \*\* | 1315242 |
| A.P. MOLLER-MAERSK SER'B'DKK1000 | \*\* | 2729276 |
| A10 NETWORKS INC COM | \*\* | 1375400 |
| A2A SPA EUR0.52 | \*\* | 1883611 |
| AAC TECHNOLOGIES HOLDINGS INC | \*\* | 1066884 |
| AAON INC COM PAR $0.004 COM PAR $0.004 | \*\* | 7853963 |
| ABB LTD CHF0.12 (REGD) | \*\* | 14607022 |
| ABBISKO CAYMAN LTD USD0.00001 | \*\* | 76983 |
| ABBOTT LAB COM | \*\* | 18977935 |
| ABBOTT LABS 4.9% DUE 11-30-2046 | \*\* | 130820 |
| ABBVIE INC 3.2% 11-21-2029 | \*\* | 463967 |
| ABBVIE INC 3.2% 11-21-2029 | \*\* | 8736493 |
| ABBVIE INC 3.2% DUE 05-14-2026 | \*\* | 1937871 |
| ABBVIE INC 3.6% 05-14-2025 | \*\* | 3495498 |
| ABBVIE INC 4.05% DUE 11-21-2039 REG | \*\* | 957945 |
| ABBVIE INC 4.25% DUE 11-14-2028 | \*\* | 246153 |
| ABBVIE INC 4.25% DUE 11-21-2049 REG | \*\* | 1127748 |
| ABBVIE INC 4.4% DUE 11-06-2042 | \*\* | 216724 |
| ABBVIE INC 4.8% 03-15-2029 | \*\* | 4401297 |
| ABBVIE INC 5.05% 03-15-2034 | \*\* | 514250 |
| ABBVIE INC 5.05% 03-15-2034 | \*\* | 4944708 |
| ABBVIE INC 5.4% 03-15-2054 | \*\* | 173320 |
| ABBVIE INC COM USD0.01 | \*\* | 34310138 |
| ABC-MART INC NPV | \*\* | 682219 |
| ABERCROMBIE & FITCH CO CL A CL A | \*\* | 3961254 |
| ABN AMRO BK N V 4.75% DUE 07-28-2025 | \*\* | 398396 |
| ABN AMRO BK N V 6.339% DUE 09-18-2027 | \*\* | 4497405 |
| ABU DHABI COMM.BK. AED1 | \*\* | 3308565 |
| ABU DHABI ISLAM BK AED1 | \*\* | 622283 |
| ABU DHABI NATL CO AED0.08 | \*\* | 391011 |
| ACADEMEDIA AB NPV | \*\* | 615165 |
| ACADIA HEALTHCARE CO INC COM | \*\* | 1016190 |
| ACADIA PHARMACEUTICALS INC COM | \*\* | 738624 |
| ACADIA RLTY TR COM | \*\* | 4795905 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ACBEL POLYTECH INC TWD10 | \*\* | 29526 |
| ACCELLERON INDUSTR CHF0.01 | \*\* | 1508674 |
| ACCENTURE CAP INC 3.9% 10-04-2027 | \*\* | 753865 |
| ACCENTURE CAP INC 4.05% 10-04-2029 | \*\* | 465672 |
| ACCENTURE CAP INC 4.25% 10-04-2031 | \*\* | 456350 |
| ACCENTURE CAP INC 4.5% 10-04-2034 | \*\* | 527482 |
| ACCENTURE PLC CLS A | \*\* | 41492575 |
| ACCTON TECH CORP TWD10 | \*\* | 1155333 |
| ACCUNIA EUROPEAN CLO I DESIGNATED ACTIVITY COMPANY 07/2030 | \*\* | 90543 |
| ACELYRIN INC COM | \*\* | 98423 |
| ACI WORLDWIDE INC COM STK | \*\* | 5866090 |
| ACTER GROUP CORPOR TWD5 | \*\* | 1099163 |
| ACUITY BRANDS INC COM | \*\* | 2501801 |
| ADDUS HOMECARE CORP COM STK | \*\* | 643422 |
| ADENTRA INC COM NPV | \*\* | 51763 |
| ADIDAS AG | \*\* | 15678498 |
| ADLINK TECHNOLOGY TWD10 | \*\* | 30731 |
| ADNOC LOGISTICS & USD0.54 | \*\* | 528792 |
| ADNOC MURBAN RSC LTD GLOBAL MEDIUM 5.125% 09-11-2054 | \*\* | 360840 |
| ADOBE INC 2.3% DUE 02-01-2030 | \*\* | 444687 |
| ADOBE INC COM | \*\* | 20581124 |
| ADR ARM HLDGS PLC SPONSORED ADS NEW | \*\* | 432994 |
| ADR ASCENDIS PHARMA A/S SPONSORED ADR | \*\* | 142213 |
| ADR ASML HLDG NV NY REG 2012 (POST REV SPLIT) | \*\* | 3604016 |
| ADR ASTRAZENECA PLC SPONSORED ADR UNITEDKINGDOM | \*\* | 7817912 |
| ADR ATRENEW INC SPONSORED ADS EACH REP 0.666 ORD SHS CL A | \*\* | 48384 |
| ADR AUTOHOME INC SPONSORED ADR REPST CL A | \*\* | 2318736 |
| ADR BARCLAYS PLC ADR | \*\* | 5836343 |
| ADR CANAAN INC SPONSORED ADR | \*\* | 477371 |
| ADR CEMEX SAB DE CV | \*\* | 552714 |
| ADR CONTROLADORA VUELA COMPANIA DE AVIACION SPONSORED ADR REPSTG 10 CPOS | \*\* | 93000 |
| ADR EHANG HLDGS LTD ADS REPSTG CL A SHS | \*\* | 7873 |
| ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS | \*\* | 1477214 |
| ADR FINVOLUTION GROUP SPONSORED ADR SPONADS EACH REP 5 ORD SHS CLASS A | \*\* | 429759 |
| ADR GDS HLDGS LTD SPONSORED ADR | \*\* | 78075 |
| ADR GRAVITY CO LTD SPONSORED ADR NEW | \*\* | 119341 |
| ADR GSK PLC | \*\* | 9010257 |
| ADR HELLO GROUP INC ADR | \*\* | 50763 |
| ADR ICICI BK LTD | \*\* | 2162491 |
| ADR IMMUNOCORE HLDGS PLC ADS | \*\* | 138326 |
| ADR ITAU UNIBANCO HLDG SA SPONSORED ADR REPSTG 500 PFD PFD ADR | \*\* | 1331641 |
| ADR JOYY INC ADS REPSTG COM CL A | \*\* | 628880 |
| ADR KANZHUN LTD SPONSORED ADS | \*\* | 104673 |
| ADR KB FINL GROUP INC SPONSORED ADR REPSTG 1 COM SH ADR | \*\* | 309991 |
| ADR KINGSOFT CLOUD HLDGS LTD ADR | \*\* | 125880 |
| ADR NICE LTD SPONSORED ADR | \*\* | 3982069 |
| ADR NOVO-NORDISK A S ADR | \*\* | 10825875 |
| ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR | \*\* | 1146520 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ADR RECKITT BENCKISER GROUP PLC SPONSORED ADR | \*\* | 6274656 |
| ADR RLX TECHNOLOGY INC SPONSORED ADS | \*\* | 331042 |
| ADR RYANAIR HLDGS PLC SPONSORED ADR NEW | \*\* | 9483222 |
| ADR SEA LTD ADR | \*\* | 8736911 |
| ADR SILICON MOTION TECHNOLOGY CORP SPONSORED ADR REPSTG SHS | \*\* | 1030463 |
| ADR STMICROELECTRONICS N V SHS-N Y REGISTRY SHS-N Y REGISTRY | \*\* | 1980271 |
| ADR STRUCTURE THERAPEUTICS INC SPONSOREDADR | \*\* | 186396 |
| ADR TAIWAN SEMICONDUCTOR MANUFACTURING ADS REP 5 TWD10 | \*\* | 25022575 |
| ADR UNILEVER PLC SPONSORED ADR NEW | \*\* | 9763740 |
| ADR VERONA PHARMA PLC SPONSORED ADS | \*\* | 2809016 |
| ADR VIPSHOP HLDGS LTD SPONSORED ADR | \*\* | 2429005 |
| ADR VNET GROUP INC SPONSORED ADR | \*\* | 187358 |
| ADR WIPRO LTD SPONSORED ADR REPSTG 1 SH SPONSORED ADR REPSTG 1 SH COM | \*\* | 933526 |
| ADR WPP PLC ADR DR EACH REPR 5 SHS | \*\* | 8095500 |
| ADVANCE AUTO PTS INC COM | \*\* | 1073341 |
| ADVANCED MICRO DEVICES INC 4.393% DUE 06-01-2052 | \*\* | 251102 |
| ADVANCED MICRO DEVICES INC COM | \*\* | 28179220 |
| ADVANSIX INC COM | \*\* | 39886 |
| ADVENTIST HLTH 2.952% DUE 03-01-2029 | \*\* | 4936597 |
| ADYEN NV EUR0.01 | \*\* | 2072803 |
| AECOM | \*\* | 508997 |
| AECON GROUP INC. COM NPV | \*\* | 101976 |
| AEDAS HOMES SA EUR1 | \*\* | 160085 |
| AEDIFICA NPV | \*\* | 371867 |
| AEP TEX INC 3.45% DUE 01-15-2050 | \*\* | 222159 |
| AEP TEX INC 4.15% DUE 05-01-2049 | \*\* | 189090 |
| AEP TEX INC 5.25% DUE 05-15-2052 | \*\* | 297574 |
| AEP TEX INC 5.45% 05-15-2029 | \*\* | 3775805 |
| AEP TEXAS CENT CO FIXED 3.95% DUE 06-01-2028 | \*\* | 3559938 |
| AEP TRANSM CO LLC 3.1% DUE 12-01-2026 | \*\* | 738026 |
| AEP TRANSM CO LLC 5.15% DUE 04-01-2034 | \*\* | 98396 |
| AERCAP HOLDINGS N.V. EUR0.01 | \*\* | 7548816 |
| AERCAP IRELAND CAP / GLOBA 3.3% DUE 01-30-2032 BEO | \*\* | 636205 |
| AERCAP IRELAND CAP / GLOBA 3.3% DUE 01-30-2032 BEO | \*\* | 697211 |
| AERCAP IRELAND CAP / GLOBA 3.0% DUE 10-29-2028 | \*\* | 486011 |
| AERCAP IRELAND CAP / GLOBA 3.0% DUE 10-29-2028 | \*\* | 4378727 |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY C6.5% DUE 07-15-2025 REG | \*\* | 855495 |
| AERCAP IRELAND CAP/GLOBA 2.45% DUE 10-29-2026 BEO | \*\* | 2281154 |
| AERCAP IRELAND CAP/GLOBA 2.45% DUE 10-29-2026 BEO | \*\* | 2632468 |
| AERCAP IRELAND CAP/GLOBA 5.1% 01-19-2029 | \*\* | 419346 |
| AERCAP IRELAND CAPITAL DAC GTD SR NT 3.4% 10-29-2033 | \*\* | 357804 |
| AERCAP IRELAND FIXED 4.45% DUE 10-01-2025 | \*\* | 1680206 |
| AERCAP IRELAND FIXED 4.45% DUE 10-01-2025 | \*\* | 997666 |
| AEROVIRONMENT INC COM | \*\* | 12999 |
| AES CORP 5.45% 06-01-2028 | \*\* | 603199 |
| AES CORP SR NT 1.375% 01-15-2026 | \*\* | 1183110 |
| AETNA INC NEW 6.75% DUE 12-15-2037 | \*\* | 95039 |
| AFFIRM HLDGS INC CL A CL A | \*\* | 933353 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| AFFLE (INDIA) LTD INR2 (POST SUB DIVISON) | \*\* | 626328 |
| AFLAC INC 1.125% DUE 03-15-2026 | \*\* | 1526615 |
| AFTER YOU PCL THB0.10(NVDR) | \*\* | 25359 |
| AFYON CIMENTO COMMON STOCK | \*\* | 85342 |
| AG ANADOLU GRUBU TRY1 (A SHARES) | \*\* | 66689 |
| AGCO CORP COM | \*\* | 3038380 |
| AGCO CORP DEL 5.45% 03-21-2027 | \*\* | 1059858 |
| AGESA HAYAT VE EMEKLILIK AS | \*\* | 256999 |
| AGILENT TECHNOLOGIES INC COM | \*\* | 16672669 |
| AGILITY PUBLIC WAR KWD0.100 | \*\* | 151511 |
| AGILON HEALTH INC COM | \*\* | 195227 |
| AGL CAP CORP 5.875% DUE 03-15-2041 | \*\* | 25329 |
| AGL CLO 13 LTD / AGL CLO 13 LLC SR SECD NT CL A-1 FLTG RATE 5.71478% 10-20-2034 | \*\* | 3967021 |
| AGL ENERGY NPV | \*\* | 593112 |
| AGREE RLTY CORP COM | \*\* | 4434475 |
| AGRICULTURAL BANK OF CHINA CMN STK | \*\* | 5952138 |
| AGTHIA GROUP PJSC COM STK AED1 | \*\* | 131674 |
| AIA GROUP LTD NPV | \*\* | 9143735 |
| AIB GROUP PLC ORD EUR0.625 | \*\* | 5641146 |
| AIC MINES LIMITED | \*\* | 20188 |
| AIG GLOBAL FDG SR 5.9% DUE 09-19-2028 | \*\* | 580852 |
| AIG GLOBAL FDG SR VAR RT 5.663761% DUE 09-25-2026 | \*\* | 1898405 |
| AIR ARABIA AED1 | \*\* | 48951 |
| AIR CANADA VAR VTG SHS NPV | \*\* | 468974 |
| AIR LEASE CORP 3.375% DUE 07-01-2025 REG | \*\* | 1091458 |
| AIR LEASE CORP CL A CL A | \*\* | 1640635 |
| AIR LEASE CORP MED FIXED 5.3% DUE 02-01-2028 | \*\* | 947896 |
| AIR LIQUIDE(L') EUR5.50 | \*\* | 16793410 |
| AIRBNB INC CL A COM USD0.0001 CL A | \*\* | 10067320 |
| AJ BELL PLC ORD GBP0.000125 | \*\* | 610342 |
| AKATSUKI INC NPV | \*\* | 295242 |
| AKER SOLUTIONS ASA | \*\* | 318441 |
| AKERO THERAPEUTICS INC COM | \*\* | 289578 |
| AKESO INC USD0.00001 | \*\* | 593876 |
| AL BABTAIN POWER SAR10 | \*\* | 482264 |
| AL YAMAMAH STEEL I SAR10 | \*\* | 123414 |
| ALABAMA PWR CO 3.45% DUE 10-01-2049 | \*\* | 247472 |
| ALABAMA PWR CO 3.75% DUE 09-01-2027 | \*\* | 1609681 |
| ALAMOS GOLD INC COM NPV | \*\* | 333113 |
| ALASKA AIR GROUP INC COM | \*\* | 2216975 |
| ALBA PLC FLT 15/12/2038 | \*\* | 197016 |
| ALBEMARLE CORP 4.65% 06-01-2027 | \*\* | 1038144 |
| ALBERTA PROV CDA BD 3.3% DUE 03-15-2028 REG | \*\* | 482210 |
| ALBERTA PROV CDA USD BD 1.3% DUE 07-22-2030 REG | \*\* | 814171 |
| ALCHIP TECHNOLOGIE TWD10 | \*\* | 700331 |
| ALDAR PROPERTIES AED1 | \*\* | 1197060 |
| ALECTOR INC COM | \*\* | 64215 |
| ALEXANDRIA REAL 4% DUE 02-01-2050 | \*\* | 222976 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ALEXANDRIA REAL ESTATE E 2.0% DUE 05-18-2032 | \*\* | 1459366 |
| ALEXANDRIA REAL ESTATE EQUITIES 1.875% DUE 02-01-2033 | \*\* | 96317 |
| ALEXANDRIA REAL ESTATE EQUITIES 2.95% 03-15-2034 | \*\* | 349961 |
| ALFRESA HOLDINGS NPV | \*\* | 645785 |
| ALGONQUIN POWER & UTILITIES CORP STEP UP06-15-2026 | \*\* | 2300781 |
| ALIBABA GROUP HOLDING LTD | \*\* | 3900532 |
| ALIGNMENT HEALTHCARE INC COM | \*\* | 1648429 |
| ALIMENTATION 3.55% DUE 07-26-2027 | \*\* | 4490395 |
| ALK-ABELLO A/S SER'B'DKK0.50 | \*\* | 512056 |
| ALKAMI TECHNOLOGY INC COM | \*\* | 519425 |
| ALKERMES PLC SHS | \*\* | 290418 |
| ALLEGIANT TRAVEL CO COM | \*\* | 490742 |
| ALLEGRO MICROSYSTEMS INC DEL COM | \*\* | 531438 |
| ALLFUNDS GROUP EUR0.0025 | \*\* | 849296 |
| ALLIANCE BANK MALA NPV | \*\* | 59966 |
| ALLIENT INC COM NPV | \*\* | 2525 |
| ALLOS S.A COM NPV | \*\* | 103480 |
| ALLSTATE CORP COM | \*\* | 1964916 |
| ALLTOP TECHNOLOGY CO LTD | \*\* | 546539 |
| ALLY AUTO 4.94% DUE 10-15-2029 | \*\* | 2460891 |
| ALLY AUTO RECEIVABLES TR SR 24-1 CL A3 5.17% 12-15-2028 | \*\* | 720045 |
| ALLY AUTO RECEIVABLES TRUST SER 23-1 CL A3 5.46% DUE 05-15-2028 | \*\* | 1935338 |
| ALLY AUTO RECEIVABLES TRUST SER 24-1 CL A2 5.32% 12-15-2026 | \*\* | 1713727 |
| ALLY FINL INC 6.848% 01-03-2030 | \*\* | 829270 |
| ALLY FINL INC COM | \*\* | 3763333 |
| ALPHA METALLURGICAL RES INC COM | \*\* | 152692 |
| ALPHA NETWORKS INC TWD10 | \*\* | 41814 |
| ALPHA SERVICES AND HOLDINGS SA EUR0.3(REV SPLIT) | \*\* | 1494939 |
| ALPHA SYSTEMS INC NPV | \*\* | 44964 |
| ALPHABET INC 1.9% DUE 08-15-2040 | \*\* | 320479 |
| ALPHABET INC CAP STK USD0.001 CL C | \*\* | 37222260 |
| ALPHABET INC CAPITAL STOCK USD0.001 CL A | \*\* | 84227710 |
| ALPHAPOLIS CO LTD NPV | \*\* | 30305 |
| ALTRIA GROUP INC 3.875% DUE 09-16-2046 | \*\* | 130601 |
| ALTRIA GROUP INC 4.8% DUE 02-14-2029 | \*\* | 4868716 |
| ALTRIA GROUP INC 6.2% 11-01-2028 | \*\* | 673556 |
| ALTRIA GROUP INC FIXED 3.4% DUE 05-06-2030 | \*\* | 693046 |
| ALTRIA GROUP INC FIXED 4.4% DUE 02-14-2026 | \*\* | 5182447 |
| AMADEUS IT GROUP EUR0.01 | \*\* | 7501656 |
| AMANO CORPORATION NPV | \*\* | 155448 |
| AMATA CORP THB1(NVDR) | \*\* | 445058 |
| AMAZON COM INC 2.1% DUE 05-12-2031 BEO | \*\* | 153727 |
| AMAZON COM INC 2.5% DUE 06-03-2050 | \*\* | 113549 |
| AMAZON COM INC 2.5% DUE 06-03-2050 | \*\* | 310766 |
| AMAZON COM INC COM | \*\* | 243815347 |
| AMAZON COM INC FIXED 3.875% DUE 08-22-2037 | \*\* | 485915 |
| AMAZON COM INC NT 3.1% 05-12-2051 | \*\* | 445815 |
| AMBEA AB NPV | \*\* | 2062649 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| AMCOR FLEXIBLES NORTH AMER INC SR NT 4% 05-17-2025 | \*\* | 6336470 |
| AMDOCS ORD GBP0.01 | \*\* | 7322040 |
| AMER ELEC PWR CO INC COM | \*\* | 4599695 |
| AMER SPORTS INC COM EUR0.030058 | \*\* | 1324297 |
| AMERANT BANCORP INC CL A CL A | \*\* | 1610203 |
| AMEREN CORP 5.7% 12-01-2026 | \*\* | 4194939 |
| AMEREN ILL CO 3.7% 12-01-2047 | \*\* | 188491 |
| AMEREN ILL CO 3.8% DUE 05-15-2028 | \*\* | 5052408 |
| AMEREN ILL CO 5.55% DUE 07-01-2054 | \*\* | 1480566 |
| AMERICAN AIRLINES INC COM USD1 | \*\* | 728016 |
| AMERICAN AIRLS INC 16-3 AA PTT 04-15-2030 | \*\* | 34281 |
| AMERICAN AIRLS PASS THRU 2016-2 AA 3.2% DUE 12-15-2029 | \*\* | 653862 |
| AMERICAN ASSETS TR INC COM | \*\* | 639457 |
| AMERICAN AXLE & MFG HLDGS INC COM | \*\* | 292135 |
| AMERICAN EAGLE OUTFITTERS INC NEW COM | \*\* | 5924835 |
| AMERICAN ELEC PWR CO INC 5.2% 01-15-2029 | \*\* | 1436520 |
| AMERICAN EXPRESS CO | \*\* | 52760655 |
| AMERICAN EXPRESS CO 2.55% DUE 03-04-2027BEO | \*\* | 6702151 |
| AMERICAN EXPRESS CO 4.42% 08-03-2033 | \*\* | 3845017 |
| AMERICAN EXPRESS CO 5.098% 02-16-2028 | \*\* | 1141611 |
| AMERICAN EXPRESS CO 5.098% 02-16-2028 | \*\* | 8755705 |
| AMERICAN EXPRESS CO 5.389% 07-28-2027 | \*\* | 1201089 |
| AMERICAN EXPRESS CO 5.645% 04-23-2027 | \*\* | 1131947 |
| AMERICAN EXPRESS CR A/C MASTER SER 22-2 CL A 0% 05-17-2027 | \*\* | 5790217 |
| AMERICAN EXPRESS CR ACCOUNT MASTER TR SER 23-3 CL A 5.23% 09-15-2028 | \*\* | 6355866 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 23-1 CL A 4.87% DUE 05-15-2028 | \*\* | 2325896 |
| AMERICAN HEALTHCARE REIT INC COM | \*\* | 4386059 |
| AMERICAN HOMES 4 RENT 5.25% 03-15-2035 | \*\* | 389332 |
| AMERICAN HOMES 4 RENT COMMON STOCK | \*\* | 2667335 |
| AMERICAN HONDA FIN 4.95% 01-09-2026 | \*\* | 1952462 |
| AMERICAN HONDA FINANCE 4.4% 10-05-2026 | \*\* | 492902 |
| AMERICAN HONDA FINANCE 4.45% 10-22-2027 | \*\* | 947059 |
| AMERICAN INTERNATIONAL GROUP INC COM | \*\* | 16969680 |
| AMERICAN MUN PWR OHIO INC REV 6.449% 02-15-2044 BEO TAXABLE | \*\* | 5259503 |
| AMERICAN SUPERCONDUCTOR CORP SHS NEW SHSNEW | \*\* | 175760 |
| AMERICAN TOWER CORP 3.65% DUE 03-15-2027 | \*\* | 1267123 |
| AMERICAN TOWER CORP 5.0% 01-31-2030 | \*\* | 452420 |
| AMERICAN TOWER CORP 5.2% 02-15-2029 | \*\* | 1472506 |
| AMERICAN TOWER CORP 5.25% 07-15-2028 | \*\* | 295837 |
| AMERICAN TOWER CORP NEW 1.875% DUE 10-15-2030 | \*\* | 628389 |
| AMERICAN TOWER CORP NEW 2.3% 09-15-2031 | \*\* | 4158108 |
| AMERICAN TOWER CORP NEW 5.9% 11-15-2033 | \*\* | 2370281 |
| AMERICAN VANGUARD CORP COM | \*\* | 286639 |
| AMERICOLD RLTY TR INC COM | \*\* | 3378611 |
| AMERICREDIT .89% DUE 10-19-2026 | \*\* | 236691 |
| AMERICREDIT 1.17% DUE 08-18-2027 | \*\* | 2223007 |
| AMERICREDIT 1.41% DUE 08-18-2027 | \*\* | 3866547 |
| AMERICREDIT 2.45% DUE 11-18-2026 | \*\* | 1003281 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| AMERICREDIT 5.38% DUE 06-18-2029 | \*\* | 2599691 |
| AMERICREDIT 5.81% DUE 05-18-2028 | \*\* | 1426289 |
| AMERICREDIT AUTOMOBILE RECEIVABLES AUTO RECEIVABLES BACKED NT 5.62% 11-18-2027 | \*\* | 1057774 |
| AMERICREDIT AUTOMOBILE RECEIVABLES AUTO RECEIVABLES BACKED NT 5.8% 12-18-2028 | \*\* | 5814394 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TR 20NT CL A-3 4.38% DUE 04-18-2028 REG | \*\* | 195647 |
| AMERIPRISE FINL 3% DUE 04-02-2025 | \*\* | 2593944 |
| AMERIPRISE FINL INC 4.5% 05-13-2032 | \*\* | 1730259 |
| AMERIPRISE FINL INC COM | \*\* | 16575611 |
| AMERIS BANCORP COM | \*\* | 1430976 |
| AMERN AIRLINES INC 3.7% DUE 10-01-2026 | \*\* | 1548280 |
| AMERN CR ACCEP 5.59% DUE 04-12-2029 | \*\* | 2748669 |
| AMERN CR ACCEP 5.61% DUE 06-14-2027 | \*\* | 924728 |
| AMERN CR ACCEP RECEIVABLES TR 7.86% 02-15-2029 | \*\* | 2022293 |
| AMERN EXPRESS CO FLTG RT 4.99% DUE 05-01-2026 | \*\* | 1002570 |
| AMERN EXPRESS CO FLTG RT 4.99% DUE 05-01-2026 | \*\* | 808215 |
| AMERN EXPRESS CR 5.24% DUE 04-15-2031 | \*\* | 6127924 |
| AMERN HONDA FIN 1.3% DUE 09-09-2026 | \*\* | 460297 |
| AMERN TOWER CORP 2.4% DUE 03-15-2025 | \*\* | 1278212 |
| AMERN TOWER CORP 3.125% DUE 01-15-2027 | \*\* | 2999105 |
| AMERN TOWER CORP 3.55% DUE 07-15-2027 | \*\* | 4618519 |
| AMERN TOWER CORP FIXED 1.45% DUE 09-15-2026 | \*\* | 2349260 |
| AMERN WOODMARK CORP COM | \*\* | 8155802 |
| AMETEK INC NEW COM | \*\* | 247136 |
| AMGEN INC 2.2% DUE 02-21-2027 | \*\* | 1517223 |
| AMGEN INC 2.6% DUE 08-19-2026 | \*\* | 2122853 |
| AMGEN INC 4.05% DUE 08-18-2029 | \*\* | 3282860 |
| AMGEN INC 4.663% DUE 06-15-2051 | \*\* | 397819 |
| AMGEN INC 5.25% 03-02-2030 | \*\* | 2745891 |
| AMGEN INC 5.25% DUE 03-01-2033 | \*\* | 9930646 |
| AMGEN INC 5.6% DUE 03-01-2043 | \*\* | 175633 |
| AMGEN INC 5.65% 03-02-2053 | \*\* | 241157 |
| AMGEN INC 5.711% 03-01-2025 | \*\* | 2306262 |
| AMGEN INC 5.75% DUE 03-02-2063 | \*\* | 375287 |
| AMGEN INC COM | \*\* | 2865997 |
| AMGEN INC FIXED 5.15% 03-02-2028 | \*\* | 6694834 |
| AMICUS THERAPEUTICS INC COM | \*\* | 235538 |
| AMIYAKI TEI CO LTD NPV | \*\* | 58755 |
| AMKOR TECHNOLOGY INC COM | \*\* | 1914701 |
| AMMB HOLDINGS BHD MYR1 | \*\* | 111524 |
| AMP LIMITED NPV | \*\* | 1420410 |
| AMPHENOL CORP 5.375% 11-15-2054 | \*\* | 285751 |
| AMPHENOL CORP NEW 4.75% DUE 03-30-2026 | \*\* | 675353 |
| AMPHENOL CORP NEW CL A | \*\* | 5457034 |
| ANADOLU HAYAT EMEK TRY1 (B SHARES) | \*\* | 199112 |
| ANADOLU SIGORTA TRY1 (B SHARES) | \*\* | 262617 |
| ANALOG DEVICES INC 2.95% DUE 04-01-2025 | \*\* | 1134043 |
| ANALOG DEVICES INC 5.3% 04-01-2054 | \*\* | 381693 |
| ANALOG DEVICES INC COM | \*\* | 36761316 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ANAND RATHI WEALTH INR5 | \*\* | 114249 |
| ANANT RAJ LIMITED INR2.00 | \*\* | 439415 |
| ANAPASS INC KRW500 | \*\* | 14149 |
| ANAPTYSBIO INC COM | \*\* | 60970 |
| ANDERSONS INC COM | \*\* | 441871 |
| ANDREW W MELLON .947% DUE 08-01-2027 | \*\* | 9036874 |
| ANE (CAYMAN) INC. USD0.00002 | \*\* | 290424 |
| ANEKA TAMBANG TBK IDR100 | \*\* | 104234 |
| ANGEL ONE LTD | \*\* | 369753 |
| ANGIODYNAMICS INC COM STK | \*\* | 250279 |
| ANGLO AMERN CAP 4% DUE 09-11-2027 | \*\* | 379430 |
| ANGLO AMERN CAP 4.75% DUE 04-10-2027 | \*\* | 803244 |
| ANHEUSER-BUSCH COS LLC CORP 4.7% 02-01-2036 | \*\* | 436066 |
| ANHEUSER-BUSCH COS LLC CORP 4.9% 02-01-2046 | \*\* | 430496 |
| ANHEUSER-BUSCH INBEV WOR 8.2 DUE 01-15-2039 | \*\* | 276071 |
| ANHUI CONCH CEMENT 'H'CNY1 | \*\* | 980187 |
| ANHUI HENGYUAN STOCK CONNECT | \*\* | 431182 |
| ANI PHARMACEUTICALS INC COM | \*\* | 3990774 |
| ANNALY CAPITAL MANAGEMENT INC COM NEW COM USD0.01(POST REV SPLT) | \*\* | 644837 |
| ANTARES HLDGS LP 2.75% 01-15-2027 | \*\* | 5903732 |
| ANTERO MIDSTREAM CORPORATION COM USD1.00 | \*\* | 291343 |
| ANTERO RES CORP COM | \*\* | 4954668 |
| ANTHEM INC NT 1.5% 03-15-2026 | \*\* | 8903274 |
| ANTHEM INC NT 4.1% 05-15-2032 | \*\* | 564159 |
| ANZ GROUP HOLDINGS LTD NPV | \*\* | 412289 |
| AON NORTH AMER INC 5.125% 03-01-2027 | \*\* | 546684 |
| AON NORTH AMER INC 5.45% 03-01-2034 | \*\* | 799031 |
| AON NORTH AMER INC FIXED 5.15% 03-01-2029 | \*\* | 4378000 |
| AON PLC | \*\* | 27394211 |
| APA CORP COM | \*\* | 24692446 |
| APELLIS PHARMACEUTICALS INC COM | \*\* | 217977 |
| APERAM S.A. | \*\* | 599346 |
| APG SGA SA CHF2.60 | \*\* | 8806 |
| API GROUP CORPORATION COM USD0.0001 | \*\* | 8349716 |
| APOGEE THERAPEUTICS INC COM | \*\* | 174767 |
| APOLLO GLOBAL MANAGEMENT INC COM USD0.00001 | \*\* | 16520294 |
| APOLLO HOSPITALS ENTERPRISE COMSTK | \*\* | 1206602 |
| APPALACHIAN POWER CO 5.65% 04-01-2034 | \*\* | 602176 |
| APPALACHIAN PWR CO FIXED 3.7% DUE 05-01-2050 | \*\* | 166839 |
| APPFOLIO INC COM CL A COM CL A | \*\* | 5639526 |
| APPIER GROUP INC NPV | \*\* | 136561 |
| APPLE INC 1.65% DUE 05-11-2030 | \*\* | 6053151 |
| APPLE INC 2.65% 02-08-2051 | \*\* | 210034 |
| APPLE INC 2.65% DUE 05-11-2050 REG | \*\* | 673268 |
| APPLE INC 3.85% DUE 08-04-2046 | \*\* | 74270 |
| APPLE INC COM STK | \*\* | 293209279 |
| APPLE INC FIXED 2.95% 09-11-2049 | \*\* | 166862 |
| APPLE INC FIXED 3.75% 11-13-2047 | \*\* | 589994 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| APPLIED DIGITAL CORPORATION | \*\* | 3741277 |
| APPLIED MATERIALS INC COM | \*\* | 2142976 |
| APPLOVIN CORP 5.125% DUE 12-01-2029 | \*\* | 2236406 |
| APPLOVIN CORP COM CL A COM CL A | \*\* | 3216927 |
| APTIV IRISH HOLDINGS LIMITED 4.65% 09-13-2029 | \*\* | 2524442 |
| APTIV PLC NEW ORD USD0.01 | \*\* | 7529760 |
| ARAB NATIONAL BANK SAR10 | \*\* | 1470478 |
| ARABIAN INTERNET & SAR10 | \*\* | 1235242 |
| ARAMIS GROUP SA EUR0.02 | \*\* | 13285 |
| ARBOUR CLO VI DAC IDX/LKD CLO 15/11/2037EUR | \*\* | 622710 |
| ARCADIS NV COMSTK | \*\* | 783804 |
| ARCADIUM LITHIUM PLC COM USD1 | \*\* | 584220 |
| ARCADYAN TECHNOLOG TWD10 | \*\* | 845796 |
| ARCBEST CORP COM USD0.01 | \*\* | 972208 |
| ARCH CAP FIN LLC 4.011% DUE 12-15-2026 | \*\* | 676818 |
| ARCHER DANIELS 3.25% DUE 03-27-2030 | \*\* | 2770485 |
| ARCHOSAUR GAMES IN HKD0.00001 | \*\* | 14990 |
| ARCTURUS THERAPEUTICS HLDGS INC COM | \*\* | 82644 |
| ARCUS BIOSCIENCES INC COM | \*\* | 279188 |
| ARDAGH METAL PACKAGING SA | \*\* | 227475 |
| ARDENT HEALTH PARTNERS INC COM | \*\* | 163404 |
| AREIT 2022-CRE7 LLC SR SECD NT CL A 144A6.55386% 06-17-2039 | \*\* | 2000368 |
| ARES FIN CO IV LLC SR NT 144A 3.65% 02-01-2052 | \*\* | 1051920 |
| ARES MANAGEMENT CORPORATION 5.6% 10-11-2054 | \*\* | 4761078 |
| ARGAN INC COM | \*\* | 1740819 |
| ARGENT SECS INC 2003-W3 ASSET BKD CTF M-1 FLTG 09-25-2033 REG | \*\* | 279584 |
| ARGOSY RESEARCH TWD10 | \*\* | 200491 |
| ARIS WTR SOLUTIONS INC CL A CL A | \*\* | 6076355 |
| ARISTA NETWORKS INC COM NEW | \*\* | 978854 |
| ARISTOCRAT LEISURE NPV | \*\* | 7951616 |
| ARITZIA INC SUB VTG SHS | \*\* | 364144 |
| ARIZONA PUB SVC CO 2.55% DUE 09-15-2026 | \*\* | 7067952 |
| ARIZONA PUB SVC CO 2.6% DUE 08-15-2029 | \*\* | 3344462 |
| ARIZONA PUB SVC CO NT 2.2% 12-15-2031 | \*\* | 2646774 |
| ARKEMA SA EUR10 | \*\* | 204112 |
| ARMSTRONG WORLD INDS INC NEW COM STK | \*\* | 3285923 |
| ARRIYADH DEV CO SAR10 | \*\* | 802147 |
| ARROW ELECTR INC COM | \*\* | 6216510 |
| ARTHUR J GALLAGHER & CO 4.85% 12-15-2029 | \*\* | 1496391 |
| ARTHUR J GALLAGHER & CO 5.15% 02-15-2035 | \*\* | 390548 |
| ARTIENCE CO LTD NPV | \*\* | 1076024 |
| ARVIND BIO INR | \*\* | 136153 |
| ARZ TR 2024-BILT 5.772% 06-11-2029 | \*\* | 1011013 |
| ASHLAND INC COM USD0.01 | \*\* | 4590305 |
| ASHOK LEYLAND LTD INR1 | \*\* | 886942 |
| ASHTEAD TECHNOLOGY ORD GBP0.05 | \*\* | 80651 |
| ASIA AVIATION PUBL THB0.10(NVDR) | \*\* | 346921 |
| ASIA OPTICAL CO IN TWD10 | \*\* | 137992 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ASIA VITAL COMPONE TWD10 | \*\* | 418063 |
| ASIAN ALLIANCE INT THB1 (NVDR) | \*\* | 360883 |
| ASIAN DEVELOPMENT BANK 4.875% 09-26-2028 | \*\* | 5476452 |
| ASIAN INFRASTRUCTURE INVT BK GLOBAL NT .5% DUE 05-28-2025 REG | \*\* | 12009510 |
| ASMPT LTD HKD0.10 | \*\* | 110885 |
| ASPEED TECHNOLOGY TWD10 | \*\* | 354970 |
| ASROCK INCORPORATI TWD10 | \*\* | 1263966 |
| ASSECO POLAND SAPLN1 | \*\* | 99749 |
| ASSURED GTY US HLDGS INC 6.125% 09-15-2028 | \*\* | 1141379 |
| ASSURED GUARANTY LTD COMMON STK | \*\* | 2131617 |
| ASTEC INDS INC COM | \*\* | 258754 |
| ASTRA INTL IDR50 | \*\* | 421927 |
| ASTRAL FOODS ZAR0.01 | \*\* | 23348 |
| ASTRAZENECA FINANCE LLC. 4.8% 02-26-2027 | \*\* | 2076871 |
| ASTRAZENECA PLC 6.45% DUE 09-15-2037 | \*\* | 384040 |
| ASURANSI TUGU INDONESI | \*\* | 29834 |
| ASUSTEK COMPUTER TWD10 | \*\* | 4547027 |
| AT&T INC 1.65% DUE 02-01-2028 | \*\* | 695597 |
| AT&T INC 1.7% DUE 03-25-2026 BEO | \*\* | 1368744 |
| AT&T INC 2.3% DUE 06-01-2027 | \*\* | 1826029 |
| AT&T INC 2.55% DUE 12-01-2033 | \*\* | 7564608 |
| AT&T INC 2.75% DUE 06-01-2031 | \*\* | 870002 |
| AT&T INC 3.5% DUE 06-01-2041 | \*\* | 368158 |
| AT&T INC 3.5% DUE 09-15-2053 REG | \*\* | 754569 |
| AT&T INC 3.5% DUE 09-15-2053 REG | \*\* | 5982656 |
| AT&T INC 3.55% DUE 09-15-2055 | \*\* | 884542 |
| AT&T INC 3.65% DUE 06-01-2051 | \*\* | 176760 |
| AT&T INC 3.65% DUE 09-15-2059 | \*\* | 3365074 |
| AT&T INC 4.5% DUE 05-15-2035 | \*\* | 596623 |
| AT&T INC CORP 3.875% 01-15-2026 | \*\* | 1883240 |
| ATCO LTD CLASS I NON-VOTING COM NPV | \*\* | 138949 |
| ATEA PHARMACEUTICALS INC COM | \*\* | 20070 |
| ATHENE GLOBAL FDG 5.516% DUE 03-25-2027 | \*\* | 303499 |
| ATHENE GLOBAL FDG MEDIUM TERM SR TRANCHE# TR 00796 1.73% 10-02-2026 | \*\* | 331471 |
| ATHENE HLDG LTD 5.875% 01-15-2034 | \*\* | 812070 |
| ATI INC COM | \*\* | 396508 |
| ATKORE INC | \*\* | 670020 |
| ATLANTIC UN BANKSHARES CORP COM | \*\* | 147656 |
| ATLAS ENERGY SOLUTIONS INC NEW CL A | \*\* | 6138093 |
| ATMOS ENERGY CORP 1.5% DUE 01-15-2031 | \*\* | 164131 |
| ATMOS ENERGY CORP 4.125% DUE 10-15-2044 | \*\* | 339819 |
| ATMOS ENERGY CORP 5.0% 12-15-2054 | \*\* | 126526 |
| ATMOS ENERGY CORP COM | \*\* | 5496987 |
| ATMUS FILTRATION TECHNOLOGIES INC COM | \*\* | 1342385 |
| ATOUR LIFESTYLE HLDGS LTD | \*\* | 869515 |
| ATRAE INC NPV | \*\* | 20610 |
| ATRICURE INC COM STK | \*\* | 3338680 |
| ATRIUM HOTEL 6.09025% DUE 11-10-2029 | \*\* | 1293619 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ATTENDO AB NPV | \*\* | 981237 |
| AUCNET INC NPV | \*\* | 27193 |
| AUDIOEYE INC COM NEW COM NEW | \*\* | 998445 |
| AUDIX CORP TWD10 | \*\* | 89677 |
| AUSTRALIA(CMNWLTH) 2.5% SNR 21/05/2030 AUD100 | \*\* | 344962 |
| AUSTRALIA(CMNWLTH) IDX/LKD SNR 21/11/27 AUD100 | \*\* | 2349908 |
| AUTODESK INC COM | \*\* | 1234596 |
| AUTONATION INC COM | \*\* | 30911 |
| AUTOZONE INC 3.75% DUE 04-18-2029 | \*\* | 3159022 |
| AUTOZONE INC 5.4% 07-15-2034 | \*\* | 268471 |
| AUTOZONE INC FIXED 3.625% DUE 04-15-2025 | \*\* | 4434964 |
| AVALONBAY CMNTYS REIT | \*\* | 1908680 |
| AVANGRID INC 3.2% DUE 04-15-2025 REG | \*\* | 1492437 |
| AVANT GROUP CORPORATION NPV | \*\* | 114280 |
| AVIAT NETWORKS INC COM NEW COM NEW | \*\* | 41943 |
| AVIATION CAP GROUP 4.125% DUE 08-01-2025 | \*\* | 1690086 |
| AVIDITY BIOSCIENCES INC COM | \*\* | 399094 |
| AVIDXCHANGE HLDGS INC COM USD0.001 | \*\* | 871910 |
| AVIENT CORPORATION | \*\* | 3281303 |
| AVIS BUDGET RENT 5.2% DUE 10-20-2027 | \*\* | 904614 |
| AVIS BUDGET RENT 5.25% DUE 04-20-2029 | \*\* | 3029169 |
| AVIS BUDGET RENT 5.78% DUE 04-20-2028 | \*\* | 1426860 |
| AVIS BUDGET RENT 5.78% DUE 04-20-2028 | \*\* | 1630697 |
| AVIS BUDGET RENT 5.81% DUE 12-20-2029 | \*\* | 1439851 |
| AVNET INC 6.25% 03-15-2028 | \*\* | 1687252 |
| AVOLON HLDGS FDG 2.125% DUE 02-21-2026 | \*\* | 507759 |
| AVOLON HLDGS FDG 2.875% DUE 02-15-2025 | \*\* | 1395404 |
| AVOLON HLDGS FDG 4.25% DUE 04-15-2026 | \*\* | 493966 |
| AVOLON HLDGS FDG 4.25% DUE 04-15-2026 | \*\* | 2543924 |
| AVOLON HLDGS FDG 4.375% DUE 05-01-2026 | \*\* | 667564 |
| AVOLON HLDGS FDG 5.5% DUE 01-15-2026 | \*\* | 1353658 |
| AVOLON HLDGS FDG 5.75% DUE 03-01-2029 | \*\* | 393921 |
| AXALTA COATING SYSTEMS LTD COM USD1.00 | \*\* | 1133674 |
| AXELL CORP NPV | \*\* | 17681 |
| AXIAL RETAILING INC | \*\* | 28099 |
| AXIOMTEK CO TWD10 | \*\* | 175403 |
| AXIS CAPITAL HOLDINGS LTD COM USD0.0125 | \*\* | 41829 |
| AXOGEN INC COM USD0.01 | &nbsp;&nbsp;\*\* | 358028 |
| AXON ENTERPRISE INC COM | &nbsp;&nbsp;\*\* | 6043046 |
| AXSOME THERAPEUTICS INC. COM | &nbsp;&nbsp;\*\* | 2192245 |
| AZEK CO INC CL A CL A | &nbsp;&nbsp;\*\* | 6347688 |
| B A T CAP CORP 2.259% DUE 03-25-2028 | &nbsp;&nbsp;\*\* | 422620 |
| B A T CAP CORP 4.39% 08-15-2037 | &nbsp;&nbsp;\*\* | 259080 |
| B A T CAP CORP 4.54% 08-15-2047 | &nbsp;&nbsp;\*\* | 42937 |
| B A T CAP CORP FIXED 3.557% DUE 08-15-2027 | &nbsp;&nbsp;\*\* | 2536764 |
| B A T INTL FIN PLC FIXED 1.668% DUE 03-25-2026 | &nbsp;&nbsp;\*\* | 307846 |
| B A T INTL FIN PLC FIXED 1.668% DUE 03-25-2026 | &nbsp;&nbsp;\*\* | 1139992 |
| BA CR CARD TR SR 22-A1 CL A1 3.53% DUE 11-15-2027 REG | &nbsp;&nbsp;\*\* | 6140637 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BA CREDIT CARD TRUST SR 23-A1 CL A1 4.79% 05-15-2028 | &nbsp;&nbsp;\*\* | 10667458 |
| BABCOCK & WILCOX ENTERPRISES INC COM NEWCOM NEW | &nbsp;&nbsp;\*\* | 31731 |
| BABCOCK INTL GROUP ORD GBP0.60 | &nbsp;&nbsp;\*\* | 351919 |
| BACARDI LTD 4.45% DUE 05-15-2025 | &nbsp;&nbsp;\*\* | 798566 |
| BAE SYS PLC 3.4% DUE 04-15-2030 | &nbsp;&nbsp;\*\* | 534916 |
| BAIDU INC USD0.000000625 A CLASS | &nbsp;&nbsp;\*\* | 2560437 |
| BAIRONG INC COMSTK | &nbsp;&nbsp;\*\* | 50412 |
| BAKER HUGHES A GE CO LLC/BAKER HUGHES 4.08% 12-15-2047 | &nbsp;&nbsp;\*\* | 551043 |
| BAKER HUGHES CO | &nbsp;&nbsp;\*\* | 36125993 |
| BAKER HUGHES LLC/CO-OBL 2.061% 12-15-2026 | &nbsp;&nbsp;\*\* | 1069587 |
| BALFOUR BEATTY GBP0.50 | &nbsp;&nbsp;\*\* | 471565 |
| BALMER LAWRIE INVESTMENT LTD. FV INR 1 DEMAT EQUITY | &nbsp;&nbsp;\*\* | 51723 |
| BALT GAS & ELEC CO 3.2% DUE 09-15-2049 | &nbsp;&nbsp;\*\* | 148931 |
| BALT GAS & ELEC CO 3.5% DUE 08-15-2046 | &nbsp;&nbsp;\*\* | 18820 |
| BALT GAS & ELEC CO FIXED 2.9% DUE 06-15-2050 | &nbsp;&nbsp;\*\* | 293970 |
| BAMLL COML MTG FLTG RT 5.47648% DUE 09-15-2038 | &nbsp;&nbsp;\*\* | 4762500 |
| BANC AMERICA COML MTG TR SER 2016-UB10 CLS A3 2.903% 06-15-2049 | &nbsp;&nbsp;\*\* | 3960478 |
| BANCA IFIS EUR1 | &nbsp;&nbsp;\*\* | 452894 |
| BANCA MEDIOLANUM BANCA MEDIOLANUM SPA | &nbsp;&nbsp;\*\* | 1881224 |
| BANCA MONTE DEI 0.875% 08/10/2026 .875% 08/10/2027 | &nbsp;&nbsp;\*\* | 401428 |
| BANCA MONTE DEI ORDSHR | &nbsp;&nbsp;\*\* | 348314 |
| BANCO BILBAO VIZCAYA ARGENTARIA S A SR NON PFD FXD TO FXD RATE 5.862 09-14-2026 | &nbsp;&nbsp;\*\* | 2614160 |
| BANCO SANTANDER S A 2.749% DUE 12-03-2030 | &nbsp;&nbsp;\*\* | 169345 |
| BANCO SANTANDER S FIXED 2.746% DUE 05-28-2025 | &nbsp;&nbsp;\*\* | 1188508 |
| BANCO SANTANDER SA 4.175% 03-24-2028 | &nbsp;&nbsp;\*\* | 3329035 |
| BANCO SANTANDER SA 5.538% 03-14-2030 | &nbsp;&nbsp;\*\* | 602768 |
| BANCO SANTANDER SA 5.588% 08-08-2028 | &nbsp;&nbsp;\*\* | 810523 |
| BANCO SANTANDER SA 5.588% 08-08-2028 | &nbsp;&nbsp;\*\* | 810523 |
| BANCO SANTANDER SA FLTG RT 07-15-2028 | &nbsp;&nbsp;\*\* | 8053358 |
| BANCO SANTANDER SA SR NON PFD FIXED-FIXED RATE 1.722% 09-14-2027 | &nbsp;&nbsp;\*\* | 189057 |
| BANCO SANTANDER SA SR NON PFD FIXED-FIXED RATE 1.722% 09-14-2027 | &nbsp;&nbsp;\*\* | 3970194 |
| BANCO SANTANDER SA SR NT NON PFD 1.849% 03-25-2026 | &nbsp;&nbsp;\*\* | 192359 |
| BANCO SANTANDER SA SR NT NON PFD 1.849% 03-25-2026 | &nbsp;&nbsp;\*\* | 384717 |
| BANCO SANTANDER SA SR NT NON PFD 2.958% 03-25-2031 | &nbsp;&nbsp;\*\* | 8883790 |
| BANDAI NAMCO HOLDINGS INC | &nbsp;&nbsp;\*\* | 115419 |
| BANDWIDTH INC CL A CL A | &nbsp;&nbsp;\*\* | 273409 |
| BANGKOK AIRWAYS THB1 (NVDR) | &nbsp;&nbsp;\*\* | 402602 |
| BANGKOK BANK THB10 (NVDR) | &nbsp;&nbsp;\*\* | 4062983 |
| BANGKOK LIFE ASSUR THB1 (NVDR) | &nbsp;&nbsp;\*\* | 70797 |
| BANK 2017-BNK4 3.357% DUE 05-15-2050 | &nbsp;&nbsp;\*\* | 212366 |
| BANK 2017-BNK9 3.47% DUE 11-15-2054 | &nbsp;&nbsp;\*\* | 2011676 |
| BANK 2024-BNK47 MTG PASS THRU CTF CL A-SB 5.725% 06-15-2057 | &nbsp;&nbsp;\*\* | 1866390 |
| BANK AMER CORP 2.015% DUE 02-13-2026 | &nbsp;&nbsp;\*\* | 10974311 |
| BANK AMER CORP 2.496% 02-13-2031 | &nbsp;&nbsp;\*\* | 580254 |
| BANK AMER CORP 2.572% DUE 10-20-2032 BEO | &nbsp;&nbsp;\*\* | 2896191 |
| BANK AMER CORP 2.592% DUE 04-29-2031 | &nbsp;&nbsp;\*\* | 986763 |
| BANK AMER CORP 2.687% DUE 04-22-2032 | &nbsp;&nbsp;\*\* | 12899377 |
| BANK AMER CORP 3.194% 07-23-2030 | &nbsp;&nbsp;\*\* | 1645223 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BANK AMER CORP 3.366% 01-23-2026 | &nbsp;&nbsp;\*\* | 1561792 |
| BANK AMER CORP 3.366% 01-23-2026 | &nbsp;&nbsp;\*\* | 9990559 |
| BANK AMER CORP 3.419% 12-20-2028 | &nbsp;&nbsp;\*\* | 7100791 |
| BANK AMER CORP 3.593% 07-21-2028 | &nbsp;&nbsp;\*\* | 13008933 |
| BANK AMER CORP 3.705% 04-24-2028 | &nbsp;&nbsp;\*\* | 9314667 |
| BANK AMER CORP 3.95% DUE 04-21-2025 | &nbsp;&nbsp;\*\* | 1894801 |
| BANK AMER CORP 4% DUE 01-22-2025 | &nbsp;&nbsp;\*\* | 3643176 |
| BANK AMER CORP 4.376% 04-27-2028 | &nbsp;&nbsp;\*\* | 678649 |
| BANK AMER CORP 4.45% DUE 03-03-2026 | &nbsp;&nbsp;\*\* | 3385742 |
| BANK AMER CORP 5.819% 09-15-2029 | &nbsp;&nbsp;\*\* | 409947 |
| BANK AMER CORP 5.819% 09-15-2029 | &nbsp;&nbsp;\*\* | 623119 |
| BANK AMER CORP 5.933% DUE 09-15-2027 | &nbsp;&nbsp;\*\* | 814412 |
| BANK AMER CORP 5.933% DUE 09-15-2027 | &nbsp;&nbsp;\*\* | 3705574 |
| BANK AMER CORP FLTG RT 5.33474% DUE 02-05-2026 | &nbsp;&nbsp;\*\* | 250213 |
| BANK AMER CORP SR NT 2.972% 02-04-2033 | &nbsp;&nbsp;\*\* | 8609 |
| BANK ISLAM MALAYSI NPV | &nbsp;&nbsp;\*\* | 79654 |
| BANK MONTREAL 0% CP 11-21-2025 | &nbsp;&nbsp;\*\* | 1260268 |
| BANK MONTREAL 5.266% 12-11-2026 | &nbsp;&nbsp;\*\* | 758647 |
| BANK MONTREAL 5.266% 12-11-2026 | &nbsp;&nbsp;\*\* | 3176201 |
| BANK MONTREAL MEDIUM TERM SR NTS BOOK EN1.25% 09-15-2026 | &nbsp;&nbsp;\*\* | 955149 |
| BANK MONTREAL QUE 5.3% 06-05-2026 | &nbsp;&nbsp;\*\* | 2393564 |
| BANK MONTREAL QUE FIXED 5.203% DUE 02-01-2028 | &nbsp;&nbsp;\*\* | 2564578 |
| BANK NEW YORK MELLON CORP 4.89% 07-21-2028 | &nbsp;&nbsp;\*\* | 1571151 |
| BANK NEW YORK MELLON CORP 4.947% DUE 04-26-2027 | &nbsp;&nbsp;\*\* | 3600420 |
| BANK NEW YORK MELLON CORP 4.975% 03-14-2030 | &nbsp;&nbsp;\*\* | 717908 |
| BANK NEW YORK MELLON CORP COM STK | \*\* | 11585964 |
| BANK NOVA SCOTIA B C 1.3% DUE 09-15-2026BEO | \*\* | 956589 |
| BANK NOVA SCOTIA B C 5.25% 06-12-2028 | \*\* | 7709833 |
| BANK NOVA SCOTIA B C 5.65% 02-01-2034 | \*\* | 376925 |
| BANK NT BUTTERFIELD COM BMD1(POST REV SPLIT) | \*\* | 456875 |
| BANK OF AMERICA CORP | \*\* | 17201810 |
| BANK OF AMERICA CORP 1.734% 07-22-2027 | \*\* | 762729 |
| BANK OF AMERICA CORP 1.734% 07-22-2027 | \*\* | 3096682 |
| BANK OF AMERICA CORP 2.299% 07-21-2032 | \*\* | 608997 |
| BANK OF AMERICA CORP 2.299% 07-21-2032 | \*\* | 2556954 |
| BANK OF AMERICA CORP 2.884% 10-22-2030 | \*\* | 2433777 |
| BANK OF AMERICA CORP 5.425% 08-15-2035 | \*\* | 1366367 |
| BANK OF AMERICA CORP MTN 1.197% 10-24-2026 | \*\* | 2785315 |
| BANK OF AMERICA CORPORATION 1.319% 06-19-2026 | \*\* | 13315778 |
| BANK OF AMERICA CORPORATION 1.658% 03-11-2027 | \*\* | 12906890 |
| BANK OF AMERICA CORPORATION 2.551% 02-04-2028 | \*\* | 691302 |
| BANK OF AMERICA CORPORATION 2.551% 02-04-2028 | \*\* | 1077477 |
| BANK OF AMERICA CORPORATION 2.651% 03-11-2032 | \*\* | 3793962 |
| BANK OF AMERICA CORPORATION 2.676% DUE 06-19-2041/06-19-2020 REG | \*\* | 799629 |
| BANK OF AMERICA CORPORATION 4.078% 04-23-2040 | \*\* | 850818 |
| BANK OF AMERICA CORPORATION 4.33% 03-15-2050 | \*\* | 409875 |
| BANK OF AMERICA CORPORATION 5.08% DUE 01-20-2027 | \*\* | 541540 |
| BANK OF AMERICA CORPORATION 5.08% DUE 01-20-2027 | \*\* | 3479893 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BANK OF AMERICA CORPORATION 5.202% 04-25-2029 | \*\* | 5860054 |
| BANK OF AMERICA CORPORATION 5.288% 04-25-2034 | \*\* | 198651 |
| BANK OF AMERICA CORPORATION 5.468% 01-23-2035 | \*\* | 1021379 |
| BANK OF AMERICA CORPORATION 5.468% 01-23-2035 | \*\* | 8010819 |
| BANK OF AMERICA CORPORATION 6.204% 11-10-2028 | \*\* | 1133751 |
| BANK OF AMERICA CORPORATION MTN 3.384% DUE 04-02-2026 | \*\* | 199251 |
| BANK OF AMERICA CORPORATION MTN 3.384% DUE 04-02-2026 | \*\* | 6962211 |
| BANK OF AMERICA NA 5.526% 08-18-2026 | \*\* | 593712 |
| BANK OF MONTREAL 4.64% DTD 09-10-2024 DUE 09-10-2030 | \*\* | 529630 |
| BANK OF MONTREAL 4.588% 12-11-2026 | \*\* | 3924971 |
| BANK OF NOVA SCOTIA 1.45% DUE 01-10-2025 | \*\* | 1597553 |
| BANK OF NOVA SCOTIA 3.45% 04-11-2025 | \*\* | 468114 |
| BANK OF NOVA SCOTIA 3.45% 04-11-2025 | \*\* | 1368487 |
| BANK PEKAO SA PLN1.00 | \*\* | 1929685 |
| BANK SER 2017-BNK8 CL A-3 3.229% 11-15-2050 | \*\* | 1585008 |
| BANK ST PETERSBURG COM | \*\* | 922224 |
| BANK SYARIAH INDONESIA TBK PT | \*\* | 1074970 |
| BANK5 2024-5YR10 COML MTG PASS THRU CTF CL 5.30200004578% 10-15-2057 | \*\* | 11452402 |
| BANK5 2024-5YR10 COML MTG PASS THRU CTF CL B 6.14% 10-15-2057 | \*\* | 2015272 |
| BANK5 2024-5YR11 5.893% DUE 11-15-2057 | \*\* | 1208649 |
| BANK5 TR 2024-5YR6 MTG PASS THRU CTF CL A-3 6.191% DUE 05-15-2057 REG | \*\* | 675433 |
| BANKUNITED INC | \*\* | 403342 |
| BANNER CORP COM NEW COM NEW | \*\* | 1175953 |
| BANQUE SAUDI FRANS SAR10 | \*\* | 207242 |
| BARCLAYS BK PLC CD 12-10-2024 FLTG 12-09-2025 | \*\* | 1330685 |
| BARCLAYS PLC 2.279% DUE 11-24-2027 | \*\* | 3842436 |
| BARCLAYS PLC 2.852% 05-07-2026 | \*\* | 850942 |
| BARCLAYS PLC 4.972% 05-16-2029 | \*\* | 5953914 |
| BARCLAYS PLC 5.304% DUE 08-09-2026 REG | \*\* | 6137326 |
| BARCLAYS PLC 5.335% 09-10-2035 | \*\* | 115289 |
| BARCLAYS PLC 5.501% DUE 08-09-2028 | \*\* | 3405810 |
| BARCLAYS PLC 5.69% 03-12-2030 | \*\* | 2019456 |
| BARCLAYS PLC 5.69% 03-12-2030 | \*\* | 1078390 |
| BARCLAYS PLC 6.036% 03-12-2055 | \*\* | 200269 |
| BARCLAYS PLC 6.692% 09-13-2034 | \*\* | 635361 |
| BARCLAYS PLC DUE 11-02-2028/05-02-2023 BEO | \*\* | 4452326 |
| BARCLAYS PLC FIXED 2.645% DUE 06-24-2031 | \*\* | 8688799 |
| BARCLAYS PLC FIXED 5.829% 05-09-2027 | \*\* | 2734054 |
| BARCLAYS PLC FLTG RT 4.837% DUE 09-10-2028 | \*\* | 2653534 |
| BARCLAYS PLC FXD RATE RESETTING SUB NT 3.811% 03-10-2042 | \*\* | 209031 |
| BARCLAYS PLC ORD GBP0.25 | \*\* | 303746 |
| BARINGS LN FLTG RT 5.90771% DUE 01-20-2034 | \*\* | 10014627 |
| BARRETT BUSINESS SVCS INC COM | \*\* | 394783 |
| BASF - ORD SHS COMSTK | \*\* | 1892926 |
| BASILEA PHARMACEU CHF1 (REGD) | \*\* | 817144 |
| BAT CAPITAL CORPORATION 6.343% DUE 08-02-2030 | \*\* | 1072963 |
| BAT CAPITAL CORPORATION 7.081% DUE 08-02-2053 | \*\* | 274352 |
| BAT INTL FINANCE PLC 5.931% 02-02-2029 | \*\* | 5086189 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BATH & BODY WORKS INC COM USD0.5 WI | \*\* | 1007710 |
| BAWAG GROUP AG COMMON STOCK | \*\* | 1198280 |
| BAXALTA INC 4% DUE 06-23-2025 | \*\* | 2732718 |
| BAXTER INTERNATIONAL INC 3.132% 12-01-2051 | \*\* | 292184 |
| BAYER AG NPV (REGD) | \*\* | 1472894 |
| BAYER US FIN II 4.375% DUE 12-15-2028 | \*\* | 576952 |
| BAYER US FIN II 4.375% DUE 12-15-2028 | \*\* | 3173236 |
| BAYVIEW 5.67% DUE 08-15-2028 | \*\* | 1007453 |
| BAYVIEW MSR 3% DUE 11-25-2051 | \*\* | 1664343 |
| BBAM EUROPEAN CL1 FRN CLO 07/2034 EUR 'A-R' | \*\* | 618861 |
| BBB FOODS INC COM | \*\* | 1020427 |
| BBCMS MTG TR 1.617% DUE 10-15-2053 | \*\* | 5586393 |
| BBCMS MTG TR 2024-5C31 COML MTG PASSTHRUCTF CL 5.137% 12-15-2057 | \*\* | 2103872 |
| BCA MPS 2.625% SNR 28/04/25 EUR1000 | \*\* | 103259 |
| BCA POP DI SONDRIO EUR3 | \*\* | 136566 |
| BDO UNIBANK INC PHP10 | \*\* | 1018294 |
| BEAR STEARNS ARM FLTG RT 4.35725% DUE 05-25-2034 | \*\* | 3074 |
| BEAR STEARNS ASSET BACKED SECS I LLC ASSASSET BKD CTF CL I-A-1A 5.5 25 AUG 2036 | \*\* | 39133 |
| BECTON DICKINSON & 4.685% DUE 12-15-2044 | \*\* | 386719 |
| BECTON DICKINSON & CO 4.693% 02-13-2028 | \*\* | 1635019 |
| BECTON DICKINSON & CO COM | \*\* | 1577427 |
| BEIERSDORF AG EUR1 | \*\* | 10935999 |
| BEIJING URBAN CONSTRUCTION COMSTK | \*\* | 46890 |
| BELLRING BRANDS INC COM USD0.01 | \*\* | 990194 |
| BELLWAY GBP0.125 | \*\* | 307385 |
| BENCHMARK 2020-B20 1.94539999962% DUE 10-15-2053 | \*\* | 3290504 |
| BENCHMARK 2021-B24 2.0103% DUE 03-15-2054 | \*\* | 4628557 |
| BENCHMARK 2021-B27 1.792% DUE 07-15-2054 | \*\* | 6505908 |
| BENCHMARK 2021-B27 2.163% DUE 07-15-2054 | \*\* | 4044705 |
| BENCHMARK 2021-B29 FLTG RT 2.284% DUE 09-15-2054 | \*\* | 3740099 |
| BENCHMARK 2021-B30 2.329% DUE 11-15-2054 | \*\* | 3344093 |
| BENCHMARK 2023-B38 MTG TR MTG PASS THRU CTF CL A-2 5.62599992752% 04-15-2056 | \*\* | 5003639 |
| BENCHMARK 2024-V10 5.2774% DUE 09-15-2057 | \*\* | 5016180 |
| BENCHMARK 2024-V12 5.73845% DUE 12-15-2057 | \*\* | 6354960 |
| BENEFIT STR PARTNERS CLO XIX LTD / 0% 01-15-2033 | \*\* | 1654873 |
| BERKLEY W R CORP COM | \*\* | 1215694 |
| BERKSHIRE HATHAWAY 3.25% DUE 04-15-2028 | \*\* | 380681 |
| BERKSHIRE HATHAWAY ENERGY CO 3.7% 07-15-2030 | \*\* | 1797637 |
| BERKSHIRE HATHAWAY FIN CORP 2.85% DUE 10-15-2050 | \*\* | 314334 |
| BERKSHIRE HATHAWAY FINANCE CORP 3.85% 03-15-2052 | \*\* | 1083558 |
| BERKSHIRE HATHAWAY INC COM USD0.0033 CLASS'B' | \*\* | 6125626 |
| BERRY CORPORATION | \*\* | 200165 |
| BERRY GLOBAL INC 1.57% DUE 01-15-2026 | \*\* | 13693792 |
| BERRY GLOBAL INC 5.5% 04-15-2028 | \*\* | 706865 |
| BEST BUY INC COM STK | \*\* | 838266 |
| BETSSON AB NPV B | \*\* | 494251 |
| BHARAT BIJLEE INR5 | \*\* | 53812 |
| BHARAT PETROL CORP INR10 | \*\* | 1574918 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BHARTI AIRTEL LTD COMSTK | \*\* | 974603 |
| BHP BILLITON FIN USA LTD 5.25% 09-08-2026 | \*\* | 1275064 |
| BICARA THERAPEUTICS INC COM | \*\* | 103823 |
| BIG COML MTG TR FLTG RT 5.65376% DUE 02-15-2039 | \*\* | 5008917 |
| BIGCOMMERCE HLDGS INC COM SER 1 COM SER 1 | \*\* | 189273 |
| BILFINGER SE BILFINGER SE | \*\* | 420012 |
| BILIBILI INC USD0.0001 Z CLASS | \*\* | 1621823 |
| BILL HOLDINGS INC COM USD0.00001 | \*\* | 2328254 |
| BIOGEN INC COMMON STOCK | \*\* | 3456145 |
| BIOHAVEN LTD COM NPV WI | \*\* | 1123115 |
| BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010 | \*\* | 1863774 |
| BIOMEA FUSION INC COM | \*\* | 44321 |
| BIO-TECHNE CORP COM | \*\* | 1023834 |
| BIPROGY INC NPV | \*\* | 1076339 |
| BIZLINK HOLDING IN TWD10 | \*\* | 672025 |
| BK HANDLOWY W WARS PLN4.00 | \*\* | 93197 |
| BK NEW YORK MELLON 4.289% DUE 06-13-2033 | \*\* | 3050482 |
| BK NEW YORK MELLON FLTG RT 4.414% DUE 07-24-2026 | \*\* | 1849008 |
| BK NOVA SCOTIA B C 4.5% DUE 12-16-2025 | \*\* | 248693 |
| BK OF AMER CR CARD FIXED 4.98% DUE 11-15-2028 | \*\* | 1461945 |
| BK RAKYAT IDR50 | \*\* | 306501 |
| BKW AG CHF2.50 | \*\* | 187781 |
| BLACKBERRY LTD COM | \*\* | 1690204 |
| BLACKROCK INC NEW COM | \*\* | 14392544 |
| BLACKSTONE INC COM USD0.00001 | \*\* | 966414 |
| BLOCK FINL LLC 3.875% DUE 08-15-2030 | \*\* | 1383886 |
| BLOOM ENERGY CORP CL A CL A | \*\* | 270895 |
| BLOOMIN BRANDS INC COM | \*\* | 3086993 |
| BLOOMSBURY PUBLISHING ORD GBP0.0125 | \*\* | 155039 |
| BLP COML MTG FLTG RT 6.00351% DUE 03-15-2041 | \*\* | 957978 |
| BLUE BIRD TBK PT IDR100 | \*\* | 108084 |
| BLUE OWL CR INCOME CORP NT 7.75% 09-16-2027 | \*\* | 661418 |
| BLUE STAR INR2 | \*\* | 65888 |
| BLUELINX HLDGS INC COM NEW COM NEW | \*\* | 202379 |
| BLUEPRINT MEDICINES CORP COM | \*\* | 4521659 |
| BLUESCOPE STEEL NPV | \*\* | 2670358 |
| BMO 2024-5C5 MTG TR COML MTG PASS THRU CTF CL 5.4621% 02-15-2057 | \*\* | 2023073 |
| BMO 2024-5C6 MTG TR MTG PASS THRU CTF CLA-3 5.31610012054% 09-15-2057 | \*\* | 1614591 |
| BMO 2024-5C6 MTG TR MTG PASS THRU CTF CLB 6.08629989624% 09-15-2057 | \*\* | 991125 |
| BMO 2024-5C7 MTG TR COML MTG PASSTHRU CTF CL 5.09159994125% 11-15-2057 | \*\* | 4996064 |
| BMW VEH LEASE TR 5% DUE 06-25-2027 | \*\* | 4875687 |
| BMW VEH OWNER TR 2022-A CL A3 3.21% 08-25-2026 | \*\* | 3655774 |
| BNK FINANCIAL GROUP INC | \*\* | 997821 |
| BNP PARIBAS 5.176% 01-09-2030 | \*\* | 996631 |
| BNP PARIBAS 5.176% 01-09-2030 | \*\* | 2023160 |
| BNP PARIBAS EUR2 | \*\* | 8773567 |
| BOARDWALK 3.4% DUE 02-15-2031 | \*\* | 89345 |
| BOARDWALK PIPELINES LP 4.8% 05-03-2029 | \*\* | 98602 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BOARDWALK R/EST IN TRUST UNITS | \*\* | 1304522 |
| BOE TECH GP (STOCK CONNECT) | \*\* | 2123333 |
| BOE VARITRONIX LTD HKD0.25 | \*\* | 73971 |
| \*BOEING CO COM | \*\* | 5434126737 |
| BOISE CASCADE CO COM | \*\* | 2952126 |
| BOK FINL CORP COM NEW | \*\* | 903867 |
| BOMBARDIER INC | \*\* | 421395 |
| BOMBARDIER INC BOMBARDIER INC DISC | \*\* | 2445936 |
| BON SECOURS MERCY 1.35% DUE 06-01-2025 | \*\* | 1215549 |
| BONOS DE TESORERIA 5.35% GTD SNR BDS 12/08/40 | \*\* | 133777 |
| BOOKING HLDGS INC COM | \*\* | 6637809 |
| BOOT BARN HLDGS INC COM | \*\* | 6816566 |
| BOOZ ALLEN HAMILTON HLDG CORP CL A COM STK | \*\* | 1168982 |
| BORAL FIN PTY LTD 3.75% 05-01-2028 | \*\* | 121557 |
| BORALEX INC CL'A'COM NPV | \*\* | 407234 |
| BORG WARNER INC COM | \*\* | 3869097 |
| BORGWARNER INC 4.95% 08-15-2029 | \*\* | 716296 |
| BORYUNG CORPORATION KRW2500.00 | \*\* | 334104 |
| BOSTON SCIENTIFIC CORP COM | \*\* | 6123243 |
| BOURSA KUWAIT SECU KWD0.1 | \*\* | 20523 |
| BOWHEAD SPECIALTY HLDGS INC COM | \*\* | 167086 |
| BOX INC CL A CL A | \*\* | 842108 |
| BP CAP MKTS AMER 1.749% DUE 08-10-2030 | \*\* | 313085 |
| BP CAP MKTS AMER 1.749% DUE 08-10-2030 | \*\* | 854637 |
| BP CAP MKTS AMER 2.772% DUE 11-10-2050 | \*\* | 168236 |
| BP CAP MKTS AMER 2.939% DUE 06-04-2051 | \*\* | 387610 |
| BP CAP MKTS AMER 3.633% DUE 04-06-2030 | \*\* | 603269 |
| BP CAP MKTS AMER 3.937% DUE 09-21-2028 | \*\* | 1745633 |
| BP CAP MKTS AMER INC 3.0% DUE 02-24-2050 | \*\* | 407571 |
| BP CAP MKTS AMER INC 3.001% DUE 03-17-2052 BEO | \*\* | 193838 |
| BPCE 0% CP 11-13-2025 | \*\* | 2962333 |
| BPCE S A MEDIUM 1% DUE 01-20-2026 | \*\* | 922958 |
| BPCE S A MEDIUM 1% DUE 01-20-2026 | \*\* | 1514227 |
| BPCE SR NON PFD VAR RT 2.045% DUE 10-19-2027 | \*\* | 1329159 |
| BPCE SR NON PFD VAR RT 5.975% DUE 01-18-2027 | \*\* | 413207 |
| BPCE SR NON PFD VAR RT 5.975% DUE 01-18-2027 | \*\* | 4217732 |
| BPER BANCA NPV | \*\* | 838654 |
| BRAMBLES LTD NPV | \*\* | 3469250 |
| BRANDYWINE OPER PARTNERSHIP L P 8.875% 04-12-2029 | \*\* | 957745 |
| BREAD FINANCIAL HOLDINGS INC COM USD0.01 | \*\* | 1361699 |
| BRF SA COM NPV | \*\* | 1048346 |
| BRIDGE 2022-SFR1 TR SINGLE FAMILY RENT PASSTHRU 4.15% 11-17-2037 | \*\* | 2444434 |
| BRIDGECREST 5.65% DUE 04-16-2029 | \*\* | 3538551 |
| BRIDGECREST 5.94% DUE 02-15-2030 | \*\* | 3549886 |
| BRIDGECREST 6.8% DUE 08-15-2029 | \*\* | 898254 |
| BRIDGECREST 7.1% DUE 08-15-2029 | \*\* | 2573796 |
| BRIDGECREST LENDING AUTO SECURITIZATION TR SR 24-1 CL A3 5.53% 01-18-2028 | \*\* | 556009 |
| BRIDGECREST LENDING AUTO SECURITIZATION TR SR 24-1 CL A3 5.53% 01-18-2028 | \*\* | 5269035 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BRIGADE ENTERPRISE INR10 | \*\* | 314620 |
| BRIGHT HORIZONS FA COM USD0.001 | \*\* | 808429 |
| BRIGHTHOUSE FINL INC COM | \*\* | 1574991 |
| BRIGHTVIEW HLDGS INC COM | \*\* | 3756419 |
| BRINKER INTL INC COM | \*\* | 1818326 |
| BRISTOL MYERS FIXED 3.4% DUE 07-26-2029 | \*\* | 1322620 |
| BRISTOL MYERS FIXED 4.25% DUE 10-26-2049 | \*\* | 356096 |
| BRISTOL MYERS FIXED 4.35% DUE 11-15-2047 | \*\* | 884334 |
| BRISTOL MYERS SQUIBB CO 4.9% 02-22-2027 | \*\* | 1232212 |
| BRISTOL MYERS SQUIBB CO 5.875% 02-22-2064 | \*\* | 627035 |
| BRISTOL MYERS SQUIBB CO COM | \*\* | 1104334 |
| BRISTOL-MYERS SQUIBB CO 5.1% 02-22-2031 | \*\* | 302230 |
| BRISTOL-MYERS SQUIBB CO 5.1% 02-22-2031 | \*\* | 10074 |
| BRISTOL-MYERS SQUIBB CO 5.2% 02-22-2034 | \*\* | 574453 |
| BRISTOL-MYERS SQUIBB CO 5.2% 02-22-2034 | \*\* | 1468601 |
| BRITANNIA INDUSTRIES COMMON STOCK NR1(POST SUBDIVISION) | \*\* | 657777 |
| BRITISH LAND CO ORD GBP0.25 | \*\* | 1353508 |
| BRITISH TELECOMMUNICATIONS P L C NT STEPUP 12-15-2030 12-12-2000 | \*\* | 182006 |
| BRIXMOR OPER 2.5% DUE 08-16-2031 | \*\* | 167872 |
| BRIXMOR OPER 4.125% DUE 06-15-2026 | \*\* | 1212250 |
| BRIXMOR OPER PARTNERSHIP LP SR NT 2.25% 04-01-2028 | \*\* | 228583 |
| BRIXMOR OPERATING PARTNERSHIP LP 3.85% NTS 02-01-2025 USD1000 | \*\* | 7001754 |
| BRIXMOR OPERATING PARTNERSHIP LP 5.5% 02-15-2034 | \*\* | 297964 |
| BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.125% 01-15-2025 | \*\* | 4996939 |
| BROADCOM INC 3.459% 09-15-2026 | \*\* | 6211810 |
| BROADCOM INC 4.15% 02-15-2028 | \*\* | 1547802 |
| BROADCOM INC 4.3% DUE 11-15-2032 BEO | \*\* | 1415053 |
| BROADCOM INC 4.55% 02-15-2032 | \*\* | 169180 |
| BROADCOM INC 4.8% 10-15-2034 | \*\* | 318480 |
| BROADCOM INC 5.05% 07-12-2027 | \*\* | 2212061 |
| BROADCOM INC COM | \*\* | 89336762 |
| BROADCOM INC SR NT 5.15% 11-15-2031 | \*\* | 312168 |
| BROADCOM INC TERM LOAN 08-14-2026 | \*\* | 795667 |
| BROOKFIELD CAP FIN LLC SR NT 6.087% 06-14-2033 | \*\* | 1760109 |
| BROOKFIELD FIN INC 3.5% DUE 03-30-2051 | \*\* | 1726311 |
| BROOKFIELD FIN INC 5.968% 03-04-2054 | \*\* | 80974 |
| BROOKFIELD FINANCE INC 5.675% 01-15-2035 | \*\* | 1037904 |
| BROTHER INDUSTRIES NPV | \*\* | 1229684 |
| BROWN & BROWN INC 2.375% DUE 03-15-2031 | \*\* | 357117 |
| BROWN & BROWN INC COM | \*\* | 3283616 |
| BRUNSWICK CORP COM | \*\* | 3160847 |
| BSE LIMITED INR2 | \*\* | 210618 |
| BSTN PPTYS LTD 3.2% DUE 01-15-2025 | \*\* | 265786 |
| BSTN SCIENTIFIC 1.9% DUE 06-01-2025 | \*\* | 1822742 |
| BSTN SCIENTIFIC 2.65% DUE 06-01-2030 | \*\* | 50875 |
| BUMI ARMADA BERHA MYR | \*\* | 180380 |
| BUNGE GLOBAL SA F COMMON STOCK | \*\* | 214462 |
| BUNGE LTD FIN CORP FIXED 1.63% DUE 08-17-2025 | \*\* | 2485724 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| BUNGE LTD FIN CORP FIXED 1.63% DUE 08-17-2025 | \*\* | 1940472 |
| BUNGE LTD FIN CORP FIXED 2.75% 05-14-2031 | \*\* | 605466 |
| BUNGE LTD FINANCE CORP 4.2% 09-17-2029 | \*\* | 727531 |
| BURCKHARDT COMPRES CHF | \*\* | 789398 |
| BURL NORTHN SANTA 4.375% DUE 09-01-2042 | \*\* | 831607 |
| BURL NORTHN SANTA 5.75% DUE 05-01-2040 | \*\* | 82194 |
| BURLINGTN N SANTA FIXED 4.05% DUE 06-15-2048 | \*\* | 398727 |
| BURLINGTON NORTHN SANTA FE LLC 5.2% 04-15-2054 | \*\* | 462153 |
| BURLINGTON STORES INC COM | \*\* | 2971465 |
| BURSA MALAYSIA BHD MYR0.50 | \*\* | 439233 |
| BUSINESS BRAIN SHO NPV | \*\* | 24533 |
| BUSINESS ENGINEERI NPV | \*\* | 27755 |
| BUY TO OPEN REPO W/DEUTSCHE 4.53% FROM 12-31-2024 TO 01-02-2025 | \*\* | 4200000 |
| BUY TO OPEN REPO W/J.P. MORG 4.7% FROM 12-31-2024 TO 01-02-2025 | \*\* | 36500000 |
| BW LPG LTD | \*\* | 3092433 |
| BWAY 2021-1450 MTG FLTG RT 5.67634% DUE 09-15-2036 | \*\* | 1886254 |
| BX 2021-21M MTG TR FLTG RT 5.15648% DUE 10-15-2036 | \*\* | 335559 |
| BX 2021-21M MTG TR FLTG RT 5.15648% DUE 10-15-2036 | \*\* | 1342236 |
| BX 2023-DELC MTG FLTG RT 7.00186% DUE 05-15-2038 | \*\* | 2387775 |
| BX COML MTG TR 2.843% DUE 03-09-2044 | \*\* | 3522233 |
| BX COML MTG TR 2021-CIP 5.34748% 12-15-2038 | \*\* | 3230024 |
| BX COML MTG TR 2022-AHP COML MTG PASS THRU CTF CL A 1.04% 02-15-2039 | \*\* | 2509921 |
| BX COML MTG TR 2024-AIRC COML MTG PASSTHRU CTF CL A 6.0031% 08-15-2039 | \*\* | 2748794 |
| BX COML MTG TR 2024-GPA3 MTG PASS THRU CTF CL A 144A 5.60468% 12-15-2039 | \*\* | 1260479 |
| BX COML MTG TR 2024-MDHS COML MTG PASSTHRU CTF CL A 5.95316% 05-15-2041 | \*\* | 809574 |
| BX COML MTG TR FLTG RT 5.11498% DUE 10-15-2038 | \*\* | 1387146 |
| BX COML MTG TR FLTG RT 5.75347% DUE 02-15-2039 | \*\* | 3568426 |
| BX TR 2021-ACNT FLTG RT 5.67648% DUE 11-15-2038 | \*\* | 431841 |
| BX TR 2021-LGCY COML MTG PASS THRU CTF CL A 4.93248% 10-15-2036 | \*\* | 1993750 |
| BX TR 2021-SDMF FLTG RT 5.16448% DUE 09-15-2034 | \*\* | 5691849 |
| BX TR 2022-FOX2 5.05544% DUE 04-15-2039 | \*\* | 1460929 |
| BX TR 2022-LBA6 FLTG RT 5.31186% DUE 01-15-2039 | \*\* | 5810000 |
| BX TR 2022-PSB 6.76286% 08-15-2039 | \*\* | 734075 |
| BX TR 2024-BIO MTG PASSTHRU CTF CL A 144A 5.95386% 02-15-2041 | \*\* | 3679446 |
| BXCOMMERCIAL MTG FLTG RT 6.07328% DUE 12-09-2040 | \*\* | 1754021 |
| BXSC COML MTG TR 2022-WSS COML MTG PASS THRU CTF CL B 6.404% 03-15-2035 | \*\* | 3000938 |
| BYD COMPANY LTD 'H'CNY1 | \*\* | 1733186 |
| BYTES TECHNOLOGY G ORD GBP0.01 | \*\* | 72509 |
| C H ROBINSON WORLDWIDE INC COM NEW COM NEW | \*\* | 5691589 |
| C&A MODAS SA COM NPV | \*\* | 422008 |
| CABOT CORP COM | \*\* | 1937507 |
| CACTUS INC CL A CL A | \*\* | 869973 |
| CADENCE BK COM | \*\* | 5203362 |
| CADENCE DESIGN SYS 4.3% DUE 09-10-2029 | \*\* | 181325 |
| CADENCE DESIGN SYS 4.7% 09-10-2034 | \*\* | 426793 |
| CADENCE DESIGN SYS INC 4.2% 09-10-2027 | \*\* | 765979 |
| CADENCE DESIGN SYS INC COM | \*\* | 15873602 |
| CAESARS ENTERTAINMENT, INC. TERM B1 LOANSR SECD TL 01-27-2031 | \*\* | 992808 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CAESARS ENTMT INC NEW COM | \*\* | 150724 |
| CAFE24 CORP KRW500 | \*\* | 116404 |
| CAIXABANK SA EUR1 | \*\* | 3428281 |
| CALAVO GROWERS INC COM | \*\* | 192857 |
| CALFRAC WELL SVCS LTD COM NPV | \*\* | 221624 |
| CALIX NETWORKS INC COMMON STOCK | \*\* | 833428 |
| CALL FXO GSCMUS33 05/15/2025 USD/CNH 7.3 European 31750PL09 | \*\* | 3271 |
| CALL FXO MIDLGB22 05/13/2025 USD/CNH 7.3 European 31750PJZ5 | \*\* | 55447 |
| CALL FXO MIDLGB22 05/13/2025 USD/CNH 7.3 European 31750PJZ5 | \*\* | 24462 |
| CALL FXOBAR BARCGB5G 02/14/2025 USD/CNH 7.3 European 3175FD9K0 | \*\* | 15006 |
| CALL FXOBAR MIDLGB22 02/14/2025 USD/CNH 7.375 European 3175FB9K4 | \*\* | 9945 |
| CALL FXODIG BNPAFRPP 01/23/2025 USD/CNH 7.4 European 31750PM57 | \*\* | 10564 |
| CALL FXODIG CITIUS33 02/14/2025 USD/CNH 7.45 European 31750PX55 | \*\* | 8950 |
| CAMDEN PPTY TR SH BEN INT | \*\* | 4644965 |
| CAMPING WORLD HLDGS INC CL A CL A | \*\* | 2299533 |
| CANACCORD GENUITY GROUP INC | \*\* | 45693 |
| CANADA(GOVT OF) 3.25% BDS 01/12/2033 CAD1 | \*\* | 1187417 |
| CANADA(GOVT OF) 4% BDS 01/03/2029 CAD1'Q988 | \*\* | 1520178 |
| CANADA(GOVT OF) I/L 1.5% BDS 01/12/44 CAD1000 | \*\* | 482749 |
| CANADIAN IMPERIAL BANK OF COMMERCE 5.001% DUE 04-28-2028 | \*\* | 2406950 |
| CANADIAN IMPERIAL BK COMM TORONTO BRH 5.926% 10-02-2026 | \*\* | 3148191 |
| CANADIAN NATL RY CO COM | \*\* | 11731003 |
| CANADIAN TIRE LTD CLASS'A'CUM NON-VTG COM NPV | \*\* | 809619 |
| CANFIN HOMES LTD | \*\* | 275042 |
| CANNY ELEVATOR CO 'A'CNY1 (STOCK CONNECT) | \*\* | 219533 |
| CANTOR FITZGERALD L P SR NT 144A 4.5% 04-14-2027 | \*\* | 2937307 |
| CAP 1 FINL CORP 7.149% DUE 10-29-2027 | \*\* | 1919801 |
| CAP 1 PRIME AUTO 3.17% DUE 04-15-2027 | \*\* | 3762367 |
| CAP 1 PRIME AUTO 3.69% DUE 12-15-2027 | \*\* | 1221068 |
| CAPCOM CO LTD NPV | \*\* | 1143595 |
| CAPGEMINI EUR8 | \*\* | 10492545 |
| CAPITAL ONE FINANCIAL CORP 5.468% DUE 02-01-2029 | \*\* | 6303984 |
| CAPITAL ONE FINANCIAL CORP 6.312% 06-08-2029 | \*\* | 2628450 |
| CAPITAL ONE FINL CORP 1.878% 11-02-2027 | \*\* | 847462 |
| CAPITAL ONE FINL CORP 2.636% 03-03-2026 | \*\* | 2976758 |
| CAPITAL ONE FINL CORP 4.985% 07-24-2026 | \*\* | 6356885 |
| CAPITAL ONE FINL CORP 5.7% 02-01-2030 | \*\* | 268622 |
| CAPITAL ONE FINL CORP 5.7% 02-01-2030 | \*\* | 1268097 |
| CAPITAL ONE FINL CORP 6.051% 02-01-2035 | \*\* | 1829355 |
| CAPITAL ONE FINL CORP COM | \*\* | 4618488 |
| CAPITAL ONE FINL CORP SR NT FIXED / FLTG5.268% 05-10-2033 | \*\* | 486994 |
| CAPITAL ONE MULTI-ASSET EXECUTION SER 22-A3 CL A 4.95% DUE 10-15-2027 | \*\* | 1334903 |
| CAPITAL ONE MULTI-ASSET EXECUTION TR SER22-A1 CL A1 2.8% 03-15-2027 | \*\* | 14604318 |
| CAPITAL ONE MULTI-ASSET EXECUTION TR SR 2022-2 NT CL A 3.49% 05-15-2027 | \*\* | 391457 |
| CAPITAL ONE MULTI-ASSET EXECUTION TR SR 23-A1CLS A 4.42% 05-15-2028 | \*\* | 7900588 |
| CAPRICORN METALS L NPV | \*\* | 190338 |
| CARABAO GROUP PUBLIC COMPANY LTD THB1 (NVDR) | \*\* | 193171 |
| CARDINAL HEALTH INC 4.7% 11-15-2026 | \*\* | 802397 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CARDINAL HEALTH INC 5.125% 02-15-2029 | \*\* | 610909 |
| CARDINAL HEALTH INC 5.45% 02-15-2034 | \*\* | 488343 |
| CARDINAL HLTH INC | \*\* | 2227734 |
| CARDINAL HLTH INC 5% DUE 11-15-2029 | \*\* | 655866 |
| CARDLYTICS INC COM | \*\* | 14417 |
| CARE REIT PLC | \*\* | 302439 |
| CAREDX INC COM | \*\* | 522297 |
| CARETRUST REIT INC COM | \*\* | 1701445 |
| CARGO THERAPEUTICS INC COM | \*\* | 98316 |
| CARGOTEC OYJ SER'B'NPV | \*\* | 357347 |
| CARGURUS INC CL A CL A | \*\* | 1650548 |
| CARIBOU BIOSCIENCES INC COM | \*\* | 26726 |
| CARL ZEISS MEDITEC NPV | \*\* | 62597 |
| CARLSBERG SER'B'DKK20 | \*\* | 6960936 |
| CARLYLE GROUP INC COM | \*\* | 22022779 |
| CARMAX AUTO OWNER 1.95% DUE 09-15-2027 | \*\* | 1448382 |
| CARMAX AUTO OWNER 3.49% DUE 02-16-2027 | \*\* | 302995 |
| CARMAX AUTO OWNER 3.49% DUE 02-16-2027 | \*\* | 3022938 |
| CARMAX AUTO OWNER 5.5% DUE 02-15-2029 | \*\* | 6095620 |
| CARMAX AUTO OWNER FIXED 1.7% DUE 08-16-2027 | \*\* | 686787 |
| CARMAX AUTO OWNER FIXED 6% DUE 07-17-2028 | \*\* | 387826 |
| CARMAX AUTO OWNER FIXED 6% DUE 07-17-2028 | \*\* | 3572083 |
| CARMAX AUTO OWNER TR 2021-2 ASSET BACKEDNT CL C 1.34% 02-16-2027 | \*\* | 1183590 |
| CARMAX AUTO OWNER TR SR 24-1 CL A3 4.92% 10-16-2028 | \*\* | 341852 |
| CARMAX AUTO OWNER TRUST SER 23-3 CL A3 6% 05-15-2028 | \*\* | 206733 |
| CARMAX AUTO OWNER TRUST SER 23-3 CL A3 6% 05-15-2028 | \*\* | 2085486 |
| CARMAX AUTO OWNER TRUST SER 22-4 CL A3 5.34% DUE 08-16-2027 REG | \*\* | 2749878 |
| CARMAX INC COM | \*\* | 5625906 |
| CARMAX OWNER TR 4.65% DUE 01-16-2029 | \*\* | 960522 |
| CARNIVAL CORP COM PAIRED | \*\* | 39 |
| CARPENTER TECHNOLOGY CORP COM | \*\* | 499796 |
| CARRIAGE SERVICES INC COM | \*\* | 208336 |
| CARRIER GLOBAL CORP 6.2% 03-15-2054 | \*\* | 211683 |
| CARRIER GLOBAL CORPORATION COM USD0.01 WI | \*\* | 7933177 |
| CARVANA AUTO 1.31% DUE 01-11-2027 | \*\* | 1919299 |
| CARVANA AUTO 5.21% DUE 06-10-2030 | \*\* | 2822656 |
| CARVANA AUTO RECEIVABLES TR 2021-N1 ASSET BACKED CTF CL C 1.3% 01-10-2028 | \*\* | 235469 |
| CARVANA AUTO RECEIVABLES TR 2021-N4 ASSET BACKED NT CL C 1.72% 09-11-2028 | \*\* | 192423 |
| CARVANA AUTO RECEIVABLES TR 2021-P1 ASSET BACKED NT CL A-4 .86% 01-11-2027 | \*\* | 971072 |
| CARVANA AUTO RECEIVABLES TR 2022-P3 SR 22-P3 CL A3 4.61% DUE 11-10-2027 BEO | \*\* | 399252 |
| CARVANA CO CL A CL A | \*\* | 788223 |
| CASELLA WASTE SYS INC CL A COM STK | \*\* | 9469360 |
| CASEYS GEN STORES INC COM | \*\* | 1789771 |
| CASSA DEPOSITI E PRESTITI S P A 5.75% 05-05-2026 | \*\* | 1107763 |
| CASTLE BIOSCIENCES INC COM | \*\* | 200754 |
| CATALYST PHARMACEUTICALS INC COM STK USD0.001 STK | \*\* | 952757 |
| CATERPILLAR INC 2.6% DUE 04-09-2030 BEO | \*\* | 1019167 |
| CATERPILLAR INC COM | \*\* | 5599201 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CATHAY FINL HLDG TWD10 | \*\* | 1429145 |
| CATHEDRAL LAKE LTD SR 21-7RA CL AR 0% 01-15-2032 | \*\* | 5608452 |
| CCC INTELLIGENT SOLUTIONS HLDGS INC COM | \*\* | 646851 |
| CCK CONSOLIDATED NPV | \*\* | 84280 |
| CD 2016-CD2 MTG TR 3.348% DUE 11-10-2049 | \*\* | 1263155 |
| CD 2017-CD6 MTG TR 3.19% DUE 11-13-2050 | \*\* | 2888325 |
| CD PROJEKT SA PLN1.00 | \*\* | 623397 |
| CDN IMPERIAL BK 3.45% DUE 04-07-2027 | \*\* | 2348262 |
| CDN NAT RES LTD 5% DUE 12-15-2029 | \*\* | 296899 |
| CDN NAT RES LTD 5% DUE 12-15-2029 | \*\* | 2469211 |
| CDS BARCGB5G 06/20/2025 SELL ITALY GOV'T INT BOND 6 SWPC0JFW0 | \*\* | 419 |
| CDS BARCGB5G 06/20/2025 SELL ITALY GOV'T INT BOND 6 SWPC0JG41 | \*\* | 838 |
| CDS CITIUS33 06/20/2025 SELL ITALY GOV'T INT BOND 6 SWPC0JG66 | \*\* | 838 |
| CDS CITIUS33 06/20/2027 SELL STATE OF ISRAEL 2.875% SWPC0MGC6 | \*\* | 9710 |
| CDS GSILGB2X 06/20/2029 SELL STATE OF ISRAEL 2.875% SWPC0MMW5 | \*\* | 205 |
| CDS GSILGB2X 12/20/2029 SELL REPUBLIC OF INDONESIA SWPC0MYK8 | \*\* | 22078 |
| CDW CORP COM | \*\* | 2164884 |
| CDW LLC/CDW FIN FIXED 2.67% DUE 12-01-2026 | \*\* | 4942726 |
| CELANESE US HLDGS 6.05% DUE 03-15-2025 | \*\* | 55039 |
| CELESTICA INC NPV | \*\* | 258273 |
| CELLDEX THERAPEUTICS INC NEW SHS | \*\* | 221593 |
| CELLEBRITE DI LTD COM USD0.0001 | \*\* | 368892 |
| CENCORA INC 5.125% 02-15-2034 | \*\* | 883473 |
| CENCORA INC 5.15% 02-15-2035 | \*\* | 463968 |
| CENOVUS ENERGY INC 2.65% 01-15-2032 | \*\* | 249695 |
| CENT ASIA METALS COMSTK | \*\* | 503013 |
| CENTENE CORP DEL 3% DUE 10-15-2030 | \*\* | 863109 |
| CENTENE CORP DEL COM | \*\* | 1984661 |
| CENTERPOINT ENERGY 2.4% DUE 09-01-2026 | \*\* | 2270677 |
| CENTERPOINT ENERGY 3.95% 03-01-2048 | \*\* | 24600 |
| CENTERPOINT ENERGY 5.85 DUE 01-15-2041 | \*\* | 80578 |
| CENTERPOINT ENERGY RES CORP 1.75% DUE 10-01-2030 | \*\* | 251452 |
| CENTERPOINT ENERGY RES CORP 5.25% 03-01-2028 | \*\* | 64607 |
| CENTERRA GOLD INC COM NPV | \*\* | 1603489 |
| CENTRAL DEPOSITORY INR10 | \*\* | 865277 |
| CENTRAL SEC PATROL NPV | \*\* | 49432 |
| CENTRICA ORD GBP0.061728395 | \*\* | 2330143 |
| CENTRUS ENERGY CORP CL A COM | \*\* | 70207 |
| CENTURION CORP LTD NPV | \*\* | 907926 |
| CENTURY ALUM CO COM | \*\* | 467398 |
| CENTURY CMNTYS INC COM | \*\* | 384700 |
| CES ENERGY SOLUTIO COM NPV | \*\* | 4427098 |
| CESC INR1 | \*\* | 293459 |
| CF JPMCB LIQUIDITY FD | \*\* | 568488044 |
| CG ONCOLOGY INC COM | \*\* | 165885 |
| CGI INC 1.45% 09-14-2026 | \*\* | 1891760 |
| CHACHA FOOD CO LTD 'A'CNY1 (STOCK CONNECT LINE) | \*\* | 303625 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CHALLENGER LTD NPV | \*\* | 1194638 |
| CHAMPION HOMES INC | \*\* | 9992654 |
| CHARLES RIV LABORATORIES INTL INC COM | \*\* | 5416164 |
| CHARLES SCHWAB CORP 6.196% 11-17-2029 | \*\* | 928561 |
| CHART INDS INC COM PAR $0.01 COM PAR $0.01 | \*\* | 903246 |
| CHARTER 2.3% DUE 02-01-2032 | \*\* | 5778145 |
| CHARTER 3.5% DUE 06-01-2041 | \*\* | 576143 |
| CHARTER 4.908% DUE 07-23-2025 | \*\* | 2012643 |
| CHARTER 6.384% DUE 10-23-2035 | \*\* | 319545 |
| CHARTER COMMUNICATIONS OPER LLC 6.15% 11-10-2026 | \*\* | 8017674 |
| CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.2% DUE 03-15-2028 BEO | \*\* | 164528 |
| CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.2% DUE 03-15-2028 BEO | \*\* | 1692699 |
| CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.8% DUE 03-01-2050 | \*\* | 594684 |
| CHARTER FIXED 3.85% DUE 04-01-2061 | \*\* | 60358 |
| CHARTER HALL GROUP NPV (STAPLED) | \*\* | 298529 |
| CHASE AUTO OWNER TR 2023-A ASSET BACKED NT CL A-3 144A 5.68% 01-25-2029 | \*\* | 1419515 |
| CHASE HOME LENDING 3.25% DUE 09-25-2063 | \*\* | 404396 |
| CHASE ISSUANCE TRUST SER 23-A CL A 5.16% 09-15-2028 | \*\* | 8274512 |
| CHATHAM LODGING TR COM | \*\* | 89679 |
| CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 | \*\* | 16513428 |
| CHEESECAKE FACTORY INC COM | \*\* | 435594 |
| CHEGG INC COM | \*\* | 111459 |
| CHEMED CORP NEW COM | \*\* | 5305417 |
| CHENBRO MICOM CO | \*\* | 170706 |
| CHENGDU KANGHONG COMMON STOCK | \*\* | 297678 |
| CHENIERE CORPUS CHRISTI HLDGS LLC 3.7% 11-15-2029 | \*\* | 2754700 |
| CHENIERE CORPUS CHRISTI HLDGS LLC 5.125% 06-30-2027 | \*\* | 3569323 |
| CHENIERE ENERGY 5.65% DUE 04-15-2034 | \*\* | 1221320 |
| CHENIERE ENERGY FIXED 4% DUE 03-01-2031 | \*\* | 231328 |
| CHENIERE ENERGY FIXED 4.5% DUE 10-01-2029 | \*\* | 300136 |
| CHENIERE ENERGY FIXED 4.5% DUE 10-01-2029 | \*\* | 5689020 |
| CHENIERE ENERGY INC COM NEW | \*\* | 1277617 |
| CHENNAI PETRO CP INR10(DEMAT) | \*\* | 154115 |
| CHERVON HLDGS LTD NPV | \*\* | 21104 |
| CHES FDG II LLC 5.52% DUE 05-15-2036 | \*\* | 3292191 |
| CHESTER CNTY PA HLTH & ED FACS AUTH HLTHSYS REV 3.314 06-01-2051 BEO TAXABLE | \*\* | 245901 |
| CHEVRON CORP COM | \*\* | 19369164 |
| CHEVRON U S A INC 2.343% DUE 08-12-2050 REG | \*\* | 281452 |
| CHEWY INC CLASS A | \*\* | 725226 |
| CHICONY ELECTRONI TWD10 | \*\* | 1251811 |
| CHILE REP 4.95% 01-05-2036 | \*\* | 1353532 |
| CHILE(REP OF) 4.7% SNR 01/09/2030 CLP1000 | \*\* | 353155 |
| CHIN WELL HOLDS BERHAD MYR0.50 | \*\* | 4959 |
| CHINA AIRLINES TWD10 | \*\* | 1263547 |
| CHINA BKG CORP | \*\* | 16225 |
| CHINA CONSTRUCTION BANK HCNY1 | \*\* | 10860410 |
| CHINA GOLD INTL RE COM NPV | \*\* | 15306 |
| CHINA MEDICAL SYS USD0.005 | \*\* | 55401 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CHINA MINSHENG BAN 'H'CNY1 | \*\* | 217216 |
| CHINA OVERSEAS LAND & INVESTMNT HKD0.10 | \*\* | 605797 |
| CHINA TAIPING INSU NPV | \*\* | 148093 |
| CHINA TOBACCO INTL (HK) CO LTD NPV | \*\* | 158987 |
| CHINA XLX FERTILSE NPV | \*\* | 40114 |
| CHINA YUHUA EDUCAT HKD0.00001 | \*\* | 136277 |
| CHIPOTLE MEXICAN GRILL INC COM STK | \*\* | 33298703 |
| CHIYODA INTEGRE CO NPV | \*\* | 105790 |
| CHOICE INTL INR10 | \*\* | 542347 |
| CHONGQING BAIYA SA A CNY1 | \*\* | 253249 |
| CHORD ENERGY CORPORATION COM USD0.01 | \*\* | 1271856 |
| CHROMA ATE INC TWD10 | \*\* | 648721 |
| CHUBB INA HOLDINGS LLC 4.65% 08-15-2029 | \*\* | 4085835 |
| CHUBB LTD ORD CHF24.15 | \*\* | 19280490 |
| CHUETSU PULP&PAPER NPV | \*\* | 26903 |
| CIA DE SANEAMENTO UNITS (1 COM & 4 PRF) | \*\* | 318482 |
| CIA ENERG MG-CEMIG PRF BRL5.00 | \*\* | 693911 |
| CIA SANEAMENTO MIN COM NPV | \*\* | 177605 |
| CIE DE ST-GOBAIN EUR4 | \*\* | 9953076 |
| CIE FINANCIER TRAD CHF2.50 (BR) | \*\* | 39292 |
| CIENA CORP COM NEW | \*\* | 1609609 |
| CIGNA CORP 1.25% 03-15-2026 | \*\* | 440144 |
| CIGNA CORP NEW 3.4% DUE 03-01-2027 BEO | \*\* | 1662674 |
| CIGNA CORP NEW CORP 4.375% 10-15-2028 | \*\* | 9117650 |
| CIGNA GROUP 5.0% 05-15-2029 | \*\* | 1173327 |
| CIGNA GROUP 5.125% 05-15-2031 | \*\* | 895619 |
| CIKARANG LISTRINDO IDR200 | \*\* | 57254 |
| CIM TR 2023-R2 FLTG RT 5.5% DUE 08-25-2064 | \*\* | 8227297 |
| CIN FINL CORP 6.92% DUE 05-15-2028 | \*\* | 212809 |
| CINEMARK HLDGS INC COM | \*\* | 1171168 |
| CINTAS CORP COM | \*\* | 8544148 |
| CINTAS CORP NO 2 FIXED 3.45% DUE 05-01-2025 | \*\* | 1296880 |
| CISCO SYS INC 5.3% 02-26-2054 | \*\* | 175099 |
| CISEN PHARMACEUTICAL CO LTD A CNY1 (STOCK CONNECT) | \*\* | 29758 |
| CIT HOME EQUITY LN TR 2002-1 ASSET BKD CTF CL AF-5 02-25-2033 BEO | \*\* | 81738 |
| CITIBANK CR CARD 6.15% DUE 06-15-2039 | \*\* | 4022416 |
| CITIBANK CR CARD ISSUANCE TR NT CL 2018-A7 3.96% 10-13-2030 | \*\* | 6826235 |
| CITIBANK N A 4.929% 08-06-2026 | \*\* | 1179494 |
| CITIBANK N A 5.803% 09-29-2028 | \*\* | 3268667 |
| CITIBANK NA FLTG 04-30-2026 | \*\* | 2080635 |
| CITIGROUP COML MTG 2.646% DUE 07-10-2049 | \*\* | 1038031 |
| CITIGROUP COML MTG 2.71000003815% DUE 08-10-2049 | \*\* | 2041564 |
| CITIGROUP COML MTG TR 2016-C2 COML MTG PASSTHRU CTF CL D 3.25% 08-10-2049 | \*\* | 1424113 |
| CITIGROUP INC 1.122% DUE 01-28-2027 | \*\* | 1152380 |
| CITIGROUP INC 1.462% DUE 06-09-2027 BEO | \*\* | 5536527 |
| CITIGROUP INC 2.52% 11-03-2032 | \*\* | 279314 |
| CITIGROUP INC 2.561% DUE 05-01-2032 BEO | \*\* | 1448627 |
| CITIGROUP INC 2.572% 06-03-2031 | \*\* | 9756650 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CITIGROUP INC 3.106% DUE 04-08-2026 | \*\* | 2134486 |
| CITIGROUP INC 3.106% DUE 04-08-2026 | \*\* | 5762220 |
| CITIGROUP INC 3.29% 03-17-2026 | \*\* | 2241672 |
| CITIGROUP INC 3.668% 07-24-2028 | \*\* | 290588 |
| CITIGROUP INC 3.7% DUE 01-12-2026 | \*\* | 747422 |
| CITIGROUP INC 3.785% 03-17-2033 | \*\* | 71842 |
| CITIGROUP INC 3.887% 01-10-2028 | \*\* | 392136 |
| CITIGROUP INC 3.887% 01-10-2028 | \*\* | 5043844 |
| CITIGROUP INC 4.45% DUE 09-29-2027 | \*\* | 887900 |
| CITIGROUP INC 4.45% DUE 09-29-2027 | \*\* | 4548022 |
| CITIGROUP INC 4.542% 09-19-2030 | \*\* | 5704888 |
| CITIGROUP INC 4.6% DUE 03-09-2026 | \*\* | 807796 |
| CITIGROUP INC 5.174% 02-13-2030 | \*\* | 4235969 |
| CITIGROUP INC 5.316% 09-26-2020 REG | \*\* | 481750 |
| CITIGROUP INC 5.449% 06-11-2035 | \*\* | 2073234 |
| CITIGROUP INC 5.61% 09-29-2026 | \*\* | 5962214 |
| CITIGROUP INC COM NEW COM NEW | \*\* | 54806499 |
| CITIGROUP INC FLTG RT 4.412% DUE 03-31-2031 | \*\* | 1278410 |
| CITIGROUP INC NEW 2.976% 11-05-2030 | \*\* | 3545699 |
| CITIGROUP INC SR NT 3.057% 01-25-2033 | \*\* | 356583 |
| CITIGROUP INC SR NT 3.057% 01-25-2033 | \*\* | 816274 |
| CITIGROUP MTG LN FLTG RT 2.5% DUE 05-25-2051 | \*\* | 625044 |
| CITIGROUP MTG LN FLTG RT 5% DUE 05-25-2051 | \*\* | 344521 |
| CITIGROUP MTG LN FLTG RT 5.40878% DUE 11-25-2034 | \*\* | 264713 |
| CITIZENS AUTO 5.83% DUE 02-15-2028 | \*\* | 2027133 |
| CITIZENS AUTO 5.84% DUE 01-18-2028 | \*\* | 2932005 |
| CITIZENS AUTO 5.84% DUE 01-18-2028 | \*\* | 707725 |
| CITIZENS FINL GROUP INC 5.967% 07-23-2032 | \*\* | 1204465 |
| CITIZENS FINL GROUP INC COM | \*\* | 12522318 |
| CIVITAS RES INC COM | \*\* | 14495 |
| CKD CORP NPV | \*\* | 610813 |
| CLAREMONT MCKENNA 3.775% DUE 01-01-2122 | \*\* | 1878163 |
| CLASSYS INC KRW100 | \*\* | 35216 |
| CLEAN HBRS INC COM | \*\* | 7003851 |
| CLEAR SECURE INC CL A CL A | \*\* | 912553 |
| CLEARWATER ANALYTICS HLDGS INC CL A CL A | \*\* | 921299 |
| CLEV ELEC ILLUM CO 4.55% DUE 11-15-2030 | \*\* | 178227 |
| CLEVELAND CLIFFS USD0.125 | \*\* | 246355 |
| CLOROX CO COMMON STOCK USD 1 PAR | \*\* | 736529 |
| CLSA GLOBAL MARKET(YUTONG BUS CO LTD A) P-NOTE 24/01/2029 | \*\* | 678068 |
| CME GROUP INC COM STK | \*\* | 5855679 |
| CME_OIS GOLDUS33 09/16/2026 USD P 3.28% / R 1DSOFR SWU02AB68 | \*\* | 448165 |
| CME_OIS MSNYUS33 06/24/2035 USD P 3.7% / R 1DSOFR SWU027CR8 | \*\* | 188122 |
| CME_OIS MSNYUS33 06/24/2055 USD P 3.5% / R 1DSOFR SWU027CT4 | \*\* | 238630 |
| CME_OIS MSNYUS33 12/21/2052 USD P 1.75% / R 1DSOFR SWU01JI06 | \*\* | 3857627 |
| CMO ADJBL RATE MTG TR DUE 09-25-2035 BEO | \*\* | 161513 |
| CMO BANK 2017-BNK4 MTG PASS THRU CTF CL A-SB 3.419% DUE 05-15-2050 REG | \*\* | 360737 |
| CMO BANK 2022-BNK39 CL A4 2.854% DUE 02-15-2055 BEO | \*\* | 1759377 |

---

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CMO BANK 2024-BNK48 SR 24-BNK48 CL AS 5.053% 09-15-2034 | \*\* | 3445885 |
| CMO BANK5 SR 23-5YR1 CL A3 6.26% 03-15-2056 | \*\* | 12804208 |
| CMO BANK5 SR 24-5YR8 CL A3 5.884% 08-15-2057 | \*\* | 1027484 |
| CMO BARCLAYS COMMERCIAL MORTGAGE SR 22-C17 CL A5 4.441% 09-15-2055 | \*\* | 3089724 |
| CMO BBCMS MTG TR 2018-C2 MTG PASS THRU CTF CL A-3 4.052% DUE 12-15-2051 REG | \*\* | 7038017 |
| CMO BBCMS MTG TR SER 24-5C31 CL A3 5.6% 12-15-2057 | \*\* | 5733163 |
| CMO BBMCS MORTGAGE TRUST SER 23-C19 CL A2A 5.756% 04-15-2056 | \*\* | 5057422 |
| CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG | \*\* | 215582 |
| CMO BEAR STEARNS ARM TR 2000-2 MTG PASS THRU CTF CL A-1 VAR RATE 11-25-2030 BEO | \*\* | 6872 |
| CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 02-25-2033/04-25-2006 BEO | \*\* | 76 |
| CMO BEAR STEARNS ARM TR 2004-10 MTG DUE 01-25-2035 | \*\* | 12465 |
| CMO BEAR STEARNS ARM TR DUE 02-25-2034 REG | \*\* | 69022 |
| CMO BEAR STEARNS STRUCTURED PRODS INC TR200 DUE 12-25-2046 REG | \*\* | 706134 |
| CMO BEAR STEARNS STRUCTURED PRODS INC TR200 MTG PASSTHRU CTF CL I-A-1 VAR DUE | \*\* | 15551 |
| CMO BENCHMARK 2018-B4 MTG TRSE 2018-B4 CL A3 3.886% DUE 07-15-2051 | \*\* | 5910796 |
| CMO BENCHMARK 2019-B11 MTG TR SER 2019-B11 CLS A4 3.2805% 05-15-2052 | \*\* | 7273711 |
| CMO BENCHMARK 2020-B16 MTG TR 2.475% 12-15-2057 | \*\* | 6215597 |
| CMO BENCHMARK 2022-B32 MTG TR CL A5 2.9089% DUE 01-15-2055 BEO | \*\* | 1666357 |
| CMO BENCHMARK MORTGAGE TRUST SR 24-V11 CL A3 5.909% 11-15-2057 | \*\* | 6712976 |
| CMO BENCHMARK SER 19-B14 CL A5 3.0486% DUE 12-15-2061 | \*\* | 8130308 |
| CMO BMO MORTGAGE TRUST SER 24-5C5 CLS A3 5.8574% 02-15-2057 | \*\* | 2048084 |
| CMO BMO MORTGAGE TRUST SR 24-5C8 CL A3 VAR RT 12-15-2057 | \*\* | 4592496 |
| CMO CHASE MTG FIN TR SER 2007-A1 PASSTHRU CTF CL 1-A1 4.366 03-25-37 REG | \*\* | 7133 |
| CMO CITIGROUP COML MTG TR 2016-C3 COML MTG CTF CL A-3 2.86% 11-15-2049 | \*\* | 5303510 |
| CMO CITIGROUP COML MTG TR 2016-P3 BNDS 3.495% 04-15-2049 | \*\* | 976064 |
| CMO CITIGROUP COML MTG TR 2016-P5 2.684%DUE 10-10-2049 REG | \*\* | 7756875 |
| CMO CITIGROUP COML MTG TR 2016-P5 COML MTG PASSTHRU CTF CL C DUE 10-10-2049 REG | \*\* | 440788 |
| CMO CITIGROUP COML MTG TR 2017-B1 COML MTG CTF CL A-AB 3.243% 08-15-2050 | \*\* | 1148730 |
| CMO CITIGROUP COML MTG TR SER 2016-P6 CLS A4 3.458% 12-10-2049 | \*\* | 1402193 |
| CMO CITIGROUP MTG LN TR SER 2005-6 CL A1FLT RT DUE 09-25-2035/12-25-2021 BEO | \*\* | 3076 |
| CMO CITIGRP COMMERICAL MTG CITIGROUP COML MTG TR 3.127 DUE 04-15-2049 REG | \*\* | 1776468 |
| CMO COMM 2015-LC19 MTG TR SER 15-LC19 CLA4 3.183% DUE 02-10-2048/01-10-2025 REG | \*\* | 625095 |
| CMO COMM 2015-LC23 MTG TR CL A-SB 3.598% DUE 10-10-2053 REG | \*\* | 2622454 |
| CMO COMM 2019-GC44 MTG TR SER 19-GC44 CLS A3 2.688% DUE 08-15-2057 REG | \*\* | 5181426 |
| CMO COMM MTG TR COML SER 2015-CRE25 CL A-4 3.759% DUE 08-10-2048 REG | \*\* | 991962 |
| CMO CREDIT SUISSE 1ST BSTN MTG SECS CORPSER 2004-8 CL 6A1 4.5 DUE 12-25-2019 REG | \*\* | 8775 |
| CMO CSAIL 2015-C4 COML MTG TRUST SR 2015-C4 CL-ASB 3.6167% DUE 11-11-2048 | \*\* | 300095 |
| CMO CSAIL 2016-C5 COML MTG TR CL A-SB 3.5325% DUE 11-15-2048 REG | \*\* | 1246543 |
| CMO CSMC 2018-J1 TR CL A-2 FLTGE 02-01-2048 | \*\* | 18272 |
| CMO CWMBS INC SER 2005-11 CL 3-A-1 FLT RT DUE 04-25-2035 REG | \*\* | 252503 |
| CMO DBJPM 2016-C1 MTG TR CL A-SB 3.038% DUE 05-10-2049 REG | \*\* | 801212 |
| CMO FREMF 2016-K53 MTG TR MTG PASSTHRU CTF CL B 144A DUE 03-25-2049 BEO | \*\* | 2961959 |
| CMO GS MTG SECS CORP 2003-2F CL IIIA-1 6% DUE 03-25-2032 BEO | \*\* | 872 |
| CMO GS MTG SECS TR 2015-GC30 CL A-4 3.382% DUE 05-10-2050 | \*\* | 6759182 |
| CMO GS MTG SECS TR 2015-GS1 CL A-AB 3.553% DUE 11-10-2048 REG | \*\* | 2144352 |
| CMO GS MTG SECS TR 2017-GS7 COML MTG PASSTHRU CTF CL A-4 0 DUE 08-10-2050 REG | \*\* | 4010156 |
| CMO GS MTG SECS TR SER 2016-GS3 CL AAB 2.777% 10-10-2049 | \*\* | 155488 |
| CMO HARBORVIEW MTG LN TR 2003-1 CL A FLTG RT 05-19-2033 | \*\* | 1814 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CMO HARBORVIEW MTG LN TR 2005-4 MTG PASSTHRU CTF CL 4-A DUE 07-19-2035 REG | \*\* | 6077 |
| CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG | \*\* | 80018 |
| CMO J P MORGAN CHASE 2013-C PASSTHRU CTF CL C 12-15-2047 REG | \*\* | 223014 |
| CMO J P MORGAN CHASE CML MTG SECS TR 2016-N PTHRU CTF CL A 144A 10-06-38 BEO | \*\* | 2547997 |
| CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG | \*\* | 36870 |
| CMO JJPMDB COML MTG SECS SER 17-C5 CL A4 3.4141% DUE 03-15-2050 REG | \*\* | 5838269 |
| CMO JPMBB COML MTG SECS TR 2015-C28 COML CTF A-4 3.2274 DUE 10-15-2048 REG | \*\* | 441437 |
| CMO JPMBB COML MTG SER 15-C32 CL A4 3.3293% DUE 11-15-2048 REG | \*\* | 4983826 |
| CMO JPMCC COML MTG SECS 2015-JP1 CL A4 3.6498% 01-15-2049 | \*\* | 3746186 |
| CMO JPMCC COML MTG SECS TR 2016-JP2 2.5589% DUE 08-15-2049 BEO | \*\* | 5994871 |
| CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-2050 | \*\* | 246383 |
| CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-2050 | \*\* | 902142 |
| CMO JPMDB COML MTG SECS SR 2017-C7 CL A-5 3.4092% DUE 10-15-2050 | \*\* | 5542325 |
| CMO JPMDB COML MTG SECS TR 2020-COR7 SR 20-COR7 CL A-4 1.9152% 05-13-2053 | \*\* | 6955584 |
| CMO MASTR ADJ RATE MTGS TR 2003-6 MTG PASSTHRU CTF CL 3-A-1 DUE 12-25-2033 REG | \*\* | 32735 |
| CMO MELLON RESDNTL FDG CORP 2000-TBC2 MTG PASSTHRU CTF CL A-1 VAR 05-25-30 | \*\* | 35725 |
| CMO MERRILL LYNCH MTG INVS INC 2004-A CLA-1 FLTG DUE 04-25-2029 REG | \*\* | 1336 |
| CMO MERRILL LYNCH MTG INVS INC SER 2003-C CL A1 6-25-28 | \*\* | 21490 |
| CMO MERRILL LYNCH MTG INVS INC SER 2005-A5 CL A3 DUE 06-25-2035 REG | \*\* | 1140109 |
| CMO MORGAN STANLEY BK AMER MERRILL LYNCH TR SERIES 2015-C24 3.732% 05-15-2048 | \*\* | 4467464 |
| CMO MORGAN STANLEY BK AMER MERRILL TR 2017-C33 CL A-3 3.295% 05-15-2050 | \*\* | 6559763 |
| CMO MORGAN STANLEY CAP I TR 2018-H3 CL A-SB 4.12% 07-15-2051 | \*\* | 3096219 |
| CMO MORGAN STANLEY CAP I TR SER 2019-L2 CL A4 4.071% 03-15-2052 | \*\* | 1240816 |
| CMO MORGAN STANLEY CAP I TR SER-2018-H3 CL-A3 3.919% 07-15-2051 REG | \*\* | 373116 |
| CMO MORGAN STANLEY CAPITAL I TRUST SR 2019-H6 CL A2 3.228% 06-15-2052 | \*\* | 186570 |
| CMO MORGAN STANLEY MTG LN TR 2004-2AR DUE 01-25-2035 REG | \*\* | 28872 |
| CMO MORTGAGEIT TR 2005-2 MTG BKD NT CL 1-A-1 ADJ RATE DUE 05-25-2035 REG | \*\* | 48849 |
| CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG | \*\* | 745 |
| CMO SER 12-CR4 CL A3 2.853% DUE 10-15-2045 REG | \*\* | 122097 |
| CMO SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2005-20B CL 1 DUE 02-01-2025 REG | \*\* | 18041 |
| CMO SMRT 2022-MINI COML MTG PASSTHRU CTFCL A 144A DUE 01-15-2039 BEO | \*\* | 408975 |
| CMO STRUCTU ASST MTG INVTS II INC 2004-AR1 FLT MTG PASS CTF CL IA1 3-19-34 | \*\* | 32012 |
| CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 2-A1 DUE 04-25-2034 REG | \*\* | 61136 |
| CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 3-A2 DUE 04-25-2034 REG | \*\* | 209 |
| CMO STRUCTURED AST MTG INVTS II INC DUE 05-19-2035 REG | \*\* | 1731240 |
| CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG | \*\* | 297776 |
| CMO STRUCTURED AST SECS CORP 2004-1 MTG PASSTHRU CTF CL 4-A1 DUE 02-25-2034 REG | \*\* | 1433 |
| CMO STRUCTURED AST SECS CORP FOR FUTURE IS 2003-31A CL 2-A7 10-25-2033 REG | \*\* | 513787 |
| CMO STRUCTURED AST SECS CORP FOR FUTURE IS DUE 06-25-2033 REG | \*\* | 11324 |
| CMO STRUCTURED AST SECS CORP SER 2003-22A CL 3-A 4.42 DUE 6-25-2033 REG | \*\* | 26113 |
| CMO UBS COML MTG TR SER 2017-C3 CL ASB 3.215% 08-15-2050 | \*\* | 2597413 |
| CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1A VAR DUE 01-25-2045 REG | \*\* | 382371 |
| CMO WAMU MTG PASS-THRU CTFS TR 2002-AR2 MTG PASSTHRU CTF CL A VAR DUE 02-27-2034 | \*\* | 377323 |
| CMO WELLS FARGO COML MTG SER 15-NXS3 CL ASB 3.371% 09-15-2057 | \*\* | 547773 |
| CMO WELLS FARGO COML MTG SER 2017-C39 CL ASB 3.212% 09-15-2050 | \*\* | 1151271 |
| CMO WELLS FARGO COML MTG TR 2016-NXS5 CL A-6 01-15-2059 | \*\* | 3796453 |
| CMO WELLS FARGO COML SER 2015-LC22 CL ASB 3.571% 09-15-2058 REG | \*\* | 534961 |
| CMO WELLS FARGO COMMERCIAL MORTGAGE TRU SER 24-5C1 CL A3 5.928% 07-15-2057 | \*\* | 13188861 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CMOMORGAN STANLEY BK AMER MERRILL SER 2016-C31 CL A-SB 2.952% 12-15-2025 | \*\* | 903940 |
| CMS ENERGY CORP COM | \*\* | 2102008 |
| CNA FINL CORP 5.5% 06-15-2033 | \*\* | 806365 |
| CNH EQUIP TR 2006-B SR 2021-C CL A-3 .81% 11-15-2026 | \*\* | 370630 |
| CNH EQUIP TR 2022-B ASSET BACKED NT CL A-3 3.89% 08-16-2027 | \*\* | 3149415 |
| CNH INDL CAP LLC 3.95% 05-23-2025 | \*\* | 1903363 |
| CNH INDL CAP LLC 4.55% 04-10-2028 | \*\* | 2135423 |
| CNH INDL CAP LLC 5.1% 04-20-2029 | \*\* | 690094 |
| CNH INDL CAP LLC 5.45% 10-14-2025 | \*\* | 1274631 |
| CNH INDL CAP LLC FIXED 1.45% DUE 07-15-2026 | \*\* | 4801631 |
| CNH INDUSTRIAL NV COM STK | \*\* | 8239459 |
| COAL INDIA LTD | \*\* | 5929588 |
| COBANK ACB FXD RATE RESET NON CUM PERP 7.25% 12-31-2049 | \*\* | 2864008 |
| COCA COLA CO 5.3% 05-13-2054 | \*\* | 193253 |
| COCA COLA CO 5.4% 05-13-2064 | \*\* | 356679 |
| COCA COLA CO COM | \*\* | 2337054 |
| COCA-COLA BOTTLERS NPV | \*\* | 1344147 |
| COCA-COLA CONSOLIDATED INC COM | \*\* | 235618 |
| COCA-COLA FEMSA S A B DE C V 1.85% DUE 09-01-2032/09-01-2020 REG | \*\* | 290513 |
| COCHLEAR LTD NPV | \*\* | 1531676 |
| CODAN LTD NPV | \*\* | 1283421 |
| CODEXIS INC COM | \*\* | 183969 |
| COEUR MNG INC COM NEW COM NEW | \*\* | 653418 |
| COFORGE LTD | \*\* | 639842 |
| COGECO INC SUB-VTG SHS NPV | \*\* | 75445 |
| COGENT COMMUNICATIONS HLDGS INC | \*\* | 3618975 |
| COGNYTE SOFTWARE LTD COM NPV WI | \*\* | 124413 |
| COHERENT CORP COM | \*\* | 5861040 |
| COHORT ORD GBP0.10 | \*\* | 175281 |
| COINBASE GLOBAL INC COM CL A | \*\* | 259722 |
| COLGATE-PALM (IND) INR1.00 | \*\* | 553515 |
| COLGATE-PALMOLIVE CO COM | \*\* | 6028515 |
| COLLEGE AVE STUDENT LNS 2021-B LLC ASSETBACKED NT CL A-2 144A 1.76% 06-25-2052 | \*\* | 1299922 |
| COLOMBIA REP 7.5% 02-02-2034 | \*\* | 786800 |
| COLOPL INC NPV | \*\* | 157292 |
| COLRUYT GROUP N.V | \*\* | 262686 |
| COLUMBIA BKG SYS INC COM | \*\* | 11613598 |
| COM ALCOA CORPORATION COM USD0.01 | \*\* | 309720 |
| COM7 PCL THB0.25(NVDR) | \*\* | 521535 |
| COMCAST CORP 4.55% 01-15-2029 | \*\* | 1151569 |
| COMCAST CORP NEW 2.8% DUE 01-15-2051/05-28-2020 REG | \*\* | 638164 |
| COMCAST CORP NEW 2.887% 11-01-2051 BEO | \*\* | 247670 |
| COMCAST CORP NEW 3.45% DUE 02-01-2050 | \*\* | 685982 |
| COMCAST CORP NEW 3.55% DUE 05-01-2028 | \*\* | 479010 |
| COMCAST CORP NEW 3.75% DUE 04-01-2040 | \*\* | 185162 |
| COMCAST CORP NEW 3.9% DUE 03-01-2038 | \*\* | 765782 |
| COMCAST CORP NEW 4% DUE 03-01-2048 | \*\* | 456342 |
| COMCAST CORP NEW 4.15% DUE 10-15-2028 | \*\* | 2184894 |

---

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

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| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| COMCAST CORP NEW 4.2% DUE 08-15-2034 | \*\* | 137287 |
| COMCAST CORP NEW 4.25% DUE 01-15-2033 | \*\* | 93369 |
| COMCAST CORP NEW 5.1% 06-01-2029 | \*\* | 3031868 |
| COMCAST CORP NEW FIXED 3.4% DUE 04-01-2030 | \*\* | 1757047 |
| COMCAST CORP NEW FIXED 3.999% DUE 11-01-2049 | \*\* | 423390 |
| COMCAST CORP NEW-CL A | \*\* | 28361721 |
| COMERICA INC COM | \*\* | 3044690 |
| COMFORT SYS USA INC COM | \*\* | 7033035 |
| COMM MTG TRUST SER 2015-CR24 CL A-4 3.432% 8-10-2048 | \*\* | 4337260 |
| COMM 2015-CCRE22 3.309% DUE 03-10-2048 | \*\* | 3478655 |
| COMM 2015-CCRE26 3.359% DUE 10-10-2048 | \*\* | 5546354 |
| COMM 2015-CCRE26 3.373% DUE 10-10-2048 | \*\* | 279200 |
| COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-2033 | \*\* | 961669 |
| COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-2033 | \*\* | 5845441 |
| COMM 2024-CBM MTG TR COML MTG PASSTHRU CTF CL 5.867% 12-10-2041 | \*\* | 233825 |
| COMMERCIAL METALS CO COM | \*\* | 1258749 |
| COMMONSPIRIT HEALTH 6.073% 11-01-2027 | \*\* | 102872 |
| COMMONSPIRIT HLTH 2.782% DUE 10-01-2030 | \*\* | 575289 |
| COMMONWEALTH EDISON CO 2.95% 08-15-2027 | \*\* | 2302550 |
| COMMONWEALTH EDISON CO 4.0% DUE 03-01-2048 REG | \*\* | 175709 |
| COMMSCOPE HLDG CO INC COM | \*\* | 374234 |
| COMMUNITY FINANCIAL SYSTEM INC | \*\* | 4558584 |
| COMMUNITY HEALTH SYS INC NEW COM | \*\* | 517354 |
| COMMVAULT SYS INC COM STK | \*\* | 834985 |
| COMP.FIN.RICHEMONT CHF1 (REGD) | \*\* | 12671583 |
| COMPANHIA BRASIL COM NPV | \*\* | 162081 |
| COMPASS GROUP ORD GBP0.1105 | \*\* | 17112085 |
| COMPASS INC CL A CL A | \*\* | 1098267 |
| COMPUTER AGE MGMT PVT LTD | \*\* | 773222 |
| COMPUTERSHARE LTD NPV | \*\* | 2749897 |
| COMTURE CORPORATIO NPV | \*\* | 66178 |
| COMWLTH BK 5.071% DUE 09-14-2028 | \*\* | 8497453 |
| CONAGRA BRANDS INC 1.375% DUE 11-01-2027 | \*\* | 226991 |
| CONAGRA BRANDS INC COM USD5 | \*\* | 5322450 |
| CONCENTRIX CORP COM USD0.0001 | \*\* | 4852298 |
| CONCENTRIX CORP 6.6% 08-02-2028 | \*\* | 209294 |
| CONDUENT INC COM | \*\* | 160719 |
| CONE TR 2024-DFW1 MTG PASSTHRU CTF CL A 144A 5.95359% 08-15-2041 | \*\* | 914550 |
| CONMED CORP COM | \*\* | 2576903 |
| CONNECTICUT LIGHT & POWER CO 1ST MTG BD 4.65% 01-01-2029 | \*\* | 802984 |
| CONOCOPHILLIPS 5.3% 05-15-2053 | \*\* | 138923 |
| CONOCOPHILLIPS CO 5.55% 03-15-2054 | \*\* | 1278448 |
| CONOCOPHILLIPS COM | \*\* | 29997834 |
| CONOCOPHILLIPS COMPANY 5.5% 01-15-2055 | \*\* | 841742 |
| CONS EDISON CO N Y 3.875% DUE 06-15-2047 | \*\* | 68690 |
| CONS EDISON CO N Y 4.2% DUE 03-15-2042 | \*\* | 100141 |
| CONS EDISON INC COM | \*\* | 964130 |
| CONSOLIDATED EDISON CO N Y INC 4.125% 05-15-2049 REG | \*\* | 118176 |

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

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| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CONSTELLATION 4.5% DUE 05-09-2047 | \*\* | 496126 |
| CONSTELLATION 5.25% DUE 11-15-2048 | \*\* | 256001 |
| CONSTELLATION BRANDS INC 2.25% DUE 08-01-2031 BEO | \*\* | 1148528 |
| CONSTELLATION BRANDS INC 4.8% 01-15-2029 | \*\* | 298168 |
| CONSTELLATION BRANDS INC CL A CL A | \*\* | 2989909 |
| CONSTELLATION ENERGY GENERATION LLC 5.6%DUE 03-01-2028 | \*\* | 1998981 |
| CONSTELLATION ENERGY GENERATION LLC 5.8%DUE 03-01-2033 | \*\* | 562338 |
| CONSTELLATION ENERGY GENERATION LLC 6.5%10-01-2053 | \*\* | 1036795 |
| CONSTELLIUM SE (FRANCE) EUR0.02 CLASS A | \*\* | 62031 |
| CONSTRUTORA TENDA COM NPV | \*\* | 127866 |
| CONSUMERS 2023 SECURITIZATION FDG 5.21% 09-01-2031 | \*\* | 1817976 |
| CONSUMERS 2023 SECURITIZATION FDG 5.55% 03-01-2028 | \*\* | 2169752 |
| CONSUMERS ENERGY 4.05% DUE 05-15-2048 | \*\* | 199235 |
| CONSUMERS ENERGY CO 4.9% 02-15-2029 | \*\* | 5004180 |
| CONSUMERS ENERGY FIXED 3.75% 02-15-2050 | \*\* | 113747 |
| CONSUN PHARMACEUTI HKD0.1 | \*\* | 325247 |
| CONTINENTAL AG ORD NPV | \*\* | 849351 |
| CONVERGE INFO & CO PHP0.25 | \*\* | 78222 |
| COOPERATIEVE 3.75% DUE 07-21-2026 | \*\* | 489899 |
| COOPERATIEVE 4.8% DUE 01-09-2029 | \*\* | 1604462 |
| COOPER-STANDARD HOLDING COM | \*\* | 100127 |
| COPART INC COM | \*\* | 23146363 |
| CORBION N.V. EUR0.25 | \*\* | 289203 |
| CORCEPT THERAPEUTICS INC OC-COM CORCEPT THERAPEUTICS | \*\* | 1319966 |
| CORE & MAIN INC COM CL A COM CL A | \*\* | 1557846 |
| COREBRIDGE FINL INC COM | \*\* | 12189741 |
| COREBRIDGE FINL INC SR NT 3.65% 04-05-2027 | \*\* | 4236843 |
| CORNING INC 3.9% DUE 11-15-2049 | \*\* | 225168 |
| CORNING INC COM | \*\* | 5639151 |
| COROMANDEL INTL LTD | \*\* | 67566 |
| CORPAY INC COM | \*\* | 817872 |
| CORPORACION ANDINA DE FOMENTO 2.25% 02-08-2027 | \*\* | 1012609 |
| CORPORACION ANDINA DE FOMENTO 5.0% 01-24-2029 | \*\* | 1414672 |
| CORPORATE OFFICE PPTYS L P 2.25% DUE 03-15-2026 | \*\* | 77429 |
| CORPORATE OFFICE PPTYS L P GTD SR NT 2.75% 04-15-2031 | \*\* | 170707 |
| CORPORATE OFFICE PPTYS L P GTD SR NT 2.75% 04-15-2031 | \*\* | 2197851 |
| CORTEVA INC COM USD0.01 WI | \*\* | 5844666 |
| COSMO PHARMA N.V. EUR0.26 (REGD) | \*\* | 931619 |
| COSTAIN GROUP ORD GBP0.01 | \*\* | 151470 |
| COSTCO WHOLESALE CORP NEW COM | \*\* | 51110468 |
| COTE D'IVOIRE 5.25% NTS 22/03/2030 EUR | \*\* | 588057 |
| COTE D'IVOIRE 5.875% SNR 17/10/2031 EUR | \*\* | 583078 |
| COTERRA ENERGY INC 4.375% 03-15-2029 | \*\* | 2001654 |
| COUCHBASE INC COM | \*\* | 338615 |
| COUNTRYWIDE AST-BACKED CERTIFICATES SER 2007-13 RATE 02-25-2036 REG | \*\* | 1486837 |
| COVENANT LOGISTICS GROUP INC CL A | \*\* | 336708 |
| COVEO SOLUTIONS IN SUB VTG SHS | \*\* | 53233 |
| COWAY CO LTD | \*\* | 128288 |

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

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| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CP ALL PUBLIC COMPANY LIMITED THB1(NVDR) | \*\* | 847165 |
| CR ACCEP AUTO LN 4.68% DUE 09-15-2034 | \*\* | 923646 |
| CR ACCEP AUTO LN 4.95% DUE 08-16-2032 | \*\* | 1823710 |
| CR ACCEP AUTO LN 5.95% DUE 06-15-2034 | \*\* | 1733771 |
| CR ACCEP AUTO LN 6.03% DUE 05-15-2034 | \*\* | 2133792 |
| CR ACCEP AUTO LN 6.48% DUE 03-15-2033 | \*\* | 1617756 |
| CR ACCEP AUTO LN 7.02% DUE 05-16-2033 | \*\* | 2048375 |
| CR ACCEP AUTO LN 7.71% DUE 07-15-2033 | \*\* | 1553744 |
| CR SUISSE AG NEW 3.7% DUE 02-21-2025 | \*\* | 4490999 |
| CR SUISSE AG NEW YORK BRH MEDIUM TRANCHE# SB 00771 2.95% 04-09-2025 | \*\* | 4715576 |
| CREDICORP CAP SOCD 10.1% GTD 15/12/43 PEN1000 | \*\* | 447177 |
| CREDICORP LTD COM STK | \*\* | 1644564 |
| CREDIT ACCEP AUTO LN TR 2022-3 ASSET BACKED NT CL A 144A 6.57% 10-15-2032 | \*\* | 840231 |
| CREDIT AGRICOLE CORP & INVT BK NEW YORK CD DTD 11-19-2024 4.6% 11-18-2025 | \*\* | 4205326 |
| CREDIT SUISSE AG NEW YORK 1.25% 08-07-2026 | \*\* | 236519 |
| CREDIT SUISSE AG NEW YORK BRH MEDIUM TER5.0% DUE 07-09-2027 | \*\* | 251490 |
| CREDIT SUISSE AG NEW YORK BRH MEDIUM TER5.0% DUE 07-09-2027 | \*\* | 1194075 |
| CREDIT SUISSE AG NEW YORK BRH MEDIUM TER7.5% DUE 02-15-2028 | \*\* | 267717 |
| CREDIT SUISSE AG NEW YORK BRH MEDIUM TER7.5% DUE 02-15-2028 | \*\* | 326614 |
| CREEK & RIVER NPV | \*\* | 61869 |
| CRESTLINE DENALI CLO XV LTD / SR SECD NTCL A-R FLTG 144A 5.58478% 04-20-2030 | \*\* | 75985 |
| CRH SMW FIN DESIGNATED ACTIVITY CO 5.2% 05-21-2029 | \*\* | 3282739 |
| CRINETICS PHARMACEUTICALS INC COM | \*\* | 1982259 |
| CRISIL LTD INR1 | \*\* | 23779 |
| CROMPTON GREAVES C INR2 | \*\* | 90086 |
| CROWDSTRIKE HLDGS INC CL A CL A | \*\* | 9862420 |
| CROWN CASTLE INC 5.2% 09-01-2029 | \*\* | 415493 |
| CROWN CASTLE INC 5.6% 06-01-2029 | \*\* | 484046 |
| CROWN CASTLE INTL 2.25% DUE 01-15-2031 | \*\* | 5624308 |
| CROWN CASTLE INTL 3.65% DUE 09-01-2027 | \*\* | 1708425 |
| CROWN CASTLE INTL CORP NEW 1.05% DUE 07-15-2026 REG | \*\* | 2068118 |
| CROWN CASTLE TOWERS LLC/CROWN PPN BOND 4.241% 07-15-2028 | \*\* | 7892942 |
| CROWN HLDGS INC COM | \*\* | 6172312 |
| CRVNA 2022-P2 B NEW ISSUE 5.08% 04-10-2028 | \*\* | 2388354 |
| CRYOPORT INC COM PAR $0.001 COM PAR $0.001 | \*\* | 108018 |
| CRYSTAL INTL GROUP HKD0.01 | \*\* | 245561 |
| CS DISCO INC COM | \*\* | 45409 |
| CSAIL COML MTG SR 2018-CX11 CL ASB 4.0339% 04-15-2051 | \*\* | 2415327 |
| CSAIL 2016-C6 COML 2.8233% DUE 01-15-2049 | \*\* | 1503578 |
| CSAIL 2016-C6 COML 2.9599% DUE 01-15-2049 | \*\* | 2207660 |
| CSAIL 2017-C8 CL A-SB 3.18574% 06-15-2050 | \*\* | 4044598 |
| CSL FIN PLC GTD SR NT 144A 3.85% 04-27-2027 | \*\* | 670880 |
| CSMC 2021-RPL2 TR FLTG RT 1.11456% DUE 01-25-2060 | \*\* | 223170 |
| CSMC 2022-RPL4 TR MTG BACKED NT CL A-1 144A 3.90435% 04-25-2062 | \*\* | 3291538 |
| CSSC (HK) SHIPPING NPV | \*\* | 49125 |
| CSWF 2021-SOP2 FLTG RT 5.49322% DUE 06-15-2034 | \*\* | 1016645 |
| CSWF 2021-SOP2 FLTG RT 5.49322% DUE 06-15-2034 | \*\* | 4744343 |
| CSWF 2021-SOP2 MTG PASSTHRU CTF CL B 144A 5.79322% 06-15-2034 | \*\* | 3612069 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| CSX CORP 4.5% 11-15-2052 | \*\* | 515247 |
| CSX CORP 4.75% DUE 11-15-2048 | \*\* | 220379 |
| CSX CORP COM STK | \*\* | 17230502 |
| CTS CO LTD NPV | \*\* | 25856 |
| CUBESMART L P FIXED 2% DUE 02-15-2031 | \*\* | 352748 |
| CULLEN / FROST BANKERS INC COM | \*\* | 7710917 |
| CUMMINS INC | \*\* | 15931020 |
| CUMMINS INC 4.9% 02-20-2029 | \*\* | 206271 |
| CURTISS WRIGHT CORP COM | \*\* | 1304857 |
| CUSTOMERS BANCORP INC COM | \*\* | 1882164 |
| CVR ENERGY INC COM STK | \*\* | 294499 |
| CVS HEALTH CORP 3.25% DUE 08-15-2029 | \*\* | 1192962 |
| CVS HEALTH CORP 4.3% DUE 03-25-2028 | \*\* | 67812 |
| CVS HEALTH CORP 4.3% DUE 03-25-2028 | \*\* | 1167339 |
| CVS HEALTH CORP 5.125% DUE 07-20-2045 | \*\* | 707197 |
| CVS HEALTH CORP 5.25% 02-21-2033 | \*\* | 767106 |
| CVS HEALTH CORP 5.4% 06-01-2029 | \*\* | 2191004 |
| CVS HEALTH CORP 5.875% 06-01-2053 | \*\* | 165136 |
| CVS HEALTH CORP COM | \*\* | 18026477 |
| CWABS INC 2004-6 ASSET BKD CTF CL 1-A-1 FLTG RATE 12-25-2034 REG | \*\* | 1415129 |
| CWABS INC FLTG RT 4.93378% DUE 10-25-2034 | \*\* | 4019800 |
| CYBERAGENT INC | \*\* | 1329901 |
| CYBER-ARK SOFTWARE LTD COM ILS0.01 | \*\* | 4027784 |
| CYBERPOWER SYSTEMS TWD10 | \*\* | 130351 |
| CYRELA BRAZIL RLTY S A EMPREENDIMENTOS ECOM NPV | \*\* | 340332 |
| CYTOKINETICS INC COMMON STOCK | \*\* | 1570666 |
| CYTOMX THERAPEUTICS INC. COM | \*\* | 14836 |
| CZECH(REP OF) 0.95% SNR 15/05/30 CZK10000 | \*\* | 109855 |
| D AMICO INTL NPV | \*\* | 446923 |
| D R HORTON INC 1.3% 10-15-2026 | \*\* | 143003 |
| D R HORTON INC COM | \*\* | 3229982 |
| DAEDUCK CO LTD | \*\* | 85280 |
| DAEYANG ELECTRIC C KRW500 | \*\* | 13879 |
| DAH SING FINANCIAL NPV | \*\* | 81030 |
| DAIHATSU DIESEL NPV | \*\* | 99274 |
| DAI-ICHI LIFE HOLD NPV | \*\* | 991652 |
| DAIKIN INDUSTRIES NPV | \*\* | 8358768 |
| DAIMLER TRUCKS RETAIL TR 2022-1 ASSET BACKED NT CL A-3 5.23% 02-17-2026 | \*\* | 410035 |
| DAIMLER TRUCKS RETAIL TR 2022-1 ASSET BACKED NT CL A-4 5.39% 01-15-2030 | \*\* | 3015332 |
| DAISHIN SECURITIES 1ST PRF KRW5000 | \*\* | 82054 |
| DALLAS FT WORTH TEX INTL ARPT REV 4.087%11-01-2051 | \*\* | 124233 |
| DALLAS TEX TAXABLE-CAP APPREC-SER B DUE 02-15-2027 BEO TAXABLE ZCP | \*\* | 2617873 |
| DANA INC COM | \*\* | 906119 |
| DANAHER CORP COM | \*\* | 284412 |
| DANAHER CORP SR NT 2.8% 12-10-2051 | \*\* | 296512 |
| DANSKE BK A/S 1.621% DUE 09-11-2026 | \*\* | 1660519 |
| DANSKE BK A/S VAR RT 6.259% DUE 09-22-2026 | \*\* | 357571 |
| DANSKE BK A/S VAR RT 6.259% DUE 09-22-2026 | \*\* | 3660430 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| DARDEN RESTAURANTS INC 4.35% 10-15-2027 | \*\* | 2471380 |
| DARFON ELECTRONICS TWD10 | \*\* | 317481 |
| DASSAULT SYSTEMES EUR0.10 | \*\* | 4013616 |
| DATADOG INC COM USD0.00001 CL A | \*\* | 19110394 |
| DAVE INC COM USD0.0001 CL A (POST REV SPLIT) | \*\* | 7123529 |
| DAY ONE BIOPHARMACEUTICALS INC COM USD0.0001 | \*\* | 148492 |
| DAYANG ENTERPRISE NPV | \*\* | 119048 |
| DAYFORCE INC | \*\* | 2201500 |
| DBJPM 2020-C9 MTG PASS THRU CTF CL A-3 1.88199996948% 08-15-2053 | \*\* | 4487499 |
| DBS GROUP HLDGS NPV | \*\* | 9119604 |
| DC COML MTG TR 6.3143% DUE 09-12-2040 | \*\* | 717625 |
| DC COML MTG TR 6.3143% DUE 09-12-2040 | \*\* | 5125890 |
| DCP MIDSTREAM OPER 5.375% DUE 07-15-2025 | \*\* | 1807244 |
| DECKERS OUTDOOR CORP COM | \*\* | 1792269 |
| DEEPAK FERTILISERS INR10 | \*\* | 93814 |
| DEEPHAVEN RESDNTL 2.205% DUE 01-25-2067 | \*\* | 10385 |
| DEERE & CO COM | \*\* | 13690171 |
| DEERE JOHN CAP 4.85% DUE 03-05-2027 | \*\* | 2181499 |
| DEERE JOHN CAP CORP MEDIUM TERM NTS-BOOK4.95% 07-14-2028 | \*\* | 391748 |
| DELEK GROUP ILS1 | \*\* | 539967 |
| DELEK US HLDGS INC NEW COM | \*\* | 2187662 |
| DELIVEROO PLC ORD GBP0.005 | \*\* | 425273 |
| DELL INTL L L C/EMC CORP 4.9% DUE 10-01-2026 | \*\* | 146425 |
| DELTA AIR LINES INC DEL COM NEW COM NEW | \*\* | 974232 |
| DELTA ELECTRONIC TWD10 | \*\* | 1562613 |
| DELUXE CORP COM STK USD1 | \*\* | 4864350 |
| DENALI THERAPEUTICS INC COM | \*\* | 165323 |
| DENSO CORP NPV | \*\* | 8266450 |
| DENTSPLY SIRONA INC COM | \*\* | 5344199 |
| DESCARTES SYSTEMS COM NPV | \*\* | 352204 |
| DESPEGAR COM CORP COM NPV | \*\* | 122295 |
| DEUTSCHE BANK AG 1.625% SNR NPF 20/01/27EUR | \*\* | 201348 |
| DEUTSCHE BANK AG 1.75%-FRN 19/11/2030 EUR | \*\* | 95503 |
| DEUTSCHE BANK AG 5%-FRN GTD 05/09/2030 EUR | \*\* | 330695 |
| DEUTSCHE BANK AG NPV(REGD) | \*\* | 2744802 |
| DEUTSCHE BK AG N Y 3.547% DUE 09-18-2031 | \*\* | 7183939 |
| DEUTSCHE BK AG N Y BRANCH 4.999% 09-11-2030 | \*\* | 1437258 |
| DEUTSCHE BK AG N Y BRANCH 2.311% 11-16-2027 | \*\* | 8205850 |
| DEUTSCHE BK AG N Y BRANCH 5.403% 09-11-2035 | \*\* | 455353 |
| DEUTSCHE BK AG N Y BRANCH 6.819% 11-20-2029 | \*\* | 774467 |
| DEUTSCHE BK AG N Y BRANCH DUE 11-16-2027BEO | \*\* | 1053798 |
| DEUTSCHE BK AG N Y BRH 1.686% DUE 03-19-2026 BEO | \*\* | 868185 |
| DEUTSCHE BK AG N Y FIXED 3.035% DUE 05-28-2032 | \*\* | 257179 |
| DEUTSCHE BK AG N Y FIXED 3.035% DUE 05-28-2032 | \*\* | 857262 |
| DEUTSCHE BK AG N Y FLTG RT 2.129% DUE 11-24-2026 | \*\* | 3073151 |
| DEUTSCHE BK AG NY 5.706% 02-08-2028 | \*\* | 1101550 |
| DEUTSCHE BOERSE AG NPV(REGD) | \*\* | 15774531 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| DEVON ENERGY CORP 5.6 DUE 07-15-2041 | \*\* | 166689 |
| DEVON ENERGY CORP 5.75% 09-15-2054 | \*\* | 1172822 |
| DEVON ENERGY CORP FIXED 5% DUE 06-15-2045 | \*\* | 142124 |
| DEVON ENERGY CORP NEW 4.5% 1-15-2030 BEO | \*\* | 361884 |
| DEVON ENERGY CORP NEW COM | \*\* | 4837854 |
| DEVON ENERGY CORPORATION 5.2% 09-15-2034 | \*\* | 769658 |
| DEXCOM INC COM | \*\* | 5067882 |
| DEYAAR DEVELOPMENT AED1 | \*\* | 26327 |
| DFI RETAIL GROUP HOLDINGS LTD ORD USD5 5/9 CENTS(SINGAPORE REGD) | \*\* | 89166 |
| DFI TWD10 | \*\* | 47721 |
| DH EUROPE FIN II S FIXED 3.25% 11-15-2039 | \*\* | 78011 |
| DIAGEO CAP PLC 5.3% DUE 10-24-2027 | \*\* | 1671235 |
| DIAGEO PLC ORD GBP0.28 101/108 | \*\* | 6545750 |
| DIAGEO PLC SPONSORED ADR NEW | \*\* | 10987337 |
| DIAMONDBACK ENERGY INC 3.125% DUE 03-24-2031 BEO | \*\* | 282831 |
| DIAMONDBACK ENERGY INC 3.5% DUE 12-01-2029 | \*\* | 3304407 |
| DIAMONDBACK ENERGY INC 5.15% 01-30-2030 | \*\* | 3220076 |
| DIAMONDBACK ENERGY INC 5.2% 04-18-2027 | \*\* | 1069344 |
| DIAMONDBACK ENERGY INC 5.75% 04-18-2054 | \*\* | 188052 |
| DIC CORPORATION NPV | \*\* | 1067997 |
| DICKS SPORTING GOODS INC OC-COM OC-COM | \*\* | 423583 |
| DIGITAL ARTS INC NPV | \*\* | 42275 |
| DIGITAL CORE REIT NPV (REIT) | \*\* | 419804 |
| DIGITAL HOLDINGS INC | \*\* | 142484 |
| DIGITALOCEAN HLDGS INC COM | \*\* | 4713789 |
| DIOS FASTIGHETER NPV | \*\* | 509402 |
| DIRECIONAL ENGENHA COM NPV | \*\* | 291496 |
| DISC MEDICINE INC COM | \*\* | 228240 |
| DISCOVER BK NEW 3.45% DUE 07-27-2026 | \*\* | 293245 |
| DISCOVER CARD EXECUTION NT TR SER 23-A2 CL A 4.93% 06-15-2028 | \*\* | 1107191 |
| DISCOVER CARD EXECUTION NT TR SR 22-A3 CL A3 3.56% DUE 07-15-2027 REG | \*\* | 1556033 |
| DISCOVER FINL SVCS 3.75% DUE 03-04-2025 | \*\* | 982886 |
| DISCOVERY 4.125% DUE 05-15-2029 | \*\* | 5901845 |
| DISCOVERY LIMITED ZAR0.001 | \*\* | 821915 |
| DISNEY WALT CO 2.75% DUE 09-01-2049 | \*\* | 399949 |
| DISNEY WALT CO 3.35% DUE 03-24-2025 | \*\* | 1832857 |
| DIVERSIFIED HEALTHCARE TR SHS OF BENEFICIAL INTEREST USD0.01 | \*\* | 9660 |
| DIXON TECHNOLOGIES (INDIA) PVT LTD INR (POST SUBD) | \*\* | 584303 |
| DLF LIMITED INR2 | \*\* | 1121954 |
| D-LINK TWD10 | \*\* | 237542 |
| DNB BK ASA 0.0% CP 11-25-2025 | \*\* | 2819525 |
| DNOW INC COM USD0.01 | \*\* | 288237 |
| DOCEBO INC COM NPV | \*\* | 318221 |
| DOCTORS CO AN INTERINSURANCE SURPLUS NT 144A 4.5% 01-18-2032 | \*\* | 84089 |
| DOGAN SIRKETLER TRY1 | \*\* | 303870 |
| DOLE PLC COM USD0.01 | \*\* | 750211 |
| DOLP TR 2021-NYC 2.956% DUE 05-10-2041 | \*\* | 1540887 |
| DOMINICAN REP 5.3% 01-21-2041 | \*\* | 212125 |

---

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| DOMINICAN REP BD USD 144A 7.05% 02-03-2031 | \*\* | 512000 |
| DOMINICAN REPUBLIC 4.875% DUE 09-23-2032 REG | \*\* | 178400 |
| DOMINICAN REPUBLIC 6.6% 06-01-2036 | \*\* | 148725 |
| DOMINION ENERGY INC 3.3% DUE 04-15-2041 | \*\* | 405394 |
| DOMINION ENERGY INC 7.0% 06-01-2054 | \*\* | 1795173 |
| DOMINION ENERGY INC COM STK NPV | \*\* | 35076702 |
| DOMINION RES INC 2.85% DUE 08-15-2026 | \*\* | 601850 |
| DOMO INC CL B CL B | \*\* | 56059 |
| DOMS INDUSTRIES INR10 | \*\* | 110197 |
| DONG-A ST(SCIENCE& KRW5000 | \*\* | 75569 |
| DONGJIN SEMICHEM C KRW500 | \*\* | 21636 |
| DONGKOOK PHARMACEU KRW500.00 | \*\* | 133067 |
| DONGSUNG FINETEC C KRW500 | \*\* | 232159 |
| DOORDASH INC CL A COM USD0.00001 CLASS A | \*\* | 2147703 |
| DOOSAN ENERBILITY KRW5000 | \*\* | 432578 |
| DORMAKABA HOLDING CHF0.10 'B'(REGD) | \*\* | 1062378 |
| DORMAN PRODS INC COM | \*\* | 688817 |
| DOUBLEVERIFY HLDGS INC COM | \*\* | 2306698 |
| DOUGLAS AG NPV | \*\* | 95780 |
| DOUGLAS ELLIMAN INC COM | \*\* | 17750 |
| DOVER CORP COM USD1.00 | \*\* | 250821 |
| DOWDUPONT INC 4.725% DUE 11-15-2028 | \*\* | 1890599 |
| DOWDUPONT INC 5.319% DUE 11-15-2038 | \*\* | 110364 |
| DOWNER EDI LTD NPV | \*\* | 683328 |
| DR AUTO 1.47% DUE 01-15-2027 | \*\* | 89070 |
| DR AUTO 4.5% DUE 09-15-2028 | \*\* | 947196 |
| DR AUTO 4.52% DUE 07-16-2029 | \*\* | 2481509 |
| DR AUTO 4.67% DUE 05-17-2032 | \*\* | 890960 |
| DR LAL PATHLABS LT INR10 | \*\* | 92696 |
| DR PEPPER SNAPPLE 2.55% DUE 09-15-2026 | \*\* | 51202 |
| DRAX GROUP ORD GBP0.1155172 | \*\* | 685764 |
| DREAM FINDERS HOMES INC COM CL A COM CL A | \*\* | 6239059 |
| DRI HEALTHCARE TR UNITS CAD | \*\* | 52520 |
| DRIVE AUTO RECEIVABLES TR SR 24-1 CL B 5.31%01-16-2029 | \*\* | 332409 |
| DRIVE AUTO RECEIVABLES TRUST SR 24-2 CL D 4.94% 05-17-2032 | \*\* | 1717496 |
| DROPBOX INC CL A CL A | \*\* | 2897358 |
| DT AUTO OWNER TR 2021-4 ASSET BACKED NT CL C 144A 1.5% 09-15-2027 | \*\* | 897209 |
| DT AUTO OWNER TR 2023-1 ASSET BACKED NT CL C 144A 5.55% 10-16-2028 | \*\* | 1858560 |
| DT AUTO OWNER TR 5.79% DUE 02-15-2029 | \*\* | 3125324 |
| DTE ELEC CO 5.2% DUE 04-01-2033 | \*\* | 199861 |
| DTE ELEC CO GEN & REF MTG BD SER 2022 3%03-01-2032 | \*\* | 3601654 |
| DTE ELEC SECURITIZATION FDG II LLC 6.09%09-01-2037 | \*\* | 5311817 |
| DTE ENERGY CO 5.1% 03-01-2029 | \*\* | 200441 |
| DTE ENERGY CO 5.1% 03-01-2029 | \*\* | 1211665 |
| DUBAI ISLAMIC BK AED1 | \*\* | 1579917 |
| DUERR AG ORD NPV | \*\* | 97241 |
| DUKE ENERGY 3.95% DUE 11-15-2028 | \*\* | 1204035 |
| DUKE ENERGY 6.1% DUE 06-01-2037 | \*\* | 312328 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| DUKE ENERGY CAROLINAS LLC 5.4% DUE 01-15-2054 | \*\* | 1385848 |
| DUKE ENERGY CORP .9% DUE 09-15-2025 | \*\* | 1875889 |
| DUKE ENERGY CORP 2.65% DUE 09-01-2026 | \*\* | 1340466 |
| DUKE ENERGY CORP 3.75% 04-01-2031 | \*\* | 842923 |
| DUKE ENERGY CORP 5% DUE 08-15-2052 | \*\* | 393325 |
| DUKE ENERGY CORP FIXED 5% DUE 12-08-2025 | \*\* | 2025145 |
| DUKE ENERGY CORP NEW 4.85% 01-05-2029 | \*\* | 4040807 |
| DUKE ENERGY CORP NEW COM NEW COM NEW | \*\* | 21585170 |
| DUKE ENERGY CORP NEW SR NT 3.3% 06-15-2041 | \*\* | 514439 |
| DUKE ENERGY FIXED 3.7% DUE 12-01-2047 | \*\* | 296495 |
| DUKE ENERGY FLA FIXED 2.4% DUE 12-15-2031 | \*\* | 1688800 |
| DUKE ENERGY FLA FIXED 3.8% DUE 07-15-2028 | \*\* | 7069798 |
| DUKE ENERGY PROGRESS LLC 2.5% DUE 08-15-2050 | \*\* | 231862 |
| DUNDEE PREC METALS COM NPV | \*\* | 1494223 |
| DUOLINGO INC CL A COM CL A COM | \*\* | 3198205 |
| DUPONT DE NEMOURS INC COMMON STOCK | \*\* | 11686456 |
| DUTCH BROS INC CL A CL A | \*\* | 1313743 |
| DWS GROUP SE NPV | \*\* | 38823 |
| DXC TECHNOLOGY CO COM | \*\* | 1694704 |
| DYCOM INDS INC COM | \*\* | 650288 |
| E L F BEAUTY INC COM | \*\* | 3268569 |
| E.I.D.-PARRY(INDIA INR1 | \*\* | 344407 |
| E1 CORPORATION KRW5000 | \*\* | 240706 |
| EAGLE MATLS INC COM | \*\* | 1737437 |
| EASTERN ENERGY GAS 5.65% 10-15-2054 | \*\* | 37785 |
| EASTMAN CHEM CO 5.0% 08-01-2029 | \*\* | 1165190 |
| EASTN GAS TRANSM & FIXED 3.9% DUE 11-15-2049 | \*\* | 69361 |
| EASTN GAS TRANSM & FIXED 4.8% DUE 11-01-2043 | \*\* | 262506 |
| EASYJET ORD GBP0.27285714 | \*\* | 540589 |
| EATON CORP PLC COM USD0.50 | \*\* | 46841127 |
| ECLERX SERVICES INR10 | \*\* | 192411 |
| ECO WORLD DEVL GRP NPV | \*\* | 314517 |
| ECOLAB INC 1.65% 02-01-2027 | \*\* | 1507847 |
| ECOLAB INC COM STK USD1 | \*\* | 1784347 |
| ECOLAB INC FIXED 2.125% DUE 08-15-2050 | \*\* | 375846 |
| ECOPETROL S A 8.375% 01-19-2036 | \*\* | 867944 |
| ECORA RESOURCES PLC | \*\* | 45151 |
| ECUADOR(REP OF) 5%-VAR SNR 31/07/2030 USD1 | \*\* | 293010 |
| ECZACIBASI YATIRIM TRY1 | \*\* | 23177 |
| EDAN INSTRUMENTS I A CNY1 | \*\* | 477299 |
| EDENRED EUR2 | \*\* | 5081456 |
| EDISON INTL 4.7% DUE 08-15-2025 | \*\* | 1098955 |
| EDISON INTL 5.25% 11-15-2028 | \*\* | 1052297 |
| EDISON INTL 6.95% DUE 11-15-2029 | \*\* | 1815113 |
| EDITAS MEDICINE INC COM | \*\* | 23904 |
| EDWARDS LIFESCIENCES CORP 4.3% DUE 06-15-2028 | \*\* | 277929 |
| EDWARDS LIFESCIENCES CORP COM | \*\* | 9968658 |
| EFMT 2022-4 FLTG RT 5.9% DUE 09-25-2067 | \*\* | 3154437 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| EIDP INC 4.5% 05-15-2026 | \*\* | 1132847 |
| EIS ECZACIBASI ILAC VE SINAI | \*\* | 19489 |
| EISAI CO LTD NPV | \*\* | 933782 |
| EL PUERTO DE LIVER SER'C1'NPV(NON VTG) | \*\* | 79321 |
| ELAN MICROELECTRON TWD10 | \*\* | 718510 |
| ELASTIC N V COM USD0.01 | \*\* | 526808 |
| ELECTRIC POWER DEVELOPMENT CO LTD NPV | \*\* | 1049028 |
| ELECTRICAL INDUSTRIES COMPANY SAR10 | \*\* | 188384 |
| ELEVANCE HEALTH INC | \*\* | 34569988 |
| ELEVANCE HEALTH INC 5.15% 06-15-2029 | \*\* | 1498618 |
| ELGI EQUIPMENT LTD INR1 | \*\* | 6677 |
| ELI LILLY & CO 4.95% 02-27-2063 | \*\* | 134807 |
| ELI LILLY & CO COM | \*\* | 42110284 |
| ELI LILLY AND COMPANY 4.7% 02-09-2034 | \*\* | 2665917 |
| ELI LILLY AND COMPANY 5.0% 02-09-2054 | \*\* | 823063 |
| ELM CO SAR10 | \*\* | 2431848 |
| ELM TR 2024-ELM COML MTG PASSTHRU CTF 144A 6.19505% 06-10-2039 | \*\* | 1513586 |
| ELMERA GROUP ASA | \*\* | 210802 |
| EMAAR DEVELOPMENT AED1 | \*\* | 1661441 |
| EMAAR PROPERTIES AED1 | \*\* | 2558417 |
| EMBECTA CORPORATION COM USD0.01 WI | \*\* | 60298 |
| EMCOR GROUP INC COM | \*\* | 2588592 |
| EMERA US FIN LP 4.75% DUE 06-15-2046 | \*\* | 505636 |
| EMERALD RESOURCES NPV | \*\* | 755398 |
| EMIRATES NBD BANK AED1 | \*\* | 3083537 |
| EMP NAC TELECOMUNI COM NPV | \*\* | 13738 |
| EMPIRE CO CLASS'A'N/VTG COM NPV | \*\* | 1779159 |
| EMPIRE DIST BONDCO LLC 5.091% 01-01-2037 | \*\* | 6861347 |
| EMPIRIC STUDENT PR GBP0.01 | \*\* | 498564 |
| EMPLOYERS HLDGS INC COM | \*\* | 206662 |
| EN JAPAN INC NPV | \*\* | 64780 |
| ENACT HLDGS INC COM | \*\* | 29790 |
| ENANTA PHARMACEUTICALS INC COM | \*\* | 78746 |
| ENBRIDGE INC 1.6% DUE 10-04-2026 BEO | \*\* | 1107214 |
| ENBRIDGE INC 5.25% 04-05-2027 | \*\* | 551335 |
| ENBRIDGE INC 5.625% 04-05-2034 | \*\* | 754716 |
| ENBRIDGE INC 5.7% 03-08-2033 | \*\* | 1010879 |
| ENBRIDGE INC 5.95% 04-05-2054 | \*\* | 585092 |
| ENBRIDGE INC 6.2% 11-15-2030 | \*\* | 4797564 |
| ENBRIDGE INC 6.7% 11-15-2053 | \*\* | 423839 |
| ENCANA CORP 6.5% DUE 08-15-2034 | \*\* | 103709 |
| ENCOMPASS HEALTH CORP COM USD0.01 | \*\* | 2147507 |
| ENEA SA PLN1.00 | \*\* | 33067 |
| ENERFLEX LTD COM NPV | \*\* | 76674 |
| ENERGY TRANSFER 3.75% DUE 05-15-2030 | \*\* | 2397990 |
| ENERGY TRANSFER 4.95% DUE 06-15-2028 | \*\* | 973463 |
| ENERGY TRANSFER 6.25% DUE 04-15-2049 | \*\* | 1334956 |
| ENERGY TRANSFER FIXED 5.3% DUE 04-15-2047 | \*\* | 177138 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ENERGY TRANSFER FIXED 5.5% DUE 06-01-2027 | \*\* | 5104266 |
| ENERGY TRANSFER L P 6.1% 12-01-2028 | \*\* | 5966118 |
| ENERGY TRANSFER L P 6.4% 12-01-2030 | \*\* | 523062 |
| ENERGY TRANSFER L P 6.55% 12-01-2033 | \*\* | 2980868 |
| ENERGY TRANSFER L P 6.55% 12-01-2033 | \*\* | 292764 |
| ENERGY TRANSFER LP 5.25% 07-01-2029 | \*\* | 2180305 |
| ENERGY TRANSFER LP 5.55% 05-15-2034 | \*\* | 537235 |
| ENERGY TRANSFER OPER L P 5.0% 05-15-2050 | \*\* | 322829 |
| ENERGY TRANSFER PARTNERS L P 4.05% DUE 03-15-2025 | \*\* | 1250566 |
| ENERGY TRANSFER PARTNERS L P 4.2% 04-15-2027 | \*\* | 2620653 |
| ENERPAC TOOL GROUP CORP CL A COM CL A COM | \*\* | 4034216 |
| ENERSYS COM | \*\* | 10510215 |
| ENEVA SA | \*\* | 65111 |
| ENGHOUSE SYSTEMS COM NPV | \*\* | 674443 |
| ENGIE COMSTK | \*\* | 8642253 |
| ENI SPA EUR1 | \*\* | 6554086 |
| ENNOCONN CORPORATI TWD10 | \*\* | 382330 |
| ENNOSTAR INC TWD10 | \*\* | 433498 |
| ENOVIS CORPORATION COM USD0.001 | \*\* | 917180 |
| ENSIGN ENERGY SVS COM NPV | \*\* | 55738 |
| ENTEGRIS INC COM | \*\* | 994265 |
| ENTERGY ARK LLC 2.65% DUE 06-15-2051 | \*\* | 384012 |
| ENTERGY CORP NEW FIXED .9% DUE 09-15-2025 | \*\* | 1046427 |
| ENTERGY LA LLC 2.4% DUE 10-01-2026 | \*\* | 77018 |
| ENTERGY LA LLC 3.12% 09-01-2027 | \*\* | 91318 |
| ENTERGY LA LLC 4.0% 03-15-2033 | \*\* | 151018 |
| ENTERGY MISS LLC 3.85% DUE 06-01-2049 | \*\* | 341942 |
| ENTERGY MISSISSIPPI LLC 5.0% 09-01-2033 | \*\* | 1369310 |
| ENTERGY TEX INC 3.55% DUE 09-30-2049 | \*\* | 211259 |
| ENTERGY TEX RESTORATION FDG II LLC 3.697% 12-15-2036 | \*\* | 651934 |
| ENTERGY TEXAS INC 5.55% 09-15-2054 | \*\* | 194179 |
| ENTERGY TEXAS INC 5.8% 09-01-2053 | \*\* | 220447 |
| ENTERPRISE FLEET FING 2021-1 LLC ASSET BACKED NT CL A-3 144A .7% 12-21-2026 | \*\* | 1167279 |
| ENTERPRISE PRODS 2.8% DUE 01-31-2030 | \*\* | 1555340 |
| ENTERPRISE PRODS 6.65% DUE 10-15-2034 | \*\* | 478474 |
| ENTERPRISE PRODS FIXED 3.2% 02-15-2052 | \*\* | 325315 |
| ENTERPRISE PRODS OPER LLC 4.6% 01-11-2027 | \*\* | 2690538 |
| ENTERPRISE PRODS OPER LLC 5.55% 02-16-2055 | \*\* | 317985 |
| ENTERPRISE PRODUCTS OPER L P 3.125% DUE 07-31-2029 | \*\* | 3559385 |
| ENTRADA THERAPEUTICS INC COM | \*\* | 34355 |
| EOG RESOURCES INC COM | \*\* | 9837658 |
| EPAM SYS INC COM STK | \*\* | 521652 |
| EPL LIMITED INR2 (POST SUBDIVISION) | \*\* | 119390 |
| EQT CORP COM | \*\* | 1761079 |
| EQUIFAX INC COM | \*\* | 12835011 |
| EQUIFAX INC FIXED 2.6% DUE 12-15-2025 | \*\* | 1874138 |
| EQUINIX INC 1.25% DUE 07-15-2025 | \*\* | 1729984 |
| EQUINIX INC 1.45% DUE 05-15-2026 BEO | \*\* | 617823 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| EQUINIX INC 1.55% DUE 03-15-2028 | \*\* | 415229 |
| EQUINIX INC 1.8% DUE 07-15-2027 | \*\* | 3513204 |
| EQUINIX INC 2.5% DUE 05-15-2031 BEO | \*\* | 427304 |
| EQUINIX INC 2.9% 11-18-2026 | \*\* | 3351137 |
| EQUINIX INC 3.0% DUE 07-15-2050/06-22-2020 REG | \*\* | 612228 |
| EQUINIX INC SR NT 2% 05-15-2028 | \*\* | 1301096 |
| EQUINOR ASA 2.875% DUE 04-06-2025 | \*\* | 4280345 |
| EQUITABLE HLDGS INC COM | \*\* | 1952178 |
| ERG SPA EUR0.10 | \*\* | 137346 |
| ERICSSON | \*\* | 34133689 |
| ERSTE GROUP BANK AG NPV | \*\* | 6585528 |
| ESAB CORPORATION COM USD0.001 WI | \*\* | 4443777 |
| ESSENT GROUP LTD COM STK | \*\* | 5416236 |
| ESSEX PORTFOLIO L FIXED 1.65% DUE 01-15-2031 | \*\* | 260343 |
| ESSEX PORTFOLIO L FIXED 2.65% DUE 03-15-2032 | \*\* | 253001 |
| ESSEX PORTFOLIO L FIXED 2.65% DUE 09-01-2050 | \*\* | 252830 |
| ESSEX PPTY TR REIT | \*\* | 2209306 |
| ESSILORLUXOTTICA EUR 0.18 | \*\* | 10488980 |
| ESSILORLUXOTTICA EUR0.18 | \*\* | 744411 |
| ETIHAD ETISALAT CO SAR10 | \*\* | 2365736 |
| ETSY INC COM | \*\* | 448825 |
| EUGENE TECHNOLOGY KRW500 | \*\* | 175736 |
| EUREKA FORBES LTD INR10 | \*\* | 67720 |
| EUROCOMMERCIAL EUR10.00 | \*\* | 201008 |
| EURONET WORLDWIDE INC COM | \*\* | 8936796 |
| EURONEXT EUR1.60 | \*\* | 15035234 |
| EUROPEAN UNION 2.875% NTS 05/10/2029 EUR1 | \*\* | 3790743 |
| EVA AIRWAYS TWD10 | \*\* | 1502931 |
| EVENTBRITE INC COM CL A | \*\* | 205377 |
| EVER SUNSHINE SERVICES GROUP LIMITED HKD0.01 | \*\* | 173212 |
| EVERCORE INC | \*\* | 2539615 |
| EVEREST GROUP LTD | \*\* | 4426724 |
| EVERGREEN MARINE C TWD10 | \*\* | 7370861 |
| EVERGY METRO INC 5.4% 04-01-2034 | \*\* | 6209127 |
| EVERLIGHT ELECTRON TWD10 | \*\* | 321493 |
| EVERQUOTE INC CL A COM CL A COM | \*\* | 57971 |
| EVERSOURCE ENERGY 2.9% 03-01-2027 | \*\* | 3140230 |
| EVERSOURCE ENERGY 4.75% 05-15-2026 | \*\* | 3801602 |
| EVERSOURCE ENERGY 5.125% DUE 05-15-2033 | \*\* | 534519 |
| EVERSOURCE ENERGY 5.45% 03-01-2028 | \*\* | 405215 |
| EVERSOURCE ENERGY 5.45% 03-01-2028 | \*\* | 1823470 |
| EVERUS CONSTR GROUP INC COM | \*\* | 670256 |
| EVOLENT HEALTH INC CL A CL A | \*\* | 443306 |
| EVOLUTION MINING NPV | \*\* | 437208 |
| EVRAZ PLC ORD US0.5 | \*\* | 312934 |
| EXACT SCIENCES CORP COM | \*\* | 1186901 |
| EXCELERATE ENERGY INC CL A COM CL A COM | \*\* | 8327402 |
| EXELIXIS INC COM STK | \*\* | 1724341 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| EXELON CORP 5.15% 03-15-2028 | \*\* | 2162661 |
| EXELON CORP 5.15% 03-15-2029 | \*\* | 1883141 |
| EXELON CORP 5.6% DUE 03-15-2053 | \*\* | 269901 |
| EXELON CORP COM | \*\* | 9486173 |
| EXELON GENERATION 5.75% DUE 10-01-2041 | \*\* | 48838 |
| EXELON GENERATION FIXED 3.25% DUE 06-01-2025 | \*\* | 198701 |
| EXELON GENERATION SR NT 6.25 DUE 10-01-2039 | \*\* | 292140 |
| EXETER AUTOMOBILE 1.46% DUE 10-15-2027 | \*\* | 12392 |
| EXETER AUTOMOBILE 2.56% DUE 06-15-2028 | \*\* | 1657407 |
| EXETER AUTOMOBILE 5.57% DUE 09-15-2028 | \*\* | 590309 |
| EXETER AUTOMOBILE 5.61% DUE 04-17-2028 | \*\* | 4188463 |
| EXETER AUTOMOBILE 5.92% DUE 02-15-2030 | \*\* | 1563322 |
| EXETER AUTOMOBILE 6.03% DUE 08-16-2027 | \*\* | 296515 |
| EXETER AUTOMOBILE 6.21% DUE 06-15-2028 | \*\* | 2025151 |
| EXETER AUTOMOBILE 6.32% DUE 05-15-2028 | \*\* | 4799831 |
| EXETER AUTOMOBILE 6.51% DUE 12-15-2027 | \*\* | 3240189 |
| EXETER AUTOMOBILE RECEIVABLES SER 24-1A CL C 5.410% 05-15-2030 | \*\* | 624962 |
| EXETER AUTOMOBILE RECEIVABLES TR AUTO RECEIVABLES BKD NT CL 5.82% 02-15-2028 | \*\* | 1697622 |
| EXETER AUTOMOBILE RECEIVABLES TR SER 24-3A CL C 5.7% 07-16-2029 | \*\* | 4050563 |
| EXETER AUTOMOBILE RECEIVABLES TR SR 23-2A CL B 5.61% 09-15-2027 | \*\* | 619144 |
| EXETER AUTOMOBILE RECEIVABLES TRUST SR 23-2A CL C 5.75% 07-17-2028 | \*\* | 4088615 |
| EXIDE INDUSTRIES INR1 | \*\* | 399313 |
| EXLSERVICE COM INC COM STK | \*\* | 1878073 |
| EXOR NV EUR0.01 | \*\* | 257659 |
| EXPAND ENERGY CORP | \*\* | 2420260 |
| EXPEDITORS INTL WASH INC COM | \*\* | 2354859 |
| EXPERIAN ORD USD0.10 | \*\* | 20153676 |
| EXPORT DEV CANADA 7.13% 11/03/2029 DUAL CURR | \*\* | 297552 |
| EXTENDED STAY AMER TR 2021-ESH MTG PASS THRU CTF CL A 144A 5.50648% 07-15-2038 | \*\* | 440671 |
| EXTENDED STAY AMER TR 2021-ESH MTG PASS THRU CTF CL A 144A 5.50648% 07-15-2038 | \*\* | 1322012 |
| EXTENDICARE INC CDA COM | \*\* | 169997 |
| EXTRA SPACE FIXED 5.7% 04-01-2028 | \*\* | 306256 |
| EXTRA SPACE STORAGE INC 2.35% 03-15-2032 | \*\* | 449432 |
| EXTRA SPACE STORAGE L P SR NT 2.2% 10-15-2030 | \*\* | 106357 |
| EXTRA SPACE STORAGE L P SR NT 2.4% 10-15-2031 | \*\* | 290826 |
| EXTRA SPACE STORAGE LP 5.4% 02-01-2034 | \*\* | 495129 |
| EXXON MOBIL CORP 2.61% DUE 10-15-2030 | \*\* | 7003775 |
| EXXON MOBIL CORP 3.095% DUE 08-16-2049 | \*\* | 286943 |
| EXXON MOBIL CORP 3.452% DUE 04-15-2051 REG | \*\* | 716100 |
| EXXON MOBIL CORP COM | \*\* | 42377417 |
| F5 INC COM STK NPV | \*\* | 34404868 |
| FAIR ISAAC CORPORATION COM | \*\* | 374295 |
| FAIRFAX FINANCIAL HLDGS LTD 5.625% 08-16-2032 | \*\* | 4807713 |
| FAIRFAX FINL HLDGS 2.75% SNR 29/03/2028 EUR | \*\* | 102313 |
| FAIRFAX FINL HLDGS LTD USD SR NT 144A 6.1% 03-15-2055 | \*\* | 889259 |
| FANNIE MAE 1997-89 CL-ZA 7.0% DUE 12-20-2027 | \*\* | 22293 |
| FANNIE MAE BS9278 4.65% 08-01-2028 | \*\* | 1752166 |
| FANNIE MAE BV2859 3% 03-01-2052 | \*\* | 55367 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FANNIE MAE BZ0819 POOL #BZ0819 4.62% 04-01-2029 | \*\* | 2191583 |
| FANNIE MAE CB8026 6.5% 02-01-2054 | \*\* | 361858 |
| FANNIE MAE FN BY9041 6% 08-01-2053 | \*\* | 1697969 |
| FANNIE MAE FN CB2629 2.5% 01-01-2052 | \*\* | 3736795 |
| FANNIE MAE FNR 2013-34 PF 5.7851% 08-25-2042 | \*\* | 915072 |
| FANNIE MAE POOL #CB8226 6.5% 03-01-2054 | \*\* | 527967 |
| FANNIE MAE POOL #FN BZ2693 5.29% 01-01-2036 | \*\* | 335165 |
| FANNIE MAE POOL FN CB2666 3.00% 3% 01-01-2052 | \*\* | 14352299 |
| FANNIE MAE POOL FN DA5981 6.50% 6.5% 01-01-2054 | \*\* | 92881 |
| FANNIE MAE REMIC SR 015-60 CL-AF FLTG RATE 08-25-2045 | \*\* | 555679 |
| FANNIE MAE SR 12-104 CL QC 2.5% 05-25-2042 | \*\* | 214624 |
| FANNIE MAE SR 13-91 CL DV 3.0% 10-25-2026 | \*\* | 1247554 |
| FANNIE MAE SR 15-83 CL EV 3.5% 02-25-2027 | \*\* | 1890802 |
| FANNIE POOL #BX6719 5.5% 02-01-2053 | \*\* | 335291 |
| FANNIEMAE-ACES SER 22-M1G CL A1 VAR 01-25-2031 | \*\* | 2874319 |
| FARO TECHNOLOGIES INC COM | \*\* | 146809 |
| FAST RETAILING CO LTD NPV | \*\* | 5106623 |
| FATE THERAPEUTICS INC COM | \*\* | 100718 |
| FED FARM CR BKS CONS SYSTEMWIDE BDS DTD .7% 01-27-2027 | \*\* | 5565815 |
| FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.3% 02-03-2031 | \*\* | 3161316 |
| FED HOME LN MTG 1% DUE 05-15-2041 | \*\* | 3573246 |
| FED HOME LN MTG 2.5% DUE 01-01-2052 | \*\* | 7382674 |
| FED HOME LN MTG 2.5% DUE 02-01-2051 | \*\* | 1251094 |
| FED HOME LN MTG 2.5% DUE 07-01-2050 | \*\* | 1181161 |
| FED HOME LN MTG 2.5% DUE 10-01-2035 | \*\* | 1484103 |
| FED HOME LN MTG 2.5% DUE 10-01-2050 | \*\* | 1606401 |
| FED HOME LN MTG 3% DUE 02-01-2050 | \*\* | 2585557 |
| FED HOME LN MTG 3% DUE 03-01-2052 | \*\* | 498884 |
| FED HOME LN MTG 3.5% DUE 04-01-2050 | \*\* | 4179898 |
| FED HOME LN MTG 3.5% DUE 09-01-2032 | \*\* | 1208575 |
| FED HOME LN MTG 4% DUE 04-01-2052 | \*\* | 1178237 |
| FED HOME LN MTG 4% DUE 04-01-2052 | \*\* | 1670855 |
| FED HOME LN MTG 5.5% DUE 09-01-2053 | \*\* | 25797676 |
| FED HOME LN MTG 6% DUE 07-01-2053 | \*\* | 435645 |
| FED HOME LN MTG 6% DUE 12-01-2053 | \*\* | 908398 |
| FED HOME LN MTG CORP G14239 4 DUE 09-01-2026 | \*\* | 5919 |
| FED HOME LOAN MTG SR 3981 CL ME 3.0% 01-15-2027 | \*\* | 27649 |
| FED NATL MTG ASSOC 5% DUE 05-01-2053 | \*\* | 192383 |
| FEDERAL BANK | \*\* | 216770 |
| FEDERAL FARM CR BK 5.0% 03-18-2026 | \*\* | 1829145 |
| FEDERAL FARM CR BKS 4.68% 01-21-2027 | \*\* | 1308434 |
| FEDERAL FARM CREDIT 2.17% 10-29-2029 | \*\* | 2241241 |
| FEDERAL FARM CREDIT BANK 4.94% 08-13-2025 | \*\* | 2929553 |
| FEDERAL HOME LN BKS .78% 02-26-2026 | \*\* | 14416011 |
| FEDERAL HOME LN BKS 2.18% 11-06-2029 | \*\* | 3132914 |
| FEDERAL HOME LN BKS 4.65% 10-09-2026 | \*\* | 1178634 |
| FEDERAL HOME LN BKS 4.7% 02-14-2028 | \*\* | 7995422 |
| FEDERAL HOME LN BKS CONS BD DTD 01/27/2021 1.61% 01-27-2033 | \*\* | 1785395 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN BKS CONS BD DTD 02/12/2021 .55% 02-12-2026 | \*\* | 4791178 |
| FEDERAL HOME LN BKS CONS BD DTD 03/03/2021 .9% 03-03-2026 | \*\* | 1827745 |
| FEDERAL HOME LN BKS CONS BD DTD 03/04/2021 .8% 03-04-2026 | \*\* | 9062299 |
| FEDERAL HOME LN BKS CONS BD DTD 1.57% 06-30-2032 | \*\* | 2378607 |
| FEDERAL HOME LN MTG CORP POOL #QD3960 2.0% 01-01-2052 | \*\* | 382671 |
| FEDERAL HOME LN MTG CORP 2% 01-01-2042 | \*\* | 331675 |
| FEDERAL HOME LN MTG CORP 2% 11-01-2051 | \*\* | 433666 |
| FEDERAL HOME LN MTG CORP 2.5% 01-01-2052 | \*\* | 438534 |
| FEDERAL HOME LN MTG CORP 2.5% 04-01-2037 | \*\* | 1310758 |
| FEDERAL HOME LN MTG CORP 3% 04-01-2052 | \*\* | 424599 |
| FEDERAL HOME LN MTG CORP 3.5% 05-01-2052 | \*\* | 205160 |
| FEDERAL HOME LN MTG CORP 5.5% 01-01-2053 | \*\* | 532719 |
| FEDERAL HOME LN MTG CORP 5.5% 07-01-2053 | \*\* | 265643 |
| FEDERAL HOME LN MTG CORP 6% 12-01-2052 | \*\* | 1074700 |
| FEDERAL HOME LN MTG CORP 6.5% 01-01-2053 | \*\* | 213812 |
| FEDERAL HOME LN MTG CORP 6.5% 01-01-2053 | \*\* | 254050 |
| FEDERAL HOME LN MTG CORP DTD 10/28/2020 .8% 10-28-2026 | \*\* | 10789863 |
| FEDERAL HOME LN MTG CORP MULTICLASS PREASSIGN SER 3019 CL FN 08-15-2035 REG | \*\* | 549697 |
| FEDERAL HOME LN MTG CORP MULTICLASS SER 004639 CL KB STEP UP 04-15-2053 | \*\* | 1196253 |
| FEDERAL HOME LN MTG CORP MULTICLASS SER 3384 CL FL FLTG RT 11-15-2037 | \*\* | 842393 |
| FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-25 CL EF VAR 04-25-2038 REG | \*\* | 528319 |
| FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-6 CL BF VAR 02-25-2038 REG | \*\* | 732199 |
| FEDERAL HOME LN MTG CORP MULTICLASS SR 2410 CL PF VAR 02-15-2032 REG | \*\* | 285102 |
| FEDERAL HOME LN MTG CORP MULTICLASS SR 3055 CL CF VAR 10-15-2035 REG | \*\* | 119999 |
| FEDERAL HOME LN MTG CORP MULTICLASS SR 3150 CL FA VAR 05-15-2036 REG | \*\* | 640350 |
| FEDERAL HOME LN MTG CORP MULTICLASS VAR SR 2012-17 CL FG 03-25-2042 REG | \*\* | 862938 |
| FEDERAL HOME LN MTG CORP POOL #2B0646 FLTG RT DUE 07-01-2042 BEO | \*\* | 18231 |
| FEDERAL HOME LN MTG CORP POOL #410792 6.707% 02-01-2030 BEO | \*\* | 4478 |
| FEDERAL HOME LN MTG CORP POOL #840698 2.491% 03-01-2047 BEO | \*\* | 559 |
| FEDERAL HOME LN MTG CORP POOL #841076 3.009% 11-01-2048 BEO | \*\* | 3051159 |
| FEDERAL HOME LN MTG CORP POOL #841077 3.047% 11-01-2047 BEO | \*\* | 866275 |
| FEDERAL HOME LN MTG CORP POOL #841081 3.107% 02-01-2050 BEO | \*\* | 1505768 |
| FEDERAL HOME LN MTG CORP POOL #846313 FLTG RT 7.303% 02-01-2026 BEO | \*\* | 95 |
| FEDERAL HOME LN MTG CORP POOL #849407 7.044% 09-01-2037 BEO | \*\* | 78047 |
| FEDERAL HOME LN MTG CORP POOL #84-9790 FLTG RT DUE 03-01-2045 | \*\* | 508222 |
| FEDERAL HOME LN MTG CORP POOL #A39803 5.5% 11-01-2035 BEO | \*\* | 6935 |
| FEDERAL HOME LN MTG CORP POOL #A47038 5%09-01-2035 BEO | \*\* | 25923 |
| FEDERAL HOME LN MTG CORP POOL #A62378 6%06-01-2037 BEO | \*\* | 4851 |
| FEDERAL HOME LN MTG CORP POOL #A63809 6%08-01-2037 BEO | \*\* | 16474 |
| FEDERAL HOME LN MTG CORP POOL #A69654 6%12-01-2037 BEO | \*\* | 6633 |
| FEDERAL HOME LN MTG CORP POOL #A71410 6%01-01-2038 BEO | \*\* | 173 |
| FEDERAL HOME LN MTG CORP POOL #A85726 5%04-01-2039 BEO | \*\* | 35532 |
| FEDERAL HOME LN MTG CORP POOL #A91235 4.5% 02-01-2040 BEO | \*\* | 80347 |
| FEDERAL HOME LN MTG CORP POOL #A93318 5%08-01-2040 BEO | \*\* | 81749 |
| FEDERAL HOME LN MTG CORP POOL #A93625 5%08-01-2040 BEO | \*\* | 142226 |
| FEDERAL HOME LN MTG CORP POOL #A93652 5%09-01-2040 BEO | \*\* | 8692 |
| FEDERAL HOME LN MTG CORP POOL #A93713 5%09-01-2040 BEO | \*\* | 140744 |
| FEDERAL HOME LN MTG CORP POOL #A94069 5%09-01-2040 BEO | \*\* | 50160 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP POOL #A94132 5%09-01-2040 BEO | \*\* | 1993 |
| FEDERAL HOME LN MTG CORP POOL #A94898 4.5% 11-01-2040 BEO | \*\* | 98952 |
| FEDERAL HOME LN MTG CORP POOL #A95085 4%11-01-2040 BEO | \*\* | 88784 |
| FEDERAL HOME LN MTG CORP POOL #A95519 4.5% 12-01-2040 BEO | \*\* | 30616 |
| FEDERAL HOME LN MTG CORP POOL #A95561 4%12-01-2040 BEO | \*\* | 153151 |
| FEDERAL HOME LN MTG CORP POOL #A95575 4%12-01-2040 BEO | \*\* | 130427 |
| FEDERAL HOME LN MTG CORP POOL #A97040 4%02-01-2041 BEO | \*\* | 90055 |
| FEDERAL HOME LN MTG CORP POOL #C01623 5.5% 09-01-2033 BEO | \*\* | 83826 |
| FEDERAL HOME LN MTG CORP POOL #C03517 4.5% 09-01-2040 BEO | \*\* | 66794 |
| FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO | \*\* | 436172 |
| FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO | \*\* | 194174 |
| FEDERAL HOME LN MTG CORP POOL #C03545 5%08-01-2040 BEO | \*\* | 64634 |
| FEDERAL HOME LN MTG CORP POOL #C03613 4%11-01-2040 BEO | \*\* | 77725 |
| FEDERAL HOME LN MTG CORP POOL #C03792 3.5% 04-01-2042 BEO | \*\* | 297042 |
| FEDERAL HOME LN MTG CORP POOL #C04240 3.5% 09-01-2042 BEO | \*\* | 182390 |
| FEDERAL HOME LN MTG CORP POOL #C04422 3%12-01-2042 BEO | \*\* | 217732 |
| FEDERAL HOME LN MTG CORP POOL #C09022 3%01-01-2043 BEO | \*\* | 937529 |
| FEDERAL HOME LN MTG CORP POOL #C09055 4%12-01-2043 BEO | \*\* | 136511 |
| FEDERAL HOME LN MTG CORP POOL #C10542 7%06-01-2028 BEO | \*\* | 733 |
| FEDERAL HOME LN MTG CORP POOL #C12585 7%07-01-2028 BEO | \*\* | 283 |
| FEDERAL HOME LN MTG CORP POOL #C14084 7%08-01-2028 BEO | \*\* | 943 |
| FEDERAL HOME LN MTG CORP POOL #C91161 5%02-01-2028 BEO | \*\* | 2731 |
| FEDERAL HOME LN MTG CORP POOL #C91362 4.5% 03-01-2031 BEO | \*\* | 85951 |
| FEDERAL HOME LN MTG CORP POOL #C91581 3%11-01-2032 BEO | \*\* | 510121 |
| FEDERAL HOME LN MTG CORP POOL #C91589 3.5% 11-01-2032 BEO | \*\* | 99275 |
| FEDERAL HOME LN MTG CORP POOL #C91925 3.5% 04-01-2037 BEO | \*\* | 414518 |
| FEDERAL HOME LN MTG CORP POOL #C91928 3.5% 05-01-2037 BEO | \*\* | 67754 |
| FEDERAL HOME LN MTG CORP POOL #C91942 4%06-01-2037 BEO | \*\* | 5140 |
| FEDERAL HOME LN MTG CORP POOL #C91960 3.5% 11-01-2037 BEO | \*\* | 300418 |
| FEDERAL HOME LN MTG CORP POOL #D64290 7%10-01-2025 BEO | \*\* | 1627 |
| FEDERAL HOME LN MTG CORP POOL #D70703 7%04-01-2026 BEO | \*\* | 1084 |
| FEDERAL HOME LN MTG CORP POOL #D75787 8%11-01-2026 BEO | \*\* | 599 |
| FEDERAL HOME LN MTG CORP POOL #D80177 7%05-01-2027 BEO | \*\* | 1288 |
| FEDERAL HOME LN MTG CORP POOL #FR SD8265 4.0% 11-01-2052 | \*\* | 2073556 |
| FEDERAL HOME LN MTG CORP POOL #G00561 9.5% 06-01-2025 BEO | \*\* | 5 |
| FEDERAL HOME LN MTG CORP POOL #G00704 7%12-01-2026 BEO | \*\* | 412 |
| FEDERAL HOME LN MTG CORP POOL #G01665 5.5% 03-01-2034 BEO | \*\* | 107107 |
| FEDERAL HOME LN MTG CORP POOL #G02031 5.5% 02-01-2036 BEO | \*\* | 32156 |
| FEDERAL HOME LN MTG CORP POOL #G02427 5.5% 12-01-2036 BEO | \*\* | 105333 |
| FEDERAL HOME LN MTG CORP POOL #G03073 5.5% 07-01-2037 BEO | \*\* | 52278 |
| FEDERAL HOME LN MTG CORP POOL #G03233 6%08-01-2037 BEO | \*\* | 2555 |
| FEDERAL HOME LN MTG CORP POOL #G03695 5.5% 11-01-2037 BEO | \*\* | 28164 |
| FEDERAL HOME LN MTG CORP POOL #G03812 5.5% 02-01-2038 BEO | \*\* | 37721 |
| FEDERAL HOME LN MTG CORP POOL #G03819 6%01-01-2038 BEO | \*\* | 15272 |
| FEDERAL HOME LN MTG CORP POOL #G04448 5.5% 07-01-2038 BEO | \*\* | 15447 |
| FEDERAL HOME LN MTG CORP POOL #G04585 5.5% 02-01-2038 BEO | \*\* | 27354 |
| FEDERAL HOME LN MTG CORP POOL #G04588 5.5% 08-01-2038 BEO | \*\* | 16292 |
| FEDERAL HOME LN MTG CORP POOL #G04636 5%12-01-2035 BEO | \*\* | 18557 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP POOL #G04688 5.5% 09-01-2038 BEO | \*\* | 15437 |
| FEDERAL HOME LN MTG CORP POOL #G05179 5.5% 01-01-2039 BEO | \*\* | 19570 |
| FEDERAL HOME LN MTG CORP POOL #G05527 4%07-01-2039 BEO | \*\* | 12404 |
| FEDERAL HOME LN MTG CORP POOL #G05676 4%11-01-2039 BEO | \*\* | 227036 |
| FEDERAL HOME LN MTG CORP POOL #G05726 5%08-01-2039 BEO | \*\* | 50416 |
| FEDERAL HOME LN MTG CORP POOL #G05741 4.5% 12-01-2039 BEO | \*\* | 115951 |
| FEDERAL HOME LN MTG CORP POOL #G05927 4.5% 07-01-2040 BEO | \*\* | 267115 |
| FEDERAL HOME LN MTG CORP POOL #G06021 5.5% 01-01-2040 BEO | \*\* | 42912 |
| FEDERAL HOME LN MTG CORP POOL #G06087 5%09-01-2040 BEO | \*\* | 12217 |
| FEDERAL HOME LN MTG CORP POOL #G06601 4.5% 12-01-2040 BEO | \*\* | 521447 |
| FEDERAL HOME LN MTG CORP POOL #G07032 3%06-01-2042 BEO | \*\* | 259707 |
| FEDERAL HOME LN MTG CORP POOL #G07129 3.5% 09-01-2042 BEO | \*\* | 270829 |
| FEDERAL HOME LN MTG CORP POOL #G07434 3.5% 07-01-2043 BEO | \*\* | 502827 |
| FEDERAL HOME LN MTG CORP POOL #G08273 5.5% 06-01-2038 BEO | \*\* | 11288 |
| FEDERAL HOME LN MTG CORP POOL #G08368 4.5% 10-01-2039 BEO | \*\* | 100010 |
| FEDERAL HOME LN MTG CORP POOL #G08457 4.5% 08-01-2041 BEO | \*\* | 162341 |
| FEDERAL HOME LN MTG CORP POOL #G08521 3%01-01-2043 BEO | \*\* | 155998 |
| FEDERAL HOME LN MTG CORP POOL #G08540 3%08-01-2043 BEO | \*\* | 260563 |
| FEDERAL HOME LN MTG CORP POOL #G08567 4%01-01-2044 BEO | \*\* | 296844 |
| FEDERAL HOME LN MTG CORP POOL #G08624 4%01-01-2045 BEO | \*\* | 393241 |
| FEDERAL HOME LN MTG CORP POOL #G08653 3%07-01-2045 BEO | \*\* | 456371 |
| FEDERAL HOME LN MTG CORP POOL #G08672 4%10-01-2045 BEO | \*\* | 232205 |
| FEDERAL HOME LN MTG CORP POOL #G08681 3.5% 12-01-2045 BEO | \*\* | 832364 |
| FEDERAL HOME LN MTG CORP POOL #G08732 3%11-01-2046 BEO | \*\* | 885101 |
| FEDERAL HOME LN MTG CORP POOL #G08734 4%11-01-2046 BEO | \*\* | 473955 |
| FEDERAL HOME LN MTG CORP POOL #G08741 3%01-01-2047 BEO | \*\* | 581418 |
| FEDERAL HOME LN MTG CORP POOL #G08764 4.5% 05-01-2047 BEO | \*\* | 116119 |
| FEDERAL HOME LN MTG CORP POOL #G08770 3.5% 07-01-2047 BEO | \*\* | 1427920 |
| FEDERAL HOME LN MTG CORP POOL #G08772 4.5% 07-01-2047 BEO | \*\* | 71760 |
| FEDERAL HOME LN MTG CORP POOL #G08785 4%10-01-2047 BEO | \*\* | 139140 |
| FEDERAL HOME LN MTG CORP POOL #G08786 4.5% 10-01-2047 BEO | \*\* | 130320 |
| FEDERAL HOME LN MTG CORP POOL #G08790 4.5% 11-01-2047 BEO | \*\* | 108651 |
| FEDERAL HOME LN MTG CORP POOL #G08792 3.5% 12-01-2047 BEO | \*\* | 1516977 |
| FEDERAL HOME LN MTG CORP POOL #G08809 4%04-01-2048 BEO | \*\* | 55164 |
| FEDERAL HOME LN MTG CORP POOL #G08827 4.5% 07-01-2048 BEO | \*\* | 471840 |
| FEDERAL HOME LN MTG CORP POOL #G08832 4.5% 08-01-2048 BEO | \*\* | 200187 |
| FEDERAL HOME LN MTG CORP POOL #G08862 4%02-01-2049 BEO | \*\* | 2236163 |
| FEDERAL HOME LN MTG CORP POOL #G13825 4%05-01-2025 BEO | \*\* | 7620 |
| FEDERAL HOME LN MTG CORP POOL #G13868 4.5% 07-01-2025 BEO | \*\* | 4125 |
| FEDERAL HOME LN MTG CORP POOL #G14375 4%07-01-2026 BEO | \*\* | 5804 |
| FEDERAL HOME LN MTG CORP POOL #G14517 2.5% 07-01-2027 BEO | \*\* | 828430 |
| FEDERAL HOME LN MTG CORP POOL #G14956 2.5% 05-01-2028 BEO | \*\* | 115539 |
| FEDERAL HOME LN MTG CORP POOL #G15100 2.5% 07-01-2028 BEO | \*\* | 712434 |
| FEDERAL HOME LN MTG CORP POOL #G15252 3%12-01-2029 BEO | \*\* | 173566 |
| FEDERAL HOME LN MTG CORP POOL #G15403 3.5% 04-01-2030 BEO | \*\* | 398492 |
| FEDERAL HOME LN MTG CORP POOL #G15441 3%03-01-2030 BEO | \*\* | 162189 |
| FEDERAL HOME LN MTG CORP POOL #G16015 3%01-01-2032 BEO | \*\* | 167890 |
| FEDERAL HOME LN MTG CORP POOL #G16177 2%01-01-2032 BEO | \*\* | 424138 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP POOL #G16763 4%02-01-2034 BEO | \*\* | 1143839 |
| FEDERAL HOME LN MTG CORP POOL #G16789 4%02-01-2034 BEO | \*\* | 1317264 |
| FEDERAL HOME LN MTG CORP POOL #G16792 4%03-01-2034 BEO | \*\* | 1128059 |
| FEDERAL HOME LN MTG CORP POOL #G18475 2.5% 08-01-2028 BEO | \*\* | 36946 |
| FEDERAL HOME LN MTG CORP POOL #G18552 3%05-01-2030 BEO | \*\* | 254125 |
| FEDERAL HOME LN MTG CORP POOL #G18659 3%09-01-2032 BEO | \*\* | 347095 |
| FEDERAL HOME LN MTG CORP POOL #G20028 7.5% 12-01-2036 BEO | \*\* | 145012 |
| FEDERAL HOME LN MTG CORP POOL #G30591 6%02-01-2028 BEO | \*\* | 5875 |
| FEDERAL HOME LN MTG CORP POOL #G31156 5.5% 02-01-2029 BEO | \*\* | 1144501 |
| FEDERAL HOME LN MTG CORP POOL #G60985 3%05-01-2047 BEO | \*\* | 2139761 |
| FEDERAL HOME LN MTG CORP POOL #G61047 4.5% 07-01-2047 BEO | \*\* | 108590 |
| FEDERAL HOME LN MTG CORP POOL #G61502 5%02-01-2048 BEO | \*\* | 88236 |
| FEDERAL HOME LN MTG CORP POOL #G61638 4%07-01-2048 BEO | \*\* | 305855 |
| FEDERAL HOME LN MTG CORP POOL #G61657 5%12-01-2047 BEO | \*\* | 268886 |
| FEDERAL HOME LN MTG CORP POOL #G61713 3.5% 01-01-2045 BEO | \*\* | 285980 |
| FEDERAL HOME LN MTG CORP POOL #G61739 3%09-01-2048 BEO | \*\* | 1381008 |
| FEDERAL HOME LN MTG CORP POOL #G61909 4.5% 12-01-2037 BEO | \*\* | 631283 |
| FEDERAL HOME LN MTG CORP POOL #J12439 4.5% 06-01-2025 BEO | \*\* | 5109 |
| FEDERAL HOME LN MTG CORP POOL #J15658 4%06-01-2026 BEO | \*\* | 6893 |
| FEDERAL HOME LN MTG CORP POOL #J15719 4%06-01-2026 BEO | \*\* | 35566 |
| FEDERAL HOME LN MTG CORP POOL #J16059 4%07-01-2026 BEO | \*\* | 7457 |
| FEDERAL HOME LN MTG CORP POOL #J25735 3%09-01-2028 BEO | \*\* | 71461 |
| FEDERAL HOME LN MTG CORP POOL #J27464 3.5% 02-01-2029 BEO | \*\* | 139124 |
| FEDERAL HOME LN MTG CORP POOL #J31736 3.5% 05-01-2030 BEO | \*\* | 223491 |
| FEDERAL HOME LN MTG CORP POOL #J34888 2.5% 07-01-2031 BEO | \*\* | 209286 |
| FEDERAL HOME LN MTG CORP POOL #Q04673 4%11-01-2041 BEO | \*\* | 226981 |
| FEDERAL HOME LN MTG CORP POOL #Q04674 4%12-01-2041 BEO | \*\* | 2550 |
| FEDERAL HOME LN MTG CORP POOL #Q10448 3.5% 08-01-2042 BEO | \*\* | 120236 |
| FEDERAL HOME LN MTG CORP POOL #Q19853 3.5% 06-01-2043 BEO | \*\* | 192072 |
| FEDERAL HOME LN MTG CORP POOL #Q25703 4.5% 04-01-2044 BEO | \*\* | 237286 |
| FEDERAL HOME LN MTG CORP POOL #Q25705 4.5% 04-01-2044 BEO | \*\* | 102717 |
| FEDERAL HOME LN MTG CORP POOL #Q56364 4%05-01-2048 BEO | \*\* | 368045 |
| FEDERAL HOME LN MTG CORP POOL #QC3242 3%06-01-2051 BEO | \*\* | 227337 |
| FEDERAL HOME LN MTG CORP POOL #QD6056 3%02-01-2052 BEO | \*\* | 373959 |
| FEDERAL HOME LN MTG CORP POOL #QF8222 6.5% 02-01-2053 BEO | \*\* | 324150 |
| FEDERAL HOME LN MTG CORP POOL #QF8298 6.5% 03-01-2053 BEO | \*\* | 123349 |
| FEDERAL HOME LN MTG CORP POOL #RA3882 2.0% DUE 11-01-2050 REG | \*\* | 733651 |
| FEDERAL HOME LN MTG CORP POOL #RA-3913 2.5% 11-01-2050 | \*\* | 4378400 |
| FEDERAL HOME LN MTG CORP POOL #RA4142 2.5% 12-01-2050 BEO | \*\* | 3162697 |
| FEDERAL HOME LN MTG CORP POOL #RA5373 2%DUE 06-01-2051 REG | \*\* | 859669 |
| FEDERAL HOME LN MTG CORP POOL #RB5114 2.0% DUE 05-01-2041 | \*\* | 243242 |
| FEDERAL HOME LN MTG CORP POOL #RB-5131 2.0% 09-01-2041 | \*\* | 1969508 |
| FEDERAL HOME LN MTG CORP POOL #RB-5141 2% DUE 01-01-2042 REG | \*\* | 197607 |
| FEDERAL HOME LN MTG CORP POOL #RB5153 2%04-01-2042 BEO | \*\* | 611146 |
| FEDERAL HOME LN MTG CORP POOL #RBS5145 2.0% 01-01-2042 | \*\* | 3595014 |
| FEDERAL HOME LN MTG CORP POOL #RE0014 3.0% 09-01-2050 | \*\* | 1577287 |
| FEDERAL HOME LN MTG CORP POOL #RJ0137 5.0%12-01-2053 | \*\* | 12299794 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP POOL #S0-6179 3% 09-15-2042 BEO | \*\* | 1543922 |
| FEDERAL HOME LN MTG CORP POOL #S0-6228 3% 09-15-2042 BEO | \*\* | 1145373 |
| FEDERAL HOME LN MTG CORP POOL #SB0258 4% 06-01-2034 | \*\* | 1207639 |
| FEDERAL HOME LN MTG CORP POOL #SB8118 1.5% DUE 08-01-2036 REG | \*\* | 2626526 |
| FEDERAL HOME LN MTG CORP POOL #SB8178 4%DUE 09-01-2037 REG | \*\* | 527089 |
| FEDERAL HOME LN MTG CORP POOL #SC0093 2.0% 10-01-2040 | \*\* | 321678 |
| FEDERAL HOME LN MTG CORP POOL #SC0319 2%04-01-2042 BEO | \*\* | 831509 |
| FEDERAL HOME LN MTG CORP POOL #SD-0573 2.0% DUE 04-01-2051 REG | \*\* | 202579 |
| FEDERAL HOME LN MTG CORP POOL #SD-0615 4.5% 01-01-2051 | \*\* | 604969 |
| FEDERAL HOME LN MTG CORP POOL #SD0987 4.5% 01-01-2050 BEO | \*\* | 847325 |
| FEDERAL HOME LN MTG CORP POOL #SD1439 2%02-01-2052 BEO | \*\* | 1158178 |
| FEDERAL HOME LN MTG CORP POOL #SD1610 4.5% 09-01-2052 BEO | \*\* | 27818373 |
| FEDERAL HOME LN MTG CORP POOL #SD2394 4.5% 11-01-2052 BEO | \*\* | 577790 |
| FEDERAL HOME LN MTG CORP POOL #SD3642 6%09-01-2053 BEO | \*\* | 883107 |
| FEDERAL HOME LN MTG CORP POOL #SD3737 6%09-01-2053 BEO | \*\* | 637142 |
| FEDERAL HOME LN MTG CORP POOL #SD3853 5.5% 08-01-2053 BEO | \*\* | 22110690 |
| FEDERAL HOME LN MTG CORP POOL #SD3942 4.5% 01-01-2053 BEO | \*\* | 3051366 |
| FEDERAL HOME LN MTG CORP POOL #SD3953 3%02-01-2052 BEO | \*\* | 4164598 |
| FEDERAL HOME LN MTG CORP POOL #SD4030 6.5% 10-01-2053 BEO | \*\* | 2808766 |
| FEDERAL HOME LN MTG CORP POOL #SD4115 4.5% 10-01-2052 BEO | \*\* | 2221297 |
| FEDERAL HOME LN MTG CORP POOL #SD4365 5.5% 09-01-2053 BEO | \*\* | 559864 |
| FEDERAL HOME LN MTG CORP POOL #SD7554 2.5% 04-01-2052 BEO | \*\* | 6426421 |
| FEDERAL HOME LN MTG CORP POOL #SD7555 3%08-01-2052 BEO | \*\* | 5616482 |
| FEDERAL HOME LN MTG CORP POOL #SD7560 4.0% 02-01-2053 | \*\* | 1811107 |
| FEDERAL HOME LN MTG CORP POOL #SD8090 2.0% DUE 08-01-2050 | \*\* | 1454158 |
| FEDERAL HOME LN MTG CORP POOL #SD8141 2.5% DUE 03-01-2051 REG | \*\* | 10824979 |
| FEDERAL HOME LN MTG CORP POOL #SD8151 2.5% DUE 06-01-2051 BEO | \*\* | 4922100 |
| FEDERAL HOME LN MTG CORP POOL #SD8156 2.5% DUE 07-01-2051 BEO | \*\* | 692664 |
| FEDERAL HOME LN MTG CORP POOL #SD8238 4.5% DUE 07-01-2052 REG | \*\* | 1746235 |
| FEDERAL HOME LN MTG CORP POOL #SD8244 4%DUE 09-01-2052 BEO | \*\* | 22831799 |
| FEDERAL HOME LN MTG CORP POOL #SD8258 5%DUE 10-01-2052 BEO | \*\* | 2122903 |
| FEDERAL HOME LN MTG CORP POOL #SD8267 5%DUE 11-01-2052 BEO | \*\* | 4252251 |
| FEDERAL HOME LN MTG CORP POOL #SD8284 3%01-01-2053 BEO | \*\* | 703914 |
| FEDERAL HOME LN MTG CORP POOL #SD8290 6%01-01-2053 BEO | \*\* | 8214094 |
| FEDERAL HOME LN MTG CORP POOL #T45022 2.5% 01-01-2028 BEO | \*\* | 454365 |
| FEDERAL HOME LN MTG CORP POOL #T45023 2.5% 02-01-2028 BEO | \*\* | 198031 |
| FEDERAL HOME LN MTG CORP POOL #U79041 3%10-01-2029 BEO | \*\* | 1781068 |
| FEDERAL HOME LN MTG CORP POOL #U79065 3.5% 04-01-2030 BEO | \*\* | 195776 |
| FEDERAL HOME LN MTG CORP POOL #U80439 3.5% 07-01-2033 BEO | \*\* | 81464 |
| FEDERAL HOME LN MTG CORP POOL #U9-0690 3.5 DUE 06-01-2042 | \*\* | 50909 |
| FEDERAL HOME LN MTG CORP POOL #U92272 4.5% 12-01-2043 BEO | \*\* | 184856 |
| FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO | \*\* | 67259 |
| FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO | \*\* | 1402840 |
| FEDERAL HOME LN MTG CORP POOL #U99084 4.5% 02-01-2044 BEO | \*\* | 1132591 |
| FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO | \*\* | 82537 |
| FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO | \*\* | 280626 |
| FEDERAL HOME LN MTG CORP POOL #ZA2257 3.5% 04-01-2032 BEO | \*\* | 683612 |
| FEDERAL HOME LN MTG CORP POOL #ZA2489 3.5% 01-01-2038 BEO | \*\* | 623413 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP POOL #ZA3714 3%06-01-2029 BEO | \*\* | 609273 |
| FEDERAL HOME LN MTG CORP POOL #ZA5796 4.5% 11-01-2038 BEO | \*\* | 300116 |
| FEDERAL HOME LN MTG CORP POOL #ZK4886 2.5% 01-01-2028 BEO | \*\* | 1068691 |
| FEDERAL HOME LN MTG CORP POOL #ZK5602 2.5% 06-01-2028 BEO | \*\* | 1059783 |
| FEDERAL HOME LN MTG CORP POOL #ZM5659 3.5% 02-01-2048 BEO | \*\* | 713238 |
| FEDERAL HOME LN MTG CORP POOL #ZM6968 4%06-01-2048 BEO | \*\* | 49591 |
| FEDERAL HOME LN MTG CORP POOL #ZS9316 3.5% 01-01-2038 BEO | \*\* | 2170161 |
| FEDERAL HOME LN MTG CORP POOL #ZT0536 3.5% 03-01-2048 BEO | \*\* | 3237513 |
| FEDERAL HOME LN MTG CORP POOL #ZT1257 3%01-01-2046 BEO | \*\* | 307668 |
| FEDERAL HOME LN MTG CORP POOL #ZT1561 3%04-01-2031 BEO | \*\* | 2541955 |
| FEDERAL HOME LN MTG CORP POOL #ZT1985 3.5% DUE 02-01-2031 BEO | \*\* | 2220437 |
| FEDERAL HOME LN MTG CORP POOL# QF5465 5.0% 12-01-2052 | \*\* | 478473 |
| FEDERAL HOME LN MTG CORP POOL#RB5064 2.0% 06-01-2040 | \*\* | 519972 |
| FEDERAL HOME LN MTG CORP Q15062 3 DUE 02-01-2043 | \*\* | 772303 |
| FEDERAL HOME LN MTG CORP Q5-2319 3.5% 11-01-2047 | \*\* | 538836 |
| FEDERAL HOME LN MTG CORP REMIC SER 4042 CL EB 6.5 08-15-2039 | \*\* | 364806 |
| FEDERAL HOME LN MTG CORP SER 004299 CL GT 4% 03-15-2038 | \*\* | 77261 |
| FEDERAL HOME LN MTG CORP SER 004569 CL G3.5% DUE 06-15-2042 REG | \*\* | 234972 |
| FEDERAL HOME LN MTG CORP SER 004638 CL FA FLTG 07-15-2040 | \*\* | 47501 |
| FEDERAL HOME LN MTG CORP SER 004752 CL PL 3% 09-15-2046 | \*\* | 1138106 |
| FEDERAL HOME LN MTG CORP SER 004879 CL DF 4.85312% 08-15-2034 | \*\* | 886835 |
| FEDERAL HOME LN MTG CORP SER 004941 CL MB 3% 07-25-2049 | \*\* | 945789 |
| FEDERAL HOME LN MTG CORP SER 004949 CL CB 3% 05-25-2037 | \*\* | 373592 |
| FEDERAL HOME LN MTG CORP SER 004989 CL FA 4.99948% 08-15-2040 | \*\* | 317266 |
| FEDERAL HOME LN MTG CORP SER 004989 CL FA 4.99948% 08-15-2040 | \*\* | 846042 |
| FEDERAL HOME LN MTG CORP SER 004989 CL FB 4.99948% 10-15-2040 | \*\* | 303427 |
| FEDERAL HOME LN MTG CORP SER 004989 CL FB 4.99948% 10-15-2040 | \*\* | 640569 |
| FEDERAL HOME LN MTG CORP SER 005000 CL MA 2% 06-25-2044 | \*\* | 757490 |
| FEDERAL HOME LN MTG CORP SER 005006 CL KA 2% 06-25-2045 | \*\* | 2152272 |
| FEDERAL HOME LN MTG CORP SER 00KJ47 CL A2 5.42999982834% 06-25-2031 | \*\* | 3059772 |
| FEDERAL HOME LN MTG CORP SER 2519 CL NU 5.0% 11-15-2032 | \*\* | 685104 |
| FEDERAL HOME LN MTG CORP SER 2631 CL DA 3.625 06-15-2033 | \*\* | 27817 |
| FEDERAL HOME LN MTG CORP SER 3221 CL FW 09-15-2036 | \*\* | 366632 |
| FEDERAL HOME LN MTG CORP SER 3231 CL FA FRN 10-15-2036 | \*\* | 289598 |
| FEDERAL HOME LN MTG CORP SER 3326 CL FG 4.80312% 06-15-2037 | \*\* | 732811 |
| FEDERAL HOME LN MTG CORP SER 3361 CL PF FRN 08-15-2035 | \*\* | 754595 |
| FEDERAL HOME LN MTG CORP SER 3370 CL FC 5.09312% 10-15-2037 | \*\* | 733374 |
| FEDERAL HOME LN MTG CORP SER 3404 CL FB FRN 01-15-2038 | \*\* | 594129 |
| FEDERAL HOME LN MTG CORP SER 3616 CL FG FRN 03-15-2032 | \*\* | 149232 |
| FEDERAL HOME LN MTG CORP SER 3713 CL PA 2.0% 02-15-2040 | \*\* | 27242 |
| FEDERAL HOME LN MTG CORP SER 3725 CL PD 2.5% 01-15-2040 | \*\* | 141054 |
| FEDERAL HOME LN MTG CORP SER 3741 CL HF FLTG 11-15-2039 | \*\* | 87872 |
| FEDERAL HOME LN MTG CORP SER 3786 CL NA 4.5 DUE 07-15-2040 REG | \*\* | 137294 |
| FEDERAL HOME LN MTG CORP SER 3925 CL DE 2.0% 07-15-2040 | \*\* | 84684 |
| FEDERAL HOME LN MTG CORP SER 3954 CL GF 4.95312% 11-15-2041 | \*\* | 434049 |
| FEDERAL HOME LN MTG CORP SER 3994 CL JA 2.0% 15/03/2040 | \*\* | 58257 |
| FEDERAL HOME LN MTG CORP SER 4024 CL C 3.0% 03-15-2027 | \*\* | 100750 |
| FEDERAL HOME LN MTG CORP SER 4120 CL KA 1.75% 10-15-2032 | \*\* | 702082 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LN MTG CORP SER 4125 CL PH 3 08-15-2041 | \*\* | 868262 |
| FEDERAL HOME LN MTG CORP SER 4205 CL PC 1.75% 01-15-2033 | \*\* | 589299 |
| FEDERAL HOME LN MTG CORP SER 4205 CL PE 2% 01-15-2033 | \*\* | 591486 |
| FEDERAL HOME LN MTG CORP SER 4229 CL MA 3.5 05-15-2041 REG | \*\* | 443006 |
| FEDERAL HOME LN MTG CORP SER 4231 CL B 2.5% 07-15-2028 | \*\* | 1120802 |
| FEDERAL HOME LN MTG CORP SER 4247 CL AK 4.5 12-15-2042 | \*\* | 207642 |
| FEDERAL HOME LN MTG CORP SER 4374 CL CE 3.5% 12-15-2043 | \*\* | 343385 |
| FEDERAL HOME LN MTG CORP SER 4508 CL CF FLTG 09-15-2045 | \*\* | 2388384 |
| FEDERAL HOME LN MTG CORP SER 4559 CL AF FLTG 03-15-2042 REG | \*\* | 329887 |
| FEDERAL HOME LN MTG CORP SER 4637 CL WF FLTG RT 07-15-2041 | \*\* | 1191035 |
| FEDERAL HOME LN MTG CORP SER 4678 CL AF FLTG RT 12-15-2042 | \*\* | 955447 |
| FEDERAL HOME LN MTG CORP SL 4365 CL FH FRN 01-15-2040 REG | \*\* | 1881755 |
| FEDERAL HOME LN MTG CORP SR 3867 CL FB FLTG RT 05-15-2041 | \*\* | 514758 |
| FEDERAL HOME LN MTG CORP SR 4097 CL KF FLTG 09-15-2031 | \*\* | 150958 |
| FEDERAL HOME LN MTG CORP SR 4162 CL DA 1.5% 02-15-2028 | \*\* | 2763449 |
| FEDERAL HOME LN MTG CORP SR 4254 CL TA 2.5% 10-15-2031 | \*\* | 22245 |
| FEDERAL HOME LN MTG CORP SR 4387 CL NA 1.5% 09-15-2029 | \*\* | 95847 |
| FEDERAL HOME LN MTG CORP SR 5353 CL A 6.5% 08-25-2045 | \*\* | 3575752 |
| FEDERAL HOME LN MTG CORP SR 5427 CL DA 5.5% 05-25-2045 | \*\* | 3143048 |
| FEDERAL HOME LN MTG CORP#SD-8155 2.0% DUE 06-01-2051 | \*\* | 1182771 |
| FEDERAL HOME LOAN BANKS 2.5% 11-01-2051 | \*\* | 7814527 |
| FEDERAL HOME LOAN BANKS 3% 01-01-2052 | \*\* | 2363631 |
| FEDERAL HOME LOAN MORTGAGE CORP POOL #SD2612 4.5% 10-01-2052 | \*\* | 1780020 |
| FEDERAL HOME LOAN MORTGAGE CORP #FR SD8288 5.0% 01-01-2053 | \*\* | 2995897 |
| FEDERAL HOME LOAN MORTGAGE CORP 1.5% 07-01-2036 | \*\* | 1148932 |
| FEDERAL HOME LOAN MORTGAGE CORP 1.5% 08-01-2036 | \*\* | 5583704 |
| FEDERAL HOME LOAN MORTGAGE CORP 1.5% 11-01-2050 | \*\* | 1650072 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 01-01-2042 | \*\* | 2401481 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 02-01-2036 | \*\* | 1328128 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 02-01-2042 | \*\* | 530280 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 03-01-2041 | \*\* | 979214 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 04-01-2042 | \*\* | 1819997 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 04-01-2051 | \*\* | 3642278 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 05-01-2051 | \*\* | 2805171 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 07-01-2036 | \*\* | 195066 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 07-01-2041 | \*\* | 300141 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 08-01-2041 | \*\* | 500489 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-2040 | \*\* | 417442 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-2041 | \*\* | 2255541 |
| FEDERAL HOME LOAN MORTGAGE CORP 2% 12-01-2041 | \*\* | 3945303 |
| FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03-01-2042 | \*\* | 410188 |
| FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08-01-2051 | \*\* | 197847 |
| FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08-01-2051 | \*\* | 244626 |
| FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08-01-2051 | \*\* | 1040723 |
| FEDERAL HOME LOAN MORTGAGE CORP 3% 02-01-2051 | \*\* | 258217 |
| FEDERAL HOME LOAN MORTGAGE CORP 3% 03-01-2052 | \*\* | 139919 |
| FEDERAL HOME LOAN MORTGAGE CORP 3% 04-01-2052 | \*\* | 771931 |
| FEDERAL HOME LOAN MORTGAGE CORP 3% 05-01-2042 | \*\* | 4646386 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12-01-2050 | \*\* | 764027 |
| FEDERAL HOME LOAN MORTGAGE CORP 4% 07-01-2050 | \*\* | 343069 |
| FEDERAL HOME LOAN MORTGAGE CORP 4% 08-01-2053 | \*\* | 185903 |
| FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03-01-2047 | \*\* | 312679 |
| FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12-01-2052 | \*\* | 6132856 |
| FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12-01-2052 | \*\* | 554022 |
| FEDERAL HOME LOAN MORTGAGE CORP 4.8% 10-01-2026 | \*\* | 2000000 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 01-01-2053 | \*\* | 484450 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 02-01-2053 | \*\* | 4668249 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 06-01-2053 | \*\* | 5899679 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 06-01-2053 | \*\* | 38212502 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 07-01-2052 | \*\* | 2017754 |
| FEDERAL HOME LOAN MORTGAGE CORP 5% 09-01-2052 | \*\* | 398438 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 | \*\* | 887795 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 | \*\* | 322392 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-2053 | \*\* | 11340435 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04-01-2053 | \*\* | 608218 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05-01-2053 | \*\* | 943310 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05-01-2053 | \*\* | 656880 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05-01-2053 | \*\* | 761003 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 06-01-2053 | \*\* | 1165867 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08-01-2053 | \*\* | 1057123 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08-01-2053 | \*\* | 363670 |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12-01-2052 | \*\* | 430141 |
| FEDERAL HOME LOAN MORTGAGE CORP 6% 03-01-2053 | \*\* | 594199 |
| FEDERAL HOME LOAN MORTGAGE CORP 6% 04-01-2054 | \*\* | 276821 |
| FEDERAL HOME LOAN MORTGAGE CORP 6% 08-01-2054 | \*\* | 14284368 |
| FEDERAL HOME LOAN MORTGAGE CORP 6% 10-01-2053 | \*\* | 515742 |
| FEDERAL HOME LOAN MORTGAGE CORP 6% 12-01-2052 | \*\* | 1237244 |
| FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02-01-2053 | \*\* | 641818 |
| FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04-01-2054 | \*\* | 1055053 |
| FEDERAL HOME LOAN MORTGAGE CORP POOL #QB5093 2.5% 11-01-2050 BEO | \*\* | 229501 |
| FEDERAL HOME LOAN MORTGAGE CORP POOL #SD0935 3% DUE 04-01-2052 REG | \*\* | 5095389 |
| FEDERAL HOME LOAN MORTGAGE CORP POOL #SD1218 4.0% DUE 07-01-2049 REG | \*\* | 447730 |
| FEDERAL HOME LOAN MORTGAGE CORP POOL #SD2511 5.5% DUE 04-01-2053 | \*\* | 419217 |
| FEDERAL HOME LOAN MORTGAGE CORP SER 00K509 CL A2 4.85% 09-25-2028 | \*\* | 4919109 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | \*\* | 198507 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | \*\* | 198432 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | \*\* | 306931 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | \*\* | 348915 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | \*\* | 210227 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | \*\* | 1129912 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | \*\* | 278759 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | \*\* | 258899 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | \*\* | 358668 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | \*\* | 457213 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | \*\* | 276956 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% 11-01-2051 | \*\* | 845903 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01-01-2052 | \*\* | 504689 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2036 | \*\* | 1746809 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2051 | \*\* | 292883 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2051 | \*\* | 356381 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2052 | \*\* | 204263 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2052 | \*\* | 439472 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2052 | \*\* | 862732 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-2041 | \*\* | 650251 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 07-01-2051 | \*\* | 378797 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 08-01-2051 | \*\* | 297941 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 10-01-2050 | \*\* | 5634235 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2041 | \*\* | 1478433 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2050 | \*\* | 326634 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 12-01-2051 | \*\* | 1193944 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 01-01-2052 | \*\* | 2994517 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 01-01-2052 | \*\* | 276643 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 02-01-2052 | \*\* | 60654 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 03-01-2052 | \*\* | 228408 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 05-01-2052 | \*\* | 37441 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 06-01-2052 | \*\* | 673706 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 06-01-2052 | \*\* | 727780 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 06-01-2052 | \*\* | 790802 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 06-01-2052 | \*\* | 41194 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 07-01-2052 | \*\* | 1412295 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 08-01-2051 | \*\* | 28379 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3% 10-01-2051 | \*\* | 1324304 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 03-01-2052 | \*\* | 1095859 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 04-01-2052 | \*\* | 308473 |
| FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 05-01-2052 | \*\* | 682108 |
| FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-2050 | \*\* | 1555855 |
| FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-2052 | \*\* | 333033 |
| FEDERAL NATIONAL MORTGAGE ASSOC 4% 07-01-2053 | \*\* | 109731 |
| FEDERAL NATIONAL MORTGAGE ASSOC 5% 07-01-2052 | \*\* | 474000 |
| FEDERAL NATIONAL MORTGAGE ASSOC 5% 10-01-2053 | \*\* | 1843066 |
| FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 05-01-2053 | \*\* | 874775 |
| FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 09-01-2053 | \*\* | 2708883 |
| FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 11-01-2052 | \*\* | 2213388 |
| FEDERAL NATIONAL MORTGAGE ASSOC 6% 09-01-2054 | \*\* | 96520 |
| FEDERAL NATIONAL MORTGAGE ASSOC 6% 12-01-2052 | \*\* | 1454814 |
| FEDERAL NATIONAL MORTGAGE ASSOC 6.5% 01-01-2053 | \*\* | 708181 |
| FEDERAL NATIONAL MORTGAGE ASSOC FR SER 11-124 CL JF FLTG RT DUE 02-25-2041 | \*\* | 123864 |
| FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AL 2.944% 07-25-2039 | \*\* | 117918 |
| FEDERAL NATL MTG ASSN DISC NT 01-02-2025 | \*\* | 3999067 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH0210 4.5% 12-01-2040 BEO | \*\* | 302233 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH0864 4% 12-01-2040 BEO | \*\* | 5571 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH0943 4% DUE 12-01-2040 BEO | \*\* | 351612 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1115 4.5% 01-01-2041 BEO | \*\* | 599053 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1266 4% 01-01-2041 BEO | \*\* | 79751 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1508 4.5% 12-01-2040 BEO | \*\* | 289007 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1559 4% 12-01-2040 BEO | \*\* | 180293 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1560 4% 01-01-2041 BEO | \*\* | 287208 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH1565 4.5% 12-01-2040 BEO | \*\* | 107991 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH2442 4% 01-01-2041 BEO | \*\* | 14031 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH3203 4% DUE 01-01-2041 BEO | \*\* | 18446 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH4404 4% 01-01-2041 BEO | \*\* | 286206 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AH6958 ADJ RT DUE 02-01-2041 BEO | \*\* | 38659 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AI1051 4% DUE 06-01-2026 REG | \*\* | 9596 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AI1892 5% 05-01-2041 BEO | \*\* | 206779 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AI7778 4% 07-01-2041 BEO | \*\* | 2533 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AI8630 4% 07-01-2042 BEO | \*\* | 15212 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AI9940 5% 09-01-2041 BEO | \*\* | 179045 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AJ1884 FIXED 3.5% 02-01-2042 BEO | \*\* | 310189 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AJ2288 4% 09-01-2041 BEO | \*\* | 122900 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AJ4051 4% 10-01-2041 BEO | \*\* | 1429 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9317 4% 01-01-2042 BEO | \*\* | 370020 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9982 3.5% 08-01-2042 BEO | \*\* | 684521 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK0968 3% 02-01-2027 BEO | \*\* | 44332 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK1140 3% 02-01-2027 BEO | \*\* | 33245 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK1608 3% 01-01-2027 BEO | \*\* | 27751 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK5551 FIXED 4% 04-01-2042 BEO | \*\* | 916524 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AK6966 3% 03-01-2027 BEO | \*\* | 44534 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL0007 5% 12-01-2034 BEO | \*\* | 175199 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL0009 5.5% 12-01-2034 BEO | \*\* | 162814 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL0379 8% 12-01-2036 BEO | \*\* | 29776 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL0533 ADJ RT DUE 07-01-2041 BEO | \*\* | 111052 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL0998 4.5% 10-01-2041 BEO | \*\* | 104966 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL1945 3.5% 06-01-2042 BEO | \*\* | 138499 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL2151 3.5% 03-01-2042 BEO | \*\* | 323842 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL2389 3.5% 09-01-2042 BEO | \*\* | 296325 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL2465 3.0% 10-01-2027 | \*\* | 993625 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL3626 4% 09-01-2042 BEO | \*\* | 4055 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL3797 2.5% 06-01-2028 BEO | \*\* | 453805 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4043 3% 09-01-2028 BEO | \*\* | 587387 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4324 6.5% 05-01-2040 BEO | \*\* | 690397 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO | \*\* | 53271 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO | \*\* | 146494 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4895 3.5% 12-01-2028 BEO | \*\* | 286875 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL4936 3% 03-01-2029 BEO | \*\* | 208702 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL5232 3.5% 03-01-2029 BEO | \*\* | 480258 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL5674 4.5% 08-01-2044 BEO | \*\* | 542457 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL5760 4% 09-01-2043 BEO | \*\* | 12713 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL6185 3% 10-01-2029 BEO | \*\* | 491525 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL6605 3% 04-01-2030 BEO | \*\* | 115555 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL6851 2.5% 10-01-2043 BEO | \*\* | 240580 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL7204 5% 10-01-2043 BEO | \*\* | 22883 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL7320 3% 09-01-2030 BEO | \*\* | 169108 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL7430 3.5% DUE 08-01-2030 REG | \*\* | 386139 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL9397 3% 10-01-2046 BEO | \*\* | 659893 |
| FEDERAL NATL MTG ASSN GTD MTG POOL #AL9546 3.5% 11-01-2046 BEO | \*\* | 369791 |
| FEDERAL NATL MTG ASSN SR 2011-59 CL NZ 5.5 DUE 07-25-2041 | \*\* | 957884 |
| FEDERAL RLTY INVT TR 3.5% DUE 06-01-2030 | \*\* | 1557205 |
| FEDERAL SIGNAL CORP COM | \*\* | 6215999 |
| FEDEX CORP 3.25% DUE 04-01-2026 | \*\* | 1471007 |
| FEDEX CORP 4.4% DUE 01-15-2047 | \*\* | 202522 |
| FEDEX CORP 4.95% 10-17-2048 | \*\* | 218501 |
| FEDEX CORP COM | \*\* | 16131462 |
| FENBI LTD USD0.00001 | \*\* | 51177 |
| FERGUSON ENTERPRISES INC USD0.0001 | \*\* | 2995645 |
| FFNMA SER 2015-38 CL-PG 3.0% 08-25-2044 | \*\* | 984297 |
| FHLMC CMO SER 2248 CL FB FLTG DUE 09-15-2030 REG | \*\* | 839 |
| FHLMC FR SD8363 6% 09-01-2053 | \*\* | 260676 |
| FHLMC GOLD #A53630 A53630 6 10-01-2036 | \*\* | 70289 |
| FHLMC GOLD #G00473 7.5% DUE 05-01-2026 | \*\* | 17 |
| FHLMC GOLD 3% MBS 01/06/2029 USD'V6-0564' V60564 3 06-01-2029 | \*\* | 155467 |
| FHLMC GOLD 3% MBS 01/10/2046 USD'G6-7701' G67701 3 10-01-2046 | \*\* | 1218121 |
| FHLMC GOLD 3% MBS 01/10/2046 USD'Q4-3413' Q43413 3 10-01-2046 | \*\* | 234461 |
| FHLMC GOLD 3.5% MBS 01/01/2046 USD'Q3-8490' Q38490 3.5 01-01-2046 | \*\* | 1116427 |
| FHLMC GOLD 4.5% MBS 01/02/2048 USD'V8-3956' V83956 4.5 02-01-2048 | \*\* | 346683 |
| FHLMC GOLD A47999 5 08-01-2035 | \*\* | 98449 |
| FHLMC GOLD A62077 6 06-01-2037 | \*\* | 12956 |
| FHLMC GOLD A9-5825 4.0% DUE 12-01-2040 | \*\* | 123088 |
| FHLMC GOLD A95831 4.5 12-01-2040 | \*\* | 242602 |
| FHLMC GOLD C00522 7.0% 05-01-2027 | \*\* | 597 |
| FHLMC GOLD C00632 7 07-01-2028 | \*\* | 694 |
| FHLMC GOLD C00987 7.5 05-01-2030 | \*\* | 282 |
| FHLMC GOLD C01116 7.5 01-01-2031 | \*\* | 7212 |
| FHLMC GOLD C04272 3 10-01-2042 | \*\* | 514448 |
| FHLMC GOLD C80373 7.5% 01-01-2026 | \*\* | 7 |
| FHLMC GOLD C80379 7.0% 02-01-2026 | \*\* | 304 |
| FHLMC GOLD C80407 7.0% 06-01-2026 | \*\* | 35 |
| FHLMC GOLD C91908 3 01-01-2037 | \*\* | 235052 |
| FHLMC GOLD G02408 5.5 12-01-2036 | \*\* | 46919 |
| FHLMC GOLD G06506 4 12-01-2040 | \*\* | 429428 |
| FHLMC GOLD G06507 4 02-01-2041 | \*\* | 79082 |
| FHLMC GOLD G0-7388 3.5 05-01-2043 | \*\* | 485375 |
| FHLMC GOLD G07762 4.5 06-01-2044 | \*\* | 252742 |
| FHLMC GOLD G08372 4.5 11-01-2039 | \*\* | 97371 |
| FHLMC GOLD G08553 3 10-01-2043 | \*\* | 36672 |
| FHLMC GOLD G08793 4 12-01-2047 | \*\* | 68650 |
| FHLMC GOLD G67720 4.5 03-01-2049 | \*\* | 990363 |
| FHLMC GOLD GROUP #C00636 7.5 MTG PARTN CTF DUE 07-01-2028 REG | \*\* | 2044 |
| FHLMC GOLD J23935 3 05-01-2028 | \*\* | 47521 |
| FHLMC GOLD J2-7964 3 04-01-2029 | \*\* | 63273 |
| FHLMC GOLD J28196 3 05-01-2029 | \*\* | 558775 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FHLMC GOLD J29007 3 08-01-2029 | \*\* | 93439 |
| FHLMC GOLD J35097 2.5 08-01-2031 | \*\* | 191314 |
| FHLMC GOLD POOL #G00675 7.5% DUE 03-01-2027 | \*\* | 1063 |
| FHLMC GOLD POOL #G00869 7.5% DUE 01-01-2028 | \*\* | 1379 |
| FHLMC GOLD POOL #Q11288 3.5 09-01-2042 | \*\* | 115460 |
| FHLMC GOLD POOL #Q1-1788 3 DUE 10-01-2042 | \*\* | 68724 |
| FHLMC GOLD POOL #Q12052 Q12052 3.5 10-01-2042 | \*\* | 132533 |
| FHLMC GOLD POOL C00984 8 05-01-2030 | \*\* | 244 |
| FHLMC GOLD POOL G0-0529 7.5% DUE 08-01-2026 | \*\* | 43 |
| FHLMC GOLD POOL G01091 7 12-01-2029 | \*\* | 4179 |
| FHLMC GOLD POOL G67713 4.0% DUE 06-01-2048 | \*\* | 4028618 |
| FHLMC GOLD POOL J12398 FLTG RT 4.5% DUE 06-01-2025 | \*\* | 2051 |
| FHLMC GOLD POOL Q44963 3.5% 12-01-2046 | \*\* | 422471 |
| FHLMC GOLD POOL# U91254 4 DUE 04-01-2043 | \*\* | 278171 |
| FHLMC GOLD POOL#Q17792 3.5 DUE 05-01-2043 | \*\* | 688627 |
| FHLMC GOLD Q08998 3.5 06-01-2042 | \*\* | 236976 |
| FHLMC GOLD Q12520 3 10-01-2042 | \*\* | 30981 |
| FHLMC GOLD Q14326 2.5 01-01-2043 | \*\* | 308143 |
| FHLMC GOLD Q44452 3 11-01-2046 | \*\* | 411973 |
| FHLMC GOLD Q45458 4 08-01-2046 | \*\* | 110050 |
| FHLMC GOLD Q48338 4.5 05-01-2047 | \*\* | 23825 |
| FHLMC GOLD Q49494 4.5% 07-01-2047 | \*\* | 119180 |
| FHLMC GOLD U90291 4 10-01-2042 | \*\* | 43793 |
| FHLMC GOLD U90316 4 10-01-2042 | \*\* | 494048 |
| FHLMC GOLD U91619 4 06-01-2043 | \*\* | 271783 |
| FHLMC GOLD V60298 3.0% 10-01-2028 | \*\* | 75476 |
| FHLMC GOLD V60869 2.5 07-01-2030 | \*\* | 395530 |
| FHLMC GOLDPOOL #Q10241 3.5 08-01-2042 | \*\* | 128568 |
| FHLMC GROUP #C00516 8.0 MTG PARTN CTF DUE 05-01-2027 REG | \*\* | 416 |
| FHLMC GROUP #G00825 7.0 MTG PARTN CTF DUE 11-01-2027 REG | \*\* | 87 |
| FHLMC MULTICLASS SER 4102 CL EG 1.25% 09-15-2027 | \*\* | 60009 |
| FHLMC MULTICLASS 2.5% DUE 10-15-2033 REG | \*\* | 18357 |
| FHLMC MULTICLASS 2005-S001 CTF CL 2A2 VAR RATE 09-25-2045 | \*\* | 184174 |
| FHLMC MULTICLASS 3.5 07-15-2041 | \*\* | 8946 |
| FHLMC MULTICLASS 3122 CL FE FLTG 03-15-2036 | \*\* | 628588 |
| FHLMC MULTICLASS 5.0% DUE 07-15-2033 REG | \*\* | 198278 |
| FHLMC MULTICLASS FHLMC #80-0146 10-15-2037 | \*\* | 1103782 |
| FHLMC MULTICLASS FREDDIE MAC SER 2017-SR01 CL A3G 3.089% 11-25-2027 | \*\* | 2916294 |
| FHLMC MULTICLASS PREASSIGN 00320 4.5 09-15-2034 | \*\* | 195071 |
| FHLMC MULTICLASS PREASSIGN 00366 5 08-15-2035 | \*\* | 162322 |
| FHLMC MULTICLASS SER 004281 CL LG 4 01-15-2043 | \*\* | 755618 |
| FHLMC MULTICLASS SER 004293 CL KG 3.0% DUE 08-15-2043 REG | \*\* | 314164 |
| FHLMC MULTICLASS SER 004302 CL HF 01-15-2038 | \*\* | 201275 |
| FHLMC MULTICLASS SER 004579 CL FD 01-15-2038 | \*\* | 124336 |
| FHLMC MULTICLASS SER 004582 CL PA 3 11-15-2045 | \*\* | 4608692 |
| FHLMC MULTICLASS SER 004711 CL HA 3 12-15-2043 | \*\* | 47995 |
| FHLMC MULTICLASS SER 004774 CL LP 3.5% 09-15-2046 | \*\* | 338296 |
| FHLMC MULTICLASS SER 004864 CL TZ 4 12-15-2048 | \*\* | 518381 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FHLMC MULTICLASS SER 004877 CL CA 3 04-15-2034 | \*\* | 957965 |
| FHLMC MULTICLASS SER 004936 CL AP 2.5 09-25-2048 | \*\* | 3283722 |
| FHLMC MULTICLASS SER 005048 CL B 1% 05-25-2033 | \*\* | 886646 |
| FHLMC MULTICLASS SER 18-4 CL MA 3.5% FIXED UE 11-25-2057 REG | \*\* | 210082 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% 07-25-2058 REG | \*\* | 554845 |
| FHLMC MULTICLASS SER 2113 CL MW 6.5 01-15-2029 | \*\* | 23859 |
| FHLMC MULTICLASS SER 2135 CL OH 6.5 03-15-2029 | \*\* | 24653 |
| FHLMC MULTICLASS SER 2175 CL TH 6 07-15-2029 | \*\* | 20706 |
| FHLMC MULTICLASS SER 2319 CL PZ 6.5 05-15-2031 | \*\* | 91330 |
| FHLMC MULTICLASS SER 2338 CL ZC 6.5 07-15-2031 | \*\* | 37722 |
| FHLMC MULTICLASS SER 2430 CL WF 6.5 03-15-2032 REG | \*\* | 15807 |
| FHLMC MULTICLASS SER 2663 CL Z 5.5 08-15-2033 | \*\* | 285039 |
| FHLMC MULTICLASS SER 2792 CL MB 5.5% 05-15-2034 | \*\* | 1949223 |
| FHLMC MULTICLASS SER 2980 CL QA 6 05-15-2035 | \*\* | 18927 |
| FHLMC MULTICLASS SER 3005 CL ED 5 07-15-2025 | \*\* | 657 |
| FHLMC MULTICLASS SER 3108 CL FP 12-15-2035 | \*\* | 673321 |
| FHLMC MULTICLASS SER 3117 CL FE FLT RT 02-15-2036 | \*\* | 191738 |
| FHLMC MULTICLASS SER 3153 CL UF 05-15-2036 | \*\* | 1820245 |
| FHLMC MULTICLASS SER 3187 CL Z 5 07-15-2036 | \*\* | 39260 |
| FHLMC MULTICLASS SER 3531 CL FA 05-15-2039 | \*\* | 439858 |
| FHLMC MULTICLASS SER 3564 CL AL FLT RT 08-15-2036 | \*\* | 35197 |
| FHLMC MULTICLASS SER 3578 CL VZ 5.5 08-15-2036 | \*\* | 175592 |
| FHLMC MULTICLASS SER 3648 CL CY 4.5% DUE 03-15-2030 | \*\* | 27990 |
| FHLMC MULTICLASS SER 3649 CL BW 4 03-15-2025 | \*\* | 1091 |
| FHLMC MULTICLASS SER 3653 CL HJ 5 04-15-2040 | \*\* | 45818 |
| FHLMC MULTICLASS SER 3662 CL PJ 5 DUE 04-15-2040 | \*\* | 44011 |
| FHLMC MULTICLASS SER 3677 CL PB 4.5 DUE 05-15-2040 REG | \*\* | 42376 |
| FHLMC MULTICLASS SER 3746 CL KL 3.25 04-15-2040 | \*\* | 265256 |
| FHLMC MULTICLASS SER 3846 CL KA 3.5 03-15-2026 | \*\* | 29401 |
| FHLMC MULTICLASS SER 3939 CL BZ 4.5 06-15-2041 | \*\* | 504938 |
| FHLMC MULTICLASS SER 3956 CL EB 3.25 11-15-2041 | \*\* | 513723 |
| FHLMC MULTICLASS SER 3966 CL VZ 4 12-15-2041 | \*\* | 230565 |
| FHLMC MULTICLASS SER 4016 CL CA 2% 07-15-2041 | \*\* | 73612 |
| FHLMC MULTICLASS SER 4018 CL AL 2.0% 03-15-2027 REG | \*\* | 39410 |
| FHLMC MULTICLASS SER 4059 CL DA 2.0% 02-15-2041 REG | \*\* | 69045 |
| FHLMC MULTICLASS SER 406 CL F43 FLTG RT 10-25-2053 | \*\* | 6006265 |
| FHLMC MULTICLASS SER 4100 CL EC 1.5 DUE 08-15-2027 REG | \*\* | 34414 |
| FHLMC MULTICLASS SER 4118 CL PD 1.5 05-15-2042 | \*\* | 112372 |
| FHLMC MULTICLASS SER 4148 CL JB 1.5 12-15-2027 | \*\* | 40373 |
| FHLMC MULTICLASS SER 4150 CL FN FLTG 07-15-2041 | \*\* | 635849 |
| FHLMC MULTICLASS SER 4170 CL TC 1.625 02-15-2028 | \*\* | 42488 |
| FHLMC MULTICLASS SER 4171 CL NG 2 06-15-2042 | \*\* | 307344 |
| FHLMC MULTICLASS SER 4176 CL HA 4 DUE 12-15-2042 | \*\* | 105636 |
| FHLMC MULTICLASS SER 4188 CL AG 2 04-15-2028 | \*\* | 16939 |
| FHLMC MULTICLASS SER 4198 CL PN 3 02-15-2033 | \*\* | 37300 |
| FHLMC MULTICLASS SER 4198 CL QP 4.0% 01-15-2033 | \*\* | 327489 |
| FHLMC MULTICLASS SER 4203 CL DG 2.25% DUE 04-15-2033 REG | \*\* | 146440 |
| FHLMC MULTICLASS SER 4261 CL DA 2.5% DUE06-15-2032 | \*\* | 46607 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FHLMC MULTICLASS SER 4268 CL BP 4.25 08-15-2042 | \*\* | 953453 |
| FHLMC MULTICLASS SER 4281 CL MP 3.75% 12-15-2043 | \*\* | 241558 |
| FHLMC MULTICLASS SER 4331 CL EA 4 03-15-2043 | \*\* | 171982 |
| FHLMC MULTICLASS SER 4338 CL A 2.5% 05-15-2044 | \*\* | 498140 |
| FHLMC MULTICLASS SER 4373 CL PA 3 02-15-2043 | \*\* | 289019 |
| FHLMC MULTICLASS SER 4374 CL GA 3.0% 09-15-2036 | \*\* | 666707 |
| FHLMC MULTICLASS SER 4457 CL BA 3.0% DUE07-15-2039 | \*\* | 319368 |
| FHLMC MULTICLASS SER 4458 CL CB 2.0% 2.0% DUE 11-15-2028 REG | \*\* | 29772 |
| FHLMC MULTICLASS SER 4479 CL AG 2 03-15-2026 | \*\* | 13026 |
| FHLMC MULTICLASS SER 4480 CL EA 3.5 11-15-2043 | \*\* | 377853 |
| FHLMC MULTICLASS SER 4482 CL CA 3.0% 04-15-2034 | \*\* | 749321 |
| FHLMC MULTICLASS SER 4631 CL AE 3.5 05-15-2044 | \*\* | 1212594 |
| FHLMC MULTICLASS SER 4631 CL VA 3.5% 02-15-2028 | \*\* | 636491 |
| FHLMC MULTICLASS SER T-34 CL A1V 07-25-2031 | \*\* | 2332026 |
| FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-2044 | \*\* | 200356 |
| FHLMC MULTICLASS SER-4777 CL-CB 3.5% 10-15-2045 REG | \*\* | 1489514 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% 06-25-2028 | \*\* | 575371 |
| FHLMC MULTICLASS SR 24-1 CL MT 3 11-25-2063 | \*\* | 1025 |
| FHLMC MULTICLASS SR 3814 CL B 3 02-15-2026 | \*\* | 141958 |
| FHLMC MULTICLASS SR 4569 CL JA FLTG 3.0% 03-15-2042 | \*\* | 818953 |
| FHLMC MULTICLASS SR K506 CL A2 4.65% 08-25-2028 | \*\* | 3790774 |
| FHLMC MULTICLASS TRANCHE 00045 2.952 02-25-2027 | \*\* | 910204 |
| FHLMC MULTICLASS TRANCHE 00112 3.176 11-25-2028 | \*\* | 773068 |
| FHLMC MULTICLASS TRANCHE 00544 2.2 07-25-2025 | \*\* | 239145 |
| FHLMC MULTICLASSSER 3613 CL HJ 5.5 DUE 12-15-2039 REG | \*\* | 124253 |
| FHLMC POOL #1B8062 ADJ RT 03-01-2041 | \*\* | 13672 |
| FHLMC POOL #1G1381 ADJ RT 12-01-2036 | \*\* | 10032 |
| FHLMC POOL #1J1467 ADJ RT 12-01-2036 | \*\* | 29235 |
| FHLMC POOL #1J1492 ADJ RT 11-01-2036 | \*\* | 10508 |
| FHLMC POOL #2B4296 ADJ RT 06-01-2045 | \*\* | 497583 |
| FHLMC POOL #3132D9KK9 6.0% 01-01-2030 | \*\* | 2632202 |
| FHLMC POOL #3132DV6Q3 2 07-01-2050 | \*\* | 1114409 |
| FHLMC POOL #C00650 7 09-01-2028 | \*\* | 492 |
| FHLMC POOL #G08788 3.5 11-01-2047 | \*\* | 142235 |
| FHLMC POOL #Q25818 4.5 04-01-2044 | \*\* | 829955 |
| FHLMC POOL #Q25819 4.5 04-01-2044 | \*\* | 773123 |
| FHLMC POOL #QA7477 3.0% DUE 03-01-2050 | \*\* | 2073319 |
| FHLMC POOL #QC7397 3.0% 09-01-2051 | \*\* | 790754 |
| FHLMC POOL #QC-9154 3% DUE 10-01-2051 REG | \*\* | 349712 |
| FHLMC POOL #QC-9556 2.5% DUE 10-01-2051 REG | \*\* | 688176 |
| FHLMC POOL #QE0992 3.0% 04-01-2052 | \*\* | 690804 |
| FHLMC POOL #QE3984 3.0% 05-01-2052 | \*\* | 1259415 |
| FHLMC POOL #QG2979 3.0% 05-01-2053 | \*\* | 62372 |
| FHLMC POOL #RA1293 3.0% DUE 09-01-2049 | \*\* | 902271 |
| FHLMC POOL #RA6486 3.0% 12-01-2051 | \*\* | 4818982 |
| FHLMC POOL #RA9079 6.5% 05-01-2053 | \*\* | 260498 |
| FHLMC POOL #RA-9080 6.5% 05-01-2053 | \*\* | 318293 |
| FHLMC POOL #RA-9081 6.5% 05-01-2053 | \*\* | 503844 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FHLMC POOL #RA9437 5.5% 07-01-2053 | \*\* | 441774 |
| FHLMC POOL #SB8123 2.0% 09-01-2036 | \*\* | 344649 |
| FHLMC POOL #SC0405 3.5% 11-01-2038 | \*\* | 420478 |
| FHLMC POOL #SD0849 2.5% DUE 01-01-2052 | \*\* | 511451 |
| FHLMC POOL #SD1967 4.0% 10-01-2052 | \*\* | 10522648 |
| FHLMC POOL #SD2269 3% 01-01-2052 | \*\* | 3158768 |
| FHLMC POOL #SD2723 5.5% 03-01-2053 | \*\* | 629224 |
| FHLMC POOL #SD5143 6.0% 04-01-2054 | \*\* | 1588455 |
| FHLMC POOL #SD5384 5.5% 07-01-2053 | \*\* | 479971 |
| FHLMC POOL #SD5691 6.0% 06-01-2054 | \*\* | 1105464 |
| FHLMC POOL #SD5709 6.0% 07-01-2054 | \*\* | 771520 |
| FHLMC POOL #SD5876 6.0% 05-01-2054 | \*\* | 1082169 |
| FHLMC POOL #SD7509 3.0% DUE 11-01-2049 REG | \*\* | 641500 |
| FHLMC POOL #SD-8113 2.0% 11-01-2050 | \*\* | 278095 |
| FHLMC POOL #SD-8121 2.0% DUE 12-01-2050 REG | \*\* | 3350185 |
| FHLMC POOL #SD8335 3.0% 04-01-2053 | \*\* | 98362 |
| FHLMC POOL 846661 ADJ RT DUE 02-01-2029 | \*\* | 100 |
| FHLMC POOL SD5416 5.5% 04-01-2054 | \*\* | 385371 |
| FHLMC POOL# SD2688 5.5% 04-01-2053 | \*\* | 869589 |
| FHLMC POOL# SD2866 4.0% 07-01-2049 | \*\* | 392745 |
| FHLMC POOL#SD2981 6.5% 05-01-2053 | \*\* | 478206 |
| FHLMC SER 3645 CL KP 5 02-15-2040 | \*\* | 194709 |
| FHLMC SR 5440 CL F FLTG 08-25-2054 | \*\* | 2082457 |
| FHLMC SR 5482 CL FC FLTG RT 12-25-2054 | \*\* | 875876 |
| FHLMC UMBS 20Y FIXED 2% 12-01-2041 | \*\* | 1302743 |
| FHLMC UMBS 30Y FIXED 2% 02-01-2051 | \*\* | 1186054 |
| FHLMC UMBS 30Y FIXED 2% 02-01-2051 | \*\* | 211295 |
| FHLMC UMBS 30Y FIXED 2% 03-01-2051 | \*\* | 226110 |
| FHLMC UMBS 30Y FIXED 2% 03-01-2051 | \*\* | 217706 |
| FHLMC UMBS 30Y FIXED 2% 03-01-2051 | \*\* | 235527 |
| FHLMC UMBS 30Y FIXED 2% 11-01-2051 | \*\* | 259304 |
| FHLMC UMBS 30Y FIXED 2.5% 08-01-2051 | \*\* | 1822278 |
| FHLMC UMBS 30Y FIXED 3% 02-01-2052 | \*\* | 16578 |
| FHLMC UMBS 30Y FIXED 3% 06-01-2050 | \*\* | 319835 |
| FHLMC UMBS 30Y FIXED 3% 06-01-2052 | \*\* | 684000 |
| FHLMC UMBS 30Y FIXED 3% 10-01-2052 | \*\* | 542904 |
| FHLMC UMBS 30Y FIXED 5% 04-01-2053 | \*\* | 1209317 |
| FHLMC UMBS 30Y FIXED 6% 04-01-2054 | \*\* | 484938 |
| FHLMC UMBS 30Y FIXED 6.5% 02-01-2054 | \*\* | 962722 |
| FHLMC UMBS 30Y FIXED 6.5% 04-01-2053 | \*\* | 771006 |
| FHLMC UMBS 30Y FIXED 6.5% 04-01-2054 | \*\* | 969779 |
| FHLMC UMBS 30Y FXD 2.5% DUE 02-01-2052 | \*\* | 589267 |
| FHLMC UMBS 30Y FXD 5% DUE 02-01-2053 | \*\* | 4459414 |
| FIDELIS INSURANCE HOLDINGS LIMITED | \*\* | 368946 |
| FIDELITY NATIONAL INFORMATION SERVICES INC 1.15% 03-01-2026 | \*\* | 2018202 |
| FIDELITY NATL FINL INC NEW FORMERLY FIDELITY COMMON STOCK | \*\* | 8593518 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FIDELITY NATL INFORMATION SVCS INC COM STK | \*\* | 15338223 |
| FIFTH THIRD BANCORP 5.631% 01-29-2032 | \*\* | 131436 |
| FIFTH THIRD BANCORP 6.339% 07-27-2029 | \*\* | 1281173 |
| FIH MOBILE LTD USD0.04 | \*\* | 95222 |
| FILA HOLDINGS CORP | \*\* | 95812 |
| FILTRONIC PLC ORD GBP0.001 | \*\* | 43879 |
| FINANCIAL PARTNERS GROUP CO LTD NPV | \*\* | 747881 |
| FINCANTIERI SPA NPV | \*\* | 1205987 |
| FINNING INTL INC COM NPV | \*\* | 311246 |
| FINNVERA PLC SR NT 144A 2.375% DUE 06-04-2025 BEO | \*\* | 396650 |
| FIRST AMERN FINL CORP COM STK | \*\* | 6503376 |
| FIRST HORIZON CORPORATION COM | \*\* | 1090561 |
| FIRST INTERNET BANCORP COM STK | \*\* | 78458 |
| FIRSTENERGY CORP 1.6% DUE 01-15-2026/06-08-2020 REG | \*\* | 375986 |
| FIRSTENERGY CORP 3.9% 07-15-2027 | \*\* | 4469706 |
| FIRSTENERGY CORP FIXED 2.25% DUE 09-01-2030 | \*\* | 1655368 |
| FIRSTENERGY TRANSMISSION LLC SR NT 144A 4.55% 04-01-2049 | \*\* | 138317 |
| FIRSTGROUP ORD GBP0.05 | \*\* | 643314 |
| FIRSTKEY HOMES 2021-SFR1 TR 1.788% 08-17-2038 | \*\* | 2613267 |
| FIRSTKEY HOMES 2021-SFR1 TR 2.389% 08-17-2038 | \*\* | 1236550 |
| FIRSTSOURCE SOLUTI INR10 | \*\* | 88702 |
| FISERV INC 3.5% DUE 07-01-2029 | \*\* | 6923675 |
| FISERV INC 5.15% 08-12-2034 | \*\* | 488691 |
| FISERV INC 5.15% 08-12-2034 | \*\* | 6255245 |
| FISERV INC 5.15% 03-15-2027 | \*\* | 531172 |
| FISERV INC 5.375% 08-21-2028 | \*\* | 2280834 |
| FISERV INC 5.45% DUE 03-02-2028 | \*\* | 1668950 |
| FISERV INC 5.6% DUE 03-02-2033 | \*\* | 506722 |
| FIT HON TENG LTD COMM STCK | \*\* | 819000 |
| FITIPOWER INTEGRATED TECHNOLOGY INC TWD10 | \*\* | 127652 |
| FIVE 2023-V1 MTG TR COML MTG PASS THRU CTF CL 5.1719% 02-10-2056 | \*\* | 6068937 |
| FIVERR INTERNATIONAL LTD COM | \*\* | 936098 |
| FJ NEXT HOLDINGS CO LTD NPV | \*\* | 41644 |
| FL PWR & LT CO 3.8% DUE 12-15-2042 | \*\* | 95163 |
| FL PWR & LT CO 3.95% 03-01-2048 | \*\* | 157278 |
| FL PWR & LT CO 4.05% DUE 06-01-2042 | \*\* | 189745 |
| FLAGSHIP CR AUTO 1.46% DUE 09-15-2027 | \*\* | 2536631 |
| FLAGSHIP CR AUTO 4.03% DUE 12-15-2026 | \*\* | 432902 |
| FLAGSHIP CR AUTO 5.38% DUE 12-15-2026 | \*\* | 38871 |
| FLEX INTERMEDIATE HOLDCO SR SECD NT 144A4.317% 12-30-2039 | \*\* | 514723 |
| FLEX LTD COM USD0.01 | \*\* | 869034 |
| FLOOR & DECOR HLDGS INC CL A CL A | \*\* | 78265 |
| FLORIDA POWER & LIGHT COMPANY 5.05% DUE 04-01-2028 | \*\* | 842110 |
| FLORIDA PWR & LT CO 4.4% 05-15-2028 | \*\* | 1000140 |
| FLORIDA ST BRD ADMIN FIN CORP REV 1.258%07-01-2025 | \*\* | 7496834 |
| FLORIDA ST BRD ADMIN FIN CORP REV 5.526%07-01-2034 BEO TAXABLE | \*\* | 3939074 |
| FLOWERS FOODS INC COM | \*\* | 6028237 |
| FLOWSERVE CORP COM | \*\* | 8869124 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FLUENCE ENERGY INC CL A CL A | \*\* | 267451 |
| FLUGHAFEN ZURICH A CHF10(REGD) POST SPLIT | \*\* | 567381 |
| FLUIDRA SA EUR1 | \*\* | 84658 |
| FLUOR CORP NEW COM | \*\* | 5875146 |
| FLYWIRE CORP COM VTG COM VTG | \*\* | 525130 |
| FMC CORP 3.45% DUE 10-01-2029 | \*\* | 2546357 |
| FNMA POOL #QA6364 3.5% 01-01-2050 | \*\* | 412625 |
| FNMA . POOL #AO6482 ADJ RT DUE 07-01-2042 BEO | \*\* | 9719 |
| FNMA .81% DUE 09-25-2028 | \*\* | 5235916 |
| FNMA 0.5% DUE 06-17-2025 REG | \*\* | 2934843 |
| FNMA 0.87% DUE 08-05-2030 | \*\* | 177506 |
| FNMA 01/04/2051 POOL #BR7745 2% DUE 04-01-2051 BEO | \*\* | 206173 |
| FNMA 2% CMO 25/08/2040 USD'PB' 2 08-25-2040 | \*\* | 48874 |
| FNMA 2.0% DUE 02-25-2043 REG | \*\* | 202763 |
| FNMA 2.5% 11-01-2041 | \*\* | 391597 |
| FNMA 2.5% DUE 02-01-2036 | \*\* | 858416 |
| FNMA 2.5% MBS 01/05/2051 USD'BR1001F' POOL #BR1001 2.5% DUE 05-01-2051 BEO | \*\* | 239879 |
| FNMA 2004-W1 CL-2A1 6.5% DUE 12-25-2043 | \*\* | 51282 |
| FNMA 2011-74 CL QM 4.5 11-25-2040 | \*\* | 145074 |
| FNMA 3% 06-01-2050 | \*\* | 442970 |
| FNMA 3% DUE 05-01-2052 | \*\* | 51963 |
| FNMA 3% DUE 05-01-2052 | \*\* | 18217502 |
| FNMA 3% DUE 10-01-2050 | \*\* | 522403 |
| FNMA 3% DUE 12-01-2051 | \*\* | 876201 |
| FNMA 4% MBS 01/10/2048 USD'CA2472F' POOL#CA2472 4% DUE 10-01-2048 BEO | \*\* | 530487 |
| FNMA 4.5% DUE 03-25-2037 BEO | \*\* | 678048 |
| FNMA 4.5% MBS 01/04/2049 USD'BN5404F' POOL #BN5404 4.5% DUE 04-01-2049 BEO | \*\* | 473884 |
| FNMA 4.5% MBS 01/07/2029 USD'BO1834F' POOL #BO1834 4.5% DUE 07-01-2029 BEO | \*\* | 512570 |
| FNMA AR9203 3.5 DUE 03-01-2043 | \*\* | 422034 |
| FNMA BS9323 4.855% 08-01-2028 | \*\* | 1510605 |
| FNMA CMO SER 2002-86 CL PG 6 09-25-2032 BEO | \*\* | 39775 |
| FNMA DTD 11/03/2000 6.625 11-15-2030 | \*\* | 2488023 |
| FNMA DTD 12/27/2001 ZCP NT 0 DUE 03-17-2031 | \*\* | 643368 |
| FNMA FLTG RT SER 16-62 CL FH 09-25-2046 | \*\* | 1723481 |
| FNMA FLTG RT SER 19-14 CL FA 04-25-2049 REG | \*\* | 1697829 |
| FNMA FNMA # FS5270 5.5% 07-01-2053 | \*\* | 873375 |
| FNMA FNMA # MA5190 5.5% 11-01-2053 | \*\* | 6240095 |
| FNMA FNMA 11-25-2046 | \*\* | 582020 |
| FNMA FNR 2006-127 CL-FD FLTG RT 07-25-2036 | \*\* | 593632 |
| FNMA FNR 2007-58 FLTG RT 06-25-2037 | \*\* | 561294 |
| FNMA FNR 2011-75 ME 3 08-25-2026 | \*\* | 30978 |
| FNMA FNR 2012-37 BF FLTG RT 12-25-2035 | \*\* | 480202 |
| FNMA FR CMO 25/02/2037 USD1000'DF' 2007-4 02-25-2037 | \*\* | 144690 |
| FNMA FR CMO 25/06/2037 USD1000 'EF' '2007-54 06-25-2037 | \*\* | 1459331 |
| FNMA FR CMO 25/10/2037 USD1000 A7 10-25-2037 | \*\* | 6956 |
| FNMA POOL #190353 5% 08-01-2034 BEO | \*\* | 1842 |
| FNMA POOL #190357 5% 03-01-2035 BEO | \*\* | 1429 |
| FNMA POOL #190360 5% 08-01-2035 BEO | \*\* | 1112 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #190377 5% 11-01-2036 BEO | \*\* | 48299 |
| FNMA POOL #253947 8% DUE 08-01-2031 REG | \*\* | 9948 |
| FNMA POOL #254223 7.5% DUE 02-01-2032 REG | \*\* | 100 |
| FNMA POOL #256901 6.5% 09-01-2037 BEO | \*\* | 1202 |
| FNMA POOL #256937 6.5% 10-01-2037 BEO | \*\* | 1720 |
| FNMA POOL #257239 5.5% 06-01-2028 BEO | \*\* | 13731 |
| FNMA POOL #313947 7% 01-01-2028 BEO | \*\* | 132 |
| FNMA POOL #330126 7.1% 08-01-2025 BEO | \*\* | 1061 |
| FNMA POOL #331427 ADJ RT DUE 11-01-2025 REG | \*\* | 303 |
| FNMA POOL #347547 ADJ RT DUE 08-01-2026 BEO | \*\* | 38 |
| FNMA POOL #347633 7.25% 07-01-2026 BEO | \*\* | 2620 |
| FNMA POOL #362968 ADJ RT DUE 01-01-2026 REG | \*\* | 1997 |
| FNMA POOL #371073 7.5% 02-01-2027 BEO | \*\* | 1303 |
| FNMA POOL #396439 7.5% 11-01-2027 BEO | \*\* | 2691 |
| FNMA POOL #397256 7.5% 10-01-2027 BEO | \*\* | 140 |
| FNMA POOL #398754 7.5% 09-01-2027 BEO | \*\* | 1430 |
| FNMA POOL #401788 7.5 GTD MTG PASS THRU CTF DUE 10-01-2027 REG | \*\* | 92 |
| FNMA POOL #479545 7% DUE 08-01-2029 REG | \*\* | 284 |
| FNMA POOL #503573 7% DUE 10-01-2029 REG | \*\* | 1092 |
| FNMA POOL #509662 7% DUE 08-01-2029 REG | \*\* | 235 |
| FNMA POOL #511384 7% 09-01-2029 BEO | \*\* | 468 |
| FNMA POOL #515518 7% DUE 10-01-2029 REG | \*\* | 1744 |
| FNMA POOL #523486 8% DUE 08-01-2030 REG | \*\* | 370 |
| FNMA POOL #534194 8% DUE 04-01-2030 REG | \*\* | 458 |
| FNMA POOL #545204 ADJ RT DUE 05-01-2036 REG | \*\* | 3304 |
| FNMA POOL #545278 7.5% DUE 11-01-2031 REG | \*\* | 14036 |
| FNMA POOL #554482 7.5% 10-01-2030 BEO | \*\* | 15876 |
| FNMA POOL #593848 8% 07-01-2031 BEO | \*\* | 11860 |
| FNMA POOL #602065 7% DUE 09-01-2031 REG | \*\* | 14002 |
| FNMA POOL #60680 ADJ RT DUE 02-01-2028 REG | \*\* | 1700 |
| FNMA POOL #609504 7% DUE 10-01-2031 REG | \*\* | 39921 |
| FNMA POOL #725946 5.5% 11-01-2034 BEO | \*\* | 25319 |
| FNMA POOL #735061 6% 11-01-2034 BEO | \*\* | 279075 |
| FNMA POOL #735382 5% 04-01-2035 BEO | \*\* | 181059 |
| FNMA POOL #735500 5.5% 05-01-2035 BEO | \*\* | 264131 |
| FNMA POOL #735501 6% 05-01-2035 BEO | \*\* | 63936 |
| FNMA POOL #735503 6% 04-01-2035 BEO | \*\* | 80365 |
| FNMA POOL #735561 FLTG DUE 04-01-2034 | \*\* | 25126 |
| FNMA POOL #735580 5% 06-01-2035 BEO | \*\* | 86155 |
| FNMA POOL #735676 5% 07-01-2035 BEO | \*\* | 59996 |
| FNMA POOL #735893 5% 10-01-2035 BEO | \*\* | 24794 |
| FNMA POOL #735989 5.5% 02-01-2035 BEO | \*\* | 368084 |
| FNMA POOL #745140 5% 11-01-2035 BEO | \*\* | 347124 |
| FNMA POOL #745327 6% DUE 03-01-2036 REG | \*\* | 42072 |
| FNMA POOL #745412 5.5% 12-01-2035 BEO | \*\* | 203408 |
| FNMA POOL #745885 6% 10-01-2036 BEO | \*\* | 129694 |
| FNMA POOL #745948 6.5% DUE 10-01-2036 BEO | \*\* | 13761 |
| FNMA POOL #813599 ADJ RT DUE 01-01-2036 BEO | \*\* | 21523 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #831561 6.5% 05-01-2036 BEO | \*\* | 4531 |
| FNMA POOL #833600 6.5% DUE 11-01-2035 REG | \*\* | 2127 |
| FNMA POOL #836464 ADJ RT DUE 10-01-2035 BEO | \*\* | 12864 |
| FNMA POOL #836852 ADJ RT DUE 10-01-2035 BEO | \*\* | 7944 |
| FNMA POOL #843823 ADJ RT DUE 11-01-2035 BEO | \*\* | 6817 |
| FNMA POOL #843997 6.504% 11-01-2035 BEO | \*\* | 2585 |
| FNMA POOL #844052 4.065 11-01-2035 BEO | \*\* | 1669 |
| FNMA POOL #844148 6.573% 11-01-2035 BEO | \*\* | 3282 |
| FNMA POOL #844237 ADJ RT DUE 11-01-2035 BEO | \*\* | 2512 |
| FNMA POOL #844789 6.558% 11-01-2035 BEO | \*\* | 4035 |
| FNMA POOL #866888 ADJ RT DUE 01-01-2036 BEO | \*\* | 4667 |
| FNMA POOL #879067 ADJ RT DUE 04-01-2036 BEO | \*\* | 98946 |
| FNMA POOL #880870 6.5% 03-01-2036 BEO | \*\* | 9593 |
| FNMA POOL #884773 ADJ RT DUE 10-01-2036 BEO | \*\* | 53162 |
| FNMA POOL #888637 6% 09-01-2037 BEO | \*\* | 21288 |
| FNMA POOL #888890 6.5% DUE 10-01-2037 BEO | \*\* | 40078 |
| FNMA POOL #888893 5.5% 08-01-2037 BEO | \*\* | 9345 |
| FNMA POOL #889072 6.5% 12-01-2037 BEO | \*\* | 45970 |
| FNMA POOL #889190 6% 03-01-2038 BEO | \*\* | 17896 |
| FNMA POOL #889579 6% DUE 05-01-2038 REG | \*\* | 291435 |
| FNMA POOL #890236 4.5% 08-01-2040 BEO | \*\* | 17283 |
| FNMA POOL #890268 6.5% 10-01-2038 BEO | \*\* | 65115 |
| FNMA POOL #890594 3% 01-01-2029 BEO | \*\* | 60213 |
| FNMA POOL #890604 4.5% 10-01-2044 BEO | \*\* | 690038 |
| FNMA POOL #890827 3.5% 12-01-2037 BEO | \*\* | 121589 |
| FNMA POOL #890843 3% 09-01-2047 BEO | \*\* | 2538722 |
| FNMA POOL #891654 6.5% DUE 06-01-2036 REG | \*\* | 71099 |
| FNMA POOL #902425 ADJ RT DUE 11-01-2036 | \*\* | 9686 |
| FNMA POOL #903261 6% 10-01-2036 BEO | \*\* | 1415 |
| FNMA POOL #906666 6.5% 12-01-2036 BEO | \*\* | 2813 |
| FNMA POOL #908172 6.5% DUE 01-01-2037 REG | \*\* | 429 |
| FNMA POOL #914875 6.5% DUE 04-01-2037 REG | \*\* | 65180 |
| FNMA POOL #918653 6% 06-01-2037 BEO | \*\* | 739 |
| FNMA POOL #928746 6.5% DUE 09-01-2037 REG | \*\* | 4312 |
| FNMA POOL #929298 5% 03-01-2038 BEO | \*\* | 5615 |
| FNMA POOL #931307 4.5% 06-01-2039 BEO | \*\* | 83289 |
| FNMA POOL #931991 4.5% 09-01-2039 BEO | \*\* | 127170 |
| FNMA POOL #932058 4.5% 10-01-2039 BEO | \*\* | 67073 |
| FNMA POOL #932426 4.5% 01-01-2040 BEO | \*\* | 407035 |
| FNMA POOL #932495 4.5% 02-01-2040 BEO | \*\* | 33648 |
| FNMA POOL #932669 4.5% 03-01-2040 BEO | \*\* | 2184 |
| FNMA POOL #932850 4% 12-01-2040 BEO | \*\* | 52753 |
| FNMA POOL #933409 5% 03-01-2038 BEO | \*\* | 4005 |
| FNMA POOL #933638 ADJ RT DUE 08-01-2038 BEO | \*\* | 25985 |
| FNMA POOL #942798 6.5% DUE 08-01-2037 REG | \*\* | 13301 |
| FNMA POOL #943699 6.5% DUE 08-01-2037 REG | \*\* | 6810 |
| FNMA POOL #946065 6.5% 09-01-2037 BEO | \*\* | 7522 |
| FNMA POOL #948849 6% 08-01-2037 BEO | \*\* | 15662 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #955762 6.5% 10-01-2037 BEO | \*\* | 2838 |
| FNMA POOL #962062 5% 03-01-2038 BEO | \*\* | 5858 |
| FNMA POOL #962444 5% DUE 04-01-2038 BEO | \*\* | 8283 |
| FNMA POOL #971053 4.5% 02-01-2039 BEO | \*\* | 8938 |
| FNMA POOL #972571 5% 03-01-2038 BEO | \*\* | 11561 |
| FNMA POOL #972572 5% DUE 03-01-2038 REG | \*\* | 791 |
| FNMA POOL #973161 6.5% 02-01-2038 BEO | \*\* | 43343 |
| FNMA POOL #975184 5% 03-01-2038 BEO | \*\* | 6070 |
| FNMA POOL #975441 5% DUE 03-01-2038 REG | \*\* | 2657 |
| FNMA POOL #979973 5% 09-01-2036 BEO | \*\* | 1753 |
| FNMA POOL #987325 ADJ RT DUE 09-01-2038 BEO | \*\* | 50947 |
| FNMA POOL #995067 6% 09-01-2036 BEO | \*\* | 430575 |
| FNMA POOL #995149 6.5% 10-01-2038 BEO | \*\* | 42689 |
| FNMA POOL #995899 6% 02-01-2038 BEO | \*\* | 32704 |
| FNMA POOL #AA0472 4% 03-01-2039 BEO | \*\* | 31536 |
| FNMA POOL #AA2700 5% 01-01-2039 BEO | \*\* | 2443 |
| FNMA POOL #AB3701 4.5% 10-01-2041 BEO | \*\* | 231577 |
| FNMA POOL #AB4058 4% 12-01-2041 BEO | \*\* | 156145 |
| FNMA POOL #AB4590 3.5% DUE 03-01-2042 BEO | \*\* | 306966 |
| FNMA POOL #AB4689 3.5% 03-01-2042 BEO | \*\* | 255138 |
| FNMA POOL #AB4941 3.5% 04-01-2042 BEO | \*\* | 729314 |
| FNMA POOL #AB5236 3% 05-01-2027 BEO | \*\* | 39720 |
| FNMA POOL #AB5546 3.5% DUE 06-01-2042 BEO | \*\* | 319618 |
| FNMA POOL #AB5593 3.5% 07-01-2042 BEO | \*\* | 153239 |
| FNMA POOL #AB6229 3.5% 09-01-2042 BEO | \*\* | 640238 |
| FNMA POOL #AB6238 3.5% 09-01-2042 BEO | \*\* | 151077 |
| FNMA POOL #AB6390 3% 10-01-2042 BEO | \*\* | 95124 |
| FNMA POOL #AB6694 3% 10-01-2042 BEO | \*\* | 134094 |
| FNMA POOL #AB6832 3.5% 11-01-2042 BEO | \*\* | 465556 |
| FNMA POOL #AB7272 3 12-01-2042 REG | \*\* | 376153 |
| FNMA POOL #AB7410 3% 12-01-2042 BEO | \*\* | 668304 |
| FNMA POOL #AB7426 3% 12-01-2042 BEO | \*\* | 297931 |
| FNMA POOL #AB7568 3% 01-01-2043 BEO | \*\* | 434499 |
| FNMA POOL #AB7570 3% 01-01-2043 BEO | \*\* | 690538 |
| FNMA POOL #AB7741 3% 01-01-2043 BEO | \*\* | 473276 |
| FNMA POOL #AB8680 2% 03-01-2028 BEO | \*\* | 349524 |
| FNMA POOL #AB9347 3% 05-01-2043 BEO | \*\* | 603488 |
| FNMA POOL #AB9361 3.5% DUE 05-01-2043 BEO | \*\* | 176341 |
| FNMA POOL #AB9461 3% 05-01-2043 BEO | \*\* | 575483 |
| FNMA POOL #AB9516 2.5% 05-01-2028 BEO | \*\* | 34961 |
| FNMA POOL #AB9615 4% 06-01-2033 BEO | \*\* | 46788 |
| FNMA POOL #AB9663 3% 06-01-2043 BEO | \*\* | 82282 |
| FNMA POOL #AB9825 2.5% 07-01-2028 BEO | \*\* | 13123 |
| FNMA POOL #AC1889 4% 09-01-2039 BEO | \*\* | 80006 |
| FNMA POOL #AC2953 4.5% 09-01-2039 BEO | \*\* | 25740 |
| FNMA POOL #AC3237 5% 10-01-2039 BEO | \*\* | 42604 |
| FNMA POOL #AC3237 5% 10-01-2039 BEO | \*\* | 288969 |
| FNMA POOL #AC9526 5.5% DUE 01-01-2040 BEO | \*\* | 207331 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #AD0121 4.5% 09-01-2029 BEO | \*\* | 198984 |
| FNMA POOL #AD0249 5.5% 04-01-2037 BEO | \*\* | 118043 |
| FNMA POOL #AD0296 FLTG 12-01-2036 | \*\* | 24141 |
| FNMA POOL #AD0329 6.5 DUE 09-01-2028 BEO | \*\* | 5613 |
| FNMA POOL #AD0752 7% 01-01-2039 BEO | \*\* | 26299 |
| FNMA POOL #AD0979 7.5% 10-01-2035 BEO | \*\* | 17945 |
| FNMA POOL #AD4178 4.5% 06-01-2040 BEO | \*\* | 457342 |
| FNMA POOL #AD9143 4.5% 08-01-2040 BEO | \*\* | 7564 |
| FNMA POOL #AD9153 4.5% 08-01-2040 BEO | \*\* | 54436 |
| FNMA POOL #AD9713 5% 08-01-2040 BEO | \*\* | 28233 |
| FNMA POOL #AE0113 4% 07-01-2040 BEO | \*\* | 96477 |
| FNMA POOL #AE0478 4% 11-01-2040 BEO | \*\* | 1441 |
| FNMA POOL #AE0521 6% 08-01-2037 BEO | \*\* | 139376 |
| FNMA POOL #AE0654 6.876% DUE 12-01-2040 BEO | \*\* | 552094 |
| FNMA POOL #AE0967 3.5% 06-01-2039 BEO | \*\* | 234861 |
| FNMA POOL #AE1807 4% 10-01-2040 BEO | \*\* | 2331 |
| FNMA POOL #AE1840 5% 08-01-2040 BEO | \*\* | 8327 |
| FNMA POOL #AE1862 5% 08-01-2040 BEO | \*\* | 45856 |
| FNMA POOL #AE4456 4% 02-01-2041 BEO | \*\* | 17436 |
| FNMA POOL #AE4664 4% 10-01-2040 BEO | \*\* | 17463 |
| FNMA POOL #AE6090 4% 10-01-2040 BEO | \*\* | 67368 |
| FNMA POOL #AE6191 4% 11-01-2040 BEO | \*\* | 11323 |
| FNMA POOL #AE7314 4% 11-01-2040 BEO | \*\* | 585 |
| FNMA POOL #AE8446 4% 11-01-2040 BEO | \*\* | 801 |
| FNMA POOL #AE9387 4% 12-01-2040 BEO | \*\* | 519 |
| FNMA POOL #AH2683 4% 01-01-2041 BEO | \*\* | 347387 |
| FNMA POOL #AL8558 6% 07-01-2041 BEO | \*\* | 103052 |
| FNMA POOL #AM7514 3.07% DUE 02-01-2025 BEO | \*\* | 1145196 |
| FNMA POOL #AN0360 3.95% DUE 12-01-2045 BEO | \*\* | 3709709 |
| FNMA POOL #AN1371 2.68% DUE 06-01-2028 BEO | \*\* | 1880614 |
| FNMA POOL #AN1461 2.59% 05-01-2026 | \*\* | 1460171 |
| FNMA POOL #AN1613 2.55% 07-01-2026 BEO | \*\* | 1552965 |
| FNMA POOL #AN5171 3.29% 04-01-2027 | \*\* | 5018909 |
| FNMA POOL #AN6585 2.84% 09-01-2027 | \*\* | 1416640 |
| FNMA POOL #AN8612 3.29% 03-01-2028 | \*\* | 4048939 |
| FNMA POOL #AN8717 3.02% 03-01-2028 | \*\* | 208477 |
| FNMA POOL #AN9215 3.43% 05-01-2028 | \*\* | 471082 |
| FNMA POOL #AN9814 3.63% DUE 08-01-2028 BEO | \*\* | 2049927 |
| FNMA POOL #AO0454 3.5% 08-01-2042 BEO | \*\* | 172876 |
| FNMA POOL #AO0527 3% 05-01-2027 BEO | \*\* | 25904 |
| FNMA POOL #AO2801 3% DUE 06-01-2027 BEO | \*\* | 148770 |
| FNMA POOL #AO2802 3% 06-01-2027 BEO | \*\* | 244676 |
| FNMA POOL #AO4135 3.5% 06-01-2042 BEO | \*\* | 364689 |
| FNMA POOL #AO4688 3% DUE 07-01-2043 BEO | \*\* | 691544 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | \*\* | 73976 |
| FNMA POOL #AO7348 4% 08-01-2042 BEO | \*\* | 85618 |
| FNMA POOL #AP0006 ADJ RT DUE 07-01-2042 BEO | \*\* | 18165 |
| FNMA POOL #AP0645 3.5% 07-01-2032 BEO | \*\* | 18161 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #AP2611 3.5% 09-01-2042 BEO | \*\* | 124593 |
| FNMA POOL #AP3308 3.5% 09-01-2042 BEO | \*\* | 129479 |
| FNMA POOL #AP3902 3% 10-01-2042 BEO | \*\* | 125480 |
| FNMA POOL #AP4710 3.5% 08-01-2042 BEO | \*\* | 255428 |
| FNMA POOL #AP5143 3% 09-01-2042 BEO | \*\* | 128399 |
| FNMA POOL #AP6027 3% 04-01-2043 BEO | \*\* | 111618 |
| FNMA POOL #AP6032 3% 04-01-2043 BEO | \*\* | 123187 |
| FNMA POOL #AP6053 2.5% 07-01-2028 BEO | \*\* | 21900 |
| FNMA POOL #AP6054 3% 07-01-2043 BEO | \*\* | 14860 |
| FNMA POOL #AP7126 2.5% 10-01-2027 BEO | \*\* | 43485 |
| FNMA POOL #AP8057 3.5% 09-01-2042 BEO | \*\* | 168711 |
| FNMA POOL #AP8903 3.5% 10-01-2042 BEO | \*\* | 121778 |
| FNMA POOL #AP9539 3% DUE 10-01-2042 BEO | \*\* | 84162 |
| FNMA POOL #AP9766 4% 10-01-2042 BEO | \*\* | 321091 |
| FNMA POOL #AQ0556 3% 11-01-2042 BEO | \*\* | 580179 |
| FNMA POOL #AQ1534 3.5% 10-01-2032 BEO | \*\* | 63714 |
| FNMA POOL #AQ1607 3.5% 11-01-2032 BEO | \*\* | 49270 |
| FNMA POOL #AQ1802 3.5% 10-01-2042 BEO | \*\* | 68125 |
| FNMA POOL #AQ7192 3% DUE 07-01-2043 REG | \*\* | 43623 |
| FNMA POOL #AQ8359 3% 01-01-2043 BEO | \*\* | 196020 |
| FNMA POOL #AR2638 3.5% 02-01-2043 BEO | \*\* | 204877 |
| FNMA POOL #AR3368 2.5% DUE 02-01-2028 REG | \*\* | 38710 |
| FNMA POOL #AR4343 3% 06-01-2043 BEO | \*\* | 87970 |
| FNMA POOL #AR4410 2.5% 02-01-2028 BEO | \*\* | 898301 |
| FNMA POOL #AR7214 3% DUE 06-01-2043 REG | \*\* | 487965 |
| FNMA POOL #AR7399 3% 06-01-2043 BEO | \*\* | 36137 |
| FNMA POOL #AR7961 3.5% DUE 03-01-2033 REG | \*\* | 58018 |
| FNMA POOL #AR8749 3% 03-01-2043 BEO | \*\* | 622607 |
| FNMA POOL #AR9215 3% DUE 03-01-2043 REG | \*\* | 403801 |
| FNMA POOL #AS0038 3% DUE 07-01-2043 BEO | \*\* | 391382 |
| FNMA POOL #AS0047 2.5% 07-01-2028 BEO | \*\* | 92651 |
| FNMA POOL #AS0070 4% DUE 08-01-2043 REG | \*\* | 140738 |
| FNMA POOL #AS0302 3% 08-01-2043 BEO | \*\* | 34366 |
| FNMA POOL #AS0522 3.5% 09-01-2043 BEO | \*\* | 58693 |
| FNMA POOL #AS0838 5% 10-01-2043 BEO | \*\* | 40659 |
| FNMA POOL #AS1364 3% 12-01-2043 BEO | \*\* | 27334 |
| FNMA POOL #AS1745 3% 02-01-2029 BEO | \*\* | 326922 |
| FNMA POOL #AS1774 4% 02-01-2044 BEO | \*\* | 26271 |
| FNMA POOL #AS2117 4.0% 04-01-2044 | \*\* | 2137 |
| FNMA POOL #AS2369 3.5% 05-01-2029 BEO | \*\* | 204614 |
| FNMA POOL #AS3282 3% 10-01-2043 BEO | \*\* | 52619 |
| FNMA POOL #AS3293 4% 09-01-2044 BEO | \*\* | 184847 |
| FNMA POOL #AS4302 4% 01-01-2045 BEO | \*\* | 207308 |
| FNMA POOL #AS4354 4.5% 01-01-2045 BEO | \*\* | 543632 |
| FNMA POOL #AS4427 4.5% 02-01-2045 BEO | \*\* | 516327 |
| FNMA POOL #AS4431 4.5% 02-01-2045 BEO | \*\* | 329020 |
| FNMA POOL #AS5068 3.5% 06-01-2045 BEO | \*\* | 23047 |
| FNMA POOL #AS5103 3% 06-01-2030 BEO | \*\* | 300526 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #AS5133 3.5% 06-01-2045 BEO | \*\* | 562566 |
| FNMA POOL #AS5598 4% 08-01-2045 BEO | \*\* | 378866 |
| FNMA POOL #AS5722 3.5% 09-01-2045 BEO | \*\* | 2410175 |
| FNMA POOL #AS6065 3.5% 10-01-2045 BEO | \*\* | 63795 |
| FNMA POOL #AS6067 3.5% 10-01-2045 BEO | \*\* | 3319914 |
| FNMA POOL #AS6286 4% 12-01-2045 BEO | \*\* | 471099 |
| FNMA POOL #AS6304 4% DUE 12-01-2045 BEO | \*\* | 610406 |
| FNMA POOL #AS6315 4% 12-01-2045 BEO | \*\* | 21792 |
| FNMA POOL #AS6328 3.5% 12-01-2045 BEO | \*\* | 750150 |
| FNMA POOL #AS6386 3% 12-01-2045 BEO | \*\* | 77365 |
| FNMA POOL #AS6395 3.5% 12-01-2045 BEO | \*\* | 31588 |
| FNMA POOL #AS6452 3.5% 01-01-2046 BEO | \*\* | 123716 |
| FNMA POOL #AS6489 4% DUE 01-01-2046 BEO | \*\* | 483038 |
| FNMA POOL #AS6534 3.5% 01-01-2046 BEO | \*\* | 1181227 |
| FNMA POOL #AS7125 2.5% 05-01-2046 BEO | \*\* | 265195 |
| FNMA POOL #AS7155 3% 05-01-2046 BEO | \*\* | 199491 |
| FNMA POOL #AS7530 2.5% 07-01-2046 BEO | \*\* | 509321 |
| FNMA POOL #AS7533 3% 07-01-2046 BEO | \*\* | 1040623 |
| FNMA POOL #AS7693 2% DUE 08-01-2031 BEO | \*\* | 455383 |
| FNMA POOL #AS7844 3% 09-01-2046 BEO | \*\* | 510400 |
| FNMA POOL #AS7877 2.5% 09-01-2046 BEO | \*\* | 562319 |
| FNMA POOL #AS8143 4% 10-01-2046 BEO | \*\* | 55004 |
| FNMA POOL #AS8249 3% 11-01-2036 BEO | \*\* | 684089 |
| FNMA POOL #AS8257 2% 11-01-2026 BEO | \*\* | 714279 |
| FNMA POOL #AS8269 3% 11-01-2046 BEO | \*\* | 3459524 |
| FNMA POOL #AS8386 2.5% 11-01-2031 BEO | \*\* | 273803 |
| FNMA POOL #AS8740 3.5% 02-01-2037 BEO | \*\* | 132214 |
| FNMA POOL #AS8980 4.5% 03-01-2047 BEO | \*\* | 667634 |
| FNMA POOL #AS9588 4% 05-01-2047 BEO | \*\* | 1218813 |
| FNMA POOL #AS9610 4.5% 05-01-2047 BEO | \*\* | 1941986 |
| FNMA POOL #AT0874 POOL #AT0874 3% DUE 07-01-2043 REG | \*\* | 28242 |
| FNMA POOL #AT1572 3% DUE 05-01-2043 REG | \*\* | 528375 |
| FNMA POOL #AT2005 2.5% 04-01-2028 BEO | \*\* | 145484 |
| FNMA POOL #AT2043 3% DUE 04-01-2043 REG | \*\* | 19932 |
| FNMA POOL #AT2722 3% DUE 05-01-2043 REG | \*\* | 273010 |
| FNMA POOL #AT2725 3% 05-01-2043 BEO | \*\* | 3034918 |
| FNMA POOL #AT3179 3% 05-01-2043 BEO | \*\* | 153121 |
| FNMA POOL #AT3487 3.5% DUE 04-01-2043 REG | \*\* | 509409 |
| FNMA POOL #AT5803 3% 06-01-2043 BEO | \*\* | 16865 |
| FNMA POOL #AT5915 4 DUE 06-01-2043 REG | \*\* | 106248 |
| FNMA POOL #AT5994 3% 05-01-2043 BEO | \*\* | 57730 |
| FNMA POOL #AT6764 3% 07-01-2043 BEO | \*\* | 13629 |
| FNMA POOL #AT7213 2.5% DUE 06-01-2028 BEO | \*\* | 10329 |
| FNMA POOL #AT7620 3% DUE 06-01-2043 REG | \*\* | 563040 |
| FNMA POOL #AT8000 3% 06-01-2043 BEO | \*\* | 37229 |
| FNMA POOL #AT8326 3% DUE 06-01-2043 BEO | \*\* | 423500 |
| FNMA POOL #AT8419 3 DUE 06-01-2043 REG | \*\* | 89067 |
| FNMA POOL #AT8489 3% DUE 08-01-2043 REG | \*\* | 827234 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #AT8968 2.5% 07-01-2028 BEO | \*\* | 7688 |
| FNMA POOL #AT9250 3% 07-01-2043 BEO | \*\* | 510916 |
| FNMA POOL #AT9311 FIXED 2.5% 07-01-2028 BEO | \*\* | 24918 |
| FNMA POOL #AT9521 2.5% 07-01-2028 BEO | \*\* | 36129 |
| FNMA POOL #AU0317 3% 06-01-2043 BEO | \*\* | 44484 |
| FNMA POOL #AU0909 2% 07-01-2028 BEO | \*\* | 54565 |
| FNMA POOL #AU0923 3.5% 07-01-2043 BEO | \*\* | 146433 |
| FNMA POOL #AU1629 3% DUE 07-01-2043 REG | \*\* | 45642 |
| FNMA POOL #AU1632 3% DUE 07-01-2043 REG | \*\* | 1126237 |
| FNMA POOL #AU1811 2.5% 08-01-2028 BEO | \*\* | 24289 |
| FNMA POOL #AU2032 3% 07-01-2043 BEO | \*\* | 58293 |
| FNMA POOL #AU2909 3% 08-01-2028 BEO | \*\* | 139291 |
| FNMA POOL #AU3034 2.5% 08-01-2028 BEO | \*\* | 10774 |
| FNMA POOL #AU3176 3% DUE 08-01-2043 REG | \*\* | 49211 |
| FNMA POOL #AU3191 2.5% DUE 08-01-2028 REG | \*\* | 51022 |
| FNMA POOL #AU3195 3% 08-01-2043 BEO | \*\* | 43355 |
| FNMA POOL #AU3334 2.5% DUE 07-01-2028 REG | \*\* | 50665 |
| FNMA POOL #AU3789 2.5% DUE 08-01-2028 REG | \*\* | 29433 |
| FNMA POOL #AU3811 3% DUE 08-01-2043 REG | \*\* | 35139 |
| FNMA POOL #AU4585 3% 08-01-2043 BEO | \*\* | 16066 |
| FNMA POOL #AU5161 3 DUE 08-01-2043 REG | \*\* | 709834 |
| FNMA POOL #AU5190 2.5% 08-01-2028 BEO | \*\* | 49116 |
| FNMA POOL #AU5202 3% 08-01-2043 BEO | \*\* | 31419 |
| FNMA POOL #AU5904 3.5% 09-01-2033 BEO | \*\* | 137419 |
| FNMA POOL #AU6735 3% 10-01-2043 BEO | \*\* | 365411 |
| FNMA POOL #AU8066 3% 09-01-2043 BEO | \*\* | 45414 |
| FNMA POOL #AV0702 4% 12-01-2043 BEO | \*\* | 70822 |
| FNMA POOL #AV0802 2.5% 08-01-2028 BEO | \*\* | 7733 |
| FNMA POOL #AV4736 4% 12-01-2043 BEO | \*\* | 74392 |
| FNMA POOL #AV5425 4.5% 01-01-2044 BEO | \*\* | 430640 |
| FNMA POOL #AV5667 4% 01-01-2044 BEO | \*\* | 63208 |
| FNMA POOL #AV5730 4.5% 04-01-2044 BEO | \*\* | 198016 |
| FNMA POOL #AV9290 4.5% 02-01-2044 BEO | \*\* | 254941 |
| FNMA POOL #AW3146 4% 06-01-2044 BEO | \*\* | 121279 |
| FNMA POOL #AW9504 3% 01-01-2045 BEO | \*\* | 38326 |
| FNMA POOL #AX1348 4% 10-01-2044 BEO | \*\* | 5710 |
| FNMA POOL #AX4277 3% 01-01-2045 BEO | \*\* | 181665 |
| FNMA POOL #AX4883 3% 12-01-2044 BEO | \*\* | 574731 |
| FNMA POOL #AX6579 3% 01-01-2045 BEO | \*\* | 51433 |
| FNMA POOL #AX7578 3% 01-01-2045 BEO | \*\* | 33225 |
| FNMA POOL #AY1022 3% 05-01-2045 BEO | \*\* | 262937 |
| FNMA POOL #AY1363 4% 04-01-2045 BEO | \*\* | 125635 |
| FNMA POOL #AY1377 4% DUE 04-01-2045 REG | \*\* | 236916 |
| FNMA POOL #AY3913 3.5% 02-01-2045 BEO | \*\* | 97693 |
| FNMA POOL #AY4869 4% 06-01-2045 BEO | \*\* | 105944 |
| FNMA POOL #AY5484 4% 12-01-2044 BEO | \*\* | 4323 |
| FNMA POOL #AY9434 4% 12-01-2045 BEO | \*\* | 24751 |
| FNMA POOL #AZ0711 3.5% 02-01-2046 BEO | \*\* | 26652 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #AZ3743 3.5% 11-01-2045 BEO | \*\* | 452849 |
| FNMA POOL #AZ3926 4% 10-01-2045 BEO | \*\* | 831 |
| FNMA POOL #AZ4234 3% 06-01-2030 BEO | \*\* | 770245 |
| FNMA POOL #AZ4775 3.5% 10-01-2045 BEO | \*\* | 1606799 |
| FNMA POOL #AZ5713 4% 09-01-2045 BEO | \*\* | 221515 |
| FNMA POOL #AZ7353 3.5% 11-01-2045 BEO | \*\* | 144192 |
| FNMA POOL #BA3779 4% 01-01-2046 BEO | \*\* | 3591 |
| FNMA POOL #BA4750 3.5% 01-01-2031 BEO | \*\* | 125883 |
| FNMA POOL #BA4766 4% 01-01-2046 BEO | \*\* | 62107 |
| FNMA POOL #BA4780 4% 01-01-2046 BEO | \*\* | 1466983 |
| FNMA POOL #BA4801 4% 02-01-2046 BEO | \*\* | 325666 |
| FNMA POOL #BA5330 4% 11-01-2045 BEO | \*\* | 14178 |
| FNMA POOL #BA5827 3% 11-01-2030 BEO | \*\* | 124003 |
| FNMA POOL #BA6018 3% 01-01-2046 BEO | \*\* | 10745 |
| FNMA POOL #BA6555 3% 01-01-2046 BEO | \*\* | 13725 |
| FNMA POOL #BA6798 4% 01-01-2046 BEO | \*\* | 71829 |
| FNMA POOL #BA6824 3% 02-01-2046 BEO | \*\* | 100023 |
| FNMA POOL #BA6924 3% 02-01-2046 BEO | \*\* | 12002 |
| FNMA POOL #BC1104 3% 02-01-2046 BEO | \*\* | 116479 |
| FNMA POOL #BC1509 3% 08-01-2046 BEO | \*\* | 449295 |
| FNMA POOL #BC2817 3% 09-01-2046 BEO | \*\* | 906307 |
| FNMA POOL #BC3020 3% 02-01-2046 BEO | \*\* | 290440 |
| FNMA POOL #BC3883 4% DUE 03-01-2046 BEO | \*\* | 220524 |
| FNMA POOL #BC4411 3.5% 03-01-2031 BEO | \*\* | 174776 |
| FNMA POOL #BC4764 3% 10-01-2046 BEO | \*\* | 429702 |
| FNMA POOL #BC9077 3.5% 12-01-2046 BEO | \*\* | 274214 |
| FNMA POOL #BD5992 2.5% 07-01-2031 BEO | \*\* | 70257 |
| FNMA POOL #BD8104 3% 10-01-2046 BEO | \*\* | 766599 |
| FNMA POOL #BF0194 4.5% 07-01-2040 BEO | \*\* | 614103 |
| FNMA POOL #BF0334 3.5% 01-01-2059 BEO | \*\* | 138414 |
| FNMA POOL #BJ0669 3.5% 03-01-2033 BEO | \*\* | 388603 |
| FNMA POOL #BJ1635 3% 11-01-2032 BEO | \*\* | 468864 |
| FNMA POOL #BJ8703 3.5% 05-01-2049 BEO | \*\* | 51962 |
| FNMA POOL #BJ9249 4.5% 06-01-2048 BEO | \*\* | 335603 |
| FNMA POOL #BK2620 2.5% 06-01-2050 BEO | \*\* | 358089 |
| FNMA POOL #BK7608 4% 09-01-2048 BEO | \*\* | 3583168 |
| FNMA POOL #BK8814 4.5% 08-01-2048 BEO | \*\* | 221840 |
| FNMA POOL #BK9849 4% 09-01-2033 BEO | \*\* | 328363 |
| FNMA POOL #BM1565 3% 04-01-2047 BEO | \*\* | 1172058 |
| FNMA POOL #BM1775 4.5% 07-01-2047 BEO | \*\* | 266666 |
| FNMA POOL #BM3119 1.8% 02-01-2047 BEO | \*\* | 741360 |
| FNMA POOL #BM3280 4.5% 11-01-2047 BEO | \*\* | 2160222 |
| FNMA POOL #BM3724 3.5% 03-01-2048 BEO | \*\* | 5127047 |
| FNMA POOL #BM3855 4% 03-01-2048 BEO | \*\* | 652545 |
| FNMA POOL #BM3904 5% 05-01-2048 BEO | \*\* | 328837 |
| FNMA POOL #BM4301 4% 03-01-2048 BEO | \*\* | 8135138 |
| FNMA POOL #BM4676 4% 10-01-2048 BEO | \*\* | 783957 |
| FNMA POOL #BM4716 3.5% 12-01-2030 BEO | \*\* | 149442 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #BM4898 4% 11-01-2038 BEO | \*\* | 562350 |
| FNMA POOL #BM5082 4.5% 11-01-2048 BEO | \*\* | 1067827 |
| FNMA POOL #BM5111 3% 11-01-2033 BEO | \*\* | 3873611 |
| FNMA POOL #BM5184 4% 09-01-2033 BEO | \*\* | 628182 |
| FNMA POOL #BM5261 4% 01-01-2048 BEO | \*\* | 2379539 |
| FNMA POOL #BM5568 4.5% 02-01-2049 BEO | \*\* | 1606013 |
| FNMA POOL #BM7221 3% 02-01-2031 BEO | \*\* | 1787120 |
| FNMA POOL #BN4428 4.5% DUE 12-01-2048 REG | \*\* | 154601 |
| FNMA POOL #BQ6617 1.5% 10-01-2051 BEO | \*\* | 3380278 |
| FNMA POOL #BQ9298 2.5% 12-01-2050 | \*\* | 220515 |
| FNMA POOL #BR2664 2.0% 02-01-2051 | \*\* | 548192 |
| FNMA POOL #BR4753 2.0% DUE 03-01-2051 | \*\* | 233825 |
| FNMA POOL #BR6500 2.5% DUE 03-01-2051 REG | \*\* | 544496 |
| FNMA POOL #BS6767 4.27% DUE 10-01-2032 BEO | \*\* | 1026845 |
| FNMA POOL #BS9166 4.61% 08-01-2028 | \*\* | 1585111 |
| FNMA POOL #BT0087 2.5% 05-01-2051 | \*\* | 1526979 |
| FNMA POOL #BV7598 3.0% 03-01-2052 | \*\* | 43256 |
| FNMA POOL #BV9613 3% 04-01-2052 BEO | \*\* | 411945 |
| FNMA POOL #BW9916 5% 10-01-2052 BEO | \*\* | 859867 |
| FNMA POOL #BX7702 6.5% 02-01-2053 BEO | \*\* | 353923 |
| FNMA POOL #BZ0874 4.76% 06-01-2029 | \*\* | 3894077 |
| FNMA POOL #BZ1178 5.81% 06-01-2031 | \*\* | 4606581 |
| FNMA POOL #BZ2692 5.21% DUE 12-01-2039 BEO | \*\* | 150121 |
| FNMA POOL #CA0789 3.5% 11-01-2032 | \*\* | 378102 |
| FNMA POOL #CA0907 3.5% DUE 12-01-2047 | \*\* | 393541 |
| FNMA POOL #CA1576 5.0% DUE 01-01-2048 REG | \*\* | 230837 |
| FNMA POOL #CA3283 4.0% 03-01-2034 | \*\* | 735402 |
| FNMA POOL #CA3285 4.0% 03-01-2034 | \*\* | 714991 |
| FNMA POOL #CA3287 4.0% 03-01-2034 | \*\* | 164598 |
| FNMA POOL #CA4346 3% DUE 10-01-2049 REG | \*\* | 273925 |
| FNMA POOL #CA4819 4% DUE 12-01-2049 BEO | \*\* | 358990 |
| FNMA POOL #CA5416 2.5% DUE 03-01-2050 REG | \*\* | 499862 |
| FNMA POOL #CA6315 3.0% DUE 07-01-2050 REG | \*\* | 387817 |
| FNMA POOL #CA7257 2.5% DUE 10-01-2050 REG | \*\* | 889712 |
| FNMA POOL #CA7422 2.0% 10-01-2040 | \*\* | 4965525 |
| FNMA POOL #CA9358 2.5% DUE 03-01-2041 REG | \*\* | 583117 |
| FNMA POOL #CB0100 2.5% DUE 04-01-2041 REG | \*\* | 730596 |
| FNMA POOL #CB0470 2.5% 05-01-2041 | \*\* | 1130788 |
| FNMA POOL #CB1771 1.5% DUE 09-01-2051 REG | \*\* | 5178085 |
| FNMA POOL #CB2429 3.0% DUE 12-01-2051 REG | \*\* | 12594116 |
| FNMA POOL #CB2858 2.5% DUE 02-01-2052 REG | \*\* | 1693932 |
| FNMA POOL #CB2929 3% 02-01-2052 BEO | \*\* | 62865 |
| FNMA POOL #CB3614 4.0% DUE 05-01-2052 REG | \*\* | 599342 |
| FNMA POOL #CB4090 4% DUE 07-01-2052 | \*\* | 2995333 |
| FNMA POOL #CB4755 5% 09-01-2037 BEO | \*\* | 2064305 |
| FNMA POOL #CB4756 5% 09-01-2037 BEO | \*\* | 1062713 |
| FNMA POOL #CB4757 5% 09-01-2037 BEO | \*\* | 1902051 |
| FNMA POOL #CB4758 5% 09-01-2037 BEO | \*\* | 1245442 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #CB4759 5% 09-01-2037 BEO | \*\* | 1188268 |
| FNMA POOL #CB4760 5% 09-01-2037 BEO | \*\* | 2676753 |
| FNMA POOL #CB4991 4.5% 10-01-2037 BEO | \*\* | 523752 |
| FNMA POOL #CB4995 4.5% 10-01-2037 BEO | \*\* | 828632 |
| FNMA POOL #CB5005 5% 10-01-2037 BEO | \*\* | 876241 |
| FNMA POOL #CB6540 6.0% 06-01-2053 | \*\* | 2460126 |
| FNMA POOL #CB6753 6.0% 07-01-2053 | \*\* | 2817163 |
| FNMA POOL #CB8388 6.5% 04-01-2054 | \*\* | 412922 |
| FNMA POOL #FM1349 3.5% 03-01-2047 BEO | \*\* | 1502595 |
| FNMA POOL #FM1467 3% 12-01-2047 BEO | \*\* | 1094809 |
| FNMA POOL #FM1727 5% 09-01-2049 BEO | \*\* | 960036 |
| FNMA POOL #FM1796 3.5% 10-01-2034 BEO | \*\* | 32143 |
| FNMA POOL #FM2477 3% 05-01-2036 BEO | \*\* | 1484659 |
| FNMA POOL #FM2479 2.5% 07-01-2033 BEO | \*\* | 1619783 |
| FNMA POOL #FM2743 3.0% DUE 02-01-2034 REG | \*\* | 1828251 |
| FNMA POOL #FM2922 3% 02-01-2038 BEO | \*\* | 742899 |
| FNMA POOL #FM2972 4% 12-01-2044 BEO | \*\* | 4324384 |
| FNMA POOL #FM3004 4% 01-01-2046 BEO | \*\* | 27735418 |
| FNMA POOL #FM3049 4% 04-01-2044 BEO | \*\* | 1189885 |
| FNMA POOL #FM3123 2.5% 03-01-2038 BEO | \*\* | 866026 |
| FNMA POOL #FM3241 3% 03-01-2050 BEO | \*\* | 9985887 |
| FNMA POOL #FM3243 3.5% 02-01-2050 BEO | \*\* | 92695 |
| FNMA POOL #FM3773 3.5% 11-01-2048 BEO | \*\* | 2336623 |
| FNMA POOL #FM4311 3% 08-01-2050 BEO | \*\* | 317990 |
| FNMA POOL #FM4436 4% 06-01-2034 BEO | \*\* | 1087455 |
| FNMA POOL #FM4577 2.5% 10-01-2050 BEO | \*\* | 496779 |
| FNMA POOL #FM4817 5% 06-01-2049 BEO | \*\* | 821434 |
| FNMA POOL #FM5018 2.5% 12-01-2050 BEO | \*\* | 1086910 |
| FNMA POOL #FM5050 2.5% 02-01-2035 BEO | \*\* | 915300 |
| FNMA POOL #FM5313 2.5% 10-01-2050 BEO | \*\* | 737841 |
| FNMA POOL #FM5743 2.5% 02-01-2051 BEO | \*\* | 1030660 |
| FNMA POOL #FM5754 3.5% 03-01-2037 BEO | \*\* | 74678 |
| FNMA POOL #FM5783 3% 06-01-2038 BEO | \*\* | 465650 |
| FNMA POOL #FM5904 2.5% 02-01-2051 BEO | \*\* | 201582 |
| FNMA POOL #FM6015 3.5% 08-01-2039 BEO | \*\* | 119775 |
| FNMA POOL #FM6036 4% 01-01-2050 BEO | \*\* | 1182519 |
| FNMA POOL #FM6117 3% 11-01-2048 BEO | \*\* | 208580 |
| FNMA POOL #FM6448 2% 03-01-2051 BEO | \*\* | 905725 |
| FNMA POOL #FM6460 2.5% 03-01-2051 BEO | \*\* | 334594 |
| FNMA POOL #FM7100 3.5% 06-01-2050 BEO | \*\* | 226828 |
| FNMA POOL #FM7531 3% 05-01-2051 BEO | \*\* | 256402 |
| FNMA POOL #FM7630 2.5% 06-01-2051 BEO | \*\* | 289791 |
| FNMA POOL #FM7675 2.5% 06-01-2051 BEO | \*\* | 447450 |
| FNMA POOL #FM7786 4% 01-01-2049 BEO | \*\* | 386167 |
| FNMA POOL #FM7796 4% 06-01-2048 BEO | \*\* | 598414 |
| FNMA POOL #FM7869 2.5% 01-01-2051 BEO | \*\* | 230386 |
| FNMA POOL #FM7900 2.5% 07-01-2051 BEO | \*\* | 303806 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #FM7910 2.5% 07-01-2051 BEO | \*\* | 436131 |
| FNMA POOL #FM8166 3% 06-01-2051 BEO | \*\* | 341525 |
| FNMA POOL #FM8325 2.5% 07-01-2035 BEO | \*\* | 2099338 |
| FNMA POOL #FM8480 3% 11-01-2050 BEO | \*\* | 1123079 |
| FNMA POOL #FM8576 3% 02-01-2050 BEO | \*\* | 657095 |
| FNMA POOL #FM8577 3% 08-01-2051 BEO | \*\* | 879779 |
| FNMA POOL #FM8648 3% 09-01-2051 BEO | \*\* | 1395181 |
| FNMA POOL #FM8864 2.5% 10-01-2051 BEO | \*\* | 722624 |
| FNMA POOL #FM9044 3% 10-01-2051 BEO | \*\* | 305030 |
| FNMA POOL #FM9365 3% 11-01-2051 BEO | \*\* | 254384 |
| FNMA POOL #FM9464 3% 11-01-2051 BEO | \*\* | 947939 |
| FNMA POOL #FN BZ0099 5.69% 12-01-2028 | \*\* | 1241559 |
| FNMA POOL #FNAT5995 3 DUE 05-01-2043 REG | \*\* | 62379 |
| FNMA POOL #FP0021 4% 05-01-2031 BEO | \*\* | 1577580 |
| FNMA POOL #FP0028 2% 08-01-2040 BEO | \*\* | 364291 |
| FNMA POOL #FS0024 2.5% 09-01-2051 BEO | \*\* | 285068 |
| FNMA POOL #FS0034 3% 12-01-2051 BEO | \*\* | 391021 |
| FNMA POOL #FS0037 3% 08-01-2051 BEO | \*\* | 216885 |
| FNMA POOL #FS0041 3% 11-01-2050 BEO | \*\* | 227522 |
| FNMA POOL #FS0191 2.5% 01-01-2052 BEO | \*\* | 321376 |
| FNMA POOL #FS0240 3% 01-01-2052 BEO | \*\* | 389017 |
| FNMA POOL #FS0331 3% 01-01-2052 BEO | \*\* | 470446 |
| FNMA POOL #FS0366 2.5% 01-01-2052 BEO | \*\* | 260608 |
| FNMA POOL #FS0408 3% 01-01-2052 BEO | \*\* | 397918 |
| FNMA POOL #FS0424 2.5% 01-01-2052 BEO | \*\* | 1370621 |
| FNMA POOL #FS0697 2.5% 02-01-2042 BEO | \*\* | 648047 |
| FNMA POOL #FS0744 3% 02-01-2052 BEO | \*\* | 4952002 |
| FNMA POOL #FS0751 3% 03-01-2052 BEO | \*\* | 1351548 |
| FNMA POOL #FS0835 2.5% 03-01-2052 BEO | \*\* | 680019 |
| FNMA POOL #FS0896 3% 12-01-2051 BEO | \*\* | 5576431 |
| FNMA POOL #FS0995 2.5% 03-01-2042 BEO | \*\* | 201575 |
| FNMA POOL #FS1014 2% 02-01-2052 BEO | \*\* | 385096 |
| FNMA POOL #FS1015 2% 02-01-2052 BEO | \*\* | 1243990 |
| FNMA POOL #FS1074 3% 03-01-2052 BEO | \*\* | 2898092 |
| FNMA POOL #FS1201 3% 01-01-2050 BEO | \*\* | 726354 |
| FNMA POOL #FS1289 3% 03-01-2052 BEO | \*\* | 937211 |
| FNMA POOL #FS1373 3% 11-01-2051 BEO | \*\* | 56295 |
| FNMA POOL #FS1403 3% 01-01-2045 BEO | \*\* | 390705 |
| FNMA POOL #FS1427 3% 02-01-2050 BEO | \*\* | 325077 |
| FNMA POOL #FS1462 3.5% 01-01-2052 BEO | \*\* | 210936 |
| FNMA POOL #FS1539 3% 11-01-2048 BEO | \*\* | 467800 |
| FNMA POOL #FS1553 2.5% 11-01-2050 BEO | \*\* | 258371 |
| FNMA POOL #FS1556 3.5% 05-01-2052 BEO | \*\* | 2323504 |
| FNMA POOL #FS1726 2% 09-01-2041 BEO | \*\* | 463720 |
| FNMA POOL #FS1836 2.5% 05-01-2052 BEO | \*\* | 3353912 |
| FNMA POOL #FS1845 3.5% 12-01-2029 BEO | \*\* | 770683 |
| FNMA POOL #FS2296 3.5% 01-01-2052 BEO | \*\* | 3949095 |
| FNMA POOL #FS2768 2% 01-01-2052 BEO | \*\* | 200790 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #FS2920 3% 07-01-2036 BEO | \*\* | 1593229 |
| FNMA POOL #FS3009 2% 05-01-2042 BEO | \*\* | 348598 |
| FNMA POOL #FS3249 5% 11-01-2052 BEO | \*\* | 1066743 |
| FNMA POOL #FS3275 3% 04-01-2052 BEO | \*\* | 2090394 |
| FNMA POOL #FS3393 4% 10-01-2052 BEO | \*\* | 20913 |
| FNMA POOL #FS3393 4% 10-01-2052 BEO | \*\* | 86305 |
| FNMA POOL #FS3411 6% 01-01-2053 BEO | \*\* | 405515 |
| FNMA POOL #FS3425 4.5% 09-01-2052 BEO | \*\* | 1074575 |
| FNMA POOL #FS3672 5.5% 02-01-2053 BEO | \*\* | 1165424 |
| FNMA POOL #FS3836 4.5% 01-01-2053 BEO | \*\* | 712601 |
| FNMA POOL #FS3977 4.5% 11-01-2052 BEO | \*\* | 510730 |
| FNMA POOL #FS3978 5% 01-01-2053 BEO | \*\* | 506404 |
| FNMA POOL #FS4000 6.0% 07-01-2041 | \*\* | 869830 |
| FNMA POOL #FS4058 2.5% 12-01-2036 BEO | \*\* | 1461003 |
| FNMA POOL #FS4166 5.5% 04-01-2053 BEO | \*\* | 863645 |
| FNMA POOL #FS4269 2.0% 10-01-2051 | \*\* | 1534685 |
| FNMA POOL #FS4270 2.0% 03-01-2052 | \*\* | 1529195 |
| FNMA POOL #FS4314 2% 03-01-2052 BEO | \*\* | 277790 |
| FNMA POOL #FS4363 2.5% 03-01-2035 BEO | \*\* | 1455915 |
| FNMA POOL #FS4377 3% 04-01-2052 BEO | \*\* | 83770 |
| FNMA POOL #FS4448 4% 12-01-2044 BEO | \*\* | 233200 |
| FNMA POOL #FS4454 6% 04-01-2053 BEO | \*\* | 520704 |
| FNMA POOL #FS4471 2.5% 09-01-2042 BEO | \*\* | 298429 |
| FNMA POOL #FS4480 4.5% 03-01-2050 BEO | \*\* | 313211 |
| FNMA POOL #FS4570 5.0% 12-01-2047 | \*\* | 926979 |
| FNMA POOL #FS4573 6% 05-01-2053 BEO | \*\* | 1019597 |
| FNMA POOL #FS4805 5.5% 05-01-2053 BEO | \*\* | 531941 |
| FNMA POOL #FS4914 2.5% 10-01-2037 BEO | \*\* | 726428 |
| FNMA POOL #FS5059 3.5% 11-01-2048 BEO | \*\* | 3730125 |
| FNMA POOL #FS5155 5% 07-01-2053 BEO | \*\* | 2028876 |
| FNMA POOL #FS5191 2% 08-01-2042 BEO | \*\* | 515239 |
| FNMA POOL #FS5306 6% 07-01-2053 BEO | \*\* | 603708 |
| FNMA POOL #FS5365 3% 02-01-2050 BEO | \*\* | 1993115 |
| FNMA POOL #FS5385 2.5% 04-01-2052 BEO | \*\* | 1553378 |
| FNMA POOL #FS5647 5.5% 07-01-2053 BEO | \*\* | 717860 |
| FNMA POOL #FS6072 2.5% 12-01-2036 BEO | \*\* | 634148 |
| FNMA POOL #FS6451 5.5% 08-01-2053 BEO | \*\* | 1169804 |
| FNMA POOL #FS6779 6.5% 12-01-2053 BEO | \*\* | 503444 |
| FNMA POOL #FS7170 2.0% 08-01-2042 | \*\* | 853493 |
| FNMA POOL #FS7180 2% 05-01-2042 BEO | \*\* | 453669 |
| FNMA POOL #FS7294 5.5% 05-01-2044 | \*\* | 722194 |
| FNMA POOL #FS7408 2.5% 04-01-2052 BEO | \*\* | 2464895 |
| FNMA POOL #FS7624 6.5% 03-01-2054 BEO | \*\* | 732517 |
| FNMA POOL #FS7849 2.5% 05-01-2052 BEO | \*\* | 466112 |
| FNMA POOL #FS7997 6% 05-01-2054 BEO | \*\* | 1712086 |
| FNMA POOL #FS8001 5.5% 06-01-2054 BEO | \*\* | 389177 |
| FNMA POOL #FS8027 2.5% 03-01-2052 BEO | \*\* | 943208 |
| FNMA POOL #FS8087 5.5% 06-01-2054 BEO | \*\* | 1260406 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #G67717 4.0% DUE 11-01-2048 REG | \*\* | 326325 |
| FNMA POOL #MA0006 4% 03-01-2039 BEO | \*\* | 2935 |
| FNMA POOL #MA0214 5% 10-01-2029 BEO | \*\* | 75321 |
| FNMA POOL #MA0243 5% 11-01-2029 BEO | \*\* | 58725 |
| FNMA POOL #MA0295 5% 01-01-2030 BEO | \*\* | 38694 |
| FNMA POOL #MA0583 4% 12-01-2040 BEO | \*\* | 1401 |
| FNMA POOL #MA0706 4.5% 04-01-2031 BEO | \*\* | 35138 |
| FNMA POOL #MA0734 4.5% DUE 05-01-2031 BEO | \*\* | 118066 |
| FNMA POOL #MA0776 4.5% DUE 06-01-2031 BEO | \*\* | 122253 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | \*\* | 95252 |
| FNMA POOL #MA0939 4.5% 12-01-2031 BEO | \*\* | 87932 |
| FNMA POOL #MA1044 3% DUE 04-01-2042 BEO | \*\* | 38657 |
| FNMA POOL #MA1045 3% 04-01-2027 BEO | \*\* | 99590 |
| FNMA POOL #MA1125 4 07-01-2042 BEO | \*\* | 75840 |
| FNMA POOL #MA1177 3.5% 09-01-2042 BEO | \*\* | 65555 |
| FNMA POOL #MA1213 3.5% DUE 10-01-2042 BEO | \*\* | 64445 |
| FNMA POOL #MA1272 3% 12-01-2042 BEO | \*\* | 309796 |
| FNMA POOL #MA1373 3.5% 03-01-2043 BEO | \*\* | 179404 |
| FNMA POOL #MA1458 3% 06-01-2043 BEO | \*\* | 258551 |
| FNMA POOL #MA1463 3.5% 06-01-2043 BEO | \*\* | 409671 |
| FNMA POOL #MA1508 3.5% 07-01-2043 BEO | \*\* | 115273 |
| FNMA POOL #MA1510 4% 07-01-2043 BEO | \*\* | 126101 |
| FNMA POOL #MA1546 3.5% DUE 08-01-2043 BEO | \*\* | 151380 |
| FNMA POOL #MA1553 2.5% 08-01-2028 BEO | \*\* | 247825 |
| FNMA POOL #MA1591 4.5% 09-01-2043 BEO | \*\* | 85425 |
| FNMA POOL #MA1629 4.5% 10-01-2043 BEO | \*\* | 75788 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | \*\* | 66234 |
| FNMA POOL #MA1728 5% 11-01-2033 BEO | \*\* | 40933 |
| FNMA POOL #MA2110 3.5% 12-01-2034 BEO | \*\* | 441956 |
| FNMA POOL #MA2138 3.5% 01-01-2035 BEO | \*\* | 270131 |
| FNMA POOL #MA2320 3% 07-01-2035 BEO | \*\* | 136628 |
| FNMA POOL #MA2373 2.5% 08-01-2030 BEO | \*\* | 31269 |
| FNMA POOL #MA2516 3% 01-01-2046 BEO | \*\* | 218887 |
| FNMA POOL #MA2523 3% 02-01-2036 BEO | \*\* | 550453 |
| FNMA POOL #MA2579 3% 04-01-2036 BEO | \*\* | 427318 |
| FNMA POOL #MA2670 3% 07-01-2046 BEO | \*\* | 695231 |
| FNMA POOL #MA2672 3% 07-01-2036 BEO | \*\* | 1627609 |
| FNMA POOL #MA2707 3% 08-01-2036 BEO | \*\* | 3443744 |
| FNMA POOL #MA2728 2.5% 08-01-2031 BEO | \*\* | 271137 |
| FNMA POOL #MA2749 2.5% 09-01-2036 BEO | \*\* | 575853 |
| FNMA POOL #MA2773 3% 10-01-2036 BEO | \*\* | 1828018 |
| FNMA POOL #MA2798 2.5% 10-01-2031 BEO | \*\* | 108286 |
| FNMA POOL #MA2806 3% DUE 11-01-2046 REG | \*\* | 623990 |
| FNMA POOL #MA2832 3% 12-01-2036 BEO | \*\* | 1303781 |
| FNMA POOL #MA2863 3% DUE 01-01-2047 BEO | \*\* | 1975502 |
| FNMA POOL #MA2913 2.5% 02-01-2032 BEO | \*\* | 89250 |
| FNMA POOL #MA2930 4% 03-01-2047 BEO | \*\* | 80430 |
| FNMA POOL #MA2960 4% 04-01-2047 BEO | \*\* | 485881 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #MA2995 4% 05-01-2047 BEO | \*\* | 402362 |
| FNMA POOL #MA3058 4% 07-01-2047 BEO | \*\* | 63032 |
| FNMA POOL #MA3060 3% 07-01-2032 BEO | \*\* | 934763 |
| FNMA POOL #MA3076 2.5% 07-01-2032 BEO | \*\* | 555572 |
| FNMA POOL #MA3114 2.5% 08-01-2032 BEO | \*\* | 618034 |
| FNMA POOL #MA3124 2.5% 09-01-2032 BEO | \*\* | 591452 |
| FNMA POOL #MA3182 3.5% 11-01-2047 BEO | \*\* | 1503513 |
| FNMA POOL #MA3183 4% 11-01-2047 BEO | \*\* | 136689 |
| FNMA POOL #MA3210 3.5% 12-01-2047 BEO | \*\* | 27880 |
| FNMA POOL #MA3211 4% DUE 12-01-2047 BEO | \*\* | 322066 |
| FNMA POOL #MA3239 4% 01-01-2048 BEO | \*\* | 717258 |
| FNMA POOL #MA3305 3.5% 03-01-2048 BEO | \*\* | 8864336 |
| FNMA POOL #MA3310 4% 03-01-2038 BEO | \*\* | 1558 |
| FNMA POOL #MA3333 4% 04-01-2048 BEO | \*\* | 55530 |
| FNMA POOL #MA3356 3.5% 05-01-2048 BEO | \*\* | 2186369 |
| FNMA POOL #MA3383 3.5% 06-01-2048 BEO | \*\* | 7689496 |
| FNMA POOL #MA3385 4.5% 06-01-2048 BEO | \*\* | 369995 |
| FNMA POOL #MA3442 3.5% 08-01-2048 BEO | \*\* | 839316 |
| FNMA POOL #MA3564 4.5% 01-01-2049 BEO | \*\* | 175707 |
| FNMA POOL #MA3879 4.5% 12-01-2049 BEO | \*\* | 1320063 |
| FNMA POOL #MA3897 3% 01-01-2035 BEO | \*\* | 1017463 |
| FNMA POOL #MA3937 3% 02-01-2050 BEO | \*\* | 1715857 |
| FNMA POOL #MA3945 4.5% DUE 02-01-2050 BEO | \*\* | 832809 |
| FNMA POOL #MA3960 3% 03-01-2050 BEO | \*\* | 973673 |
| FNMA POOL #MA4014 3% 05-01-2035 BEO | \*\* | 2596124 |
| FNMA POOL #MA4026 4% 05-01-2050 BEO | \*\* | 1231190 |
| FNMA POOL #MA4031 4.5% 05-01-2050 BEO | \*\* | 399139 |
| FNMA POOL #MA4047 2% 06-01-2050 BEO | \*\* | 6566073 |
| FNMA POOL #MA4053 2.5% 06-01-2035 BEO | \*\* | 2627658 |
| FNMA POOL #MA4093 2% 08-01-2040 BEO | \*\* | 893318 |
| FNMA POOL #MA4099 2.5% 08-01-2035 BEO | \*\* | 8790450 |
| FNMA POOL #MA4119 2% 09-01-2050 BEO | \*\* | 3886137 |
| FNMA POOL #MA4128 2% 09-01-2040 BEO | \*\* | 807749 |
| FNMA POOL #MA4157 1.5% 10-01-2050 BEO | \*\* | 522130 |
| FNMA POOL #MA4158 2% DUE 10-01-2050 BEO | \*\* | 6823999 |
| FNMA POOL #MA4177 2.5% 11-01-2040 BEO | \*\* | 493957 |
| FNMA POOL #MA4181 1.5% 11-01-2050 BEO | \*\* | 1135765 |
| FNMA POOL #MA4182 2% 11-01-2050 BEO | \*\* | 3811055 |
| FNMA POOL #MA4209 1.5% 12-01-2050 BEO | \*\* | 9236493 |
| FNMA POOL #MA4232 2% 01-01-2041 BEO | \*\* | 225700 |
| FNMA POOL #MA4237 2% DUE 01-01-2051 BEO | \*\* | 3470530 |
| FNMA POOL #MA4255 2% 02-01-2051 BEO | \*\* | 13515636 |
| FNMA POOL #MA4260 1.5% 02-01-2036 BEO | \*\* | 3737865 |
| FNMA POOL #MA4281 2% 03-01-2051 BEO | \*\* | 601987 |
| FNMA POOL #MA4285 2% 03-01-2031 BEO | \*\* | 888631 |
| FNMA POOL #MA4305 2% 04-01-2051 BEO | \*\* | 243660 |
| FNMA POOL #MA4306 2.5% 04-01-2051 BEO | \*\* | 10599041 |
| FNMA POOL #MA4325 2% DUE 04-01-2051 BEO | \*\* | 11128080 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #MA4328 1.5% 05-01-2036 BEO | \*\* | 378427 |
| FNMA POOL #MA4329 2% 05-01-2036 BEO | \*\* | 1602656 |
| FNMA POOL #MA4333 2% 05-01-2041 BEO | \*\* | 5393849 |
| FNMA POOL #MA4359 1.5% 06-01-2036 BEO | \*\* | 396882 |
| FNMA POOL #MA4364 2% 06-01-2041 BEO | \*\* | 1107144 |
| FNMA POOL #MA4377 1.5% 07-01-2051 BEO | \*\* | 9346782 |
| FNMA POOL #MA4380 3% 07-01-2051 BEO | \*\* | 319135 |
| FNMA POOL #MA4382 1.5% DUE 07-01-2036 BEO | \*\* | 1440746 |
| FNMA POOL #MA4389 1.5% 07-01-2031 BEO | \*\* | 5083416 |
| FNMA POOL #MA4398 2% 07-01-2051 BEO | \*\* | 2139364 |
| FNMA POOL #MA4399 2.5% 08-01-2051 BEO | \*\* | 1358581 |
| FNMA POOL #MA4414 2.5% 09-01-2051 BEO | \*\* | 721509 |
| FNMA POOL #MA4422 2% 09-01-2041 BEO | \*\* | 2424545 |
| FNMA POOL #MA4446 2% 10-01-2041 BEO | \*\* | 814649 |
| FNMA POOL #MA4474 2% 11-01-2041 BEO | \*\* | 891083 |
| FNMA POOL #MA4496 1.5% DUE 12-01-2036 BEO | \*\* | 1004311 |
| FNMA POOL #MA4497 2% 12-01-2036 BEO | \*\* | 2705966 |
| FNMA POOL #MA4501 2% 12-01-2041 BEO | \*\* | 2273786 |
| FNMA POOL #MA4523 2% 01-01-2032 BEO | \*\* | 1826072 |
| FNMA POOL #MA4536 2% 02-01-2037 BEO | \*\* | 1523943 |
| FNMA POOL #MA4539 1.5% 02-01-2042 BEO | \*\* | 330628 |
| FNMA POOL #MA4540 2% 02-01-2042 BEO | \*\* | 1506983 |
| FNMA POOL #MA4571 2.5% 03-01-2042 BEO | \*\* | 401641 |
| FNMA POOL #MA4586 2% 04-01-2042 BEO | \*\* | 407388 |
| FNMA POOL #MA4587 2.5% 04-01-2042 BEO | \*\* | 968678 |
| FNMA POOL #MA4599 3% 05-01-2052 BEO | \*\* | 1940284 |
| FNMA POOL #MA4626 4% 06-01-2052 BEO | \*\* | 3059696 |
| FNMA POOL #MA4643 3% 05-01-2042 BEO | \*\* | 1082519 |
| FNMA POOL #MA4686 5% 06-01-2052 BEO | \*\* | 1155963 |
| FNMA POOL #MA4732 4% 09-01-2052 BEO | \*\* | 46773852 |
| FNMA POOL #MA4733 4.5% 09-01-2052 BEO | \*\* | 3936697 |
| FNMA POOL #MA4737 5% 08-01-2052 BEO | \*\* | 390364 |
| FNMA POOL #MA4783 4% 10-01-2052 BEO | \*\* | 6416328 |
| FNMA POOL #MA4785 5% 10-01-2052 BEO | \*\* | 1674890 |
| FNMA POOL #MA4807 5.5% 11-01-2052 BEO | \*\* | 835786 |
| FNMA POOL #MA4840 4.5% 12-01-2052 BEO | \*\* | 19115850 |
| FNMA POOL #MA4867 4.5% 01-01-2053 BEO | \*\* | 9014275 |
| FNMA POOL #MA4894 6% 01-01-2053 BEO | \*\* | 11876648 |
| FNMA POOL #MA4894 6% 01-01-2053 BEO | \*\* | 5580080 |
| FNMA POOL #MA4962 4% 03-01-2053 BEO | \*\* | 171557 |
| FNMA POOL #MA4977 4.5% 04-01-2053 BEO | \*\* | 1864646 |
| FNMA POOL #MA4979 5.5% 04-01-2053 BEO | \*\* | 1844000 |
| FNMA POOL #MA4980 6% 04-01-2053 BEO | \*\* | 2517752 |
| FNMA POOL #MA5008 4.5% 05-01-2053 BEO | \*\* | 23950793 |
| FNMA POOL #MA5010 5.5% 05-01-2053 BEO | \*\* | 2542035 |
| FNMA POOL #MA5036 3% 04-01-2053 BEO | \*\* | 157313 |
| FNMA POOL #MA5038 5% 06-01-2053 BEO | \*\* | 1337450 |
| FNMA POOL #MA5139 6% 09-01-2053 BEO | \*\* | 1334210 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA POOL #MA5167 6.5% 10-01-2053 BEO | \*\* | 15127366 |
| FNMA POOL #MA5188 4.5% 11-01-2053 BEO | \*\* | 1996038 |
| FNMA POOL #MA5191 6% 11-01-2053 BEO | \*\* | 5055339 |
| FNMA POOL #MA5192 6.5% 11-01-2053 BEO | \*\* | 310871 |
| FNMA POOL #MA5207 4% 11-01-2053 BEO | \*\* | 12686833 |
| FNMA POOL #MA5246 5.5% 01-01-2054 BEO | \*\* | 798433 |
| FNMA POOL #MA5259 4.5% 01-01-2054 BEO | \*\* | 3398826 |
| FNMA POOL #MA5471 6% 09-01-2054 BEO | \*\* | 862056 |
| FNMA POOL #SB0623 2.5% 03-01-2037 | \*\* | 1131540 |
| FNMA POOL #SD8323 5.0% 05-01-2053 | \*\* | 7424021 |
| FNMA POOL #SD8323 5.0% 05-01-2053 | \*\* | 30443743 |
| FNMA POOL AT3389 3 DUE 08-01-2043 REG | \*\* | 118055 |
| FNMA POOL AU4346 3.5 DUE 07-01-2043 REG | \*\* | 263332 |
| FNMA POOL CA0243 4.5% DUE 08-01-2047 | \*\* | 98025 |
| FNMA POOL FN #BZ0254 4.66% 01-01-2029 | \*\* | 1635234 |
| FNMA POOL FN FS7902 6.5% 12-01-2053 | \*\* | 362486 |
| FNMA POOL# BZ0820 4.66% 04-01-2029 | \*\* | 2000626 |
| FNMA POOL# SB0799 2.5% 01-01-2028 | \*\* | 1630332 |
| FNMA POOL#CA1535 3.5% 02-01-2048 REG | \*\* | 3556366 |
| FNMA PREASSIGN 00800 5.5 03-25-2033 | \*\* | 23509 |
| FNMA REMIC 2004-40 CL-FY FRN 05-25-2034 | \*\* | 450543 |
| FNMA REMIC 2017-77 CL-CA 2.0% DUE 10-25-2047 | \*\* | 438878 |
| FNMA REMIC SER 03-85 CL PZ 5% 09-25-2033REG | \*\* | 925468 |
| FNMA REMIC SER 07-15 CL BF FLTG 03-25-2037 | \*\* | 1270816 |
| FNMA REMIC SER 09-62 SER BY 4.0% DUE 08-25-2029 BEO | \*\* | 801538 |
| FNMA REMIC SER 10-21 CL FA FLTG 03-25-2040 | \*\* | 1388732 |
| FNMA REMIC SER 12-128 CL JC 1.5% 09-25-2042 | \*\* | 954135 |
| FNMA REMIC SER 12-20 CL-BD 2.0% 01-25-2031 | \*\* | 157349 |
| FNMA REMIC SER 13-135 CL GA 3.0% 07-25-2032 | \*\* | 27533 |
| FNMA REMIC SER 13-37 CL JA 1.75% DUE 06-25-2042 | \*\* | 90851 |
| FNMA REMIC SER 16-49 CL-BA 2.5% 11-25-2041 | \*\* | 176880 |
| FNMA REMIC SER 16-60 CL Q 1.75% 09-25-2046 | \*\* | 488510 |
| FNMA REMIC SER 2003-W1 CL IA-1 4.73914 12-25-2042 | \*\* | 46419 |
| FNMA REMIC SER 2003-W15 CL 1A1 6.5 07-25-2043 | \*\* | 17506 |
| FNMA REMIC SER 2005-70 CL NA 5.5 08-25-2035 | \*\* | 9273 |
| FNMA REMIC SER 2005-83 CL LA 5.5 10-25-2035 | \*\* | 808705 |
| FNMA REMIC SER 2007-73 CL A1 FLT RT 07-25-2037 | \*\* | 82544 |
| FNMA REMIC SER 2013-133 CL-LA 3.0% 01-25-2033 | \*\* | 157593 |
| FNMA REMIC SER 2013-9 CL CB 5.50 04-25-2042 | \*\* | 1174038 |
| FNMA REMIC SER 2014-87 CL-JB 3.0% 01-25-2045 | \*\* | 341920 |
| FNMA REMIC SER 2015-33 CL-P 2.5% DUE 06-25-2045 | \*\* | 383512 |
| FNMA REMIC SR 12-128 CL QC 1.75% 06-25-2042 | \*\* | 97957 |
| FNMA REMIC SR 12-146 CL KC 2.0% 11-25-2042 | \*\* | 112970 |
| FNMA REMIC SR 2009-88 CL-MA 4.5% 10-25-2039 | \*\* | 16818 |
| FNMA REMIC SR 2017-46 CLLB 3.5 12-25-2052 | \*\* | 140365 |
| FNMA REMIC SR 2018-21 CL CA 3.5% 04-25-2045 | \*\* | 432195 |
| FNMA REMIC TR 18-35 CL-EA 3.0% 05-25-2048 | \*\* | 2965412 |
| FNMA REMIC TR 2001-81 CL-HE 6.5 01-25-2032 | \*\* | 121296 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA REMIC TR 2004-38 CL-FK FLTG RATE 05-25-2034 | \*\* | 62563 |
| FNMA REMIC TR 2004-W1 CL-1A7 5.681 11-25-2043 | \*\* | 119191 |
| FNMA REMIC TR 2005-64 CL-PL 5.5% 07-25-2035 | \*\* | 113373 |
| FNMA REMIC TR 2005-84 CL-XM 5.75 10-25-2035 | \*\* | 242796 |
| FNMA REMIC TR 2006-48 CL-TF VAR RATE 06-25-2036 | \*\* | 8482 |
| FNMA REMIC TR 2007-100 CL-YF FLT RATE DUE 10-25-2037 | \*\* | 253544 |
| FNMA REMIC TR 2009-103 CL-FM VAR RATE 11-25-2039 | \*\* | 972445 |
| FNMA REMIC TR 2009-19 CL-PW 4.5 10-25-2036 | \*\* | 859539 |
| FNMA REMIC TR 2009-29 CL-LA VAR RATE 05-25-2039 | \*\* | 293107 |
| FNMA REMIC TR 2009-73 CL-AB 4.0% 09-25-2029 | \*\* | 540401 |
| FNMA REMIC TR 2009-87 CL-NF VAR RATE 11-25-2039 | \*\* | 282660 |
| FNMA REMIC TR 2009-W1 CL-A 6.0% DUE 12-25-2049 REG | \*\* | 15713 |
| FNMA REMIC TR 2010-107 CL-KF FLTG RATE 03-25-2036 | \*\* | 61671 |
| FNMA REMIC TR 2010-115 CL-FD VAR 4.86649% 11-25-2039 | \*\* | 493368 |
| FNMA REMIC TR 2010-135 CL-BM 4.0% DUE 12-25-2040 | \*\* | 596268 |
| FNMA REMIC TR 2010-155 CL-PC 4% 02-25-2040 | \*\* | 880918 |
| FNMA REMIC TR 2010-26 CL-F FLTG RATE DUE 11-25-2036 | \*\* | 1328183 |
| FNMA REMIC TR 2010-43 CL-MC 3.5 DUE 05-25-2040 REG | \*\* | 4658 |
| FNMA REMIC TR 2011-44 CL-EB 3 05-25-2026 | \*\* | 34231 |
| FNMA REMIC TR 2012-33 CL-CD 2.0% DUE 03-25-2027 | \*\* | 20246 |
| FNMA REMIC TR 2012-54 CL-WA 3.0% DUE 04-25-2032 REG | \*\* | 35850 |
| FNMA REMIC TR 2012-68 CL-NA 2 DUE 03-25-2042 REG | \*\* | 199924 |
| FNMA REMIC TR 2012-90 CL-DA 1.5 03-25-2042 | \*\* | 53621 |
| FNMA REMIC TR 2012-93 CL-DP 1.5% 09-25-2027 | \*\* | 574455 |
| FNMA REMIC TR 2013-115 CL-DZ 3% 10-25-2033 | \*\* | 1402459 |
| FNMA REMIC TR 2013-126 CL-EZ PRIN ONLY 301-25-2038 | \*\* | 1553679 |
| FNMA REMIC TR 2013-15 CL-CP 1.75 % 04-25-2041 | \*\* | 280933 |
| FNMA REMIC TR 2013-20 CL-YC 1.75% 03-25-2042 | \*\* | 568087 |
| FNMA REMIC TR 2013-57 CL-DG 3.5 06-25-2028 | \*\* | 69535 |
| FNMA REMIC TR 2013-58 CL-KJ 3 DUE 02-25-2043 | \*\* | 1694729 |
| FNMA REMIC TR 2013-59 CL-HC 1.5 06-25-2028 | \*\* | 56540 |
| FNMA REMIC TR 2013-6 CL-NE 2.0% DUE 11-25-2032 REG | \*\* | 217079 |
| FNMA REMIC TR 2013-86 CL-LC 3 02-25-2043 | \*\* | 216427 |
| FNMA REMIC TR 2013-90 CL-PD 3% 09-25-2042 | \*\* | 572049 |
| FNMA REMIC TR 2013-93 CL-PJ 3 07-25-2042 REG | \*\* | 443940 |
| FNMA REMIC TR 2013-96 CL-FY VAR RATE 07-25-2042 | \*\* | 1381151 |
| FNMA REMIC TR 2014-32 CL-DK 3.0% 08-25-2043 | \*\* | 263034 |
| FNMA REMIC TR 2015-53 CL-MA 2.5 06-25-2045 | \*\* | 636656 |
| FNMA REMIC TR 2015-79 CL-FE VAR RATE 11-25-2045 | \*\* | 90243 |
| FNMA REMIC TR 2016-10 CL-MA 1.5 10-25-2044 | \*\* | 189035 |
| FNMA REMIC TR 2016-100 CL-WF VAR RATE 01-25-2047 | \*\* | 1337917 |
| FNMA REMIC TR 2016-12 CL-EG 2 05-25-2032 | \*\* | 1527286 |
| FNMA REMIC TR 2016-14 CL-PN 4% 01-25-2046 | \*\* | 455201 |
| FNMA REMIC TR 2016-3 CL-HB 2% 10-25-2031 | \*\* | 307502 |
| FNMA REMIC TR 2016-6 CL-AD 2.5% 04-25-2034 | \*\* | 503985 |
| FNMA REMIC TR 2016-75 CL-LA 2.5% DUE 05-25-2045 REG | \*\* | 435540 |
| FNMA REMIC TR 2016-8 CL-FB VAR 4.86649% 03-25-2046 | \*\* | 4800503 |
| FNMA REMIC TR 2016-84 CL-DF VAR RATE 11-25-2046 | \*\* | 875553 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA REMIC TR 2016-97 CL-CF VAR RATE 12-25-2056 | \*\* | 290275 |
| FNMA REMIC TR 2020-77 CL-DP .75% 11-25-2050 | \*\* | 3344368 |
| FNMA REMIC TR 2021-M900 CL-A1 .833% 12-25-2030 | \*\* | 1470901 |
| FNMA REMIC TR 2022-M8 CL-A1 VAR 1.93632%12-25-2031 | \*\* | 1594652 |
| FNMA REMIC TR 2024-104 CL-FA VAR 5.40201% 01-25-2055 | \*\* | 2086472 |
| FNMA REMIC TR SER 06-106 CL FC FLTG DUE 11-25-2036 REG | \*\* | 308795 |
| FNMA REMIC TR SER 13-99 CL BD 2% 08-25-2041 | \*\* | 120489 |
| FNMA REMIC TR SER 2013-12 CL-P 1.75% DUE 11-25-2041 REG | \*\* | 410349 |
| FNMA REMIC TR SR 12-128 CL WB 1.5% 10-25-2032 | \*\* | 438947 |
| FNMA REMIC TR SR 2010-130 CL-EF VAR RATE 11-25-2040 | \*\* | 64716 |
| FNMA REMIC TR SR 2010-135 CL-CA 2.0% 04-25-2040 | \*\* | 33249 |
| FNMA REMIC TRUST SER 23-M4 CL A2 VAR RT DUE 08-25-2032 | \*\* | 185453 |
| FNMA SER 07-15 CL CF FLT RT DUE 03-25-2037 REG | \*\* | 113374 |
| FNMA SER 10-118 CLS FN VAR RT 10-25-2040 | \*\* | 3814707 |
| FNMA SER 12-118 CL VZ 3.0% DUE 11-25-2042 REG | \*\* | 4981 |
| FNMA SER 12-139 CL CA 2.0% 11-25-2042 REG | \*\* | 312330 |
| FNMA SER 12-35 CL PL 2.0% DUE 11-25-2041 REG | \*\* | 104415 |
| FNMA SER 12-68 CLS CA 1.5 05-25-2031 | \*\* | 24864 |
| FNMA SER 12-93 CL FL FLTG DUE 09-25-2032 BEO | \*\* | 557506 |
| FNMA SER 13-137 CL BA 1.5% 01-25-2029 | \*\* | 334038 |
| FNMA SER 13-4 CLS GB 3.92 02-25-2043 | \*\* | 251763 |
| FNMA SER 13-44 CLS PB 1.75% DUE 01-25-2043 | \*\* | 321250 |
| FNMA SER 13-6 CLS NC 1.5% 11-25-2032 | \*\* | 430968 |
| FNMA SER 14-35 CLS CA 3.5 06-25-2044 | \*\* | 473949 |
| FNMA SER 14-67 CL HC 3.0% 03-25-2044 | \*\* | 6224 |
| FNMA SER 15-79 CLS FA FLTG 11-25-2045 | \*\* | 5927871 |
| FNMA SER 16-2 CLS HA 3 12-25-2041 | \*\* | 187200 |
| FNMA SER 16-8 CLS HA 3.0% 06-25-2027 | \*\* | 90640 |
| FNMA SER 18-70 CLS HA 3.5% 10-25-2056 | \*\* | 3798899 |
| FNMA SER 19-28 CL FJ FLTG DUE 06-25-2059 REG | \*\* | 1514686 |
| FNMA SER 2010-54 CL FT FRN 04-25-2037 | \*\* | 3344380 |
| FNMA SER 2010-58 CL NK 3% 05-25-2040 | \*\* | 4855 |
| FNMA SER 2010-64 CL DM 05/01/2010 5 06/25/2040 | \*\* | 42118 |
| FNMA SER 2011-146 CL NB 4 09-25-2041 | \*\* | 509 |
| FNMA SER 2012-102 CL GA 1.375 DUE 09-25-2027 REG | \*\* | 411867 |
| FNMA SER 2012-145 CL DC 1.5 DUE 01-25-2028 | \*\* | 85718 |
| FNMA SER 2012-28 CL B 6.5 06-25-2039 | \*\* | 4246 |
| FNMA SER 2013-23 CL-NH 2% 03-25-2028 | \*\* | 93840 |
| FNMA SER 2013-9 CL BC 6.5 07-25-2042 | \*\* | 571230 |
| FNMA SER 2016-76 CL-ME 3.0% 01-25-2046 | \*\* | 1344392 |
| FNMA SER 2017-M12 CL A2 FLTG RT 06-25-2027 | \*\* | 218879 |
| FNMA SER 2017-M5 CL A2 3.303% 04-25-2029 | \*\* | 127083 |
| FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG | \*\* | 474215 |
| FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG | \*\* | 226717 |
| FNMA SER 2018-17 CL EA 3.5% DUE 11-25-2047 | \*\* | 288355 |
| FNMA SER 2018-M3 CL A2 3.1935% 02-25-2030 | \*\* | 247116 |
| FNMA SER 2018-M4 CL A2 VAR RT DUE 03-25-2028 REG | \*\* | 328518 |
| FNMA SER 2019-M4 CL A2 3.61% 02-25-2031 REG | \*\* | 341037 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FNMA SER 20-37 CL FH FLTG RT 06-25-2050 | \*\* | 1050257 |
| FNMA SER 20-79 CLS JA 1.5% 11-25-2050 | \*\* | 1712774 |
| FNMA SER 21-M2G CL A1 1.198% 03-25-2031 REG | \*\* | 5459119 |
| FNMA SERIES 2013-5 CLASS MP 3.5 02-25-2043 | \*\* | 574849 |
| FNMA SR 05-79 CL UC 5.75 09-25-2035 | \*\* | 593703 |
| FNMA SR 06-101 CL FC VAR RT 07-25-2036 | \*\* | 57197 |
| FNMA SR 12-107 CL-AJ 1.75 12-25-2031 | \*\* | 72744 |
| FNMA SR 13-54 CL-CA 3.0% 06-25-2033 | \*\* | 1646626 |
| FNMA SR 16-55 CL DC 2.5% 12-25-2034 | \*\* | 1365841 |
| FNMA SR 17-86 CL AF VAR RT 11-25-2057 | \*\* | 6892648 |
| FNMA SR 19-60 CL BA 2.5% 10-25-2049 | \*\* | 86974 |
| FNMA SR 2013-104 CL-ZT 3.0% 10-25-2033 | \*\* | 2090378 |
| FNMA SR 2013-26 CL-JD 3.0% 04-25-2033 | \*\* | 1038261 |
| FNMA SR 2017-M7 CL A2 VAR RT 02-25-2027 | \*\* | 174175 |
| FNMA TRANCHE 00766 2.25 12-25-2032 | \*\* | 132440 |
| FNMA TRANCHE 05-25-2027 | \*\* | 271822 |
| FNMA TRANCHE 12-25-2026 | \*\* | 333505 |
| FNMA TRANCHE 3.5 10-25-2042 | \*\* | 142137 |
| FNMA TRANCHE SER 2013-1 CL LA 1.25 02-25-2028 | \*\* | 444517 |
| FNMA TRANCHE SER 2018-57 CL QA 4.5% DUE 05-25-2046 REG | \*\* | 82746 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | \*\* | 8700 |
| FOCALTECH SYSTEMS TWD10 | \*\* | 187314 |
| FOOD & LIFE COMPAN NPV | \*\* | 191499 |
| FOOT LOCKER INC COM | \*\* | 914573 |
| FORD AUTO 6.082% 15/10/2029 | \*\* | 1913039 |
| FORD CR AUTO LEASE 5.05% DUE 06-15-2027 | \*\* | 1107011 |
| FORD CR AUTO LEASE 5.87% DUE 01-15-2027 | \*\* | 4248760 |
| FORD CR AUTO LEASE 5.9% DUE 02-15-2026 | \*\* | 367469 |
| FORD CR AUTO OWNER 1.53% DUE 05-15-2034 | \*\* | 472217 |
| FORD CR AUTO OWNER 1.61% DUE 10-17-2033 | \*\* | 690765 |
| FORD CR AUTO OWNER 1.91% DUE 05-15-2034 | \*\* | 1132775 |
| FORD CR AUTO OWNER 5.53% DUE 09-15-2028 | \*\* | 5124707 |
| FORD CR AUTO OWNER TR SER 2021-A CL C .83% DUE 08-15-2028 REG | \*\* | 991693 |
| FORD CR FLOORPLAN 4.3% DUE 09-15-2029 | \*\* | 8708025 |
| FORD CR FLOORPLAN 4.92% DUE 05-15-2028 | \*\* | 3416195 |
| FORD CR FLOORPLAN 5.24% DUE 04-15-2031 | \*\* | 2488172 |
| FORD CR FLOORPLAN MASTER OWNER TR A SER 20-2 CL A 1.06% DUE 09-15-2027 REG | \*\* | 1005832 |
| FORD CR FLOORPLAN MASTER OWNER TR SER 18-4 CL A 4.06% 11-15-2030 REG | \*\* | 4698745 |
| FORD CREDIT AUTO OWNER TRUST SER 23-A CL A3 4.65% DUE 02-15-2028 | \*\* | 405721 |
| FORD CREDIT AUTO OWNER TRUST SER 23-A CL A3 4.65% DUE 02-15-2028 | \*\* | 2015581 |
| FORD CREDIT AUTO OWNER TRUST SER 24-B CLS A3 5.1% 04-15-2029 | \*\* | 1163354 |
| FORD FNDTN 2.815% DUE 06-01-2070 | \*\* | 132408 |
| FORD MOTOR CREDIT CO LLC 5.8% 03-05-2027 | \*\* | 302854 |
| FORD MOTOR CREDIT CO LLC 5.8% 03-05-2027 | \*\* | 1695984 |
| FORD MOTOR CREDIT CO LLC 6.125% 03-08-2034 | \*\* | 205384 |
| FORD MOTOR CREDIT CO LLC 6.125% 03-08-2034 | \*\* | 8508766 |
| FORD MOTOR CREDIT CO LLC 6.95% 06-10-2026 | \*\* | 3541097 |
| FORD MOTOR CREDIT CO LLC 7.35% DUE 11-04-2027 BEO | \*\* | 633411 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FORD MTR CO DEL 3.25% 02-12-2032 | \*\* | 357659 |
| FORD MTR CO DEL 6.1% 08-19-2032A | \*\* | 1055516 |
| FORD MTR CR CO LLC 4.134% DUE 08-04-2025 | \*\* | 397524 |
| FORD MTR CR CO LLC 3.375% DUE 11-13-2025BEO | \*\* | 3346718 |
| FORD MTR CR CO LLC 4.0% DUE 11-13-2030 BEO | \*\* | 720770 |
| FORD MTR CR CO LLC 4.125% DUE 08-17-2027 | \*\* | 386718 |
| FORD MTR CR CO LLC 4.125% DUE 08-17-2027 | \*\* | 816941 |
| FORD MTR CR CO LLC 4.95% 05-28-2027 | \*\* | 396313 |
| FORD MTR CR CO LLC 4.95% 05-28-2027 | \*\* | 956106 |
| FORD MTR CR CO LLC 5.8% 03-08-2029 | \*\* | 500357 |
| FORD MTR CR CO LLC 5.8% 03-08-2029 | \*\* | 1829306 |
| FORESEA HLDGS S A 7.5% DUE 06-15-2030 | \*\* | 44229 |
| FORESTAR GROUP INC COM | \*\* | 236961 |
| FORMOSA PROSONIC NPV | \*\* | 36626 |
| FORTINET INC COM | \*\* | 2934265 |
| FORTIS HEALTHCARELIMITED. W.E.F | \*\* | 98837 |
| FORTIS INC 3.055% DUE 10-04-2026 | \*\* | 290544 |
| FORTREA HLDGS INC COM | \*\* | 633839 |
| FORTUNA MNG CORP COM | \*\* | 347497 |
| FORTUNE BRANDS INNOVATIONS INC USD0.01 | \*\* | 1273603 |
| FORVIA EUR7 | \*\* | 75986 |
| FOSITEK CORP TWD10 | \*\* | 1161219 |
| FOSTER ELECTRIC CO NPV | \*\* | 270685 |
| FOX CORP CL A CL A | \*\* | 3813919 |
| FOX CORP CL B CL B | \*\* | 110828 |
| FOX CORP FIXED 3.05% DUE 04-07-2025 | \*\* | 2861233 |
| FOXCONN TECH CO TWD10 | \*\* | 726197 |
| FOXSEMICON INTEGRA TWD10 | \*\* | 686178 |
| FRANCE(GOVT OF) 0.5% SNR 25/05/72 EUR1'REGS | \*\* | 35557 |
| FRANCE(GOVT OF) 0.75% SNR 25/05/2052 EUR1 | \*\* | 817875 |
| FRANCE(GOVT OF) 2% SNR 25/05/2048 EUR1 | \*\* | 233388 |
| FRANCE(GOVT OF) 3% BDS 25/06/2049 EUR1'144A | \*\* | 187415 |
| FRANCE(GOVT OF) 3.25% SNR 25/05/2045 EUR1 | \*\* | 99435 |
| FRANCE(GOVT OF) IDX/LKD SNR 25/07/2031 EUR1 | \*\* | 472526 |
| FREDDIE MAC 01/02/2051 2% 02-01-2051 | \*\* | 252032 |
| FREDDIE MAC 4.5% 01/01/2040 4.5% 01-01-2040 | \*\* | 1577771 |
| FREDDIE MAC FR QG7153 4% 07-01-2053 | \*\* | 32857 |
| FREDDIE MAC FR QG9541 6% 08-01-2053 | \*\* | 303437 |
| FREDDIE MAC FR QJ0915 6% 08-01-2054 | \*\* | 302867 |
| FREDDIE MAC FR QJ3945 6% 09-01-2054 | \*\* | 93578 |
| FREDDIE MAC FR RA7346 3% 06-01-2052 | \*\* | 2424046 |
| FREDDIE MAC FR SD1441 4% 08-01-2052 | \*\* | 131165 |
| FREDDIE MAC FR SD2864 3% 03-01-2052 | \*\* | 4738519 |
| FREDDIE MAC POOL #G08847 4% 11-01-2048 BEO | \*\* | 5753730 |
| FREDDIE MAC POOL #SD1749 2.5% 04-01-2052 | \*\* | 282076 |
| FREDDIE MAC POOL FR QH2780 5.50% 5.5% 09-01-2053 | \*\* | 28407 |
| FREDDIE MAC POOL FR QI9919 5% 07-01-2054 | \*\* | 191979 |
| FREDDIE MAC POOL FR SI2103 2% 08-01-2050 | \*\* | 301876 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| FREDDIE MAC RA7026 3% 03-01-2052 | \*\* | 3319712 |
| FREDDIE MAC RJ0136 4.5% 12-01-2053 | \*\* | 6284085 |
| FREDDIE MAC SER 3914 CL NA 4.0% 06-15-2039 | \*\* | 200496 |
| FREDDIE MAC SER 4000 CL PJ 3.0% 01-15-2042 | \*\* | 20026 |
| FREDDIE MAC SER 4102 CL CE 1.5% 11-15-2040 | \*\* | 89403 |
| FREDDIE MAC SR 5439 CL FK FLTG RT 08-25-2054 | \*\* | 3449397 |
| FREDDIE MAC SR 5483 CL FD FLTG RT 12-25-2054 | \*\* | 841904 |
| FREDDIEMAC STRIP FLTG 6.22809% 10-25-2053 | \*\* | 4748465 |
| FREEPORT-MCMORAN INC | \*\* | 2956379 |
| FRESHPET INC COM | \*\* | 1582407 |
| FRIEDRICH VORWERK NPV | \*\* | 209163 |
| FRONTIER COMMUNICATIONS PARENT INC COM NPV | \*\* | 382810 |
| FRP ADVISORY GROUP ORD GBP0.001 | \*\* | 225201 |
| FS KKR CAP CORP SR NT 3.125% 10-12-2028 | \*\* | 3622515 |
| FTAI AVIATION LTD COM USD0.01 | \*\* | 9139914 |
| FUCHS SE | \*\* | 19542 |
| FUJI CORP(RETAIL) NPV | \*\* | 36462 |
| FUJI MACHINE MFG NPV | \*\* | 462100 |
| FUJITSU NPV | \*\* | 6081378 |
| FULGENT SUN INTERNATIONAL CO LTD TWD10 RIGHTS 31/12/2024 | \*\* | 356 |
| FULLER H B CO COM | \*\* | 808343 |
| FULLER SMITH&TURNR 'A'ORD GBP0.40 | \*\* | 42093 |
| FUSHENG PRECISION TWD10 | \*\* | 538059 |
| FUTURE CORPORATION NPV | \*\* | 87203 |
| FY GROUP LTD TWD10 | \*\* | 39485 |
| G CITY LTD ILS1 | \*\* | 340344 |
| G8 EDUCATION LTD NPV | \*\* | 153702 |
| GABIA INC KRW500 | \*\* | 97859 |
| GAKKEN HOLDINGS CO LTD NPV | \*\* | 95370 |
| GAKUJO CO LTD NPV | \*\* | 82666 |
| GALLAGHER ARTHUR J & CO COM | \*\* | 15676752 |
| GALP ENERGIA SGPS EUR1 | \*\* | 5567801 |
| GAMMA COMMUNICATIO ORD GBP0.0025 | \*\* | 219153 |
| GAMUDA BERHAD NPV | \*\* | 730796 |
| GAP INC COM | \*\* | 496183 |
| GAS MALAYSIA BHD | \*\* | 35978 |
| GATES INDL CORP PL COM USD0.01 | \*\* | 2889077 |
| GATX CORP SR NT 5.4% 03-15-2027 | \*\* | 1249012 |
| GAZPROM PJSC RUB5(RUB) | \*\* | 287967 |
| GAZPROM PJSC SPON ADR-EACH REPR 2 ORD SHS | \*\* | 8180 |
| G-BITS NETWORK TEC A CNY1 STOCK CONNECT | \*\* | 927048 |
| GBL ONE R/EST INV REIT | \*\* | 244413 |
| GCAT 2021-NQM7 TR MTG PASSTHRU CTF CL A-1 1.915% 08-25-2066 | \*\* | 1067422 |
| GCAT 2022-INV2 TR 3% DUE 04-25-2052 | \*\* | 356063 |
| GCAT 2023-NQM4 TR 4.25% DUE 05-25-2067 | \*\* | 253006 |
| GCAT 2023-NQM4 TR 4.25% DUE 05-25-2067 | \*\* | 3036074 |
| GDR NESTLE S A SPONSORED ADR REPSTG REG SH | \*\* | 12526979 |
| GE AEROSPACE | \*\* | 8440603 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GE CAP FDG LLC 4.55% 05-15-2032 | \*\* | 3871659 |
| GE HEALTHCARE HLDG LLC GTD SR NT 5.6% 11-15-2025 | \*\* | 1189921 |
| GE HEALTHCARE TECHNOLOGIES INC COM | \*\* | 12978505 |
| GE VERNOVA T AND D INDIA LIMITED | \*\* | 601454 |
| GEBERIT AG CHF0.10 (REGD) | \*\* | 633135 |
| GEELY AUTOMOBILE H HKD0.02 | \*\* | 404462 |
| GEMTEK TECHNOLOGY TWD10 | \*\* | 519087 |
| GEN DYNAMICS CORP FIXED 3.25% DUE 04-01-2025 | \*\* | 996944 |
| GEN MTRS CO COM | \*\* | 20980709 |
| GEN MTRS FINL CO 5.25% DUE 03-01-2026 | \*\* | 1284491 |
| GENERAL DYNAMICS CORP COM | \*\* | 32881444 |
| GENERAL INTERFACE TWD10 | \*\* | 137364 |
| GENERAL MILLS INC 5.241% DUE 11-18-2025 BEO | \*\* | 1510013 |
| GENERAL MILLS INC COM | \*\* | 3214008 |
| GENERAL MOTORS CO 5.0% 04-09-2027 | \*\* | 1861923 |
| GENERAL MOTORS FINANCIAL CO 5.95% 04-04-2034 | \*\* | 246233 |
| GENERAL MOTORS FINANCIAL CO INC 2.35% 02-26-2027 | \*\* | 2843220 |
| GENERAL MOTORS FINANCIAL CO INC 2.4% 04-10-2028 | \*\* | 643170 |
| GENERAL MOTORS FINANCIAL CO INC 5.35% 07-15-2027 | \*\* | 520070 |
| GENERAL MOTORS FINANCIAL CO INC 5.4% DUE04-06-2026 | \*\* | 1023636 |
| GENERAL MOTORS FINANCIAL CO INC 5.45% 09-06-2034 | \*\* | 140771 |
| GENERAL MOTORS FINANCIAL CO INC 5.8% 01-07-2029 | \*\* | 510151 |
| GENERAL MOTORS FINL CO 2.4% DUE 10-15-2028 BEO | \*\* | 2225620 |
| GENERAL MTRS CO 5.15% DUE 04-01-2038 | \*\* | 230264 |
| GENERAL MTRS CO 6.125% DUE 10-01-2025 | \*\* | 2114660 |
| GENERAL MTRS FINL CO 5.55% 07-15-2029 | \*\* | 738976 |
| GENERAL MTRS FINL CO INC 1.5% DUE 06-10-2026 BEO | \*\* | 2301552 |
| GENERAL MTRS FINL CO INC 2.7% DUE 06-10-2031 BEO | \*\* | 277986 |
| GENERAL MTRS FINL CO INC 2.7% DUE 08-20-2027 REG | \*\* | 1955728 |
| GENERAL MTRS FINL CO INC 3.8% 04-07-2025 | \*\* | 3773066 |
| GENERAL MTRS FINL CO INC 5.4% 05-08-2027 | \*\* | 1833918 |
| GENERAL PLASTIC IN TWD10 | \*\* | 31158 |
| GENERALITAT DE CAT 4.22% SNR 26/04/35 EUR1000 | \*\* | 106616 |
| GENESCO INC COM | \*\* | 342000 |
| GENIUS SPORTS LTD COM NPV | \*\* | 3985600 |
| GENMAB AS DKK1 | \*\* | 631383 |
| GENTERA SAB DE CV COM NPV | \*\* | 86115 |
| GENTEX CORP COM | \*\* | 5717126 |
| GENWORTH FINL INC COMMON STOCK | \*\* | 684160 |
| GEO GROUP INC(THE) COM USD0.01 NEW | \*\* | 372218 |
| GEORGIA POWER CO 4.7% 05-15-2032 | \*\* | 4866535 |
| GEORGIA POWER CO 5.004% 02-23-2027 | \*\* | 3243989 |
| GEORGIA PWR CO 5.125% DUE 05-15-2052 BEO | \*\* | 204513 |
| GERON CORP COM | \*\* | 256823 |
| GFL ENVIRONMENTAL INC. COM NPV SUB VTG SHS | \*\* | 4999437 |
| GFPT PCL THB1(NVDR) | \*\* | 263434 |
| GIBSON ENERGY INC COMM STK | \*\* | 1198298 |
| GIC HOUSING FINANC INR10 | \*\* | 53640 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GILDAN ACTIVEWEAR INC COM | \*\* | 11896028 |
| GILEAD SCIENCES 3.65% DUE 03-01-2026 | \*\* | 1741839 |
| GILEAD SCIENCES 4.5% DUE 02-01-2045 | \*\* | 265982 |
| GILEAD SCIENCES 4.75% DUE 03-01-2046 | \*\* | 608535 |
| GILEAD SCIENCES 4.8% DUE 11-15-2029 | \*\* | 2740466 |
| GILEAD SCIENCES INC | \*\* | 2327447 |
| GIVAUDAN SA CHF10 | \*\* | 2122494 |
| GLACIER BANCORP INC NEW COM | \*\* | 16386133 |
| GLAUKOS CORP COM | \*\* | 1284686 |
| GLENCORE FDG LLC 3.875% DUE 10-27-2027 | \*\* | 3628835 |
| GLENCORE FDG LLC 4% DUE 03-27-2027 | \*\* | 784327 |
| GLENMARK PHARM INR1.00 | \*\* | 555577 |
| GLOBAL E ONLINE LTD COM NPV | \*\* | 4067120 |
| GLOBAL LIGHTING TECHNOLOGIES INC SHS | \*\* | 41270 |
| GLOBAL PMTS INC 1.2% DUE 03-01-2026 | \*\* | 4813062 |
| GLOBAL PMTS INC 2.9% 11-15-2031 | \*\* | 1710080 |
| GLOBAL PMTS INC FIXED 2.9% DUE 05-15-2030 | \*\* | 1246467 |
| GLOBAL SHIP LEASE INC | \*\* | 239606 |
| GLOBE LIFE INC COM | \*\* | 3321735 |
| GLORY LTD NPV | \*\* | 932478 |
| GLP CAP L P / GLP 5.25% DUE 06-01-2025 | \*\* | 2729372 |
| GLP CAP L P / GLP 5.375% DUE 04-15-2026 | \*\* | 6844869 |
| GLP CAP L P/GLP FING II INC 5.625% 09-15-2034 | \*\* | 2262989 |
| GLP CAP L P/GLP FING II INC 6.25% 09-15-2054 | \*\* | 1404053 |
| GLS AUTO 1.48% DUE 07-15-2027 | \*\* | 2070213 |
| GLS AUTO 6.38% DUE 12-15-2028 | \*\* | 3398314 |
| GLS AUTO 7.01% DUE 01-16-2029 | \*\* | 2172742 |
| GM FINANCIAL AUTOMOBILE LEASIN 5.78% SER 24-2 CL A3 07-20-2027 | \*\* | 379088 |
| GM FINANCIAL AUTOMOBILE LEASIN SER 24-1 CL A3 0.0% 03-22-2027 | \*\* | 2464875 |
| GM FINANCIAL AUTOMOBILE LEASING TRU SER 23-3 CL A3 5.38% DUE 11-20-2026 | \*\* | 5126696 |
| GM FINANCIAL CONSUMER AUTOMOBILE SER 2024-1 CL A3 4.85% 12-18-2028 | \*\* | 221124 |
| GM FINANCIAL SECURITIZED TERM SER 23-1 CL A3 4.66% DUE 02-16-2028 | \*\* | 1857995 |
| GM FINANCIAL SECURITIZED TERM SER 23-1 CL A3 4.66% DUE 02-16-2028 | \*\* | 735958 |
| GM FINANCIAL SECURITIZED TERM SER 24-2 CL A2A 5.33% 03-16-2027 | \*\* | 1362193 |
| GM FINL AUTOMOBILE 5.16% DUE 01-20-2027 | \*\* | 651405 |
| GM FINL AUTOMOBILE 5.43% DUE 09-21-2026 | \*\* | 2798806 |
| GM FINL CNSMR 5.5% DUE 08-16-2028 | \*\* | 506115 |
| GM FINL CNSMR AUTOMOBILE SER 24-1 CL A2A 5.54% 02-16-2027 | \*\* | 684156 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES AUTO NT CL A-4 3.71% 12-16-2027 | \*\* | 579109 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES CL A-4 3.25% 04-17-2028 | \*\* | 3277573 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES SR 22-2 CL A-3 3.1% 01-19-2027 | \*\* | 473211 |
| GMO GLOBALSIGN HOLDINGS KK | \*\* | 21032 |
| GNMA 2.3% DUE 11-16-2051 | \*\* | 129757 |
| GNMA 2.4% DUE 09-16-2058 | \*\* | 34346 |
| GNMA 2.5% DUE 10-16-2057 | \*\* | 27082 |
| GNMA 2008-047 REMIC CL ML 5.25 DUE 06-16-2038 | \*\* | 12557 |
| GNMA 2009-069 CL PV 4 DUE 08-20-2039 | \*\* | 7473 |
| GNMA 2009-076 REMIC PASSTHRU MX CL CF 09-16-2039 | \*\* | 254865 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA 2009-096 REMIC PASSTHRU FT 10-20-2039 | \*\* | 251044 |
| GNMA 2010-046 REMIC PASSTHRU 5.22628% 03-20-2035 | \*\* | 872390 |
| GNMA 2010-H11 REMIC PASSTHRU CTF CL FA 06-20-2060 | \*\* | 467654 |
| GNMA 2010-H26 REMIC PASSTHRU CTF CL LF INT FLTG 08-20-2058 | \*\* | 427021 |
| GNMA 2011-157 REMIC PASSTHRU CL PA 3.0% DUE 03-20-2041 | \*\* | 84621 |
| GNMA 2011-H09 CL AF VAR 03-20-2061 | \*\* | 197383 |
| GNMA 2012-059 REMIC PASSTHRU CTF CL F 05-20-2042 | \*\* | 92158 |
| GNMA 2012-105 REMIC PASSTHRU CTF 1.25% 08-16-2027 | \*\* | 868956 |
| GNMA 2012-106 REMIC PASSTHRU 1.25% 09-20-2027 | \*\* | 2920848 |
| GNMA 2012-H08 REMIC PASSTHRU CTF CL FS 04-20-2062 | \*\* | 962803 |
| GNMA 2012-H31 REMIC PASSTHRU SECS CL FD VAR RT 12-20-2062 | \*\* | 498997 |
| GNMA 2013-88 REMIC CL WA VAR RT DUE 06-20-2030 REG | \*\* | 5699 |
| GNMA 2013-H04 REMIC PASSTHRU CTF CL BA 1.65 DUE 02-20-2063 | \*\* | 354 |
| GNMA 2013-H05 REMIC PASSTHRU CL FB FLTG RT 02-20-2062 | \*\* | 689 |
| GNMA 2013-H15 REMIC PASSTHRU CTF 4.99004% 07-20-2063 | \*\* | 856284 |
| GNMA 2013-H22 REMIC PASSTHRU 5.08004% 07-20-2063 | \*\* | 504888 |
| GNMA 2013-H22 REMIC PASSTHRU 6.08004% 08-20-2063 | \*\* | 139059 |
| GNMA 2014-190 REMIC PASSTHRU CTF CL PA FIXED 3.0% 06-20-2044 | \*\* | 496138 |
| GNMA 2014-H10 CL FA FLTG RT DUE04-20-2064 | \*\* | 57800 |
| GNMA 2014-H17 REMIC PASSTHRU CTF 5.11845% 08-20-2064 | \*\* | 899742 |
| GNMA 2014-H20 REMIC SER 14-H20 CL FA FLTG DUE 10-20-2064 REG | \*\* | 495835 |
| GNMA 2015-H06 REMIC PASSTHRU CTF 5.09004% 02-20-2065 | \*\* | 1861224 |
| GNMA 2015-H27 REMIC PASSTHRU CTF CL FA 09-20-2065 | \*\* | 375360 |
| GNMA 2015-H28 REMIC PASSTHRU CTF CL MX-FL 10-20-2065 | \*\* | 909558 |
| GNMA 2015-H29 REMIC PASSTHRU SEC CL FJ 11-20-2065 | \*\* | 1069902 |
| GNMA 2015-H31 REMIC PASSTHRU SEC CL FT 11-20-2065 | \*\* | 74223 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH 12-20-2065 | \*\* | 123000 |
| GNMA 2016-H04 MTG PASSTHRU CTF CL FK 02-20-2066 | \*\* | 289862 |
| GNMA 2016-H11 REMIC PASSTHRU CTF CL FE 04-20-2066 | \*\* | 850119 |
| GNMA 2016-H13 REMIC PASS THRU SECS CL FT05-20-2066 | \*\* | 91109 |
| GNMA 2016-H19 REMIC PASSTHRU SECS CL FA 09-20-2066 | \*\* | 685698 |
| GNMA 2016-H20 REMIC PASSTHRU CTF CL FG 08-20-2066 | \*\* | 134528 |
| GNMA 2016-H22 REMIC PASSTHRU CTF CL FA 10-20-2066 | \*\* | 1815046 |
| GNMA 2016-H23 REMIC PASSTHRU CTF CL F FLTG RT 10-20-2066 | \*\* | 551413 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL MX-FC 12-20-2066 | \*\* | 42474 |
| GNMA 2017-121 MTG PASS THRU CTF 3% 07-20-2046 | \*\* | 2957 |
| GNMA 2017-153 CL WA DUE 06-20-2036 | \*\* | 193296 |
| GNMA 2017-H03 CL FB FLTG 06-20-2066 | \*\* | 271653 |
| GNMA 2017-H03 REMIC PASSTHRU CTF 5.24004% 01-20-2067 | \*\* | 383639 |
| GNMA 2017-H06 REMIC PASS THRU 5.19004% 11-20-2066 | \*\* | 981589 |
| GNMA 2017-H10 REMIC PASSTHRU SECS CL FB FLTG RT 04-20-2067 REG | \*\* | 483120 |
| GNMA 2017-H14 CL FD FLTG 06-20-2067 | \*\* | 282393 |
| GNMA 2017-H14 REMIC PASSTHRU CTF CL FB 06-20-2067 | \*\* | 546699 |
| GNMA 2017-H14 REMIC PASSTHRU CTF CL FE 06-20-2067 | \*\* | 1339058 |
| GNMA 2017-H14 REMIC PASSTHRU CTF CL FG 06-20-2067 | \*\* | 671828 |
| GNMA 2017-H16 REMIC PASSTHRU CTF CL FG FLTG 07-20-2067 REG | \*\* | 9071675 |
| GNMA 2017-H16 REMIC PASSTHRU CTF CL FH 07-20-2067 | \*\* | 11704122 |
| GNMA 2017-H23 MTG PASS THRU CTF 4.89004%11-20-2067 | \*\* | 1944498 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA 2018-H08 REMIC SER 2018-H08 CLS KF VAR RT DUE 05-20-2068 | \*\* | 863287 |
| GNMA 2019-H09 REMIC PASSTHRU CTF 4.94004% 04-20-2069 | \*\* | 1024643 |
| GNMA 2019-H11 REMIC PASSTHRU CTF 5.04004% 05-20-2069 | \*\* | 2021342 |
| GNMA 2020-H13 REMIC PASSTHRU CTF 4.84004% 08-20-2070 | \*\* | 1059596 |
| GNMA 2020-H13 REMIC PASSTHRU CTF 4.89004% 07-20-2070 | \*\* | 3332268 |
| GNMA 2020-H13 REMIC PASSTHRU CTF 4.89004% 07-20-2070 | \*\* | 6594323 |
| GNMA 3% DUE 01-20-2046 | \*\* | 364179 |
| GNMA 3% DUE 02-16-2046 | \*\* | 603997 |
| GNMA 3% DUE 09-16-2039 | \*\* | 4471 |
| GNMA 3.5% DUE 03-20-2046 | \*\* | 590252 |
| GNMA 4% DUE 04-16-2041 | \*\* | 110227 |
| GNMA 4% DUE 07-16-2039 | \*\* | 7271 |
| GNMA 4.86004% 06-20-2070 | \*\* | 2205756 |
| GNMA 4.94004% 05-20-2069 | \*\* | 1900722 |
| GNMA 4.94004% 07-20-2070 | \*\* | 385635 |
| GNMA 5% DUE 03-16-2034 | \*\* | 79239 |
| GNMA 5.5% DUE 08-20-2033 | \*\* | 51188 |
| GNMA 5.5% DUE 11-20-2037 | \*\* | 25142 |
| GNMA 6.5% DUE 08-16-2042 | \*\* | 166420 |
| GNMA CL 2007-035 CL TE 6 DUE 06-20-2037 | \*\* | 17414 |
| GNMA FIXED 3.5% DUE 02-20-2045 | \*\* | 23272 |
| GNMA FLTG RT 4.77004% DUE 10-20-2060 | \*\* | 918988 |
| GNMA FLTG RT 4.94004% DUE 04-20-2061 | \*\* | 722557 |
| GNMA FLTG RT SER 18-H19 CL FA 12-20-2063 REG | \*\* | 1832471 |
| GNMA GNMA # MA7194 3% 02-20-2051 | \*\* | 4342571 |
| GNMA GNMA # MA7471 2% 07-20-2051 | \*\* | 2939298 |
| GNMA MTG PASS THRU CTF CL FM 02-20-2066 | \*\* | 911 |
| GNMA POOL #3529 5% 03-20-2034 BEO | \*\* | 817 |
| GNMA POOL #4028 6% 09-20-2037 BEO | \*\* | 13971 |
| GNMA POOL #4041 7% 10-20-2037 BEO | \*\* | 71174 |
| GNMA POOL #4222 6% 08-20-2038 BEO | \*\* | 12693 |
| GNMA POOL #4245 6% 09-20-2038 BEO | \*\* | 159405 |
| GNMA POOL #4247 7% 09-20-2038 BEO | \*\* | 55985 |
| GNMA POOL #4423 4.5% 04-20-2039 BEO | \*\* | 1300 |
| GNMA POOL #4447 5% 05-20-2039 BEO | \*\* | 27475 |
| GNMA POOL #4520 5% 08-20-2039 BEO | \*\* | 120541 |
| GNMA POOL #4543 6% 09-20-2039 BEO | \*\* | 11543 |
| GNMA POOL #4746 4.5% 07-20-2040 BEO | \*\* | 47998 |
| GNMA POOL #4800 4% 09-20-2040 BEO | \*\* | 109906 |
| GNMA POOL #4833 4% 10-20-2040 BEO | \*\* | 377881 |
| GNMA POOL #4834 4.5% 10-20-2040 BEO | \*\* | 15828 |
| GNMA POOL #4855 5% 11-20-2040 BEO | \*\* | 353317 |
| GNMA POOL #4883 4.5% 12-20-2040 BEO | \*\* | 83113 |
| GNMA POOL #4923 4.5% 01-20-2041 BEO | \*\* | 81867 |
| GNMA POOL #4945 4% 02-20-2041 BEO | \*\* | 62576 |
| GNMA POOL #497630 SER 2029 6% DUE 02-15-2029 REG | \*\* | 100 |
| GNMA POOL #4978 4.5% 03-20-2041 BEO | \*\* | 1618208 |
| GNMA POOL #4979 5% 03-20-2041 BEO | \*\* | 157128 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA POOL #498387 SER 2029 6% DUE 02-15-2029 REG | \*\* | 460 |
| GNMA POOL #4984 5.5% 03-20-2041 BEO | \*\* | 168260 |
| GNMA POOL #5016 4% 04-20-2041 BEO | \*\* | 55483 |
| GNMA POOL #5017 4.5% 04-20-2041 BEO | \*\* | 133349 |
| GNMA POOL #5018 5% 04-20-2041 BEO | \*\* | 107168 |
| GNMA POOL #5115 4.5% 07-20-2041 BEO | \*\* | 23161 |
| GNMA POOL #5140 4.5% 08-20-2041 BEO | \*\* | 223622 |
| GNMA POOL #521330 SER 2035 5% DUE 05-15-2035 BEO | \*\* | 51025 |
| GNMA POOL #5259 4% 12-20-2041 BEO | \*\* | 31734 |
| GNMA POOL #5280 4% 01-20-2042 BEO | \*\* | 47763 |
| GNMA POOL #5305 4% 02-20-2042 BEO | \*\* | 281904 |
| GNMA POOL #543812 SER 2031 6% DUE 02-15-2031 REG | \*\* | 5242 |
| GNMA POOL #586373 5% DUE 02-15-2035 REG | \*\* | 2309 |
| GNMA POOL #594106 SER 2033 4.5% DUE 09-15-2033 BEO | \*\* | 11971 |
| GNMA POOL #595611 SER 2035 5% DUE 01-15-2035 BEO | \*\* | 1076 |
| GNMA POOL #604497 5% 07-15-2033 BEO | \*\* | 2185 |
| GNMA POOL #607451 SER 2034 5% DUE 01-15-2034 REG | \*\* | 10041 |
| GNMA POOL #607465 5% DUE 02-15-2034 REG | \*\* | 10796 |
| GNMA POOL #610410 SER 2033 5% DUE 08-15-2033 BEO | \*\* | 2818 |
| GNMA POOL #615656 5% 10-15-2033 BEO | \*\* | 1764 |
| GNMA POOL #623871 5.0% 06-15-2034 | \*\* | 1779 |
| GNMA POOL #633701 5.0% 09-15-2033 | \*\* | 2668 |
| GNMA POOL #636484 5.0% 03-15-2035 | \*\* | 3006 |
| GNMA POOL #637746 5.0% 12-15-2034 | \*\* | 3680 |
| GNMA POOL #638222 5% 12-15-2034 BEO | \*\* | 1310 |
| GNMA POOL #643362 5% 10-15-2035 BEO | \*\* | 1163 |
| GNMA POOL #668014 3% 11-15-2044 BEO | \*\* | 1186287 |
| GNMA POOL #670030 3% 07-15-2045 BEO | \*\* | 260879 |
| GNMA POOL #672676 SER 2038 5.5% DUE 04-15-2038 BEO | \*\* | 24415 |
| GNMA POOL #676754 SER 2038 5.5% DUE 03-15-2038 REG | \*\* | 68483 |
| GNMA POOL #687179 SER 2038 5.5% DUE 04-15-2038 REG | \*\* | 25442 |
| GNMA POOL #687835 6% 08-15-2038 BEO | \*\* | 18849 |
| GNMA POOL #688043 6% 11-15-2038 BEO | \*\* | 27480 |
| GNMA POOL #690922 5.5% 06-15-2038 BEO | \*\* | 43284 |
| GNMA POOL #697586 5.5% 11-15-2038 BEO | \*\* | 1372 |
| GNMA POOL #711379 SER 2038 5.5% DUE 07-15-2038 REG | \*\* | 1300 |
| GNMA POOL #723344 4% 09-15-2039 BEO | \*\* | 121921 |
| GNMA POOL #723430 4.5% 11-15-2039 BEO | \*\* | 32369 |
| GNMA POOL #723616 5% 01-15-2040 BEO | \*\* | 333111 |
| GNMA POOL #726480 5% 11-15-2039 BEO | \*\* | 445534 |
| GNMA POOL #733600 SER 2040 5% DUE 04-15-2040 REG | \*\* | 4357 |
| GNMA POOL #733627 5% 05-15-2040 BEO | \*\* | 9449 |
| GNMA POOL #736520 SER 2040 4.5% DUE 04-15-2040 REG | \*\* | 140266 |
| GNMA POOL #737111 FIXED 4.5% 04-15-2040 BEO | \*\* | 96773 |
| GNMA POOL #738108 4.5% 03-15-2041 BEO | \*\* | 150237 |
| GNMA POOL #745243 4% 07-15-2040 BEO | \*\* | 131412 |
| GNMA POOL #771561 4.0% 08-15-2041 | \*\* | 65596 |
| GNMA POOL #781804 6% 09-15-2034 BEO | \*\* | 68915 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA POOL #781847 6% 12-15-2034 BEO | \*\* | 52758 |
| GNMA POOL #781885 SER 2035 5% DUE 03-15-2035 REG | \*\* | 3604 |
| GNMA POOL #781902 6% 02-15-2035 BEO | \*\* | 68420 |
| GNMA POOL #781958 5% 07-15-2035 BEO | \*\* | 3431 |
| GNMA POOL #782382 5.5% 08-15-2038 BEO | \*\* | 5379 |
| GNMA POOL #782436 6% 10-15-2038 BEO | \*\* | 30093 |
| GNMA POOL #782716 SER 2039 5% DUE 07-15-2039 REG | \*\* | 36569 |
| GNMA POOL #784119 3% 02-20-2046 BEO | \*\* | 174992 |
| GNMA POOL #786843 3% 03-20-2052 BEO | \*\* | 2399 |
| GNMA POOL #799706 SER 2042 3.5% DUE 09-15-2042 BEO | \*\* | 38106 |
| GNMA POOL #AA5821 3 DUE 11-15-2042 REG | \*\* | 293107 |
| GNMA POOL #AB3031 SER 2042 3% DUE 10-15-2042 REG | \*\* | 77133 |
| GNMA POOL #AC3752 3 DUE 12-15-2042 REG | \*\* | 110097 |
| GNMA POOL #AD1034 3% DUE 07-15-2043 REG | \*\* | 185542 |
| GNMA POOL #AD2413 3.5% DUE 05-15-2043 REG | \*\* | 63369 |
| GNMA POOL #AD2414 3.5 DUE 05-15-2043 REG | \*\* | 52415 |
| GNMA POOL #AD4102 SER 2043 3 DUE 07-15-2043 REG | \*\* | 406649 |
| GNMA POOL #AD6086 3.5% 02-15-2050 BEO | \*\* | 374874 |
| GNMA POOL #AE7691 3 DUE 08-15-2043 REG | \*\* | 618213 |
| GNMA POOL #AE8109 SER 2044 3.5% DUE 01-15-2044 BEO | \*\* | 17753 |
| GNMA POOL #AF5807 SER 2044 3.5% DUE 01-15-2044 BEO | \*\* | 30456 |
| GNMA POOL #AI6888 3% 05-15-2045 BEO | \*\* | 434551 |
| GNMA POOL #AK6718 3% 01-15-2045 BEO | \*\* | 38664 |
| GNMA POOL #AK7285 3% 03-15-2045 BEO | \*\* | 111620 |
| GNMA POOL #AK7286 3% 03-15-2045 BEO | \*\* | 149578 |
| GNMA POOL #AK7329 3% 04-15-2045 BEO | \*\* | 696645 |
| GNMA POOL #AK8997 SER 2045 3% DUE 07-15-2045 BEO | \*\* | 213185 |
| GNMA POOL #AL1539 3% 05-15-2045 BEO | \*\* | 59076 |
| GNMA POOL #AL4608 SER 2045 3% DUE 03-15-2045 BEO | \*\* | 598847 |
| GNMA POOL #AL8635 SER 2045 3% DUE 03-15-2045 BEO | \*\* | 449049 |
| GNMA POOL #AM4099 3% 04-15-2045 BEO | \*\* | 349972 |
| GNMA POOL #AM8643 3% 05-15-2045 BEO | \*\* | 474074 |
| GNMA POOL #AM8646 3% 05-15-2045 BEO | \*\* | 229807 |
| GNMA POOL #AN5715 3% 06-15-2045 BEO | \*\* | 58402 |
| GNMA POOL #AN5721 3% 06-15-2045 BEO | \*\* | 38090 |
| GNMA POOL #AN5726 SER 2045 3% DUE 06-15-2045 BEO | \*\* | 490048 |
| GNMA POOL #AN5733 3% 06-15-2045 BEO | \*\* | 49894 |
| GNMA POOL #AN5734 SER 2045 3% DUE 06-15-2045 BEO | \*\* | 349590 |
| GNMA POOL #AS6414 6.608% 03-20-2066 BEO | \*\* | 266171 |
| GNMA POOL #BD4016 3% 10-15-2049 BEO | \*\* | 338546 |
| GNMA POOL #BL1045X SER 2049 3.5% 10-15-2049 | \*\* | 233874 |
| GNMA POOL #BM9692 4.5% 07-20-2049 BEO | \*\* | 332189 |
| GNMA POOL #BP6203X 3.5% 11-15-2049 | \*\* | 243635 |
| GNMA POOL #BP6229 3% 11-15-2049 BEO | \*\* | 499005 |
| GNMA POOL #BQ0651 3.5% 11-15-2049 BEO | \*\* | 156837 |
| GNMA POOL #BQ7371 3.5% 11-15-2049 BEO | \*\* | 71128 |
| GNMA POOL #BR6606 3% 02-15-2050 BEO | \*\* | 23597 |
| GNMA POOL #BS5027 3.5% 02-15-2050 BEO | \*\* | 19502 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA POOL #BS5195 3.5% 01-15-2050 BEO | \*\* | 45051 |
| GNMA POOL #MA0318 3.5% 08-20-2042 BEO | \*\* | 601209 |
| GNMA POOL #MA1376 4% 10-20-2043 BEO | \*\* | 133236 |
| GNMA POOL #MA1377 4.5% 10-20-2043 BEO | \*\* | 238325 |
| GNMA POOL #MA1448 3.5% 11-20-2043 BEO | \*\* | 4290 |
| GNMA POOL #MA1839 4% 04-20-2044 BEO | \*\* | 154358 |
| GNMA POOL #MA1997 4.5% 06-20-2044 BEO | \*\* | 192041 |
| GNMA POOL #MA2072 3% 07-20-2044 BEO | \*\* | 100444 |
| GNMA POOL #MA2149 4% 08-20-2044 BEO | \*\* | 95281 |
| GNMA POOL #MA2303 3.5% 10-20-2044 BEO | \*\* | 262867 |
| GNMA POOL #MA2446 4% 12-20-2044 BEO | \*\* | 174728 |
| GNMA POOL #MA2489 3% 01-20-2030 BEO | \*\* | 1172065 |
| GNMA POOL #MA2753 3% 04-20-2045 BEO | \*\* | 120182 |
| GNMA POOL #MA2825 3% 05-20-2045 BEO | \*\* | 109437 |
| GNMA POOL #MA2960 3% 07-20-2045 BEO | \*\* | 222731 |
| GNMA POOL #MA3037 5% 08-20-2045 BEO | \*\* | 102162 |
| GNMA POOL #MA3243 3% 11-20-2045 BEO | \*\* | 76726 |
| GNMA POOL #MA3244 3.5% 11-20-2045 BEO | \*\* | 208511 |
| GNMA POOL #MA3245 4% 11-20-2045 BEO | \*\* | 246559 |
| GNMA POOL #MA3311 4% 12-20-2045 BEO | \*\* | 303075 |
| GNMA POOL #MA3663 3.5% 05-20-2046 BEO | \*\* | 132011 |
| GNMA POOL #MA3737 4% 06-20-2046 BEO | \*\* | 402164 |
| GNMA POOL #MA3802 3% 07-20-2046 BEO | \*\* | 115991 |
| GNMA POOL #MA3803 3.5% 07-20-2046 BEO | \*\* | 1532989 |
| GNMA POOL #MA3873 3% 08-20-2046 BEO | \*\* | 347715 |
| GNMA POOL #MA3937 3.5% 09-20-2046 BEO | \*\* | 113555 |
| GNMA POOL #MA3939 4.5% 09-20-2046 BEO | \*\* | 149890 |
| GNMA POOL #MA4070 4% 11-20-2046 BEO | \*\* | 129387 |
| GNMA POOL #MA4071 4.5% 11-20-2046 BEO | \*\* | 332499 |
| GNMA POOL #MA4125 2.5% 12-20-2046 BEO | \*\* | 286430 |
| GNMA POOL #MA4127 3.5% 12-20-2046 BEO | \*\* | 456640 |
| GNMA POOL #MA4261 3% 02-20-2047 BEO | \*\* | 800349 |
| GNMA POOL #MA4263 4% 02-20-2047 BEO | \*\* | 169866 |
| GNMA POOL #MA4321 3.5% 03-20-2047 BEO | \*\* | 343078 |
| GNMA POOL #MA4450 3% 05-20-2047 BEO | \*\* | 562937 |
| GNMA POOL #MA4585 3% 07-20-2047 BEO | \*\* | 191517 |
| GNMA POOL #MA4781 5% 10-20-2047 BEO | \*\* | 398942 |
| GNMA POOL #MA4838 4% 11-20-2047 BEO | \*\* | 1110542 |
| GNMA POOL #MA4899 3% 12-20-2047 BEO | \*\* | 823089 |
| GNMA POOL #MA4961 3% 01-20-2048 BEO | \*\* | 518074 |
| GNMA POOL #MA4962 3.5% 01-20-2048 BEO | \*\* | 240702 |
| GNMA POOL #MA4964 4.5% 01-20-2048 BEO | \*\* | 151216 |
| GNMA POOL #MA5019 3.5% 02-20-2048 BEO | \*\* | 1167060 |
| GNMA POOL #MA5021 4.5% 02-20-2048 BEO | \*\* | 873486 |
| GNMA POOL #MA5137 4% 04-20-2048 BEO | \*\* | 415251 |
| GNMA POOL #MA5138 4.5% 04-20-2048 BEO | \*\* | 543233 |
| GNMA POOL #MA5265 4.5% 06-20-2048 BEO | \*\* | 815229 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA POOL #MA5399 4.5% 08-20-2048 BEO | \*\* | 175220 |
| GNMA POOL #MA5594 3.5% 11-20-2048 BEO | \*\* | 1468368 |
| GNMA POOL #MA5764 4.5% 02-20-2049 BEO | \*\* | 621349 |
| GNMA POOL #MA5817 4% 03-20-2049 BEO | \*\* | 287061 |
| GNMA POOL #MA5877 4.5% DUE 04-20-2049 REG | \*\* | 245695 |
| GNMA POOL #MA6038 3% 07-20-2049 BEO | \*\* | 152473 |
| GNMA POOL #MA6157 5% 09-20-2049 BEO | \*\* | 300258 |
| GNMA POOL #MA6413 5% 01-20-2050 BEO | \*\* | 269113 |
| GNMA POOL #MA6477 4.5% 02-20-2050 BEO | \*\* | 252100 |
| GNMA POOL #MA6999 4.5% 11-20-2050 BEO | \*\* | 1955751 |
| GNMA POOL #MA8098 3% 06-20-2052 BEO | \*\* | 704899 |
| GNMA POOL AE7613 SER 2043 3 DUE 07-15-2043 REG | \*\* | 59316 |
| GNMA POOL G2 MA6409 3.0% 01-20-2050 | \*\* | 995354 |
| GNMA POOL#MA5712 5.0% 01-20-2049 REG | \*\* | 651674 |
| GNMA REMIC 2015-H30 CL FD FLT RT 10-20-2065 | \*\* | 690939 |
| GNMA REMIC PASS THRU SECS SER 2012-102 CL DA 1.25% DUE 08-20-2027 | \*\* | 1163643 |
| GNMA REMIC PASSTHRU SER 2016-H11 CLS F 05-20-2066 | \*\* | 2471357 |
| GNMA REMIC SER 10-61 CL KG 4% FIXED DUE 03-16-2040 | \*\* | 294033 |
| GNMA REMIC SER 11-116 CL BA 2% DUE 08-16-2026 | \*\* | 17809 |
| GNMA REMIC SER 11-128 CL BL 2% DUE 09-16-2026 | \*\* | 23746 |
| GNMA REMIC SER 13-H24 CL FB FLTG DUE 09-20-2063 | \*\* | 186395 |
| GNMA REMIC SER 15-H04 CL FA FLTG DUE 12-20-2064 REG | \*\* | 3286406 |
| GNMA REMIC SER 2010-H02 CL FA 02-20-2060 | \*\* | 587924 |
| GNMA REMIC SR 17-H05 CL FA FLTG 01-20-2067 | \*\* | 1578777 |
| GNMA REMIC SR 2017-H12 CL FL VAR RT 05-20-2067 | \*\* | 8455806 |
| GNMA REMIC TRUST SER 17-H07 CL FC FLTG RT DUE 03-20-2067 REG | \*\* | 1809983 |
| GNMA REMIC TRUST SER 19-H03 CL FL FLTG RT DUE 02-20-2069 REG | \*\* | 2861887 |
| GNMA REMIC TRUST SER 20-H10 CL FG FLTG RT DUE 06-20-2070 REG | \*\* | 2105563 |
| GNMA SER 2017-H01 CL FC FLTG 12-20-2066 | \*\* | 556559 |
| GNMA SER 09-98 CLS DA 3.25% 07-16-2039 | \*\* | 698144 |
| GNMA SER 12-H12 CL HD 2.0% 05-20-2062 | \*\* | 49282 |
| GNMA SER 13-H18 CL EA FLTG DUE 07-20-2063 REG | \*\* | 72246 |
| GNMA SER 13-H19 CL FB FLT 08-20-2063 | \*\* | 1016378 |
| GNMA SER 16-H24 CL FG FLT 10-20-2066 | \*\* | 788689 |
| GNMA SER 18-36 CL AM 3.0% 07-20-2045 | \*\* | 2116963 |
| GNMA SER 19-111 CL NA 3.5% 05-20-2048 | \*\* | 2882050 |
| GNMA SER 19-H09 CL FG FLTG RT 05-20-2069 | \*\* | 2663263 |
| GNMA SER 19-H14 CL EF FLTG RT 05-20-2069 | \*\* | 731355 |
| GNMA SER 2.25 DUE 12-16-2041 | \*\* | 59120 |
| GNMA SER 2009-061 CL NP 4.0% DUE 08-20-2039 | \*\* | 193491 |
| GNMA SER 2010-H010 CL FC FLTG RT DUE 05-20-2060 | \*\* | 369920 |
| GNMA SER 2015-H11 CL FC FLTG RT 5-20-2065 | \*\* | 654628 |
| GNMA SER 2015-H20 CL FB FLT RT 08-20-2065 | \*\* | 144384 |
| GNMA SER 2017-051 CL AB 2.35% 04-16-2057 | \*\* | 71858 |
| GNMA SER 2017-H07 CL FG FLTG RT DUE 02-20-2067 REG | \*\* | 1061701 |
| GNMA SER 2017-H19 CL FA FLTG RT DUE 08-20-2067 | \*\* | 460463 |
| GNMA SER 2018-H06 CL PF FLTG 02-20-2068 | \*\* | 646035 |
| GNMA SER 2018-H07 CL FD FLTG 05-20-2068 REG | \*\* | 1355633 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMA SER 24-23 CL BA 5.5% 10-20-2051 | \*\* | 1502930 |
| GNMA SER 24-23 CL PB 5.5% 02-20-2050 | \*\* | 1961389 |
| GNMA SER 24-43 CL F FLTG 03-20-2054 | \*\* | 5152542 |
| GNMA SR 16-H07 CL FQ FLTG RT 03-20-2066 | \*\* | 1065523 |
| GNMA SR 19-H15 CL AF FLTG RT 08-20-2069 | \*\* | 456671 |
| GNMA SR 2006-38 CL FZ FLTG DUE 09-16-2035 | \*\* | 846506 |
| GNMA SR 2010-115 CL DA 2.5% DUE 09-20-2040 | \*\* | 43939 |
| GNMA SR 2011-156 CL PD 2.0% 04-20-2040 | \*\* | 132118 |
| GNMA SR 20-127 CL LP 1.5% 06-20-2050 | \*\* | 1275424 |
| GNMA SR 2018-166 CL H-C 3.5% 09-20-2048 | \*\* | 304851 |
| GNMA SR 2019-031CL HA 3.0% 07-20-2047 | \*\* | 99262 |
| GNMA SR 20-H09 CL FL FLTG RT 05-20-2070 | \*\* | 1196687 |
| GNMA SR 22-120 CL EA 4% 05-20-2046 | \*\* | 2066608 |
| GNMA SR 24-H08 CL FC FLTG 05-20-2074 | \*\* | 416948 |
| GNMAII POOL #004224 SER 2038 7 DUE 08-20-2038 REG | \*\* | 42385 |
| GNMAII POOL #2958 SER 2030 8% DUE 08-20-2030 REG | \*\* | 2590 |
| GNMAII POOL #4040 SER 2037 6.5% DUE 10-20-2037 REG | \*\* | 4737 |
| GNMAII POOL #4060 SER 2037 6% DUE 12-20-2037 REG | \*\* | 15273 |
| GNMAII POOL #4195 SER 2038 6% DUE 07-20-2038 REG | \*\* | 2237 |
| GNMAII POOL #4268 SER 2038 6% DUE 10-20-2038 REG | \*\* | 1652 |
| GNMAII POOL #4696 SER 2040 4.5% DUE 05-20-2040 REG | \*\* | 75828 |
| GNMAII POOL #4697 SER 2040 5% DUE 05-20-2040 REG | \*\* | 47319 |
| GNMAII POOL #4747 SER 2040 5% DUE 07-20-2040 BEO | \*\* | 271175 |
| GNMAII POOL #4922 SER 2041 4% DUE 01-20-2041 BEO | \*\* | 82650 |
| GNMAII POOL #5082 SER 2041 4.5% DUE 06-20-2041 BEO | \*\* | 93572 |
| GNMAII POOL #5326 SER 2027 3% DUE 03-20-2027 BEO | \*\* | 18688 |
| GNMAII POOL #783637 SER 2042 3% DUE 06-20-2042 REG | \*\* | 29668 |
| GNMAII POOL #787154 6.5% 11-20-2053 | \*\* | 339833 |
| GNMAII POOL #80012 SER 2026 ADJ RT 11-20-2026 | \*\* | 1595 |
| GNMAII POOL #80106 4.625% DUE 08-20-2027REG | \*\* | 2580 |
| GNMAII POOL #80397 SER 2030 ADJ RT 04-20-2030 | \*\* | 475 |
| GNMAII POOL #8744 SER 2025 ADJ RT 11-20-2025 | \*\* | 1233 |
| GNMAII POOL #8770 SER 2025 ADJ RT 12-20-2025 | \*\* | 1231 |
| GNMAII POOL #8781 SER 2026 ADJ RT 01-20-2026 | \*\* | 37 |
| GNMAII POOL #8788 SER 2026 4.625% DUE 01-20-2026 REG | \*\* | 314 |
| GNMAII POOL #BX4951 3.5% 09-20-2050 | \*\* | 1213809 |
| GNMAII POOL #CO4938 5.0% 08-20-2052 | \*\* | 1441783 |
| GNMAII POOL #CO4960 5.0% 08-20-2052 | \*\* | 1348225 |
| GNMAII POOL #G2 MA4654 SER 2047 4.5% DUE08-20-2047 REG GNMAII | \*\* | 197829 |
| GNMAII POOL #MA0023 SER 2042 4% DUE 04-20-2042 REG | \*\* | 92937 |
| GNMAII POOL #MA0073 SER 2027 3% DUE 05-20-2027 REG | \*\* | 42896 |
| GNMAII POOL #MA0272 SER 2027 2.0% DUE 07-20-2027 | \*\* | 54550 |
| GNMAII POOL #MA0299 SER 2027 2.5% DUE 08-20-2027 REG | \*\* | 98662 |
| GNMAII POOL #MA0317 3 DUE 08-20-2012 REG | \*\* | 332133 |
| GNMAII POOL #MA0391 SER 2042 3% DUE 09-20-2042 REG | \*\* | 431878 |
| GNMAII POOL #MA0392 SER 2042 3.5 DUE 09-20-2042 REG | \*\* | 458547 |
| GNMAII POOL #MA0462 3.5 DUE 10-20-2042 REG | \*\* | 642273 |
| GNMAII POOL #MA0463 4 DUE 10-20-2042 REG | \*\* | 463243 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMAII POOL #MA0624 3 12-20-2042 REG | \*\* | 161465 |
| GNMAII POOL #MA0626 4 DUE 11-20-2042 REG | \*\* | 238404 |
| GNMAII POOL #MA0674 SER 2028 2.5 DUE 01-20-2028 REG | \*\* | 2016320 |
| GNMAII POOL #MA0698 3 01-20-2043 REG | \*\* | 228612 |
| GNMAII POOL #MA0933 SER 2043 3% DUE 04-20-2043 REG | \*\* | 190760 |
| GNMAII POOL #MA1012 SER 2043 3.5% DUE 05-20-2043 REG | \*\* | 510963 |
| GNMAII POOL #MA1995 SER 2044 3.5% DUE 06-20-2044 BEO | \*\* | 1011435 |
| GNMAII POOL #MA2372 SER 2044 4% DUE 11-20-2044 REG | \*\* | 387414 |
| GNMAII POOL #MA2678 SER 2045 3.5% DUE 03-20-2045 REG | \*\* | 280881 |
| GNMAII POOL #MA2754 SER 2045 3.5% DUE 04-20-2045 REG | \*\* | 772302 |
| GNMAII POOL #MA3172 SER 2045 3% DUE 10-20-2045 REG | \*\* | 387659 |
| GNMAII POOL #MA3174 SER 2045 4% DUE 10-20-2045 REG | \*\* | 197938 |
| GNMAII POOL #MA3597 SER 2046 3.5% DUE 04-20-2046 BEO | \*\* | 1988221 |
| GNMAII POOL #MA3662 SER 2046 3% DUE 05-20-2046 REG | \*\* | 668616 |
| GNMAII POOL #MA3736 SER 2046 3.5% DUE 06-20-2046 REG | \*\* | 250387 |
| GNMAII POOL #MA4003 SER 2046 3% DUE 10-20-2046 REG | \*\* | 1475095 |
| GNMAII POOL #MA4004 SER 2046 3.5% DUE 10-20-2046 REG | \*\* | 1400707 |
| GNMAII POOL #MA4322 SER 2047 4% DUE 03-20-2047 REG | \*\* | 538099 |
| GNMAII POOL #MA4383 SER 2047 4% DUE 04-20-2047 REG | \*\* | 217475 |
| GNMAII POOL #MA4452 4.0% DUE 05-20-2047 REG | \*\* | 195244 |
| GNMAII POOL #MA4511 SER 2047 4% DUE 06-20-2047 REG | \*\* | 1427439 |
| GNMAII POOL #MA4720 SER 2047 4% DUE 09-20-2047 REG | \*\* | 3722023 |
| GNMAII POOL #MA4837 SER 2047 3.5% DUE 11-20-2047 REG | \*\* | 282180 |
| GNMAII POOL #MA4900 SER 2047 3.5% DUE 12-20-2047 | \*\* | 67439 |
| GNMAII POOL #MA4901 4% 12-20-2047 | \*\* | 469586 |
| GNMAII POOL #MA5020 4.0% 02-20-2048 | \*\* | 319504 |
| GNMAII POOL #MA5078 4.0% 03-20-2048 | \*\* | 1900329 |
| GNMAII POOL #MA5079 4.5% 03-20-2048 | \*\* | 48854 |
| GNMAII POOL #MA5266 SER 2048 5% DUE 06-01-2048 REG | \*\* | 70838 |
| GNMAII POOL #MA5465 3.5% DUE 09-20-2048 REG | \*\* | 308918 |
| GNMAII POOL #MA5529 4.5% 10-20-2048 | \*\* | 368955 |
| GNMAII POOL #MA5530 SER 2048 5.0% DUE 10-20-2048 REG | \*\* | 598075 |
| GNMAII POOL #MA5597 5.0% 11-20-2048 REG | \*\* | 318643 |
| GNMAII POOL #MA5653 5.0% DUE 12-20-2048 REG | \*\* | 416883 |
| GNMAII POOL #MA5763 4% DUE 02-20-2049 REG | \*\* | 867624 |
| GNMAII POOL #MA5818 SER 2049 4.5% DUE 03-20-2049 REG MBS | \*\* | 1628176 |
| GNMAII POOL #MA5876 4.0% 04-20-2049 | \*\* | 1094454 |
| GNMAII POOL #MA5988 5.0% 06-20-2049 | \*\* | 58328 |
| GNMAII POOL #MA6153 3.0% 09-20-2049 | \*\* | 497249 |
| GNMAII POOL #MA6217 2.5% 10-20-2049 | \*\* | 487397 |
| GNMAII POOL #MA6411 4.0% 01-20-2050 | \*\* | 96397 |
| GNMAII POOL #MA6474 3.0% 02-20-2050 REG | \*\* | 969468 |
| GNMAII POOL #MA6476 4.0% 02-20-2050 | \*\* | 141855 |
| GNMAII POOL #MA6659 4.5% 05-20-2050 | \*\* | 2109168 |
| GNMAII POOL #MA6768 4.0% DUE 07-20-2050 | \*\* | 212518 |
| GNMAII POOL #MA6865 SER 2050 2.5% DUE 09-20-2050 REG | \*\* | 447493 |
| GNMAII POOL #MA6866 3.0% 09-20-2050 | \*\* | 253857 |
| GNMAII POOL #MA6930 2.0% 10-20-2050 | \*\* | 4270089 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GNMAII POOL #MA6931 2.5% 10-20-2050 | \*\* | 2052862 |
| GNMAII POOL #MA6995 2.5% 11-20-2050 | \*\* | 1563764 |
| GNMAII POOL #MA7136 SER 2051 2.5% DUE 01-20-2051 REG | \*\* | 277393 |
| GNMAII POOL #MA7193 SER 2051 2.5% DUE 02-20-2051 REG | \*\* | 2730868 |
| GNMAII POOL #MA7254 2.0% DUE 03-20-2051 REG | \*\* | 1575257 |
| GNMAII POOL #MA7255 SER 2051 2.5% DUE 03-20-2051 REG | \*\* | 428314 |
| GNMAII POOL #MA7312 2.5% DUE 04-20-2051 | \*\* | 2598853 |
| GNMAII POOL #MA7367 SER 2051 2.5% DUE 05-20-2051 REG | \*\* | 6561558 |
| GNMAII POOL #MA7419M 3% 06-20-2051 | \*\* | 294550 |
| GNMAII POOL #MA7589 2.5% 09-20-2051 | \*\* | 4843607 |
| GNMAII POOL #MA7704 SER 2051 2% DUE 11-20-2051 REG | \*\* | 370782 |
| GNMAII POOL #MA7828 3% DUE 01-20-2052 REG | \*\* | 546433 |
| GNMAII POOL #MA7829 SER 2052 3.5% 01-20-2052 | \*\* | 2577132 |
| GNMAII POOL #MA7937 SER 2052 3.0% 03-20-2052 | \*\* | 402505 |
| GNMAII POOL #MA7989 3.5% DUE 04-20-2052 REG | \*\* | 2441158 |
| GNMAII POOL #MA8043 SER 2052 3.0% DUE 05-20-2052 REG | \*\* | 4130716 |
| GNMAII POOL #MA8099 SER 2052 3.5% 06-20-2052 | \*\* | 4831236 |
| GNMAII POOL #MA8202 5.0% DUE 08-20-2052 REG | \*\* | 2096456 |
| GNMAII POOL #MA8429 5.5% 11-20-2052 | \*\* | 1758957 |
| GNMAII POOL #MA8491 SER 2052 5.5% DUE 12-20-2052 REG | \*\* | 3319041 |
| GNMAII POOL MA5878 5.0% 04-20-2049 | \*\* | 278995 |
| GODFREY PHILLIPS INR2 | \*\* | 1110830 |
| GOLD BULLION BAR .9999-1 OZ | \*\* | 10149 |
| GOLD ROAD RES LTD NPV | \*\* | 526234 |
| GOLDEN ENTMT INC COM | \*\* | 2285786 |
| GOLDEN OCEAN GROUP LTD COM USD0.0 (POST REV SPLIT) | \*\* | 349028 |
| GOLDEN ST TOB SECURITIZATION CORP 3.714%06-01-2041 | \*\* | 616523 |
| GOLDEN ST TOB SECURITIZATION CORP CALIF 3.0% 06-01-2046 | \*\* | 2624226 |
| GOLDEN ST TOB SECURITIZATION CORP CALIF 4.214% DUE 06-01-2050 REG | \*\* | 2740676 |
| GOLDMAN SACHS 3.5% DUE 01-23-2025 | \*\* | 6121478 |
| GOLDMAN SACHS 3.75% DUE 02-25-2026 | \*\* | 840631 |
| GOLDMAN SACHS 3.85% DUE 01-26-2027 | \*\* | 12787383 |
| GOLDMAN SACHS 5.851% 04-25-2035 | \*\* | 560672 |
| GOLDMAN SACHS 6.75% DUE 10-01-2037 | \*\* | 655653 |
| GOLDMAN SACHS BANK USA 5.283% 03-18-2027 | \*\* | 804374 |
| GOLDMAN SACHS BANK USA 5.283% 03-18-2027 | \*\* | 726953 |
| GOLDMAN SACHS BK USA 5.414% 05-21-2027 | \*\* | 2268874 |
| GOLDMAN SACHS BK USA 5.414% 05-21-2027 | \*\* | 7964697 |
| GOLDMAN SACHS FIXED 2.615% 04-22-2032 | \*\* | 4262911 |
| GOLDMAN SACHS FIXED 3.5% DUE 04-01-2025 | \*\* | 9522059 |
| GOLDMAN SACHS FLTG RT .855% DUE 02-12-2026 | \*\* | 4725365 |
| GOLDMAN SACHS GROUP INC 1.093% DUE 12-09-2026 REG | \*\* | 2046781 |
| GOLDMAN SACHS GROUP INC 1.948% 10-21-2027 | \*\* | 9467548 |
| GOLDMAN SACHS GROUP INC 1.992% DUE 01-27-2032 REG | \*\* | 412904 |
| GOLDMAN SACHS GROUP INC 2.6% DUE 02-07-2030 | \*\* | 885679 |
| GOLDMAN SACHS GROUP INC 2.64% DUE 02-24-2028 BEO | \*\* | 917604 |
| GOLDMAN SACHS GROUP INC 2.908% DUE 07-21-2042 BEO | \*\* | 347766 |
| GOLDMAN SACHS GROUP INC 3.21% DUE 04-22-2042 BEO | \*\* | 474271 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GOLDMAN SACHS GROUP INC 3.691% 06-05-2028 | \*\* | 971417 |
| GOLDMAN SACHS GROUP INC 3.691% 06-05-2028 | \*\* | 10088164 |
| GOLDMAN SACHS GROUP INC 4.017% 10-31-2038 | \*\* | 499790 |
| GOLDMAN SACHS GROUP INC 4.387% 06-15-2027 | \*\* | 1878900 |
| GOLDMAN SACHS GROUP INC 4.482% 08-23-2028 | \*\* | 6277205 |
| GOLDMAN SACHS GROUP INC 5.016% 10-23-2035 | \*\* | 14364851 |
| GOLDMAN SACHS GROUP INC 5.049% 07-23-2030 | \*\* | 696431 |
| GOLDMAN SACHS GROUP INC 5.049% 07-23-2030 | \*\* | 7552295 |
| GOLDMAN SACHS GROUP INC 5.561% 11-19-2045 | \*\* | 521976 |
| GOLDMAN SACHS GROUP INC 5.727% 04-25-2030 | \*\* | 612301 |
| GOLDMAN SACHS GROUP INC 5.727% 04-25-2030 | \*\* | 285740 |
| GOLDMAN SACHS GROUP INC 6 45 05 01 6.45 DUE 05-01-2036 BEO | \*\* | 94998 |
| GOLDMAN SACHS GROUP INC 6.484% DUE 10-24-2029 | \*\* | 419022 |
| GOLDMAN SACHS GROUP INC 6.484% DUE 10-24-2029 | \*\* | 6416273 |
| GOLDMAN SACHS GROUP INC COM | \*\* | 8772538 |
| GOLDMAN SACHS GROUP INC FRN 10-28-2027 | \*\* | 1638697 |
| GOLDMAN SACHS GROUP INC NT FXD/FLTG 3.615% 03-15-2028 | \*\* | 291784 |
| GOLDMAN SACHS GROUP INC SR NT FIXED / FLTG 2.65% 10-21-2032 | \*\* | 2329118 |
| GOODLEAP 4% DUE 04-20-2049 | \*\* | 1439220 |
| GOODRX HLDGS INC COM CL A COM CL A | \*\* | 203461 |
| GOODYEAR TIRE & RUBBER CO COM | \*\* | 1189800 |
| GOPRO INC CL A CL A | \*\* | 69364 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023-86 DA 5.5% 08-20-2050 | \*\* | 3311531 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC 5.09004% 11-20-2065 | \*\* | 1048201 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7135 2% 01-20-2051 | \*\* | 2993885 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7420 3.5% 06-20-2051 | \*\* | 1359245 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7473 3% 07-20-2051 | \*\* | 727278 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7534 2.5% 08-20-2051 | \*\* | 4390374 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7648 2% 10-20-2051 | \*\* | 931491 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7649 2.5% 10-20-2051 | \*\* | 1199973 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7650 3% 10-20-2051 | \*\* | 2962792 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7883 3.5% 02-20-2052 | \*\* | 3456773 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA8570 5.5% 01-20-2053 | \*\* | 4328902 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC POOL #646853 5.5% 08-15-2035 BEO | \*\* | 624 |
| GOVERNMENT NATIONAL MORTGAGE ASSOC SR 24-19 CL E 5.0% 09-20-2057 | \*\* | 3288388 |
| GOVERNMENT NATL MTG SER 2015-H14 CL FA FLTG RT 06-20-2065 | \*\* | 871169 |
| GPMT 2021-FL4 LTD FLTG RT 6.38378% DUE 12-15-2036 | \*\* | 4895793 |
| GPO AERO SURESTE SER'B'NPV | \*\* | 108002 |
| GRAB HLDGS LTD | \*\* | 467407 |
| GRACO INC COM | \*\* | 3448810 |
| GRAFTON GROUP PLC | \*\* | 648020 |
| GRAIL INC COM | \*\* | 175823 |
| GRAINCORP 'A'NPV | \*\* | 871420 |
| GRAINGER W W INC 1.85% DUE 02-15-2025 | \*\* | 3171477 |
| GRAINGER W W INC COM | \*\* | 4711604 |
| GRANGES AB NPV | \*\* | 529375 |
| GRAPHIC PACKAGING HLDG CO COM STK | \*\* | 2320659 |
| GRAY OAK PIPELN 3.45% DUE 10-15-2027 | \*\* | 380712 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| GREAT EASTERN SHI INR10 (POST REORG) | \*\* | 292868 |
| GREAT HALL MTGS NO 1 PLC 2007-02 ASSET BACKED NT CL AC 144A 18 JUN 2039 | \*\* | 24688 |
| GREAT-WEST LIFECO 4.15% DUE 06-03-2047 | \*\* | 142424 |
| GREE HOLDINGS INC | \*\* | 26114 |
| GREEN DOT CORP COM STK | \*\* | 302516 |
| GREEN PLAINS INC COM STK | \*\* | 5688 |
| GREENCORE GROUP ORD GBP0.01 (CDI) | \*\* | 351777 |
| GREENPLY INDUSTRIE INR1 | \*\* | 278863 |
| GREENPOINT MTG FDG TR 2006-OH1 MTG PASSTHRU CTF CL A-1 FLTG 01-25-2037 REG | \*\* | 735863 |
| GREENS CO LTD COMMON STOCK | \*\* | 282209 |
| GREENTOWN SERVICE GROUP CO LTD HKD0.00001 | \*\* | 79874 |
| GREIF INC. | \*\* | 5037572 |
| GREYWOLF CLO VII LTD SRS 18-7A CL A1 10-20-2031 | \*\* | 3391553 |
| GROSVENOR PLACE 24 FRN CLO 01/2039 EUR 'A' | \*\* | 517310 |
| GRUPO SBF SA COM NPV | \*\* | 192264 |
| GS MTG BACKED SECS 5% DUE 01-25-2052 | \*\* | 378586 |
| GS MTG BACKED SECS FLTG RT 2.5% DUE 09-25-2052 | \*\* | 1885072 |
| GS MTG SECS COML MTG PASSTHRU CTF TR 2015-GC30 CL A-S 3.777% DUE 05-10-2050 | \*\* | 1901175 |
| GS MTG SECS TR 1.56% DUE 12-12-2053 | \*\* | 2926756 |
| GS MTG SECS TR 2015-GC32 COML MTG PASSTHRU CTF CL 3.498% 07-10-2048 | \*\* | 1810490 |
| GS MTG SECS TR 2020-GC45 SR 20-GC45 CL A3 2.63% 02-13-2053 | \*\* | 2691932 |
| GS MTG SECS TR 3.05% DUE 05-10-2049 | \*\* | 1710777 |
| GS MTG SECS TR 3.469% DUE 11-10-2050 | \*\* | 1758749 |
| GS MTG SECS TR 3.506% DUE 10-10-2048 | \*\* | 6040501 |
| GS MTG SECS TR 3.734% DUE 11-10-2048 | \*\* | 2457995 |
| GS MTG-BACKED SECS FLTG RT 2.5% DUE 12-25-2051 | \*\* | 62761 |
| GS MTG-BACKED SECS FLTG RT 3% DUE 08-26-2052 | \*\* | 1607294 |
| GS MTG-BACKED SECS TR 2022-HP1 MTG PASSTHRU CTF CL A-2 3% 09-25-2052 | \*\* | 1441398 |
| GTT EUR0.01 | \*\* | 1512891 |
| GUANGZHOU KINGMED DIAGNOSTICS GROUP A CNY1 | \*\* | 165746 |
| GUARDANT HEALTH INC COM | \*\* | 1640138 |
| GUIDEWIRE SOFTWARE INC COM USD0.0001 | \*\* | 14819362 |
| GUJARAT STATE PETR INR10(DEMAT) | \*\* | 115164 |
| GULF OIL LUBRICANT INR10 | \*\* | 214884 |
| GULFPORT ENERGY CORP COM USD0.01 | \*\* | 711380 |
| GUNGHO ONLINE ENTE NPV | \*\* | 42428 |
| GUNKUL ENGINEERING THB0.25 (NVDR) | \*\* | 13328 |
| GUNZE LTD NPV | \*\* | 236243 |
| GUR-SEL TURIZM TAS TRY1 | \*\* | 107817 |
| H LUNDBECK A/S SER B DKK1 | \*\* | 504376 |
| H.I.S. CO LTD NPV | \*\* | 107501 |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC | \*\* | 7288450 |
| HACKENSACK MERIDIAN HEALTH INC 2.875% 09-01-2050 | \*\* | 273273 |
| HAEMONETICS CORP MASS COM | \*\* | 701315 |
| HAFNIA LIMITED USD0.01 | \*\* | 56373 |
| HAL TRUST UNITS NPV | \*\* | 37522 |
| HALEON UK CAPITAL PLC 3.125% 03-24-2025 | \*\* | 1693249 |
| HALEON US CAPITAL LLC 3.375% 03-24-2027 | \*\* | 4650246 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| HALEON US CAPITAL LLC 3.375% 03-24-2029 | \*\* | 761830 |
| HALEON US CAPITAL LLC 3.375% 03-24-2029 | \*\* | 724208 |
| HALLIBURTON CO COM | \*\* | 7581442 |
| HAMAKYOREX CO LTD NPV | \*\* | 65235 |
| HAMILTON INSURANCE GROUP LTD. | \*\* | 887883 |
| HAMILTON LANE INC CL A CL A | \*\* | 1400701 |
| HAMMOND POWER SOLU CLASS'A'SUB-VTG NPV | \*\* | 267105 |
| HANA FINANCIAL GRP KRW5000 | \*\* | 5250764 |
| HANCOM LIFECARE IN KRW200 | \*\* | 21080 |
| HANESBRANDS INC COM STK | \*\* | 4103073 |
| HANGZHOU SUNRISE T A CNY1 | \*\* | 304494 |
| HANKOOK SHELL OIL KRW5000 | \*\* | 77453 |
| HANKUK CARBON CO KRW500 | \*\* | 429821 |
| HANNSTAR BOARD CRP TWD10 | \*\* | 83602 |
| HANOVER INS GROUP 4.5% DUE 04-15-2026 | \*\* | 872237 |
| HANOVER INS GROUP INC COM | \*\* | 1798232 |
| HANSOL PAPER CO KRW5000 | \*\* | 655 |
| HANWHA AEROSPACE CO LTD | \*\* | 294752 |
| HANWHA ENGINE KRW1000 | \*\* | 468869 |
| HANWHA GENERAL INSURANCE CO LTD KRW5000 | \*\* | 37454 |
| HANWHA S&C CO LTD KRW5000 | \*\* | 41450 |
| HARBOUR ENERGY PLC ORD GBP0.00002 | \*\* | 385435 |
| HARLEY-DAVIDSON MOTORCYCLE TR 2024-A SER24-A CL A4 5.29% 12-15-2031 | \*\* | 3756953 |
| HARLEY-DAVIDSON MOTORCYCLE TR SER 24-A CL A3 5.37% 03-15-2029 | \*\* | 3596656 |
| HARMONY BIOSCIENCES HLDGS INC COM | \*\* | 456655 |
| HARTFORD FINL SVCS 4.3 DUE 04-15-2043 | \*\* | 135023 |
| HASBRO INC COM | \*\* | 3731993 |
| HAVERTY FURNITURE COS INC COM STK | \*\* | 191614 |
| HAYFIN EMERALD CLO SR 12A CL 25/01/2037 | \*\* | 519017 |
| HAZAMA ANDO CORP NPV | \*\* | 417969 |
| HCA HEALTHCARE INC COM | \*\* | 10587791 |
| HCA INC 4.125% 06-15-2029 | \*\* | 6376819 |
| HCA INC 5.2% 06-01-2028 | \*\* | 3517829 |
| HCA INC 5.25% DUE 06-15-2026 | \*\* | 3769327 |
| HCA INC 5.25% DUE 06-15-2049 | \*\* | 130073 |
| HCA INC 5.875% DUE 02-15-2026 | \*\* | 1890409 |
| HCA INC 5.95% 09-15-2054 | \*\* | 666826 |
| HCA INC SR SECD NT 4.625% 03-15-2052 | \*\* | 1527153 |
| HCL TECHNOLOGIES INR2 | \*\* | 3267119 |
| HD HYUNDAI ELECTRIC & ENERGY SYSTEM CO LTD KRW5000 | \*\* | 641101 |
| HD HYUNDAI MIPO LTD KRW5000 | \*\* | 526627 |
| HDFC ASSET MANAGEM INR5 | \*\* | 2766514 |
| HDFC BANK LTD INR1 | \*\* | 9775263 |
| HEALTHCARE REALTY TRUST INC COM USD0.01 CL A | \*\* | 4281045 |
| HEALTHCARE RLTY 2% DUE 03-15-2031 | \*\* | 159470 |
| HEALTHCARE RLTY 3.1% DUE 02-15-2030 | \*\* | 288206 |
| HEALTHEQUITY INC COM | \*\* | 5514438 |
| HEALTHPEAK PPTYS FIXED 3% DUE 01-15-2030 | \*\* | 2000071 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| HEALTHPEAK PPTYS INC SR NT 2.125% 12-01-2028 | \*\* | 166385 |
| HEALTHPEAK PROPERTIES INC 3.5% DUE 07-15-2029 | \*\* | 594471 |
| HEARTLAND EXPRESS INC COM | \*\* | 225668 |
| HEBA FASTIGHETS AB SER'B'NPV | \*\* | 118797 |
| HECLA MNG CO COM | \*\* | 129379 |
| HEICO CORP NEW 5.25% 08-01-2028 | \*\* | 813660 |
| HEICO CORP NEW CL A CL A | \*\* | 1090590 |
| HEIDELBERG MATERIALS AG | \*\* | 1246840 |
| HEIDRICK & STRUGGLES INTL INC COM | \*\* | 271930 |
| HELIA GROUP LTD NPV | \*\* | 1231801 |
| HELIOS TECHNOLOGIES INC | \*\* | 768701 |
| HELIX ENERGY SOLUTIONS GROUP INC COM STK | \*\* | 312155 |
| HELMERICH & PAYNE INC COM | \*\* | 3173246 |
| HENKEL AG & CO KGAA NON-VTG PRF NPV | \*\* | 3151834 |
| HERBALIFE LTD | \*\* | 411756 |
| HERITAGE INS HLDGS INC COM | \*\* | 184235 |
| HERO FDG 2017-2 FIXED 3.28% DUE 09-20-2048 | \*\* | 59532 |
| HERTZ VEH FING III 1.99% DUE 06-25-2026 | \*\* | 635072 |
| HERTZ VEH FING III 2.33% DUE 06-26-2028 | \*\* | 1126881 |
| HERTZ VEH FING III 3.89% DUE 09-25-2028 | \*\* | 1742215 |
| HESS CORP 4.3% DUE 04-01-2027 | \*\* | 1881425 |
| HESS CORP COM STK | \*\* | 665848 |
| HEXAGON AB SER'B'NPV | \*\* | 3385880 |
| HEXAGON COMPOSITES NOK0.10 | \*\* | 340036 |
| HF SINCLAIR HF SINCLAIR CORPORATION5.875% DUE 04-01-2026 | \*\* | 503745 |
| HF SINCLAIR CORPORATION COM USD0.01 | \*\* | 1390784 |
| HIGHBRIDGE LOAN MANAGEMENT LTD 23/01/2035 0% 01-23-2035 | \*\* | 751335 |
| HIGHWEALTH CONSTRU TWD10 | \*\* | 149761 |
| HILT COML MTG TR 2024-ORL 5.85309% 05-15-2037 | \*\* | 2000626 |
| HILTON FOOD GROUP ORD GBP0.10 | \*\* | 278427 |
| HILTON WORLDWIDE HLDGS INC COM NEW COM NEW | \*\* | 6475592 |
| HIPPO HLDGS INC COM NEW | \*\* | 22567 |
| HISAMITSU PHARM CO NPV | \*\* | 59783 |
| HITACHI ENERGY INDIA LTD | \*\* | 380448 |
| HITACHI NPV | \*\* | 18901042 |
| HITEJINRO HOLDINGS CO LTD KRW5000 | \*\* | 15089 |
| HITO COMMUNICATIONS HOLDINGS | \*\* | 16226 |
| HITRON TECHNOLOGY TWD10 | \*\* | 28745 |
| HIVE DIG COM | \*\* | 118025 |
| HKBN LTD HKD0.0001 | \*\* | 29159 |
| HLTN COML MTG TR FLTG RT 5.95336% DUE 06-15-2041 | \*\* | 4743878 |
| HOCHSCHILD MINING ORD GBP0.01 | \*\* | 212629 |
| HOCHTIEF AG NPV | \*\* | 226840 |
| HOEGH AUTOLINERS NOK0 | \*\* | 26493 |
| HOIST FINANCE AB NPV | \*\* | 421440 |
| HOME BANCSHARES INC COM | \*\* | 8191265 |
| HOME DEPOT INC 2.375% 03-15-2051 | \*\* | 487589 |
| HOME DEPOT INC 3.3% DUE 04-15-2040 REG | \*\* | 327523 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| HOME DEPOT INC 4.5% 09-15-2032 | \*\* | 778868 |
| HOME DEPOT INC 4.875% 06-25-2027 | \*\* | 1256945 |
| HOME DEPOT INC COM | \*\* | 25485847 |
| HOME PARTNERS AMER 2.302% DUE 12-17-2026 | \*\* | 3362518 |
| HON HAI PRECISION TWD10 | \*\* | 1229117 |
| HONDA AUTO RECEIVABLES OWNER TRUST SER 24-3 CLS A4 4.51% 11-21-2030 | \*\* | 3488170 |
| HONDA AUTO RECEIVABLES OWNER TRUST SR 24-1 CL A2 5.36% 09-15-2026 | \*\* | 2447548 |
| HONDA AUTO RECEIVABLES OWNER TRUST SR 24-1 CL A3 5.21% 08-15-2028 | \*\* | 2980476 |
| HONDA MTR CO LTD 2.534% DUE 03-10-2027 | \*\* | 1802147 |
| HONEST CO INC COM | \*\* | 79002 |
| HONEYWELL INTERNATIONAL INC 5.35% 03-01-2064 | \*\* | 140907 |
| HONEYWELL INTL INC COM STK | \*\* | 18831320 |
| HONG KONG EXCHANGES & CLEAR | \*\* | 1153705 |
| HONG LEONG FINANCIAL GROUP MYR1 | \*\* | 32271 |
| HORACE MANN EDUCATORS CORP COM | \*\* | 4141472 |
| HORIBA LTD NPV | \*\* | 541573 |
| HORNBACH HLDG KGAA NPV | \*\* | 796579 |
| HOST HOTELS & RESORTS L P 5.5% 04-15-2035 | \*\* | 685406 |
| HOULIHAN LOKEY INC CL A CL A | \*\* | 1003928 |
| HOWARD HUGHES HLDGS INC COM HOWARD HUGHES HLDG INC | \*\* | 1219951 |
| HOWMET AEROSPACE INC COM USD1.00 WI | \*\* | 9874470 |
| HOYA CORP NPV | \*\* | 3383849 |
| HP ENTERPRISE CO 4.55% 10-15-2029 | \*\* | 1434514 |
| HP ENTERPRISE CO 5.0% 10-15-2034 | \*\* | 216409 |
| HP ENTERPRISE CO 5.6% 10-15-2054 | \*\* | 259348 |
| HP INC 2.2% DUE 06-17-2025 | \*\* | 2046317 |
| HP INC NT 1.45% 06-17-2026 | \*\* | 2886192 |
| HPSP CO LTD KRW500 | \*\* | 428790 |
| HSBC BK USA N A 7 DUE 01-15-2039 | \*\* | 278623 |
| HSBC HLDGS PLC 2.099% DUE 06-04-2026 | \*\* | 3940449 |
| HSBC HLDGS PLC 2.099% DUE 06-04-2026 | \*\* | 2629727 |
| HSBC HLDGS PLC 2.357% DUE 08-18-2031 REG | \*\* | 332200 |
| HSBC HLDGS PLC 2.848% 06-04-2031 | \*\* | 596960 |
| HSBC HLDGS PLC 4.041% 03-13-2028 | \*\* | 1272489 |
| HSBC HLDGS PLC 4.041% 03-13-2028 | \*\* | 195768 |
| HSBC HLDGS PLC 5.13% 11-19-2028 | \*\* | 2915974 |
| HSBC HLDGS PLC 5.597% 05-17-2028 | \*\* | 3254912 |
| HSBC HLDGS PLC 5.719% DUE 03-04-2035 | \*\* | 7555001 |
| HSBC HLDGS PLC 5.733% DUE 05-17-2032 | \*\* | 7587509 |
| HSBC HLDGS PLC 6.254% 03-09-2034 | \*\* | 467187 |
| HSBC HLDGS PLC 7.39% 11-03-2028 | \*\* | 1908491 |
| HSBC HLDGS PLC FLTG RT 1.645% DUE 04-18-2026 | \*\* | 495065 |
| HSBC HLDGS PLC FLTG RT 2.871% DUE 11-22-2032 | \*\* | 843687 |
| HSBC HLDGS PLC FLTG RT 2.871% DUE 11-22-2032 | \*\* | 2277954 |
| HSBC HLDGS PLC FLTG RT 2.999% DUE 03-10-2026 | \*\* | 1688420 |
| HSBC HLDGS PLC FLTG RT 2.999% DUE 03-10-2026 | \*\* | 1789873 |
| HSBC HLDGS PLC FLTG RT 4.292% DUE 09-12-2026 | \*\* | 3631431 |
| HSBC HLDGS PLC FLTG RT 5.887% DUE 08-14-2027 | \*\* | 202946 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| HSBC HOLDINGS PLC 6.161% 03-09-2029 | \*\* | 1617658 |
| HSBC HOLDINGS PLC 6.332% 03-09-2044 | \*\* | 348662 |
| HU LANE ASSOCIATE TWD10 | \*\* | 372298 |
| HUB24 LIMITED NPV | \*\* | 150825 |
| HUBBELL INC COM | \*\* | 2204199 |
| HUBER & SUHNER AG CHF0.25 (REGD) | \*\* | 166208 |
| HUDBAY MINERALS IN COM NPV | \*\* | 100920 |
| HUGEL INC KRW500 | \*\* | 136425 |
| HUMANA INC 5.75% DUE 03-01-2028 | \*\* | 1682974 |
| HUMANA INC COM | \*\* | 9539496 |
| HUNGARY (REPUBLIC 6.75% 25/09/2052 | \*\* | 203206 |
| HUNGARY REP 5.5% 03-26-2036 | \*\* | 654996 |
| HUNGARY TNOTE 6.25% DUE 09-22-2032 REG | \*\* | 611640 |
| HUNGARY(REP OF) 5.375% SNR 12/09/33 EUR1000 | \*\* | 448341 |
| HUNTINGTON BANCSHARES INC 5.272% 01-15-2031 | \*\* | 500698 |
| HUNTINGTON BANCSHARES INC 6.208% 08-21-2029 | \*\* | 567821 |
| HUNTINGTON FLTG RT 5.023% DUE 05-17-2033 | \*\* | 403652 |
| HUNTINGTON INGALLS INDS INC 3.844% 05-01-2025 | \*\* | 3534917 |
| HUNTINGTON INGALLS INDS INC COM | \*\* | 8066562 |
| HUNTINGTON INGALLS INDS INC SR NT 2.043%08-16-2028 | \*\* | 898123 |
| HUNTSMAN CORP COM STK | \*\* | 9071055 |
| HYATT HOTELS CORP 5.25% 06-30-2029 | \*\* | 805709 |
| HYATT HOTELS CORP COM CL A COM CL A | \*\* | 2494255 |
| HYOSUNG HEAVY INDU KRW5000 | \*\* | 23492 |
| HYSAN DEVELOPMENT NPV | \*\* | 54872 |
| HYSTER-YALE INC COM USD0.01 CL A | \*\* | 245279 |
| HYUNDAI AUTO 1.33% DUE 11-15-2027 | \*\* | 489931 |
| HYUNDAI AUTO 1.49% DUE 12-15-2027 | \*\* | 1599535 |
| HYUNDAI AUTO 4.58% DUE 04-15-2027 | \*\* | 1442219 |
| HYUNDAI AUTO 5.54% DUE 10-16-2028 | \*\* | 2732598 |
| HYUNDAI AUTO RECEIVABLES TRUST SER 24-B CL A3 4.84% 03-15-2029 | \*\* | 296496 |
| HYUNDAI CAP AMER 4.875% DUE 11-01-2027 | \*\* | 2982907 |
| HYUNDAI CAP AMER 5.8% DUE 06-26-2025 | \*\* | 772767 |
| HYUNDAI GLOVIS CO KRW500 | \*\* | 364773 |
| HYUNDAI MARINE&FIR KRW500 | \*\* | 65485 |
| HYUNDAI MOVEX CO L KRW100 | \*\* | 71416 |
| HYUNDAI ROTEM CO L KRW5000 | \*\* | 1398480 |
| HYVISION SYSTEM IN SHS | \*\* | 24859 |
| I/L CANADA (GOVT OF) 3% 01/12/2036 CAD1000 | \*\* | 89879 |
| I/O FEDERAL HOME LN MTG CORP SER 2936 CL SC VAR RT 03-15-2029 | \*\* | 4771 |
| I/O FHLMC MULTICLASS SER 004579 CL SD 01-15-2038 | \*\* | 6514 |
| I/O FNMA POOL #AN6788 2.87% 09-01-2027 | \*\* | 1679338 |
| I/O FNMA REMIC SER 2013-13 CL IK 03-25-2028 | \*\* | 1958 |
| I/O FNMA REMIC TR 2013-17 CL-TI 3% 03-25-2028 REG | \*\* | 2179 |
| I/O FNMA SMBS TR 404 CL 05-25-2040 | \*\* | 99523 |
| I/O FNMA SMBS TR 421 CL 12-25-2038 | \*\* | 28148 |
| I3 VERTICALS INC CL A CL A | \*\* | 2909192 |
| IA FINANCIAL CORP COM NPV | \*\* | 2530688 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| IBF FINANCIAL HOLDINGS CO LTD TWD10 | \*\* | 73417 |
| ICE_CDS GOLDUS33 20/12/2025 SELL BARCLAYS BANK PLC 1.5% SWPC0N6P6 | \*\* | 5435 |
| ICE_CDS MSNYUS33 06/20/2028 SELL AT&T INC 3.8% 02/15/20 SWPC0LX54 | \*\* | 3231 |
| ICE_CDS MSNYUS33 06/20/2028 SELL GENERAL MOTORS CO 4.2% SWPC0LUG3 | \*\* | 111365 |
| ICE_CDS MSNYUS33 12/20/2025 SELL FORD MOTOR CREDIT CO L SWPC0L3F5 | \*\* | 8975 |
| ICE_CDS MSNYUS33 12/20/2028 SELL FORD MOTOR COMPANY 4.3 SWPC0M9M2 | \*\* | 109349 |
| ICE_CDS MSNYUS33 20/06/2025 SELL BARCLAYS BANK PLC 1.5% SWPC0N7G5 | \*\* | 1089 |
| ICE_CDS MSNYUS33 20/12/2029 SELL GLENCORE FINANCE EUROP SWPC0N1J5 | \*\* | 116177 |
| ICE_CDX GOLDUS33 12/20/2029 SELL CDX.NA.IG.43 SWPC0MWQ7 | \*\* | 359363 |
| ICG US CLO 2020-1 LTD / ICG US CLO 5.75478% 01-20-2035 | \*\* | 7013328 |
| ICG US CLO 2024-R1 LTD / ICG US CLO 0% 01-25-2038 | \*\* | 7033450 |
| ICNQ 2024-MF MTG TR COML MTG PASS THRU CTF CL A 5.778% 12-10-2034 | \*\* | 1003208 |
| ICRA LTD INR10 | \*\* | 23943 |
| IDACORP INC COM | \*\* | 6728588 |
| IDEXX LABS INC COM | \*\* | 12715761 |
| IFAST CORP LTD CORP LTD | \*\* | 101031 |
| IGG INC USD0.0000025 | \*\* | 1078721 |
| IHH HEALTHCARE BHD COM | \*\* | 630332 |
| IL JIN ELECTRIC KRW1000 (NEW) | \*\* | 206452 |
| IL ST BUILD AMERICA BONDS-TAXABLE-SER 3 6.725 04-01-2035 BEO | \*\* | 352094 |
| I'LL INC NPV | \*\* | 27895 |
| ILL TOOL WKS INC COM | \*\* | 12733276 |
| ILUKA RESOURCES NPV | \*\* | 87860 |
| IMB INTERNAT CAPITAL 4.6% 02-05-2029 | \*\* | 1631283 |
| IMMUNOVANT INC COM | \*\* | 1050124 |
| IMPALA PLATINUM NPV | \*\* | 467586 |
| IMPLENIA AG CHF1.02 (REGD) | \*\* | 151798 |
| IN MICH PWR CO FIXED 3.85% 05-15-2028 | \*\* | 241930 |
| INABATA & CO NPV | \*\* | 110181 |
| INCYTE CORP COM | \*\* | 406339 |
| INDEPENDENCE RLTY TR INC COM | \*\* | 837089 |
| INDEPENDENT BK CORP MASS COM COM STK USD0.01 | \*\* | 6663821 |
| INDIAMART INTERMES INR10 | \*\* | 279032 |
| INDIAN ENERGY EXCHANGE LTD | \*\* | 583779 |
| INDIAN METALS & FERRO ALLOY | \*\* | 127275 |
| INDIAN OIL CORP INR10 | \*\* | 1196495 |
| INDIANA ST FIN AUTH REV 2.496% 03-01-2032 BEO TAXABLE | \*\* | 1692083 |
| INDIGO CRE MANG II IDX/LKD BDS 15/07/2038 EUR | \*\* | 517750 |
| INDITEX (IND.DE DISENO TEXTIL SA) EUR0.03 (POST SUBD) | \*\* | 8157790 |
| INDO TAMBANGRAY IDR500 | \*\* | 261609 |
| INDONESIA GOVERNMEN 8.375% 15/03/34 | \*\* | 649509 |
| INDONESIA(REPUBLIC OF) T BOND 3.5% 01-11-2028 | \*\* | 763660 |
| INDOSTAR CAPITAL INR10 | \*\* | 57136 |
| INDRA SISTEMAS SA EUR0.20 SER 'A' | \*\* | 677033 |
| INDUSTRIAL & COMMERCIAL BANK CHINA 'H' | \*\* | 2880006 |
| INFICON HOLDING AG CHF5 (REGD) | \*\* | 277791 |
| INFORMATICA INC CL A CL A | \*\* | 1682572 |
| INFOSYS LIMITED | \*\* | 2688693 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| INFOSYS LIMITED ADR | \*\* | 1809606 |
| ING GROEP N V 3.869% 03-28-2026 | \*\* | 2991694 |
| ING GROEP N V 4.017% 03-28-2028 | \*\* | 664058 |
| ING GROEP N V 5.55% 03-19-2035 | \*\* | 7460618 |
| ING GROEP N V 6.083% 09-11-2027 | \*\* | 305751 |
| ING GROEP N V 6.083% 09-11-2027 | \*\* | 6479880 |
| ING GROEP N V 6.114% 09-11-2034 | \*\* | 517772 |
| ING GROEP N V FIXED 4.625% DUE 01-06-2026 | \*\* | 799955 |
| ING GROEP N.V. EUR0.01 | \*\* | 9663430 |
| ING US FDG LLC DISC COML PAPER 4/A2 YRS 1&2 10-07-2025 | \*\* | 3954843 |
| INGERSOLL RAND INC 5.197% 06-15-2027 | \*\* | 2483731 |
| INGERSOLL RAND INC 5.4% DUE 08-14-2028 | \*\* | 1584562 |
| INGEVITY CORP COM | \*\* | 590019 |
| INGREDION INC COM | \*\* | 5545869 |
| INNERGEX RENEWABLE COM NPV | \*\* | 225010 |
| INOGEN INC COM | \*\* | 71333 |
| INSIGHT ENTERPRISES INC COM | \*\* | 181151 |
| INSMED INC COM PAR $.01 | \*\* | 3352997 |
| INSOURCE CO LTD NPV | \*\* | 178315 |
| INSPERITY INC COM | \*\* | 995461 |
| INSPIRE MED SYS INC COM | \*\* | 2256631 |
| INSTEEL INDS INC COM | \*\* | 19987 |
| INSYDE SOFTWARE CO TWD10 | \*\* | 47095 |
| INTACT FINL CORP COM NPV | \*\* | 4513214 |
| INTEGRAFIN HOLDING ORD GBP0.01 | \*\* | 46282 |
| INTEGRAL AD SCIENCE HLDG CORP COM | \*\* | 387773 |
| INTEL CORP 3.25% DUE 11-15-2049 | \*\* | 77723 |
| INTEL CORP 3.7% DUE 07-29-2025 | \*\* | 593014 |
| INTEL CORP 3.734% 12-08-2047 BEO | \*\* | 112237 |
| INTEL CORP 4.1% DUE 05-11-2047 | \*\* | 149349 |
| INTEL CORP 4.875% 02-10-2026 | \*\* | 2516489 |
| INTEL CORP COM | \*\* | 1619017 |
| INTEL CORP FIXED 3.75% DUE 08-05-2027 | \*\* | 1541067 |
| INTEL CORP SR NT 3.05% 08-12-2051 | \*\* | 57090 |
| INTELLIA THERAPEUTICS INC COM | \*\* | 65109 |
| INTERACTIVE BROKERS GROUP INC CL COM | \*\* | 2709941 |
| INTERCONTINENTAL EXCHANGE INC 4.6% 03-15-2033 | \*\* | 2069697 |
| INTERCONTINENTAL EXCHANGE INC COM | \*\* | 7557042 |
| INTERCORP FINANCIAL SERVICES INC COM | \*\* | 59795 |
| INTERNATIONAL CONSOLIDATED AIRLINE ORD EUR0.10 | \*\* | 4132715 |
| INTERNATIONAL GAME TECHNOLOGY COMMON STOCK | \*\* | 5603589 |
| INTERNATIONAL MONEY EXPRESS INC COM | \*\* | 221131 |
| INTERNATIONAL PERSONAL FINANCE PLC ORD GBP0.10 | \*\* | 7120 |
| INTERPUBLIC GROUP COMPANIES INC COM | \*\* | 1335041 |
| INTERSTATE PWR & LT CO 3.6% 04-01-2029 | \*\* | 2059706 |
| INTESA SANPAOLO NPV | \*\* | 9469464 |
| INTESA SANPAOLO S 6.625% DUE 06-20-2033 | \*\* | 355622 |
| INTL GAME SYSTEM TWD10 | \*\* | 5466486 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| INTRA-CELLULAR THERAPIES INC COM | \*\* | 2235413 |
| INTUIT COM | \*\* | 34913804 |
| INTUIT INC 5.5% 09-15-2053 | \*\* | 460943 |
| INTUITIVE SURGICAL INC COM NEW STK | \*\* | 9535687 |
| INVENTRUST PPTYS CORP COM USD0.001 | \*\* | 286114 |
| INVESCO LTD COM STK USD0.20 | \*\* | 6462269 |
| INVESTEC LIMITED ZAR0.0002 | \*\* | 108978 |
| INVESTEC ORD GBP0.0002 | \*\* | 469644 |
| INVITATION HOMES 4.15% 04-15-2032 | \*\* | 2305273 |
| INVITATION HOMES OPER PARTNERSHIP 2.3% DUE 11-15-2028 BEO | \*\* | 812221 |
| INVITATION HOMES OPER PARTNERSHIP SR NT 2.7% 01-15-2034 | \*\* | 2473335 |
| IOCHPE-MAXION SA COM NPV | \*\* | 98963 |
| IONIS PHARMACEUTICALS INC COM | \*\* | 2180700 |
| IOVANCE BIOTHERAPEUTICS INC COM | \*\* | 2426238 |
| IPALCO ENTERPRISES INC 4.25% DUE 05-01-2030 REG | \*\* | 400377 |
| IPALCO ENTERPRISES INC SR SECD NT 5.75% 04-01-2034 | \*\* | 3757285 |
| IQVIA HLDGS INC COM USD0.01 | \*\* | 210855 |
| IRB INFRASTRUCTURE 144A 7.11% 11/03/2032 | \*\* | 403865 |
| IRB INFRASTRUCTURE INR1 (POST SUB/ DIV) | \*\* | 502398 |
| IRESS LIMITED NPV | \*\* | 633386 |
| IROBOT CORP COM | \*\* | 122706 |
| IRONWOOD PHARMACEUTICALS INC COM CL A | \*\* | 361519 |
| IS YATIRIM MENKUL TRY1 (B SHARES) | \*\* | 143038 |
| ISB CORPORATION NPV | \*\* | 43491 |
| ISRAEL(STATE OF) 1.75% SNR 31/08/25 ILS1000 | \*\* | 271843 |
| ISRAEL(STATE OF) 2% BDS 31/03/2027 ILS1000 | \*\* | 292068 |
| ISRAEL(STATE OF) 4.5% DUE 01-17-2033 REG | \*\* | 275342 |
| ISRAEL(STATE OF) 5.375% 03-12-2029 | \*\* | 1595091 |
| I-TAIL CORPORATION THB1 (NVDR) | \*\* | 286214 |
| ITC HLDGS CORP 3.25% DUE 06-30-2026 | \*\* | 781971 |
| ITC HLDGS CORP 5.3% DUE 07-01-2043 | \*\* | 184040 |
| ITEOS THERAPEUTICS INC. COM | \*\* | 159122 |
| ITRON INC COM STK NPV | \*\* | 620426 |
| IVANHOE MINES LTD COM STK | \*\* | 597776 |
| J & J SNACK FOODS CORP COM STK NPV | \*\* | 3893763 |
| J FRONT RETAILING NPV | \*\* | 732223 |
| J KUMAR INFAPROJEC COM STK | \*\* | 77134 |
| J P MORGAN CHASE COML MTG SECS TR 5.79715% 10-05-2039 | \*\* | 502401 |
| J P MORGAN CHASE FLTG RT 5.69148% DUE 11-15-2038 | \*\* | 3482500 |
| J P MORGAN CHASE FLTG RT 5.76648% DUE 06-15-2038 | \*\* | 575573 |
| J P MORGAN MTG TR FLTG RT 2.5% DUE 10-25-2051 | \*\* | 1251459 |
| JAB HOLDINGS BV 2.25% GTD SNR 19/12/39 EUR | \*\* | 582576 |
| JABIL INC COM USD0.001 | \*\* | 4476010 |
| JACKSON NATIONAL LIFE GLOBAL FNDG 144A 3.875% DUE 06-11-2025 BEO | \*\* | 248934 |
| JACKSON NATL LIFE GLOBAL FDG SECD TRANCHE # SR 00457 5.55% 07-02-2027 | \*\* | 1389429 |
| JACOBS ENGR GROUP INC 6.35% 08-18-2028 | \*\* | 7297960 |
| JAGUAR MINING INC COM NPV (POST REV SPLIT) | \*\* | 44547 |
| JAMES RIVER GROUP HOLDINGS COM USD0.0002 | \*\* | 69398 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| JANUS HENDERSON GROUP PLC ORD USD1.50 | \*\* | 1767717 |
| JANUS INTL GROUP INC COM | \*\* | 6457490 |
| JANUX THERAPEUTICS INC COM | \*\* | 165920 |
| JAPAN (30 YR TBOND .7% 20/06/2051 | \*\* | 446243 |
| JAPAN EXCHANGE GROUP INC NPV | \*\* | 119382 |
| JAPAN GOVT CPI IDX/LKD 10/03/2028 | \*\* | 2044019 |
| JAPAN LIFELINE CO NPV | \*\* | 60544 |
| JAPAN MEDICAL DYNA NPV | \*\* | 20673 |
| JAPAN POST HOLD CO NPV | \*\* | 1906277 |
| JAPAN POST INSURAN NPV | \*\* | 375491 |
| JAPAN(GOVT OF) 0.1% I/L SNR 10/03/2029 JPY | \*\* | 2766092 |
| JAPAN(GOVT OF) 0.4% SNR 20/06/29 JPY50000 | \*\* | 251017 |
| JAPAN(GOVT OF) 0.5% SNR 20/03/49 JPY50000 | \*\* | 224629 |
| JAPAN(GOVT OF) 1.5% SNR 20/09/43 JPY50000 | \*\* | 907287 |
| JAPAN(GOVT OF) 1.8% SNR 20/03/54 JPY50000 | \*\* | 80838 |
| JAPAN(GOVT OF) 2.2% SNR 20/03/64 JPY50000 | \*\* | 409183 |
| JAPAN(GOVT OF) 2.2% SNR 20/06/54 JPY50000 | \*\* | 245931 |
| JAPFA COMFEED INDO LKD SHARES (IDR200 & IDR40) | \*\* | 257208 |
| JAPFA LTD NPV | \*\* | 68836 |
| JASA MARGA(PERSERO) TBK PT | \*\* | 17541 |
| JAYA TIASA HLDGS NPV | \*\* | 96357 |
| JAYMART GROUP HOLDINGS PCL THB1(NVDR) | \*\* | 16880 |
| JAZEERA AIRWAYS KWD0.100 | \*\* | 43697 |
| JB FINANCIAL GROUP | \*\* | 260188 |
| JBS SA COM NPV | \*\* | 198015 |
| JBS USA HOLD/FOOD/LUX CO 6.75% 03-15-2034 | \*\* | 905021 |
| JBS USA LUX S A / JBS USA FOOD CO 7.25% 11-15-2053 | \*\* | 242399 |
| JCDECAUX SE NPV | \*\* | 953884 |
| JCU CORPORATION | \*\* | 46484 |
| JD LOGISTICS INC 144A USD0.000025 | \*\* | 2622138 |
| JD.COM INC USD0.00002 A CLASS | \*\* | 528737 |
| JELD-WEN HLDG INC COM | \*\* | 196093 |
| JENOPTIK AG NPV (POST CONS) | \*\* | 1017230 |
| JET2 PLC | \*\* | 1270814 |
| JINDAL SAW LTD FV INR 1 DEMAT EQUITY | \*\* | 887436 |
| JOHN DEERE CAPITAL CORP 2.35% 03-08-2027 | \*\* | 464686 |
| JOHN DEERE OWNER 3.8% DUE 05-15-2029 | \*\* | 989977 |
| JOHN DEERE OWNER 4.91% DUE 02-18-2031 | \*\* | 2514878 |
| JOHN DEERE OWNER FIXED 5.2% DUE 09-17-2029 | \*\* | 1158323 |
| JOHN DEERE OWNER TR SR 24-A CL A3 4.96% 11-15-2028 | \*\* | 2239984 |
| JOHNSON & JOHNSON COM USD1 | \*\* | 22324556 |
| JOHNSON CONTROLS HITACHI AIR C | \*\* | 29621 |
| JOHNSON ELEC HLDGS HKD0.05 | \*\* | 609691 |
| JOHNSON HEALTH TEC TWD10 | \*\* | 84415 |
| JOHNSON MATTHEY | \*\* | 693170 |
| JOHNSON SERVICE GP ORD GBP0.10 | \*\* | 273772 |
| JONES LANG LASALLE INC COM STK | \*\* | 406543 |
| JPMBB COML MTG 3.31060004234% DUE 03-17-2049 | \*\* | 731393 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| JPMBB COML MTG 3.7697% DUE 12-15-2048 | \*\* | 3850798 |
| JPMDB COML MTG SECS TR 2016-C4 CL A-2 2.8822% 9-15-2026 | \*\* | 5500892 |
| JPMORGAN CHASE & 6.087% DUE 10-23-2029 | \*\* | 518542 |
| JPMORGAN CHASE & 6.087% DUE 10-23-2029 | \*\* | 3422375 |
| JPMORGAN CHASE & CO 1.04% 02-04-2027 | \*\* | 5284285 |
| JPMORGAN CHASE & CO 1.47% 09-22-2027 | \*\* | 1315016 |
| JPMORGAN CHASE & CO 2.005% 03-13-2026 | \*\* | 9037419 |
| JPMORGAN CHASE & CO 2.069% 06-01-2029 | \*\* | 1269777 |
| JPMORGAN CHASE & CO 2.083% DUE 04-22-2026/10-22-2020 REG | \*\* | 9917939 |
| JPMORGAN CHASE & CO 2.522% 04-22-2031 | \*\* | 5644117 |
| JPMORGAN CHASE & CO 2.947% 02-24-2028 | \*\* | 2744856 |
| JPMORGAN CHASE & CO 2.963% 01-25-2033 | \*\* | 14206717 |
| JPMORGAN CHASE & CO 3.509% 01-23-2029 | \*\* | 1275172 |
| JPMORGAN CHASE & CO 3.96% 01-29-2027 | \*\* | 293699 |
| JPMORGAN CHASE & CO 4.0% DUE 12-31-2049 REG | \*\* | 2727285 |
| JPMORGAN CHASE & CO 4.323% 04-26-2028 | \*\* | 380358 |
| JPMORGAN CHASE & CO 4.452% 12-05-2029 | \*\* | 5535726 |
| JPMORGAN CHASE & CO 4.505% 10-22-2028 | \*\* | 2864437 |
| JPMORGAN CHASE & CO 4.6% DUE 12-31-2049 | \*\* | 2279778 |
| JPMORGAN CHASE & CO 4.603% 10-22-2030 | \*\* | 343647 |
| JPMORGAN CHASE & CO 4.979% 07-22-2028 | \*\* | 7876283 |
| JPMORGAN CHASE & CO 4.995% 07-22-2030 | \*\* | 6346030 |
| JPMORGAN CHASE & CO 5.012% 01-23-2030 | \*\* | 2169821 |
| JPMORGAN CHASE & CO 5.04% 01-23-2028 | \*\* | 4087807 |
| JPMORGAN CHASE & CO 5.299% 07-24-2029 | \*\* | 2777750 |
| JPMORGAN CHASE & CO 5.53% 07-22-2035 | \*\* | 840929 |
| JPMORGAN CHASE & CO 5.571% 04-22-2028 | \*\* | 4383594 |
| JPMORGAN CHASE & CO 5.766% 04-22-2035 | \*\* | 10231773 |
| JPMORGAN CHASE & CO 6.07% 10-22-2027 | \*\* | 5287059 |
| JPMORGAN CHASE & CO COM | \*\* | 64804640 |
| JPMORGAN CHASE & CO NT FIXED TO FLTG RATE 1.578% 04-22-2027 | \*\* | 1842950 |
| JPMORGAN CHASE & CO SR NT FIXED/FLTG 2.595% 02-24-2026 | \*\* | 519221 |
| JPMORGAN CHASE & CO. 2.739% 10-15-2030 | \*\* | 3745426 |
| JPMORGAN CHASE & CO. 2.956% 05-13-2031 | \*\* | 2934135 |
| JPMORGAN CHASE & CO. 4.851% DUE 07-25-2028 | \*\* | 849931 |
| JPMORGAN CHASE & CO. 5.336% 01-23-2035 | \*\* | 597250 |
| JPMORGAN CHASE & CO. 5.35% 06-01-2034 | \*\* | 1400616 |
| JPMORGAN CHASE & FLTG RT 1.045% DUE 11-19-2026 | \*\* | 3878820 |
| JS GLOBAL LIFESTYL USD0.00001 | \*\* | 11381 |
| JSC KAZMUNAYGAS 3.5% SNR MTN 14/04/2033 USD | \*\* | 413919 |
| JSC KAZMUNAYGAS 6.375% SNR MTN 24/10/48 USD | \*\* | 278625 |
| JSC OGK-2 RUB0.3627(RUB) | \*\* | 27406 |
| JSW ENERGY LTD COM | \*\* | 824036 |
| JTC PLC ORD GBP0.01 | \*\* | 151112 |
| JULIUS BAER GRUPPE CHF0.02 (REGD) | \*\* | 4651115 |
| JUNIPER NETWORKS INC COM | \*\* | 212042 |
| JUST DIAL LTD INR10 | \*\* | 68780 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| JUSTSYSTEMS CORP NPV | \*\* | 225894 |
| JVCKENWOOD CORPORA NPV | \*\* | 5289730 |
| JYSKE BANK A/S DKK10 | \*\* | 46031 |
| JYSKE REALKREDIT 1% CVD BDS 01/10/50 DKK0.01 | \*\* | 7821 |
| JYSKE REALKREDIT 1% SNR 01/10/2050 DKK0.01 | \*\* | 1 |
| KAKAKU.COM. INC NPV | \*\* | 471189 |
| KAKEN PHARM NPV | \*\* | 43074 |
| KALMAR OYJ SER'B'NPV | \*\* | 222538 |
| KAMIGUMI CO LTD NPV | \*\* | 374731 |
| KANADEN CORP NPV | \*\* | 26849 |
| KANEMATSU CORP NPV | \*\* | 1306783 |
| KANSAS CITY POWER & LIGHT CO 4.2% 03-15-2048 | \*\* | 237974 |
| KAORI HEAT TREATME TWD10 | \*\* | 647837 |
| KARDEX HOLDING AG | \*\* | 378178 |
| KARUR VYSYA BANK INR2 | \*\* | 383196 |
| KASIKORNBANK PCL THB10 (NVDR) | \*\* | 1493201 |
| KATO SANGYO CO NPV | \*\* | 45966 |
| KB FINANCIAL GROUP KRW5000 | \*\* | 535642 |
| KB KOOKMIN BK NEW YORK BRH 06-26-2024 FLTG CTF OF DEP 04-23-2025 | \*\* | 1885388 |
| KB KOOKMIN BK NEW YORK BRH DTD 05-23-2024 FLTG CD 05-27-2025 | \*\* | 853081 |
| KB KOOKMIN BK NEW YORK BRH DTD 10-24-2024 4.67% CTF DEP 07-24-2025 | \*\* | 3019825 |
| KBC GROEP NV NPV | \*\* | 4472553 |
| KBR INC COM | \*\* | 5570665 |
| KCTECH CO LTD KRW500 | \*\* | 68781 |
| KDDI CORP NPV | \*\* | 25666 |
| KEARNY FINL CORP MD COM | \*\* | 70163 |
| KEC INTERNATIONAL INR 2 | \*\* | 213341 |
| KEESON TECHNOLOGY A CNY1 | \*\* | 149778 |
| KEI INDUSTRIES INR2 | \*\* | 105094 |
| KELLANOVA 4.3% DUE 05-15-2028 | \*\* | 3844288 |
| KELLANOVA SR NT 5.75% 05-16-2054 | \*\* | 199815 |
| KELLOGG CO 5.25% DUE 03-01-2033 | \*\* | 260571 |
| KELLY SERVICES INC CL A COM | \*\* | 170291 |
| KEMPER CORP DEL COM | \*\* | 6099126 |
| KENKO MAYONNAISE NPV | \*\* | 49879 |
| KENVUE INC 5.2% 03-22-2063 | \*\* | 148106 |
| KENVUE INC COM | \*\* | 11195364 |
| KENVUE INC SR NT 5.5% 03-22-2025 | \*\* | 822428 |
| KEPCO ENGINEERING KRW200 | \*\* | 252840 |
| KEPCO PLANT SERVICE & ENGINEERING CO LTDKRW200 | \*\* | 519860 |
| KEPPEL REIT | \*\* | 421735 |
| KERRY LOGISTICS NETWORK LTD HKD1 | \*\* | 479159 |
| KERRY PROPERTIES HKD1 | \*\* | 286444 |
| KEURIG DR PEPPER INC 5.05% 03-15-2029 | \*\* | 261769 |
| KEY BK NATL ASSN STEP CPN 4.39% DUE 12-14-2027 | \*\* | 1420014 |
| KEYSIGHT TECHNOLOGIES INC COM | \*\* | 8335412 |
| KEYSTONE REALTORS INR10.00 | \*\* | 10186 |
| KFIN TECHNOLOGIES COMM STOCK | \*\* | 666891 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| KIATNAKIN PHATRA BANK PCL NON VTG DEP RCPT REP 1 ORD THB10 | \*\* | 191861 |
| KID ASA NOK1.20 | \*\* | 161191 |
| KIER GROUP PLC ORD GBP0.01 | \*\* | 11475 |
| KILLAM APT REAL ES TRUST UNIT | \*\* | 506508 |
| KILROY REALTY CORP 2.5% DUE 11-15-2032 | \*\* | 582551 |
| KILROY RLTY L P 6.25% 01-15-2036 | \*\* | 297714 |
| KIMBERLY-CLARK CORP COM | \*\* | 7482122 |
| KINAXIS INC COM NPV | \*\* | 939015 |
| KINDER MORGAN 6.5% DUE 02-01-2037 | \*\* | 230000 |
| KINDER MORGAN INC 4.3% DUE 06-01-2025 | \*\* | 698383 |
| KINDER MORGAN INC DEL 1.75% 11-15-2026 | \*\* | 4576466 |
| KINDER MORGAN INC FIXED 3.25% DUE 08-01-2050 | \*\* | 168100 |
| KING SLIDE WORKS TWD10 | \*\* | 661898 |
| KINGDEE INTL SOFTW HKD0.025 | \*\* | 583092 |
| KINGNET NETWORK CO CNY1 | \*\* | 569501 |
| KINNEVIK AB NPV B | \*\* | 77416 |
| KINPO ELECTRONICS TWD10 | \*\* | 249487 |
| KIRBY CORP COM | \*\* | 677014 |
| KIRLOSKAR PNEUMATI INR2 (POST SUB DIVISION) | \*\* | 329486 |
| KITE RLTY GROUP TR COM NEW COM NEW | \*\* | 803818 |
| KITZ CORPORATION NPV | \*\* | 42368 |
| KIWOOM SECURITIES KRW5000 | \*\* | 330489 |
| KKR & CO INC CL A CL A | \*\* | 14769849 |
| KLA CORP 3.3% 03-01-2050 | \*\* | 228308 |
| KLA CORP 4.95% 07-15-2052 | \*\* | 482426 |
| KLA CORPORATION COM USD0.001 | \*\* | 15676125 |
| KNIFE RIV HLDG CO COM | \*\* | 3494282 |
| KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01 | \*\* | 4673089 |
| KNORR BREMSE AG | \*\* | 1902411 |
| KODIAK SCIENCES INC COM USD0.0001 | \*\* | 109161 |
| KOMERCNI BANKA CZK100 | \*\* | 183123 |
| KOMMUNALBANKEN AS 1.9% 19/01/2027 | \*\* | 59043 |
| KON AHOLD DELHAIZE EUR0.01 | \*\* | 3708040 |
| KONECRANES OYJ NPV | \*\* | 836265 |
| KONINKLIJKE HEIJMANS N.V | \*\* | 1410202 |
| KONINKLIJKE VOPAK EUR0.50 | \*\* | 167673 |
| KONOIKE TRANSPORT NPV | \*\* | 88477 |
| KOPPERS HLDGS INC COM | \*\* | 85309 |
| KOREA ELEC TERM KRW500 | \*\* | 146965 |
| KOREA TREASURY BD 4.0% 10/12/2031 | \*\* | 240931 |
| KOREA(REPUBLIC OF) 2.375% SNR 10/12/2028KRW | \*\* | 777232 |
| KOREA(REPUBLIC OF) 2.625% SNR 10/06/2028KRW | \*\* | 1084686 |
| KOREA(REPUBLIC OF) 3.25% SNR 10/03/2053 KRW | \*\* | 74826 |
| KOREA(REPUBLIC OF) 4.25% SNR 10/12/2032 KRW | \*\* | 351516 |
| KOREAN REINSURANCE KRW500 | \*\* | 178398 |
| KOSE CORPORATION NPV | \*\* | 2969172 |
| KPIT TECHNOLOGIES INR10 | \*\* | 58972 |
| KRAFT HEINZ CO COM | \*\* | 14261724 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| KRAFT HEINZ FOODS CO GTD SR NT 4.625% 10-01-2039 | \*\* | 357964 |
| KRAFTON INC REG S KRW100 | \*\* | 468915 |
| KRATOS DEFENSE & SECURITY SOLUTIONS INC | \*\* | 2158174 |
| KRISHNA INST OF KRISHNA INST OF MED DM2 | \*\* | 382470 |
| KROGER CO 4.45% DUE 02-01-2047 | \*\* | 247116 |
| KROGER CO 5.358% 09-15-2034 | \*\* | 503040 |
| KROGER CO 5.5% 09-15-2054 | \*\* | 18861 |
| KROGER CO 5.65% 09-15-2064 | \*\* | 263730 |
| KROGER CO COM | \*\* | 950699 |
| KRONOS WORLDWIDE INC COM STK | \*\* | 91075 |
| KRUNG THAI BNK LTD THB5.15(NVDR) | \*\* | 710163 |
| KRYSTAL BIOTECH INC COM | \*\* | 2644734 |
| K'S HOLDINGS CORP NPV | \*\* | 1241721 |
| KS ST DEV FIN AUTH REV PUB EMPLOYEES RETSYS-C 5.501 5-1-34 BEO TXBL SF 5-1-27 | \*\* | 1020936 |
| KSA SUKUK LTD 144A 5.268% 10-25-2028 | \*\* | 201816 |
| KT CORPORATION KRW5000 | \*\* | 741740 |
| KUAISHOU TECHNOLOG USD0.0000053 B CLASS | \*\* | 4244684 |
| KUKBO DESIGN KRW500 | \*\* | 31082 |
| KUMAGAI GUMI CO NPV | \*\* | 415322 |
| KUMBA IRON ORE LTD ZAR0.01 | \*\* | 193278 |
| KUMHO TIRE CO KRW5000 | \*\* | 127582 |
| KURA ONCOLOGY INC COM | \*\* | 329438 |
| KURA SUSHI USA INC CL A COM CL A COM | \*\* | 4844671 |
| KURITA WATER INDS NPV | \*\* | 1044174 |
| KUWAIT INTERNATIONAL BANK COM STK | \*\* | 107184 |
| KUWAIT TELECOMMUNICATIONS COMPANY KWD0.1 | \*\* | 48322 |
| KYMERA THERAPEUTICS INC COM | \*\* | 239047 |
| KYNDRYL HLDGS INC COM | \*\* | 3161021 |
| KYOCERA CORP NPV | \*\* | 3819455 |
| KYOWA KIRIN CO LTD NPV | \*\* | 222193 |
| L A CAL DEPT ARPTS ARPT REV TAX BUILD AMER BD 6.582 DUE 05-15-2039 | \*\* | 63415 |
| L3HARRIS TECHNOLOGIES INC 3.85% DUE 12-15-2026 | \*\* | 246046 |
| L3HARRIS TECHNOLOGIES INC 3.85% DUE 12-15-2026 | \*\* | 885765 |
| L3HARRIS TECHNOLOGIES INC 4.4% DUE 06-15-2028 | \*\* | 1216073 |
| L3HARRIS TECHNOLOGIES INC 5.05% 06-01-2029 | \*\* | 5053302 |
| L3HARRIS TECHNOLOGIES INC 5.4% 01-15-2027 | \*\* | 3924399 |
| L3HARRIS TECHNOLOGIES INC 5.4% 07-31-2033 | \*\* | 488957 |
| L3HARRIS TECHNOLOGIES INC 5.6% 07-31-2053 | \*\* | 339592 |
| LAB CORP AMER 2.95% DUE 12-01-2029 | \*\* | 2767809 |
| LABCORP HLDGS INC COM | \*\* | 5019815 |
| LABORATORY CORP OF AMER 4.35% 04-01-2030 | \*\* | 603092 |
| LAD AUTO 6.12% DUE 09-15-2027 | \*\* | 1936937 |
| LADDER CAP CORP CL A CL A | \*\* | 271772 |
| LAM RESH CORP COM NEW | \*\* | 22344928 |
| LAMAR ADVERTISING CO NEW CL A CL A | \*\* | 340750 |
| LANCASHIRE HLDGS COM STK | \*\* | 337635 |
| LANDESBANK BADEN-WURTTEMBERG NEW YORK BRH 11-27-2024 4.66% CD 11-28-2025 | \*\* | 3714705 |
| LANDIS & GYR GROUP CHF10 (REGD) | \*\* | 381895 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| LANDSEA HOMES CORP + COM USD | \*\* | 567252 |
| LANDSTAR SYS INC COM | \*\* | 2282988 |
| LANTHEUS HLDGS INC COM | \*\* | 1845828 |
| LAQ 2023-LAQ MTG TR 6.40342% 03-15-2036 | \*\* | 239426 |
| LAS VEGAS SANDS 2.9% DUE 06-25-2025 | \*\* | 108803 |
| LAS VEGAS SANDS 3.5% DUE 08-18-2026 | \*\* | 3358230 |
| LAS VEGAS SANDS 3.9% DUE 08-08-2029 | \*\* | 1357308 |
| LAS VEGAS SANDS CORP 6.0% 08-15-2029 | \*\* | 455779 |
| LASERTEC CORP NPV | \*\* | 482945 |
| LASSONDE INDUSTRIE CLASS'A'S/VTG NPV | \*\* | 25703 |
| LATHAM GROUP INC COM | \*\* | 61248 |
| LATTICE SEMICONDUCTOR CORP COM | \*\* | 2120693 |
| LAUNCH TECH 'H'CNY1.00 | \*\* | 25242 |
| LAUREL RD PRIME STUDENT SR 19-A CL A2FX 0.0% 10-25-2048 | \*\* | 59076 |
| LAVVI EMPREENDIMEN COM NPV | \*\* | 109365 |
| LAZARD INC COM USD0.01 | \*\* | 3479791 |
| LCH_IRS BARCUS31 18/09/2029 CNY P 7DCNRR0 / R 2.25% SWU022IE2 | \*\* | 374626 |
| LCH_IRS BARCUS31 19/03/2030 CNY P 7DCNRR0 / R 1.5% SWU02DUZ7 | \*\* | 36129 |
| LCH_IRS GOLDUS33 01/10/2029 ILS P 3MTELBO / R 4.18% SWU02B3H1 | \*\* | 1946 |
| LCH_IRS GOLDUS33 02/10/2029 ILS P 3MTELBO / R 4.175% SWU02B480 | \*\* | 874 |
| LCH_IRS GOLDUS33 05/03/2034 EUR P 6MEURIB / R 2.75% SWU022FI6 | \*\* | 10165 |
| LCH_IRS GOLDUS33 09/12/2029 ILS P 4.07% / R 3MTELBO SWU02D8J8 | \*\* | 2716 |
| LCH_IRS GOLDUS33 10/01/2030 EUR P 6MEURIB / R 2.343% SWU02BRM4 | \*\* | 16513 |
| LCH_IRS GOLDUS33 13/12/2029 ILS P 3.98% / R 3MTELBO SWU02DEG7 | \*\* | 2975 |
| LCH_IRS GOLDUS33 15/03/2033 AUD P 6MBBSW / R 4.25% SWU01LGV5 | \*\* | 908 |
| LCH_IRS GOLDUS33 15/06/2027 NZD P 3MBBR / R 3.75% SWU01I841 | \*\* | 1488 |
| LCH_IRS GOLDUS33 15/12/2035 EUR P 0.45% / R 6MEURIB SWU00XH23 | \*\* | 19322 |
| LCH_IRS GOLDUS33 17/11/2052 EUR P 0.064% / R 6MEURIB SWU016KP6 | \*\* | 135700 |
| LCH_IRS GOLDUS33 18/03/2025 NOK P 1.635% / R 6MNIBOR SWU00ZE21 | \*\* | 1600 |
| LCH_IRS GOLDUS33 18/09/2029 ILS P 3MTELBO / R 4.165% SWU02AS11 | \*\* | 422 |
| LCH_IRS GOLDUS33 19/03/2027 EUR P 6MEURIB / R 3% SWU01NRX5 | \*\* | 96503 |
| LCH_IRS GOLDUS33 19/03/2030 EUR P 6MEURIB / R 2.5% SWU028Y92 | \*\* | 261163 |
| LCH_IRS GOLDUS33 19/03/2035 AUD P 6MBBSW / R 4.5% SWU02D2D7 | \*\* | 13700 |
| LCH_IRS GOLDUS33 19/03/2035 EUR P 6MEURIB / R 2.5% SWU028YB7 | \*\* | 396709 |
| LCH_IRS GOLDUS33 19/06/2029 NZD P 3MBBR / R 4.75% SWU025HY2 | \*\* | 38530 |
| LCH_IRS GOLDUS33 20/12/2033 AUD P 6MBBSW / R 4.75% SWU01Z579 | \*\* | 2113 |
| LCH_IRS GOLDUS33 25/09/2029 ILS P 3MTELBO / R 4.405% SWU02AYJ5 | \*\* | 16013 |
| LCH_IRS GOLDUS33 27/05/2050 EUR P 0.054% / R 6MEURIB SWU017449 | \*\* | 42274 |
| LCH_IRS MSNYUS33 02/05/2029 EUR P 6MEURIB / R 2.78% SWU024NY8 | \*\* | 6886 |
| LCH_IRS MSNYUS33 06/05/2029 EUR P 6MEURIB / R 2.827% SWU024SM9 | \*\* | 27252 |
| LCH_IRS MSNYUS33 19/03/2035 EUR P 6MEURIB / R 2.5% SWU028YB7 | \*\* | 238973 |
| LCH_IRS MSNYUS33 20/12/2033 AUD P 6MBBSW / R 4.75% SWU01XLH4 | \*\* | 227819 |
| LCH_OIS BARCUS31 19/03/2027 SGD P 2.5% / R 1DSIBCS SWU02ADY5 | \*\* | 1540 |
| LCH_OIS BARCUS31 19/03/2030 THB P 1DTHBRO / R 2% SWU02AE24 | \*\* | 4538 |
| LCH_OIS BOFAGB2U 02/28/2029 USD P 3.261% / R 1DSOFR SWU02AAL6 | \*\* | 1476886 |
| LCH_OIS BOFAGB2U 02/28/2029 USD P 3.28% / R 1DSOFR SWU02A9M6 | \*\* | 1440988 |
| LCH_OIS BOFAGB2U 02/28/2029 USD P 3.281% / R 1DSOFR SWU02ABS0 | \*\* | 1855810 |
| LCH_OIS BOFAGB2U 06/30/2031 USD P 3.264% / R 1DSOFR SWU02AAH5 | \*\* | 1092321 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| LCH_OIS BOFAGB2U 06/30/2031 USD P 3.266% / R 1DSOFR SWU02A8V7 | \*\* | 3607868 |
| LCH_OIS BOFAGB2U 08/07/2034 USD P 3.715% / R 1DSOFR SWU028NX1 | \*\* | 32447 |
| LCH_OIS GOLDUS33 01/06/2033 CAD P 2.85% / R 1DCORRA SWU02DVC7 | \*\* | 177 |
| LCH_OIS GOLDUS33 01/09/2029 CAD P 1DCORRA / R 2.85% SWU02C9F7 | \*\* | 4855 |
| LCH_OIS GOLDUS33 01/09/2033 CAD P 2.88% / R 1DCORRA SWU02D5G7 | \*\* | 435 |
| LCH_OIS GOLDUS33 02/28/2029 USD P 3.851% / R 1DSOFR SWU02CL06 | \*\* | 16688 |
| LCH_OIS GOLDUS33 02/28/2029 USD P 3.862% / R 1DSOFR SWU02CKS6 | \*\* | 14305 |
| LCH_OIS GOLDUS33 03/19/2030 USD P 3% / R 1DSOFR SWU02DC95 | \*\* | 275101 |
| LCH_OIS GOLDUS33 03/19/2035 USD P 3.25% / R 1DSOFR SWU02D619 | \*\* | 26466 |
| LCH_OIS GOLDUS33 05/15/2026 USD P 4.02% / R 1DSOFR SWU02CRP5 | \*\* | 410 |
| LCH_OIS GOLDUS33 05/15/2034 USD P 3.836% / R 1DSOFR SWU02CLH9 | \*\* | 12837 |
| LCH_OIS GOLDUS33 05/15/2034 USD P 3.847% / R 1DSOFR SWU02CL22 | \*\* | 6997 |
| LCH_OIS GOLDUS33 05/15/2034 USD P 3.86% / R 1DSOFR SWU02CKT4 | \*\* | 13193 |
| LCH_OIS GOLDUS33 05/31/2029 USD P 3.838% / R 1DSOFR SWU02DG42 | \*\* | 37856 |
| LCH_OIS GOLDUS33 06/15/2027 USD P 1.75% / R 1DSOFR SWU01H5P9 | \*\* | 66337 |
| LCH_OIS GOLDUS33 06/20/2026 USD P 4% / R 1DSOFR SWU0203Z5 | \*\* | 47964 |
| LCH_OIS GOLDUS33 06/20/2034 USD P 3.75% / R 1DSOFR SWU0205W0 | \*\* | 228110 |
| LCH_OIS GOLDUS33 06/21/2025 USD P 3.75% / R 1DSOFR SWU01O3A9 | \*\* | 66742 |
| LCH_OIS GOLDUS33 06/30/2031 USD P 3.84% / R 1DSOFR SWU02CKU1 | \*\* | 22163 |
| LCH_OIS GOLDUS33 07/12/2034 USD P 3.885% / R 1DSOFR SWU027RX9 | \*\* | 17998 |
| LCH_OIS GOLDUS33 08/15/2026 USD P 3.905% / R 1DSOFR SWU02CPU6 | \*\* | 1744 |
| LCH_OIS GOLDUS33 08/15/2034 USD P 3.825% / R 1DSOFR SWU02DG67 | \*\* | 12762 |
| LCH_OIS GOLDUS33 08/19/2034 USD P 3.586% / R 1DSOFR SWU028ZY6 | \*\* | 17344 |
| LCH_OIS GOLDUS33 08/19/2034 USD P 3.595% / R 1DSOFR SWU028ZZ3 | \*\* | 8522 |
| LCH_OIS GOLDUS33 08/28/2034 USD P 3.599% / R 1DSOFR SWU02A813 | \*\* | 20944 |
| LCH_OIS GOLDUS33 08/28/2034 USD P 3.643% / R 1DSOFR SWU02A854 | \*\* | 19120 |
| LCH_OIS GOLDUS33 10/31/2031 USD P 3.813% / R 1DSOFR SWU02DG59 | \*\* | 60991 |
| LCH_OIS GOLDUS33 11/30/2026 USD P 2.965% / R 1DSOFR SWU01JJ13 | \*\* | 129808 |
| LCH_OIS GOLDUS33 12/18/2025 USD P 3.5% / R 1DSOFR SWU020B78 | \*\* | 75877 |
| LCH_OIS GOLDUS33 12/18/2026 USD P 3.75% / R 1DSOFR SWU025TK9 | \*\* | 26927 |
| LCH_OIS GOLDUS33 12/18/2034 USD P 3.75% / R 1DSOFR SWU025TX1 | \*\* | 7955 |
| LCH_OIS GOLDUS33 16/05/2027 CHF P 1DSARON / R 0.343% SWU01GDB3 | \*\* | 1336 |
| LCH_OIS GOLDUS33 17/06/2035 GBP P 3% / R 1DSONIA SWU020E26 | \*\* | 104708 |
| LCH_OIS GOLDUS33 18/09/2054 GBP P 3.75% / R 1DSONIA SWU022DX5 | \*\* | 62501 |
| LCH_OIS GOLDUS33 18/09/2054 JPY P 1.5% / R 1DTONAR SWU022IC6 | \*\* | 45825 |
| LCH_OIS GOLDUS33 18/12/2025 CAD P 1DCORRA / R 3.5% SWU020B60 | \*\* | 39330 |
| LCH_OIS GOLDUS33 19/03/2026 CAD P 1DCORRA / R 3.5% SWU0252X0 | \*\* | 4444 |
| LCH_OIS GOLDUS33 19/06/2026 CAD P 1DCORRA / R 3.925% SWU025HD8 | \*\* | 21412 |
| LCH_OIS GOLDUS33 19/06/2034 CAD P 1DCORRA / R 3.5% SWU01ZUN6 | \*\* | 42526 |
| LCH_OIS GOLDUS33 19/06/2039 JPY P 0.4% / R 1DTONAR SWU01E105 | \*\* | 100649 |
| LCH_OIS GOLDUS33 20/03/2026 JPY P 0.25% / R 1DTONAR SWU020AB0 | \*\* | 21648 |
| LCH_OIS MSNYUS33 01/06/2033 CAD P 2.85% / R 1DCORRA SWU02DVC7 | \*\* | 2301 |
| LCH_OIS MSNYUS33 01/17/2034 USD P 3.6% / R 1DSOFR SWU020RA4 | \*\* | 76764 |
| LCH_OIS MSNYUS33 02/28/2031 USD P 3.8% / R 1DSOFR SWU021YQ9 | \*\* | 609819 |
| LCH_OIS MSNYUS33 05/10/2029 EUR P 2.056% / R 1DESTR SWU02CPZ5 | \*\* | 2015 |
| LCH_OIS MSNYUS33 05/10/2029 EUR P 2.063% / R 1DESTR SWU02CN46 | \*\* | 1493 |
| LCH_OIS MSNYUS33 06/20/2026 USD P 4% / R 1DSOFR SWU0203Z5 | \*\* | 163688 |
| LCH_OIS MSNYUS33 06/20/2029 USD P 3.75% / R 1DSOFR SWU0204X9 | \*\* | 352824 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| LCH_OIS MSNYUS33 06/20/2034 USD P 3.75% / R 1DSOFR SWU0205W0 | \*\* | 321282 |
| LCH_OIS MSNYUS33 06/20/2054 USD P 3.5% / R 1DSOFR SWU0206W9 | \*\* | 1968870 |
| LCH_OIS MSNYUS33 08/05/2034 USD P 3.85% / R 1DSOFR SWU028KU0 | \*\* | 21984 |
| LCH_OIS MSNYUS33 08/15/2033 USD P 3.604% / R 1DSOFR SWU020NU4 | \*\* | 582465 |
| LCH_OIS MSNYUS33 08/15/2033 USD P 3.608% / R 1DSOFR SWU020O41 | \*\* | 513537 |
| LCH_OIS MSNYUS33 08/15/2033 USD P 3.609% / R 1DSOFR SWU020RD8 | \*\* | 155335 |
| LCH_OIS MSNYUS33 08/15/2033 USD P 3.619% / R 1DSOFR SWU020QQ0 | \*\* | 189536 |
| LCH_OIS MSNYUS33 08/21/2034 USD P 3.55% / R 1DSOFR SWU02A1B8 | \*\* | 73984 |
| LCH_OIS MSNYUS33 08/28/2034 USD P 3.555% / R 1DSOFR SWU02A7Z9 | \*\* | 91070 |
| LCH_OIS MSNYUS33 08/28/2034 USD P 3.565% / R 1DSOFR SWU02A805 | \*\* | 89412 |
| LCH_OIS MSNYUS33 08/28/2034 USD P 3.6% / R 1DSOFR SWU02A821 | \*\* | 104510 |
| LCH_OIS MSNYUS33 08/28/2034 USD P 3.605% / R 1DSOFR SWU02A839 | \*\* | 12417 |
| LCH_OIS MSNYUS33 08/28/2034 USD P 3.643% / R 1DSOFR SWU02A854 | \*\* | 34415 |
| LCH_OIS MSNYUS33 11/15/2033 USD P 3.721% / R 1DSOFR SWU022OM7 | \*\* | 246525 |
| LCH_OIS MSNYUS33 12/12/2032 USD P 3.61% / R 1DSOFR SWU01NG17 | \*\* | 12317 |
| LCH_OIS MSNYUS33 12/18/2034 USD P 3.75% / R 1DSOFR SWU025TX1 | \*\* | 5303 |
| LCH_OIS SBSIUS33 08/15/2034 USD P 3.895% / R 1DSOFR 3553534 | \*\* | 28623 |
| LCH_OIS SBSIUS33 11/15/2053 USD P 0.032% / R 1DSOFR 3548220 | \*\* | 144497 |
| LEAR CORP COM NEW COM NEW | \*\* | 3752866 |
| LEGALZOOM COM INC COM | \*\* | 447573 |
| LEGRAND SA EUR4 | \*\* | 5568001 |
| LEIDOS HLDGS INC COM | \*\* | 176474 |
| LEIDOS INC 3.625% 05-15-2025 | \*\* | 2577500 |
| LEIDOS INC 5.75% 03-15-2033 | \*\* | 517101 |
| LEMAITRE VASCULAR INC COM STK | \*\* | 8327613 |
| LENDINGTREE INC NEW COM USD0.01 | \*\* | 407728 |
| LENDMARK FDG TR 2021-1 1.9% 11-20-2031 | \*\* | 1879738 |
| LENNOX INTL INC COM | \*\* | 1342288 |
| LENOVO GROUP LIMITED HKD0.025 | \*\* | 1541596 |
| LEONARDO DRS INC COM | \*\* | 820319 |
| LEONARDO SPA NPV | \*\* | 1787654 |
| LEONG HUP INTERNAT NPV | \*\* | 15465 |
| LEONTEQ AG CHF1 (REGD) | \*\* | 298698 |
| LIFE TIME GROUP HLDGS INC COM | \*\* | 1144046 |
| LIFESTANCE HEALTH GROUP INC COM | \*\* | 617886 |
| LINDE PLC | \*\* | 19405773 |
| LINKLOGIS INC USD0.00000833 B CLASS | \*\* | 262621 |
| LINTEC CORP NPV | \*\* | 1187813 |
| LION FINANCE GROUP PLC | \*\* | 625804 |
| LIVE NATION ENTERTAINMENT INC | \*\* | 16989364 |
| LIVE OAK BANCSHARES INC COM | \*\* | 374143 |
| LKQ CORP COM LKQ CORP | \*\* | 5489715 |
| LLOYDS BANK PLC 0%-VAR SNR 02/04/2032 USD | \*\* | 1314312 |
| LLOYDS BANKING GROUP PLC 5.087% 11-26-2028 | \*\* | 3033001 |
| LLOYDS BANKING GROUP PLC 5.871% 03-06-2029 | \*\* | 5092536 |
| LLOYDS BANKING GROUP PLC 5.985% 08-07-2027 | \*\* | 8340111 |
| LLOYDS BKG GROUP PLC 4.716% DUE 08-11-2026 BEO | \*\* | 9336376 |
| LLOYDS BKG GROUP PLC 5.679% 01-05-2035 | \*\* | 199221 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| LLOYDS BKG GROUP PLC 5.679% 01-05-2035 | \*\* | 8964937 |
| LOCKHEED MARTIN CORP 3.9% 06-15-2032 | \*\* | 2332202 |
| LOCKHEED MARTIN CORP 5.2% 02-15-2055 | \*\* | 188503 |
| LOCKHEED MARTIN CORP COM | \*\* | 7593784 |
| LOCKHEED MARTIN CORP NT 6.15% DUE 09-01-2036/12-18-2006 | \*\* | 280274 |
| LOGISTA INTEGRAL S A | \*\* | 3310696 |
| LOGITECH INTL CHF0.25 (REGD) | \*\* | 8151269 |
| LOGO YAZILIM TRY1 | \*\* | 54138 |
| LOJAS RENNER SA COM NPV | \*\* | 584179 |
| LONDON STOCK EXCHANGE GROUP ORD GBP0.06918604 | \*\* | 10126393 |
| LONKING HOLDINGS HKD0.1 | \*\* | 54429 |
| LOOMIS AK | \*\* | 975352 |
| LOT VACUUM CO LTD KRW500 | \*\* | 34237 |
| LOTES CO LTD TWD10 | \*\* | 834846 |
| LOTTERY CORPORATIO NPV | \*\* | 756955 |
| LOTTOMATICA GROUP NPV | \*\* | 1120120 |
| LOUISIANA LOC GOVT ENVRNMNTL FACS & TAX-LA UTILS RESTRTN CORP 5.048% 12-01-2034 | \*\* | 399863 |
| LOUISIANA-PACIFIC CORP COM | \*\* | 3657075 |
| LOUISVILLE GAS & ELEC CO 5.45% DUE 04-15-2033 | \*\* | 303335 |
| LOWE'S COMPANIES INC 4.4% DUE 09-08-2025 BEO | \*\* | 828807 |
| LOWES COS INC 3.35% 04-01-2027 | \*\* | 1839737 |
| LOWES COS INC 4.05% DUE 05-03-2047 | \*\* | 233118 |
| LOWES COS INC COM | \*\* | 47996929 |
| LPL HLDGS INC 6.75% 11-17-2028 | \*\* | 740687 |
| LPL HLDGS INC SR NT 5.7% 05-20-2027 | \*\* | 759182 |
| LS CORP KRW5000 | \*\* | 71679 |
| LUCECO PLC ORD GBP0.0005 | \*\* | 3440 |
| LUKOIL PJSC | \*\* | 432147 |
| LULULEMON ATHLETICA INC COM | \*\* | 175144 |
| LUMENTUM HLDGS INC COM | \*\* | 1214924 |
| LUYE PHARMA GP LTD USD0.02 | \*\* | 129759 |
| LVMH MOET HENNESSY EUR0.30 | \*\* | 11654248 |
| LX HOLDINGS COM KRW | \*\* | 14842 |
| LYB INTL FIN III 1.25% DUE 10-01-2025 | \*\* | 96384 |
| LYFT INC CL A CL A | \*\* | 2119535 |
| LYONDELLBASELL IND N V COM USD0.01 CL 'A' | \*\* | 3217971 |
| M3 INC NPV | \*\* | 70223 |
| MACERICH CO REIT | \*\* | 1748936 |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK | \*\* | 434404 |
| MACQUARIE GROUP LTD 21/06/2028 4.098% 06-21-2028 | \*\* | 4888221 |
| MACQUARIE GROUP LTD SR MEDIUM TERM TRANCHE # TR 00030 5.108% 08-09-2026 | \*\* | 9319152 |
| MACQUARIE GROUP LTD SR MEDIUM TERM 1.34%01-12-2027 | \*\* | 1517932 |
| MACROGENICS INC COM | \*\* | 27144 |
| MADDEN STEVEN LTD COM | \*\* | 3895002 |
| MADISON PARK FUNDING LTD 20/04/2032 0% 04-20-2032 | \*\* | 1241656 |
| MADISON PK FDG XXX FLTG RT 0% DUE 07-16-2037 | \*\* | 903825 |
| MADISON SQUARE GARDEN ENTMT CORP CL A | \*\* | 759918 |
| MADRIGAL PHARMACEUTICALS INC COM | \*\* | 879116 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MAGNA INTERNATIONAL INC COMMON STOCK | \*\* | 16423470 |
| MAGNETITE XXVI LTD / MAGNETITE XXVI SR SECD NT CL A-2-R 144A 5.96168 07-25-2034 | \*\* | 804427 |
| MAGNETITE XXVI LTD/MAGNETITE XXVI LLC SRSECD NT CL A-R-1 FLTG 144A 07-25-2034 | \*\* | 1631135 |
| MAGNITE INC COM | \*\* | 1269238 |
| MAGNOLIA OIL & GAS CORP CL A CL A | \*\* | 4529501 |
| MAGYAR TELEKOM HUF100 | \*\* | 485481 |
| MAH SING GROUP BHD NPV | \*\* | 257873 |
| MAIN STR CAP CORP 6.95% 03-01-2029 | \*\* | 1284806 |
| MAJOR CINEPLEX GRO THB1(NVDR) | \*\* | 219886 |
| MALAYSIA (GOVT OF) 2.632% GTD 15/04/2031MYR | \*\* | 188588 |
| MALAYSIA (GOVT OF) 4.054% BDS 18/04/2039MYR | \*\* | 451569 |
| MALAYSIA 3.519% 20/04/2028 | \*\* | 422015 |
| MALIBU BOATS INC COM CL A COM CL A | \*\* | 5399428 |
| MAN INFRACONSTRUCTION LTD INR2 | \*\* | 71372 |
| MANDOM CORP NPV | \*\* | 391039 |
| MANHATTAN ASSOCS INC COM | \*\* | 1374441 |
| MANITOBA PROV CDA DEB SER GM 2.125% DUE 06-22-2026 REG | \*\* | 193292 |
| MANITOWOC CO INC COM USD0.01(POST REV SPLIT) | \*\* | 137050 |
| MANNKIND CORP COM USD0.01(POST REV SPLIT) | \*\* | 547707 |
| MANPOWERGROUP INC | \*\* | 1169119 |
| MANULIFE FINL CORP 4.15% DUE 03-04-2026 | \*\* | 50672 |
| MANULIFE FINL CORP COM NPV | \*\* | 10041 |
| MAPLE GROVE FDG TR I PRE-CAPITALIZED TR SECS 4.161% 08-15-2051 | \*\* | 1420667 |
| MAPLEBEAR INC COM | \*\* | 3430280 |
| MARATHON PETE CORP 5.125% 05-22-2019 | \*\* | 1372107 |
| MARATHON PETE CORP 6.5% DUE 03-01-2041 | \*\* | 176245 |
| MARATHON PETE CORP COM | \*\* | 2797115 |
| MARAVAI LIFESCIENCES HLDGS INC CL A CL A | \*\* | 48505 |
| MARCO POLO MARINE NPV | \*\* | 130266 |
| MARICOPA CNTY ARIZ INDL DEV AUTH ED 7.375% 10-01-2029 | \*\* | 203863 |
| MARKEL GROUP INC | \*\* | 6221333 |
| MARKEL GROUP INC 5% DUE 04-05-2046 | \*\* | 271493 |
| MARKETECH INTERNATIONAL CORP | \*\* | 80983 |
| MARKS & SPENCER GROUP ORD GBP0.01 | \*\* | 855903 |
| MARRIOTT INTERNATIONAL INC 5.0% 10-15-2027 | \*\* | 2464749 |
| MARRIOTT INTL INC NEW 4.9% 04-15-2029 | \*\* | 244554 |
| MARRIOTT INTL INC NEW 5.45% 09-15-2026 | \*\* | 1443394 |
| MARRIOTT INTL INC NEW COM STK CL A | \*\* | 30441001 |
| MARSH & MCLENNAN COS INC 4.55% 11-08-2027 | \*\* | 2906910 |
| MARSH & MCLENNAN CO'S INC COM | \*\* | 26706309 |
| MARTIN MARIETTA 3.45% DUE 06-01-2027 | \*\* | 101831 |
| MARTIN MARIETTA 4.25% 12-15-2047 | \*\* | 200880 |
| MARTIN MARIETTA MATLS INC COM | \*\* | 16322950 |
| MARTINREA INTL INC COM NPV | \*\* | 660168 |
| MARUBUN CORP NPV | \*\* | 56900 |
| MARUHA NICHIRO COR NPV | \*\* | 1331441 |
| MARUTI SUZUKI IND INR5 | \*\* | 758698 |
| MARUZEN SHOWA UNYU NPV | \*\* | 27214 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MARVELL TECHNOLOGY INC 5.75% 02-15-2029 | \*\* | 128102 |
| MARVELL TECHNOLOGY INC 5.75% 02-15-2029 | \*\* | 3320408 |
| MARVELL TECHNOLOGY INC COM | \*\* | 13140016 |
| MASCO CORP 6.5% DUE 08-15-2032 | \*\* | 316123 |
| MASCO CORP FIXED 2% DUE 10-01-2030 | \*\* | 84322 |
| MASSACHUSETTS EDL FING AUTH SER 8-1 CL A1 FLTG 04-25-2038 | \*\* | 4485 |
| MASTEC INC 5.9% 06-15-2029 | \*\* | 274834 |
| MASTEC INC COM | \*\* | 12023204 |
| MASTEK INR5 | \*\* | 450802 |
| MASTERCARD INC CL A | \*\* | 102447879 |
| MASTERCRAFT BOAT HLDGS INC COM | \*\* | 115164 |
| MASTR AST BACKED FLTG RT 4.65378% DUE 11-25-2036 | \*\* | 1088376 |
| MATADOR RES CO COM | \*\* | 673038 |
| MATRIMONY COM LTD INR5 | \*\* | 67009 |
| MATRIX SVC CO COM | \*\* | 90302 |
| MAVI GIYIM SANAYI TRY1 | \*\* | 744531 |
| MAX FINANCIAL SERV INR2 | \*\* | 472694 |
| MAYVILLE ENGR CO INC COM | \*\* | 88975 |
| MAZDA MOTOR CORP NPV | \*\* | 1135819 |
| MBM RESOURCES NPV | \*\* | 75478 |
| MBX BIOSCIENCES INC COM | \*\* | 98969 |
| MC DONALDS CORP COM | \*\* | 17934915 |
| MCDONALDS CORP 4.45% DUE 03-01-2047 REG | \*\* | 75618 |
| MCDONALD'S CORP FIXED 4.45% DUE 09-01-2048 | \*\* | 208697 |
| MCDONALDS CORP MEDIUM TERM NTS BOOK 3.625% DUE 09-01-2049 | \*\* | 173267 |
| MCKESSON CORP | \*\* | 29519628 |
| MCKESSON CORP NEW 4.25% 09-15-2029 | \*\* | 388050 |
| MDA SPACE LTD COM NPV | \*\* | 1375685 |
| MDU RES GROUP INC COM | \*\* | 735054 |
| MEARS GROUP ORD GBP0.01 | \*\* | 1078691 |
| MECHEL PJSC RUB10(RUB) | \*\* | 462 |
| MECHEL-PFD | \*\* | 323 |
| MEDIAALPHA INC CL A CL A | \*\* | 184592 |
| MEDIATEK INC TWD10 | \*\* | 11351248 |
| MEDIFAST INC COM | \*\* | 121525 |
| MEDIPAL HOLDINGS CORP | \*\* | 165102 |
| MEDPACE HLDGS INC COM | \*\* | 4523311 |
| MEDSTAR HEALTH INC 3.626% DUE 08-15-2049 | \*\* | 431182 |
| MEDTRONIC PLC COMMON STOCK STOCK | \*\* | 37935252 |
| MEGACHIPS CORP NPV | \*\* | 28150 |
| MEITU INC USD0.00001 | \*\* | 209714 |
| MEITUAN USD0.00001 B CLASS | \*\* | 2976214 |
| MEKO AB NPV | \*\* | 171954 |
| MELCO RESORTS & ENTERTAINMENT LIMITED | \*\* | 908248 |
| MELIA HOTELS INTL EUR0.2 | \*\* | 765239 |
| MEMORIAL HLTH SVCS 3.447% DUE 11-01-2049 | \*\* | 341515 |
| MERCADOLIBRE INC COM STK | \*\* | 10437301 |
| MERCEDES-BENZ AUTO FIXED 4.51% DUE 11-15-2027 | \*\* | 607176 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MERCHANTS BANCORP IND COM | \*\* | 54705 |
| MERCIALYS EUR1 | \*\* | 335947 |
| MERCK & CO INC 2.9% DUE 12-10-2061 | \*\* | 183878 |
| MERCK & CO INC NEW COM | \*\* | 14268118 |
| MERCK KGAA NPV | \*\* | 9071682 |
| MERCURY GEN CORP NEW COM | \*\* | 729950 |
| MERIDIANLINK INC COM | \*\* | 218622 |
| MERIT MED SYS INC COM | \*\* | 3027820 |
| MERITAGE HOMES CORP COM | \*\* | 2159325 |
| MERRILL LYNCH MTG FLTG RT 5.22878% DUE 09-25-2035 | \*\* | 3537 |
| MERRY ELECTRONICS TWD10 | \*\* | 105416 |
| MERSANA THERAPEUTICS INC COM | \*\* | 82143 |
| MERUS B V MERUS N V | \*\* | 103906 |
| MESA LABS INC COM | \*\* | 4112498 |
| META PLATFORMS INC 4.3% 08-15-2029 | \*\* | 5595291 |
| META PLATFORMS INC 4.75% 08-15-2034 | \*\* | 448039 |
| META PLATFORMS INC 5.4% 08-15-2054 | \*\* | 639562 |
| META PLATFORMS INC 5.55% 08-15-2064 | \*\* | 558040 |
| META PLATFORMS INC COM USD0.000006 CL 'A' | \*\* | 173916377 |
| META PLATFORMS INC FIXED 4.45% DUE 08-15-2052 | \*\* | 455887 |
| METALLUS INC | \*\* | 237652 |
| METALURGICA GERDAU PRF NPV | \*\* | 158947 |
| METLIFE INC 5.25% DUE 01-15-2054 | \*\* | 309426 |
| MEXICO(UTD MEX ST) 2.75% GTD 27/11/2031 MXV100 | \*\* | 1544531 |
| MEXICO(UTD MEX ST) 3% GTD 03/12/2026 DUAL CURR | \*\* | 156112 |
| MEXICO(UTD MEX ST) 4% GTD 24/08/2034 DUAL CURR | \*\* | 106716 |
| MEXICO(UTD MEX ST) 4% GTD 30/11/2028 DUAL CURR | \*\* | 687832 |
| MEXICO(UTD MEX ST) 4.4899% SNR 25/05/2032 EUR | \*\* | 735831 |
| MF1 2021-FL5 LTD / MF1 2021-FL5 LLC SR SECD NT CL A FLTG 144A 5.3463 07-15-2036 | \*\* | 233286 |
| MFA 2020-NQM2 TR 1.381% DUE 04-25-2065 | \*\* | 133902 |
| MFA 2023-NQM2 TR FLTG RT 4.4% DUE 03-25-2068 | \*\* | 2267628 |
| MFA 2023-NQM4 TR FLTG RT 6.105% DUE 12-25-2068 | \*\* | 401479 |
| MFA 2023-NQM4 TR FLTG RT 6.105% DUE 12-25-2068 | \*\* | 1846802 |
| \*MFB NT COLLECTIVE 1-10 YR.INTERMEDIATE GOVT BOND INDEX FD-NON-LENDING | &nbsp;&nbsp;\*\* | 311638055 |
| \*MFB NT COLLECTIVE AGGREGATE BOND INDEX FUND-NON LENDING | &nbsp;&nbsp;\*\* | 7180770357 |
| \*MFB NT COLLECTIVE LONG-TERM GOVT BD INDEX FUND-NON-LENDING | &nbsp;&nbsp;\*\* | 134617376 |
| \*MFB NT COLLECTIVE RUSSELL 2000 INDEX FUND - DC - NON LENDING (TIER J) | &nbsp;&nbsp;\*\* | 4123786780 |
| MFC ISHARES TR RUSSELL 2000 ETF | &nbsp;&nbsp;\*\* | 3930878 |
| MFE-MEDIAFOREUROPE N.V. EUR0.06 A | &nbsp;&nbsp;\*\* | 313109 |
| MFO AEW GLOBAL PROPERTIES TRUST FUND DC PLAN CLASS B 00105A30-0452 | &nbsp;&nbsp;\*\* | 285058299 |
| MFO GALLIARD MANAGED INCOME FUND D | &nbsp;&nbsp;\*\* | 6770849 |
| MFO JPMORGAN MBS FUND COMMINGLED | &nbsp;&nbsp;\*\* | 225133481 |
| MFO PIMCO ABS AND SHORT TERM INVESTMENT PORT | &nbsp;&nbsp;\*\* | 25911002 |
| MFO PIMCO COMMODITIES PLUS COLTV TR (SEI) 92202 | &nbsp;&nbsp;\*\* | 54852543 |
| MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM PORTFOLIO INSTL CL | &nbsp;&nbsp;\*\* | 2702215 |
| MFO PIMCO FDS PIMCO SECTOR FD SER H | &nbsp;&nbsp;\*\* | 2658478 |
| MFO PIMCO LONG DURATION CREDIT BOND PORT | &nbsp;&nbsp;\*\* | 93349727 |
| MFO PIMCO SHORT TERM FLOATING NAV II | &nbsp;&nbsp;\*\* | 4449345 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MFO WTC CIF II DIVERSIFIED REAL ASSETS SERIES | &nbsp;&nbsp;\*\* | 478402249 |
| MFO WTC CIF II GLOBAL EQUITY SERIES 3 | &nbsp;&nbsp;\*\* | 716564309 |
| MGAME CORP KRW500 | &nbsp;&nbsp;\*\* | 75993 |
| MGIC INVT CORP WIS COM | &nbsp;&nbsp;\*\* | 495634 |
| MICHELIN (CGDE) EUR0.50 (POST SUBDIVISION) | &nbsp;&nbsp;\*\* | 5390494 |
| MICHIGAN FIN AUTH REV MUNI 3.384% 12-01-2040 | &nbsp;&nbsp;\*\* | 5597614 |
| MICROCHIP TECHNOLOGY INC 4.25% DUE 09-01-2025 | &nbsp;&nbsp;\*\* | 1343268 |
| MICROCHIP TECHNOLOGY INC 4.9% 03-15-2028 | &nbsp;&nbsp;\*\* | 299049 |
| MICROCHIP TECHNOLOGY INC 4.9% 03-15-2028 | &nbsp;&nbsp;\*\* | 1275941 |
| MICROCHIP TECHNOLOGY INC 5.05% 03-15-2029 | &nbsp;&nbsp;\*\* | 2220937 |
| MICROCHIP TECHNOLOGY INC COM | &nbsp;&nbsp;\*\* | 62684 |
| MICRON TECH INC COM | &nbsp;&nbsp;\*\* | 10202885 |
| MICRON TECHNOLOGY INC 2.703% 04-15-2032 | &nbsp;&nbsp;\*\* | 1676751 |
| MICRON TECHNOLOGY INC 5.3% 01-15-2031 | &nbsp;&nbsp;\*\* | 329603 |
| MICRON TECHNOLOGY INC 5.875% 02-09-2033 | &nbsp;&nbsp;\*\* | 450790 |
| MICRONIC MYDATA AB NPV | &nbsp;&nbsp;\*\* | 626829 |
| MICROSOFT CORP 3.45% DUE 08-08-2036 | &nbsp;&nbsp;\*\* | 34009 |
| MICROSOFT CORP COM | &nbsp;&nbsp;\*\* | 320945274 |
| MICROSOFT CORP SR NT 2.5% 09-15-2050 | &nbsp;&nbsp;\*\* | 478812 |
| MICROSTRATEGY INC CL A NEW CL A NEW | &nbsp;&nbsp;\*\* | 322637 |
| MID-AMERICA APARTMENT 1.7% DUE 02-15-2031 BEO | &nbsp;&nbsp;\*\* | 280129 |
| MIDAMERICAN ENERGY 3.65% DUE 04-15-2029 | &nbsp;&nbsp;\*\* | 1296908 |
| MIDAMERICAN ENERGY 4.4% DUE 10-15-2044 | &nbsp;&nbsp;\*\* | 555921 |
| MIDAMERICAN ENERGY 5.858% 09-15-2054 | &nbsp;&nbsp;\*\* | 203706 |
| MIDDLEBY CORP COM | &nbsp;&nbsp;\*\* | 2714689 |
| MIDMICHIGAN HEALTH 3.409% DUE 06-01-2050 | &nbsp;&nbsp;\*\* | 278674 |
| MIDOCEAN CR CLO VIII / MIDOCEAN CR 0% 02-20-2031 | &nbsp;&nbsp;\*\* | 208586 |
| MIDOCEAN CR CLO VIII / MIDOCEAN CR 0% 02-20-2031 | &nbsp;&nbsp;\*\* | 930295 |
| MIGOS TICARET A.S COMSTK | &nbsp;&nbsp;\*\* | 296468 |
| MILLERKNOLL INC COM STK USD0.20 | &nbsp;&nbsp;\*\* | 3810029 |
| MIMAKI ENGINEERING NPV | &nbsp;&nbsp;\*\* | 58947 |
| MINDSPACE BUS PRK NPV(REIT) | &nbsp;&nbsp;\*\* | 218283 |
| MINERVA SA COM NPV | &nbsp;&nbsp;\*\* | 237616 |
| MINISTERIO HAC 5.75% GTD 03/11/2027 COP | &nbsp;&nbsp;\*\* | 411832 |
| MINSHENG EDUCATION GROUP CO LTD USD0.00001 | &nbsp;&nbsp;\*\* | 15422 |
| MINTH GRP HKD0.1 | &nbsp;&nbsp;\*\* | 23358 |
| MINTO APT REAL UNIT | &nbsp;&nbsp;\*\* | 1046850 |
| MIRAE ASSET SEC 2ND PRF KRW5000 | &nbsp;&nbsp;\*\* | 257163 |
| MIRAIT ONE CORPORATION NPV | &nbsp;&nbsp;\*\* | 853949 |
| MIRARTH HOLDINGS INC NPV | &nbsp;&nbsp;\*\* | 498073 |
| MISUMI GROUP INC NPV | &nbsp;&nbsp;\*\* | 1431658 |
| MITAC HOLDINGS CORP | &nbsp;&nbsp;\*\* | 218423 |
| MITIE GROUP ORD GBP0.025 | &nbsp;&nbsp;\*\* | 465089 |
| MITRABARA ADIPERDA IDR100 | &nbsp;&nbsp;\*\* | 13203 |
| MITSUBISHI ELEC CP NPV | &nbsp;&nbsp;\*\* | 9374409 |
| MITSUBISHI RESEARC NPV | &nbsp;&nbsp;\*\* | 506108 |
| MITSUBISHI UFJ 1.538% DUE 07-20-2027 | &nbsp;&nbsp;\*\* | 494542 |
| MITSUBISHI UFJ 1.538% DUE 07-20-2027 | &nbsp;&nbsp;\*\* | 1573974 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MITSUBISHI UFJ 2.309% DUE 07-20-2032 | &nbsp;&nbsp;\*\* | 1003428 |
| MITSUBISHI UFJ 2.757% DUE 09-13-2026 | &nbsp;&nbsp;\*\* | 292621 |
| MITSUBISHI UFJ 5.017% DUE 07-20-2028 | &nbsp;&nbsp;\*\* | 2062462 |
| MITSUBISHI UFJ FIN GRP BDS 3.195% 07-18-2029 | &nbsp;&nbsp;\*\* | 6957800 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 5.242% DUE 04-19-2029 | &nbsp;&nbsp;\*\* | 846155 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR NT2.048% 07-17-2030 | &nbsp;&nbsp;\*\* | 384906 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR NT2.048% 07-17-2030 | &nbsp;&nbsp;\*\* | 3421390 |
| MITSUBISHI UFJ FINL GROUP INC 1.64% 10-13-2027 | &nbsp;&nbsp;\*\* | 3561242 |
| MITSUBISHI UFJ FINL GROUP INC 2.193% DUE02-25-2025 | &nbsp;&nbsp;\*\* | 1962450 |
| MITSUBISHI UFJ FINL GROUP INC 3.837% 04-17-2026 | &nbsp;&nbsp;\*\* | 4594275 |
| MITSUBISHI UFJ FINL GROUP INC 3.837% 04-17-2026 | &nbsp;&nbsp;\*\* | 687585 |
| MITSUBISHI UFJ FINL GROUP INC 4.08% 04-19-2028 | &nbsp;&nbsp;\*\* | 697778 |
| MITSUBISHI UFJ FINL GROUP INC 5.258% 04-17-2030 | &nbsp;&nbsp;\*\* | 605077 |
| MITSUBISHI UFJ FIXED 1.412% DUE 07-17-2025 | &nbsp;&nbsp;\*\* | 687670 |
| MITSUBISHI UFJ FIXED 1.412% DUE 07-17-2025 | &nbsp;&nbsp;\*\* | 1090447 |
| MITSUI MINING & SM NPV | &nbsp;&nbsp;\*\* | 614502 |
| MIXI. INC NPV | &nbsp;&nbsp;\*\* | 1191588 |
| MIZUHO BK LTD 0% CP 11-18-2025 | &nbsp;&nbsp;\*\* | 2368188 |
| MIZUHO BK LTD NEW YORK CD 4.6% 11-19-2024 DUE 11-20-2025 | &nbsp;&nbsp;\*\* | 1581002 |
| MIZUHO FINL GROUP 1.234% DUE 05-22-2027 | &nbsp;&nbsp;\*\* | 713806 |
| MIZUHO FINL GROUP 1.234% DUE 05-22-2027 | &nbsp;&nbsp;\*\* | 1237264 |
| MIZUHO FINL GROUP 3.17% DUE 09-11-2027 | &nbsp;&nbsp;\*\* | 287851 |
| MIZUHO FINL GROUP 5.382% 07-10-2030 | &nbsp;&nbsp;\*\* | 1514688 |
| MIZUHO FINL GROUP 5.382% 07-10-2030 | &nbsp;&nbsp;\*\* | 1595471 |
| MIZUHO FINL GROUP INC 2.172% DUE 05-22-2032 REG | &nbsp;&nbsp;\*\* | 4069957 |
| MIZUHO FINL GROUP INC 2.201% 07-10-2031 | &nbsp;&nbsp;\*\* | 4271994 |
| MIZUHO FINL GROUP INC 2.869% 09-13-2030 | &nbsp;&nbsp;\*\* | 2990222 |
| MIZUHO FINL GROUP INC 5.376% 05-26-2030 | &nbsp;&nbsp;\*\* | 947526 |
| MIZUNO CORP NPV | &nbsp;&nbsp;\*\* | 85518 |
| MK RESTAURANT GROU THB1(NVDR) | &nbsp;&nbsp;\*\* | 17966 |
| MKS INSTRS INC COM | &nbsp;&nbsp;\*\* | 8422290 |
| MLP VIPER ENERGY INC | &nbsp;&nbsp;\*\* | 1691688 |
| MMC NORILSK NICKEL ADR EACH REPR 1/10 SHARE (S | &nbsp;&nbsp;\*\* | 8 |
| MMC NORILSK NICKEL PJSC | &nbsp;&nbsp;\*\* | 191125 |
| MMG LTD NPV | &nbsp;&nbsp;\*\* | 242556 |
| MOBILE TEL SYSTEMS KWD0.1 | &nbsp;&nbsp;\*\* | 310381 |
| MOBILE TELESYSTEMS PJSC | &nbsp;&nbsp;\*\* | 45120 |
| MODEC INC(JAPAN) NPV | &nbsp;&nbsp;\*\* | 810922 |
| MODERN TIMES GROUP SER'B'NPV | &nbsp;&nbsp;\*\* | 432576 |
| MODERNA INC COM | &nbsp;&nbsp;\*\* | 505405 |
| MODIVCARE INC COM | &nbsp;&nbsp;\*\* | 89179 |
| MOLINA HEALTHCARE INC COM | &nbsp;&nbsp;\*\* | 643221 |
| MOMENTUM GROUP LTD ZAR0.000001 | &nbsp;&nbsp;\*\* | 489604 |
| MONADELPHOUS GROUP NPV | &nbsp;&nbsp;\*\* | 136089 |
| MONARCH NETWORTH C INR10 | &nbsp;&nbsp;\*\* | 8953 |
| MONDAY COM LTD COM NPV | &nbsp;&nbsp;\*\* | 804028 |
| MONDELEZ INTL INC 4.75% 08-28-2034 | &nbsp;&nbsp;\*\* | 861414 |
| MONDELEZ INTL INC 4.75% 02-20-2029 | &nbsp;&nbsp;\*\* | 411491 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MONDELEZ INTL INC COM | &nbsp;&nbsp;\*\* | 22451910 |
| MONETA MONEY BANK CZK20.00 | &nbsp;&nbsp;\*\* | 2966012 |
| MONGODB INC CL A CL A | &nbsp;&nbsp;\*\* | 2022188 |
| MONOLITHIC PWR SYS INC COM | &nbsp;&nbsp;\*\* | 921277 |
| MONSTER BEVERAGE CORP NEW COM | &nbsp;&nbsp;\*\* | 12823273 |
| MOODYS CORP 5.25% DUE 07-15-2044 | &nbsp;&nbsp;\*\* | 473781 |
| MOODYS CORP COM | &nbsp;&nbsp;\*\* | 12373418 |
| MOONLAKE IMMUNOTHERAPEUTICS COM | &nbsp;&nbsp;\*\* | 1286225 |
| MORGAN STANLEY .985% DUE 12-10-2026 | &nbsp;&nbsp;\*\* | 7078599 |
| MORGAN STANLEY 1.794% 02-13-2032 | &nbsp;&nbsp;\*\* | 2125280 |
| MORGAN STANLEY 1.928% DUE 04-28-2032 | &nbsp;&nbsp;\*\* | 572674 |
| MORGAN STANLEY 2.188% 04-28-2026 | &nbsp;&nbsp;\*\* | 1482276 |
| MORGAN STANLEY 2.188% 04-28-2026 | &nbsp;&nbsp;\*\* | 223983 |
| MORGAN STANLEY 2.239% 07-21-2032 | &nbsp;&nbsp;\*\* | 5055932 |
| MORGAN STANLEY 2.475% 01-21-2028 | &nbsp;&nbsp;\*\* | 1890510 |
| MORGAN STANLEY 2.511% 10-20-2032 | &nbsp;&nbsp;\*\* | 1466481 |
| MORGAN STANLEY 2.699% DUE 01-22-2031 | &nbsp;&nbsp;\*\* | 986320 |
| MORGAN STANLEY 3.125% DUE 07-27-2026 | &nbsp;&nbsp;\*\* | 748213 |
| MORGAN STANLEY 3.625% DUE 01-20-2027 | &nbsp;&nbsp;\*\* | 4104401 |
| MORGAN STANLEY 3.772% 01-24-2029 | &nbsp;&nbsp;\*\* | 80010 |
| MORGAN STANLEY 3.772% 01-24-2029 | &nbsp;&nbsp;\*\* | 3725784 |
| MORGAN STANLEY 3.79%-FRN SNR 21/03/30 EUR | &nbsp;&nbsp;\*\* | 318879 |
| MORGAN STANLEY 3.875% DUE 01-27-2026 | &nbsp;&nbsp;\*\* | 6126344 |
| MORGAN STANLEY 3.955% 03-21-2035 | &nbsp;&nbsp;\*\* | 2864896 |
| MORGAN STANLEY 4.3% DUE 01-27-2045 | &nbsp;&nbsp;\*\* | 288747 |
| MORGAN STANLEY 4.35 DUE 09-08-2026 | &nbsp;&nbsp;\*\* | 496085 |
| MORGAN STANLEY 4.35 DUE 09-08-2026 | &nbsp;&nbsp;\*\* | 7153544 |
| MORGAN STANLEY 4.431% 01-23-2030 | &nbsp;&nbsp;\*\* | 303748 |
| MORGAN STANLEY 5.042% 07-19-2030 | &nbsp;&nbsp;\*\* | 3009238 |
| MORGAN STANLEY 5.123% DUE 02-01-2029 | &nbsp;&nbsp;\*\* | 290805 |
| MORGAN STANLEY 5.123% DUE 02-01-2029 | &nbsp;&nbsp;\*\* | 930577 |
| MORGAN STANLEY 5.164% 04-20-2029 | &nbsp;&nbsp;\*\* | 6977007 |
| MORGAN STANLEY 5.173% 01-16-2030 | &nbsp;&nbsp;\*\* | 2979896 |
| MORGAN STANLEY 5.173% 01-16-2030 | &nbsp;&nbsp;\*\* | 8013165 |
| MORGAN STANLEY 5.25% 04-21-2034 | &nbsp;&nbsp;\*\* | 728419 |
| MORGAN STANLEY 5.32% 07-19-2035 | &nbsp;&nbsp;\*\* | 1505468 |
| MORGAN STANLEY 5.449% 07-20-2029 | &nbsp;&nbsp;\*\* | 141552 |
| MORGAN STANLEY 5.449% 07-20-2029 | &nbsp;&nbsp;\*\* | 3624732 |
| MORGAN STANLEY 5.466% 01-18-2035 | &nbsp;&nbsp;\*\* | 546982 |
| MORGAN STANLEY 5.466% 01-18-2035 | &nbsp;&nbsp;\*\* | 2287379 |
| MORGAN STANLEY 5.652% 04-13-2028 | &nbsp;&nbsp;\*\* | 2817053 |
| MORGAN STANLEY 5.656% 04-18-2030 | &nbsp;&nbsp;\*\* | 1119643 |
| MORGAN STANLEY 5.656% 04-18-2030 | &nbsp;&nbsp;\*\* | 7304143 |
| MORGAN STANLEY 5.831% 04-19-2035 | &nbsp;&nbsp;\*\* | 316469 |
| MORGAN STANLEY 5.948% 01-19-2038 | &nbsp;&nbsp;\*\* | 451227 |
| MORGAN STANLEY 6.407% 11-01-2029 | &nbsp;&nbsp;\*\* | 417823 |
| MORGAN STANLEY 6.407% 11-01-2029 | &nbsp;&nbsp;\*\* | 1532365 |
| MORGAN STANLEY 6.627% 11-01-2034 | &nbsp;&nbsp;\*\* | 8605467 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MORGAN STANLEY BAML TRUST SERIES 2015-C22 CLASS A3 3.046% 03-15-2015 | &nbsp;&nbsp;\*\* | 1491220 |
| MORGAN STANLEY BANK NA 5.504% 05-26-2028 | &nbsp;&nbsp;\*\* | 12092275 |
| MORGAN STANLEY BK 2.84% DUE 11-15-2049 | &nbsp;&nbsp;\*\* | 3742963 |
| MORGAN STANLEY BK 3.077% DUE 03-15-2048 | &nbsp;&nbsp;\*\* | 43728 |
| MORGAN STANLEY BK 3.372% DUE 10-15-2048 | &nbsp;&nbsp;\*\* | 694058 |
| MORGAN STANLEY BK 3.372% DUE 10-15-2048 | &nbsp;&nbsp;\*\* | 6841427 |
| MORGAN STANLEY BK 3.473% DUE 12-15-2047 | &nbsp;&nbsp;\*\* | 5407148 |
| MORGAN STANLEY BK 3.719% DUE 07-15-2050 | &nbsp;&nbsp;\*\* | 1360674 |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C34 CL A-SB 3.354% 11-15-2052 | &nbsp;&nbsp;\*\* | 1091268 |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR SER 2015-C23 CL A-3 3.451% 07-15-2050 | &nbsp;&nbsp;\*\* | 1116434 |
| MORGAN STANLEY BK N A 4.447% 10-15-2027 | &nbsp;&nbsp;\*\* | 4817377 |
| MORGAN STANLEY BK N A 4.968% 07-14-2028 | &nbsp;&nbsp;\*\* | 1680262 |
| MORGAN STANLEY BK N A SALT LAKE CITY UTAH 4.952% 01-14-2028 | &nbsp;&nbsp;\*\* | 1972663 |
| MORGAN STANLEY BK N A SALT LAKE CY GLOBAL NT SER A 3/A2 4.754% 04-21-2026 | &nbsp;&nbsp;\*\* | 1639467 |
| MORGAN STANLEY CAP 3.9% DUE 09-24-2057 | &nbsp;&nbsp;\*\* | 660431 |
| MORGAN STANLEY COM STK USD0.01 | &nbsp;&nbsp;\*\* | 42255623 |
| MORGAN STANLEY FIXED 1.593% DUE 05-04-2027 | &nbsp;&nbsp;\*\* | 6375595 |
| MORGAN STANLEY FIXED 5.516% 11-19-2055 | &nbsp;&nbsp;\*\* | 144875 |
| MORGAN STANLEY FLTG RT 6.296% DUE 10-18-2028 | &nbsp;&nbsp;\*\* | 3309828 |
| MORGAN STANLEY MTN 1.512% DUE 07-20-2027 | &nbsp;&nbsp;\*\* | 1257527 |
| MORGAN STANLEY SR NT FXD/FLTG 2.63% 02-18-2026 | &nbsp;&nbsp;\*\* | 1314934 |
| MORGAN STANLEY VAR RT 07-22-2028 | &nbsp;&nbsp;\*\* | 482109 |
| MORIROKU HOLDINGS NPV | &nbsp;&nbsp;\*\* | 33021 |
| MORITO CO LTD NPV | &nbsp;&nbsp;\*\* | 66207 |
| MORNINGSTAR INC COM STK | &nbsp;&nbsp;\*\* | 2180521 |
| MOSAIC CO NEW FIXED 4.05% DUE 11-15-2027 | &nbsp;&nbsp;\*\* | 146964 |
| MOSAIC CO/THE | &nbsp;&nbsp;\*\* | 799637 |
| MOTOROLA SOLUTIONS INC | &nbsp;&nbsp;\*\* | 7317101 |
| MOVADO GROUP INC COM | &nbsp;&nbsp;\*\* | 150887 |
| MP CLO VII LTD / MP CLO VII LLC SR NT CLA-R3 FLTG 144A 3C7 5.44478% 10-18-2028 | &nbsp;&nbsp;\*\* | 42976 |
| MP MATERIALS CORP COM USD0.0001 CL A | &nbsp;&nbsp;\*\* | 198931 |
| MPHASIS LTD INR10 | &nbsp;&nbsp;\*\* | 490897 |
| MPI CORPORATION TWD10 | &nbsp;&nbsp;\*\* | 84735 |
| MPLX LP 1.75% DUE 03-01-2026 | &nbsp;&nbsp;\*\* | 4351529 |
| MPLX LP 1.75% DUE 03-01-2026 | &nbsp;&nbsp;\*\* | 10832162 |
| MPLX LP 2.65% DUE 08-15-2030 | &nbsp;&nbsp;\*\* | 2450127 |
| MPLX LP 4% 03-15-2028 | &nbsp;&nbsp;\*\* | 1503606 |
| MPLX LP 4.5% 04-15-2038 | &nbsp;&nbsp;\*\* | 287708 |
| MPLX LP 4.8% 02-15-2029 | &nbsp;&nbsp;\*\* | 1298520 |
| MPLX LP 4.875% DUE 06-01-2025 | &nbsp;&nbsp;\*\* | 330304 |
| MPLX LP 5.0% 03-01-2033 | &nbsp;&nbsp;\*\* | 288192 |
| MPLX LP 5.0% 03-01-2033 | &nbsp;&nbsp;\*\* | 970248 |
| MPLX LP 5.5% 06-01-2034 | &nbsp;&nbsp;\*\* | 217038 |
| MPLX LP 5.65% 03-01-2053 | &nbsp;&nbsp;\*\* | 116683 |
| MPLX LP FIXED 4.125% DUE 03-01-2027 | &nbsp;&nbsp;\*\* | 724136 |
| MPLX LP FIXED 5.2% 12-01-2047 | &nbsp;&nbsp;\*\* | 424815 |
| MPLX LP SR NT 4.95% 03-14-2052 | &nbsp;&nbsp;\*\* | 252559 |
| MR PRICE GROUP COM STK | &nbsp;&nbsp;\*\* | 1832521 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| MS&AD INS GP HLDGS NPV | &nbsp;&nbsp;\*\* | 500364 |
| MSA SAFETY INC COM | &nbsp;&nbsp;\*\* | 10173305 |
| MSC INDL DIRECT INC CL A COM | &nbsp;&nbsp;\*\* | 3818227 |
| MSCI INC COM USD0.01 | &nbsp;&nbsp;\*\* | 1881031 |
| MSWF COML MTG TR FLTG RT 6.014% DUE 12-15-2056 | &nbsp;&nbsp;\*\* | 3655134 |
| MTN COML MTG TR FLTG RT 5.7169% DUE 03-15-2039 | &nbsp;&nbsp;\*\* | 2497656 |
| MTU AERO ENGINES A NPV (REGD) | &nbsp;&nbsp;\*\* | 5210860 |
| MUELLER INDS INC COM | &nbsp;&nbsp;\*\* | 916370 |
| MUHAK CO KRW200 | &nbsp;&nbsp;\*\* | 26501 |
| MULTI COMMODITY EX INR10 | &nbsp;&nbsp;\*\* | 837463 |
| MULTICAMPUS CO LTD KRW5000 | &nbsp;&nbsp;\*\* | 19600 |
| MULTICLASS SR 5410 CL DF FLTG RT 05-25-2054 | &nbsp;&nbsp;\*\* | 1263367 |
| MULTICONSULT AS NOK0.50 | &nbsp;&nbsp;\*\* | 52810 |
| MUNICIPAL ELEC AUTH GA 2.257% 01-01-2029BEO TAXABLE | &nbsp;&nbsp;\*\* | 3417308 |
| MUNICIPAL ELEC AUTH GA 2.397% 01-01-2030BEO TAXABLE | &nbsp;&nbsp;\*\* | 2279235 |
| MUNICIPAL ELEC AUTH GA 6.637% 04-01-2057BEO TAXABLE | &nbsp;&nbsp;\*\* | 8536 |
| MUNICIPAL ELEC AUTH GA 6.655% 04-01-2057BEO TAXABLE | &nbsp;&nbsp;\*\* | 2104801 |
| MURPHY OIL CORP COM | &nbsp;&nbsp;\*\* | 2647750 |
| MXC SOLUTIONS PRIVATE LTD | &nbsp;&nbsp;\*\* | 177631 |
| MYLAN N V FIXED 3.95% DUE 06-15-2026 | &nbsp;&nbsp;\*\* | 4559913 |
| MYR GROUP INC DEL COM STK | &nbsp;&nbsp;\*\* | 1126635 |
| NAMCHOW HOLDINGS C TWD10 | &nbsp;&nbsp;\*\* | 50077 |
| NAMEN-AKT BELIMO HOLDING AG (SPLIT HOLDING AG (SPLIT) | &nbsp;&nbsp;\*\* | 1243652 |
| NAMYONG TERMINAL THB0.50 (NVDR) | &nbsp;&nbsp;\*\* | 87299 |
| NAN PAO RESINS CHE TWD10 | &nbsp;&nbsp;\*\* | 239442 |
| NAPCO SECURITY TECHNOLOGIES INC | &nbsp;&nbsp;\*\* | 442153 |
| NASDAQ INC | &nbsp;&nbsp;\*\* | 20398475 |
| NASDAQ INC 5.55% 02-15-2034 | &nbsp;&nbsp;\*\* | 322983 |
| NASDAQ INC 5.95% 08-15-2053 | &nbsp;&nbsp;\*\* | 151483 |
| NASDAQ INC 6.1% 06-28-2063 | &nbsp;&nbsp;\*\* | 152870 |
| NASPERS NPV (POST REV SPLIT) | &nbsp;&nbsp;\*\* | 1250860 |
| NATERA INC COM | &nbsp;&nbsp;\*\* | 3775455 |
| NATIONAL ALUMINUM | &nbsp;&nbsp;\*\* | 482574 |
| NATIONAL AUSTRALIA BK LTD FLTG CP 04-09-2025 | &nbsp;&nbsp;\*\* | 2435084 |
| NATIONAL BANK OF CANADA 5.6% 12-18-2028 | &nbsp;&nbsp;\*\* | 3378869 |
| NATIONAL BK HLDGS CORP CL A COM STK | &nbsp;&nbsp;\*\* | 4832193 |
| NATIONAL FL GAS CO 2.95% DUE 03-01-2031 | &nbsp;&nbsp;\*\* | 1549987 |
| NATIONAL GRID PLC 5.418% 01-11-2034 | &nbsp;&nbsp;\*\* | 748241 |
| NATIONAL GRID PLC 5.809% 06-12-2033 | &nbsp;&nbsp;\*\* | 1428886 |
| NATIONAL GRID PLC 5.809% 06-12-2033 | &nbsp;&nbsp;\*\* | 2551583 |
| NATIONAL HEALTHCARE CORP COM | &nbsp;&nbsp;\*\* | 1080118 |
| NATIONAL RURAL UTILITIES COOP FIN 5.15% 06-15-2029 | &nbsp;&nbsp;\*\* | 710341 |
| NATIONAL RURAL UTILS COOP 5.6% 11-13-2026 | &nbsp;&nbsp;\*\* | 354733 |
| NATIONAL RURAL UTILS COOP FIN CORP 1.875% 02-07-2025 | &nbsp;&nbsp;\*\* | 1118619 |
| NATIONWIDE BLDG 4.85% DUE 07-27-2027 | &nbsp;&nbsp;\*\* | 5502411 |
| NATL AUSTRALIA BK 3.905% DUE 06-09-2027 | &nbsp;&nbsp;\*\* | 2722319 |
| NATL HLTH INVS INC 3% DUE 02-01-2031 | &nbsp;&nbsp;\*\* | 1546936 |
| NATL MOBILE TELECO KWD0.1 | &nbsp;&nbsp;\*\* | 23376 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| NATL RURAL UTILS 5.1% DUE 05-06-2027 | &nbsp;&nbsp;\*\* | 3527747 |
| NATL RURAL UTILS COOP FIN CORP 4.12% 09-16-2027 | &nbsp;&nbsp;\*\* | 273238 |
| NATWEST GROUP PLC 1.642% 06-14-2027 | &nbsp;&nbsp;\*\* | 4770846 |
| NATWEST GROUP PLC 4.892% 05-18-2029 | &nbsp;&nbsp;\*\* | 762432 |
| NATWEST GROUP PLC 4.892% 05-18-2029 | &nbsp;&nbsp;\*\* | 14916928 |
| NATWEST GROUP PLC 4.964% DUE 08-15-2030 | &nbsp;&nbsp;\*\* | 394014 |
| NATWEST GROUP PLC 5.583% 03-01-2028 | &nbsp;&nbsp;\*\* | 942989 |
| NATWEST GROUP PLC 5.778% 03-01-2035 | &nbsp;&nbsp;\*\* | 603958 |
| NATWEST GROUP PLC 5.847% DUE 03-02-2027 | &nbsp;&nbsp;\*\* | 232313 |
| NATWEST GROUP PLC 6.016% DUE 03-02-2034 | &nbsp;&nbsp;\*\* | 307365 |
| NATWEST GROUP PLC FIXED 7.472% DUE 11-10-2026 | &nbsp;&nbsp;\*\* | 802318 |
| NATWEST GROUP PLC ORD GBP1.0769 | &nbsp;&nbsp;\*\* | 2764035 |
| NATWEST GROUP PLC SR GLBL COCO 5.076% 01-27-2030 | &nbsp;&nbsp;\*\* | 277093 |
| NAVER CORPORATION KRW500 | &nbsp;&nbsp;\*\* | 3304484 |
| NAVIENT PRIVATE ED LN TR 2020-I 5.42634%04-15-2069 | &nbsp;&nbsp;\*\* | 4386031 |
| NAVIENT PVT ED 5.66% DUE 10-15-2072 | &nbsp;&nbsp;\*\* | 4671360 |
| NAVISTAR FINL 6.18% DUE 08-25-2028 | &nbsp;&nbsp;\*\* | 850690 |
| NBT BANCORP INC COM | &nbsp;&nbsp;\*\* | 4772561 |
| NCC LTD INR2 | &nbsp;&nbsp;\*\* | 239093 |
| NCINO INC NEW COM | &nbsp;&nbsp;\*\* | 3051247 |
| NCL INDUSTRIES INR10 | &nbsp;&nbsp;\*\* | 49105 |
| NCR ATLEOS CORPORATION COM USD0.01 WI | &nbsp;&nbsp;\*\* | 988564 |
| NEC CORP NPV | &nbsp;&nbsp;\*\* | 4997063 |
| NEKTAR THERAPEUTICS COM | &nbsp;&nbsp;\*\* | 29381 |
| NEMETSCHEK SE ORD NPV | &nbsp;&nbsp;\*\* | 343979 |
| NEO JAPAN INC NPV | &nbsp;&nbsp;\*\* | 20089 |
| NEO PERFORMANCE MA COM NPV | &nbsp;&nbsp;\*\* | 44444 |
| NEOBO FASTIGHETER AB NPV | &nbsp;&nbsp;\*\* | 123236 |
| NERDWALLET INC CL A CL A | &nbsp;&nbsp;\*\* | 171836 |
| NESCO LTD INR2 | &nbsp;&nbsp;\*\* | 134743 |
| NESTLE SA CHF0.10(REGD) | &nbsp;&nbsp;\*\* | 13299542 |
| NETAPP INC COM STK | &nbsp;&nbsp;\*\* | 1140022 |
| NETEASE CLOUD MUSIC INC 144A | &nbsp;&nbsp;\*\* | 285208 |
| NETEASE INC COMSTK | &nbsp;&nbsp;\*\* | 7875025 |
| NETFLIX INC 5.4% 08-15-2054 | &nbsp;&nbsp;\*\* | 312903 |
| NETFLIX INC COM STK | &nbsp;&nbsp;\*\* | 38594156 |
| NETGEAR INC COM | &nbsp;&nbsp;\*\* | 448791 |
| NETSTREIT CORP COM USD0.01 | &nbsp;&nbsp;\*\* | 4306142 |
| NETWEALTH GROUP NPV | &nbsp;&nbsp;\*\* | 364912 |
| NETWEB TECHNOLOGIE INR2 | &nbsp;&nbsp;\*\* | 441191 |
| NEUROCRINE BIOSCIENCES INC COM | &nbsp;&nbsp;\*\* | 6178809 |
| NEVRO CORP COM | &nbsp;&nbsp;\*\* | 58921 |
| NEW FORTRESS INC CL A SHS REPSTG LTD LIABILITY | &nbsp;&nbsp;\*\* | 5729050 |
| NEW ISSUE HOME DEPOT 30YR USD 3.625% 04-15-2052 | &nbsp;&nbsp;\*\* | 188680 |
| NEW S WALES TREAS CORP 1.75% 20/03/2034 | &nbsp;&nbsp;\*\* | 330376 |
| NEW YORK & FIXED 2.606% DUE 08-01-2060 | &nbsp;&nbsp;\*\* | 54262 |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY 5.458% 12-15-2031 | &nbsp;&nbsp;\*\* | 428211 |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 3.13% 11-01-2028 BEO TAXABLE | &nbsp;&nbsp;\*\* | 13631937 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 4.375% 05-01-2037 BEO TAXABLE | &nbsp;&nbsp;\*\* | 918303 |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 5.572% 11-01-2038 BEO TAXABLE | &nbsp;&nbsp;\*\* | 99321 |
| NEW YORK ST DORM AUTH ST PERS INCOME TAXREV 5.051% 09-15-2027 BEO TAXABLE | &nbsp;&nbsp;\*\* | 604913 |
| NEW YORK ST TWY AUTH SECOND GEN HWY & BRDG TR FD 5.449% 04-01-2025 BEO TAXABLE | &nbsp;&nbsp;\*\* | 660768 |
| NEW YORK ST URBAN DEV CORP REV 3.9% 03-15-2033 | &nbsp;&nbsp;\*\* | 10921380 |
| NEW YORK ST URBAN DEV CORP REV 3.9% 03-15-2033 | &nbsp;&nbsp;\*\* | 2699583 |
| NEW YORK TIMES CO CL A ISIN #US6501111073 | &nbsp;&nbsp;\*\* | 2965080 |
| NEW ZEALAND (GOVT) 1.5% 15/05/2031 | &nbsp;&nbsp;\*\* | 95969 |
| NEWBORN TOWN INC COM | &nbsp;&nbsp;\*\* | 175274 |
| NEWELL BRANDS INC COM | &nbsp;&nbsp;\*\* | 9806407 |
| NEWFIELD EXPL CO 5.375% DUE 01-01-2026 | &nbsp;&nbsp;\*\* | 504756 |
| NEWGATE FUND.PLC FRN M/BKD 12/2050 GBP 'A3A' | &nbsp;&nbsp;\*\* | 650759 |
| NEWGEN SOFTWARE INR10 | &nbsp;&nbsp;\*\* | 247695 |
| NEWMARK GROUP INC CL A CL A | &nbsp;&nbsp;\*\* | 371695 |
| NEWMONT CORP / NEWCREST FIN PTY LTD NT 5.3% 03-15-2026 | &nbsp;&nbsp;\*\* | 2849778 |
| NEWMONT CORPORATION | &nbsp;&nbsp;\*\* | 321395 |
| NEXGEN ENERGY LTD COMSTK | &nbsp;&nbsp;\*\* | 1931853 |
| NEXI SPA 2.125% SNR 30/04/2029 EUR | &nbsp;&nbsp;\*\* | 98790 |
| NEXON CO LTD NPV | &nbsp;&nbsp;\*\* | 365941 |
| NEXTDC LTD NPV | &nbsp;&nbsp;\*\* | 485191 |
| NEXTDOOR HLDGS INC CL A CL A | &nbsp;&nbsp;\*\* | 126029 |
| NEXTEER AUTOMOTIVE GROUP LIMITED HKD0.1 | &nbsp;&nbsp;\*\* | 15386 |
| NEXTERA ENERGY CAP 1.9% DUE 06-15-2028 | &nbsp;&nbsp;\*\* | 978287 |
| NEXTERA ENERGY CAP 4.625% DUE 07-15-2027 | &nbsp;&nbsp;\*\* | 4382792 |
| NEXTERA ENERGY CAP 5.38% 02-28-2053 | &nbsp;&nbsp;\*\* | 137883 |
| NEXTERA ENERGY CAP HLDGS INC .509% 09-01-2025 | &nbsp;&nbsp;\*\* | 4919979 |
| NEXTERA ENERGY CAP HLDGS INC 1.875% 01-15-2027 | &nbsp;&nbsp;\*\* | 1018545 |
| NEXTERA ENERGY CAP HLDGS INC 2.25% DUE 06-01-2030/05-12-2020 REG | &nbsp;&nbsp;\*\* | 1513344 |
| NEXTERA ENERGY CAP HLDGS INC 4.9% 02-28-2028 | &nbsp;&nbsp;\*\* | 3582704 |
| NEXTERA ENERGY CAP HLDGS INC 5.55% 03-15-2054 | &nbsp;&nbsp;\*\* | 1630645 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 6.051% DUE 03-01-2025 | &nbsp;&nbsp;\*\* | 1557757 |
| NEXTERA ENERGY INC COM | &nbsp;&nbsp;\*\* | 11696887 |
| NEXTRACKER INC CL A COM USD0.0001 CL A | &nbsp;&nbsp;\*\* | 678179 |
| NEXXEN INTERNATIONAL LTD | &nbsp;&nbsp;\*\* | 645081 |
| NGK INSULATORS LTD NPV | &nbsp;&nbsp;\*\* | 1258421 |
| NH INVESTMENT AND SECURITIES CO LTD KRW5000 | &nbsp;&nbsp;\*\* | 160627 |
| NICE CORPORATION | &nbsp;&nbsp;\*\* | 32448 |
| NIEN MADE ENTERPRI TWD10 | &nbsp;&nbsp;\*\* | 134149 |
| NIHON DENKEI CO NPV | &nbsp;&nbsp;\*\* | 82321 |
| NIHON TRIM CO LTD NPV | &nbsp;&nbsp;\*\* | 69012 |
| NIPPON KAYAKU CO NPV | &nbsp;&nbsp;\*\* | 1330896 |
| NIPPON LIFE INDIA INR10 | &nbsp;&nbsp;\*\* | 361412 |
| NIPPON RIETEC CO NPV | &nbsp;&nbsp;\*\* | 32037 |
| NIPPON SHINYAKU CO NPV | &nbsp;&nbsp;\*\* | 304581 |
| NIPPON TV HLDGS IN NPV | &nbsp;&nbsp;\*\* | 85663 |
| NISOURCE FIN CORP 5.65% DUE 02-01-2045 | &nbsp;&nbsp;\*\* | 86010 |
| NISOURCE INC .95% DUE 08-15-2025 REG | &nbsp;&nbsp;\*\* | 1599648 |
| NISOURCE INC 1.7% DUE 02-15-2031 | &nbsp;&nbsp;\*\* | 997771 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| NISOURCE INC 5.2% 07-01-2029 | &nbsp;&nbsp;\*\* | 1320549 |
| NISOURCE INC 5.4% 06-30-2033 | &nbsp;&nbsp;\*\* | 299068 |
| NISOURCE INC COM | &nbsp;&nbsp;\*\* | 2966679 |
| NISSAN AUTO 5.93% DUE 03-15-2028 | &nbsp;&nbsp;\*\* | 1026183 |
| NISSAN AUTO LEASE 4.91% DUE 01-15-2026 | &nbsp;&nbsp;\*\* | 96169 |
| NISSAN AUTO LEASE 4.97% DUE 09-15-2028 | &nbsp;&nbsp;\*\* | 853326 |
| NISSIN CORP NPV | &nbsp;&nbsp;\*\* | 67832 |
| NISSO HOLDINGS CO NPV | &nbsp;&nbsp;\*\* | 42132 |
| NKT A/S | &nbsp;&nbsp;\*\* | 381646 |
| NN GROUP N.V. EUR0.12 | &nbsp;&nbsp;\*\* | 4677760 |
| NNN REIT INC 3.6% DUE 12-15-2026 | &nbsp;&nbsp;\*\* | 195800 |
| NNN REIT INC 4% DUE 11-15-2025 | &nbsp;&nbsp;\*\* | 132907 |
| NODA CORP NPV | &nbsp;&nbsp;\*\* | 43704 |
| NOMURA CO LTD NPV | &nbsp;&nbsp;\*\* | 107182 |
| NOMURA HLDGS INC 2.329% DUE 01-22-2027 | &nbsp;&nbsp;\*\* | 853328 |
| NOMURA HLDGS INC 2.648% 01-16-2025 | &nbsp;&nbsp;\*\* | 2397784 |
| NOMURA HLDGS INC 2.999% DUE 01-22-2032 | &nbsp;&nbsp;\*\* | 4688260 |
| NOMURA HLDGS INC 5.783% DUE 07-03-2034 | &nbsp;&nbsp;\*\* | 960540 |
| NOMURA HLDGS INC FIXED 2.679% DUE 07-16-2030 | &nbsp;&nbsp;\*\* | 591683 |
| NOMURA HLDGS INC SR NT 1.851% 07-16-2025 | &nbsp;&nbsp;\*\* | 625087 |
| NOMURA RL EST INC NPV | &nbsp;&nbsp;\*\* | 248413 |
| NORCONSULT ASA NOK0.02 | &nbsp;&nbsp;\*\* | 351807 |
| NORDEA BANK AB NEW YORK BRH 27/02/2025 DTD 02-28-2024 VAR RT DUE 02-27-2025 | &nbsp;&nbsp;\*\* | 1970496 |
| NORDEA REALKREDIT 1% CVD BDS 01/10/50 DKK0.01 | &nbsp;&nbsp;\*\* | 2 |
| NORDEA REALKREDIT 1.5% CVD BDS 01/10/2053 DKK | &nbsp;&nbsp;\*\* | 1 |
| NORDEA REALKREDIT 1.5% CVD BDS 01/10/2053 DKK | &nbsp;&nbsp;\*\* | 53275 |
| NORFOLK SOUTHN 2.9% DUE 06-15-2026 | &nbsp;&nbsp;\*\* | 639761 |
| NORFOLK SOUTHN CORP COM | &nbsp;&nbsp;\*\* | 7674690 |
| NORFOLK SOUTHN FIXED 4.05% DUE 08-15-2052 | &nbsp;&nbsp;\*\* | 230561 |
| NORITSU KOKI CO NPV | &nbsp;&nbsp;\*\* | 1093083 |
| NORTH WEST CO INC VAR VTG AND COM VTG SHS | &nbsp;&nbsp;\*\* | 10998 |
| NORTHEAST UTILS 3.15% DUE 01-15-2025 | &nbsp;&nbsp;\*\* | 999270 |
| NORTHEASTERN UNIV 2.894% 10-01-2050 | &nbsp;&nbsp;\*\* | 76984 |
| NORTHERN OIL & GAS INC COM NEW | &nbsp;&nbsp;\*\* | 1343371 |
| NORTHERN STAR RESOURCES LTD | &nbsp;&nbsp;\*\* | 2480813 |
| NORTHERN STATES POWER CO WISCONSIN 5.65%06-15-2054 | &nbsp;&nbsp;\*\* | 260037 |
| \*NORTHERN TRUST CORP 4.0% DUE 05-10-2027 BEO | &nbsp;&nbsp;\*\* | 2457174 |
| NORTHROP GRUMMAN 5.15% DUE 05-01-2040 | &nbsp;&nbsp;\*\* | 191509 |
| NORTHROP GRUMMAN CORP 5.2% 06-01-2054 | &nbsp;&nbsp;\*\* | 474386 |
| NORTHROP GRUMMAN CORP COM | &nbsp;&nbsp;\*\* | 44235275 |
| NORWEGIAN CRUISE LINE HLDGS LTD COM USD0.001 | &nbsp;&nbsp;\*\* | 792716 |
| NOV INC COM | &nbsp;&nbsp;\*\* | 19172107 |
| NOVA TECHNOLOGY CO TWD5 | &nbsp;&nbsp;\*\* | 56458 |
| NOVABEV GROUP 1 01 55052 E 004D ORDINARY SH RUB 100.00 | &nbsp;&nbsp;\*\* | 25613 |
| NOVABEV GROUP RUB100 RUB | &nbsp;&nbsp;\*\* | 3929 |
| NOVAGOLD RES INC COM NEW | &nbsp;&nbsp;\*\* | 66697 |
| NOVARTIS AG CHF0.49 (REGD) | &nbsp;&nbsp;\*\* | 11777305 |
| NOVARTIS CAP CORP 3% DUE 11-20-2025 | &nbsp;&nbsp;\*\* | 340626 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| NOVARTIS CAPITAL CORP 3.8% 09-18-2029 | &nbsp;&nbsp;\*\* | 746239 |
| NOVATEK MICROELECTRONICS CORP TWD10 | &nbsp;&nbsp;\*\* | 5359240 |
| NOVATEK PJSC RUB0.1(RUB) | &nbsp;&nbsp;\*\* | 128945 |
| NOVO NORDISK A/S SER'B'DKK0.1 | &nbsp;&nbsp;\*\* | 11239344 |
| NOVOLIPETSK STEEL RUB1(RUB) | &nbsp;&nbsp;\*\* | 82256 |
| NRG ENERGY INC COM NEW | &nbsp;&nbsp;\*\* | 7750890 |
| NSD CO LTD NPV | &nbsp;&nbsp;\*\* | 137602 |
| NSI N.V. EUR3.68(POST CONSOLIDATION) | &nbsp;&nbsp;\*\* | 54876 |
| NSL FOODS PCL THB1 (NVDR) | &nbsp;&nbsp;\*\* | 83982 |
| \*NT COLLECTIVE ALL COUNTRY WORLD EX-US INVESTABLE MARKET INDEX FUND - DC - NONLEN | &nbsp;&nbsp;\*\* | 7158187133 |
| \*NT COLLECTIVE ALL COUNTRY WORLD INVESTABLE MARKET INDEX FUND - DC - TIER J | &nbsp;&nbsp;\*\* | 1248876456 |
| \*NT COLLECTIVE S&P500 INDEX FUND-DC-NON LENDING (TIER J) | &nbsp;&nbsp;\*\* | 23563816925 |
| NTT FIN CORP 1.162% 04-03-2026 | &nbsp;&nbsp;\*\* | 2232040 |
| NTT FIN CORP 1.162% 04-03-2026 | &nbsp;&nbsp;\*\* | 1450610 |
| NUCOR CORP 2.0% DUE 06-01-2025 REG | &nbsp;&nbsp;\*\* | 1137659 |
| NUCOR CORP COM | &nbsp;&nbsp;\*\* | 2947511 |
| NUCOR CORP FIXED 2.979% DUE 12-15-2055 | &nbsp;&nbsp;\*\* | 14872 |
| NUCOR CORP NT 3.85% 04-01-2052 | &nbsp;&nbsp;\*\* | 170474 |
| NUIX LTD NPV | &nbsp;&nbsp;\*\* | 24726 |
| NURIX THERAPEUTICS INC COM | &nbsp;&nbsp;\*\* | 209614 |
| NUTANIX INC CL A CL A | &nbsp;&nbsp;\*\* | 4151920 |
| NUTRIEN LTD 4.9% DUE 03-27-2028 | &nbsp;&nbsp;\*\* | 1091592 |
| NUTRIEN LTD 5.875% 12-01-2036 | &nbsp;&nbsp;\*\* | 172852 |
| NUTRIEN LTD 5.95% DUE 11-07-2025 BEO | &nbsp;&nbsp;\*\* | 1235764 |
| NUTRIEN LTD FIXED 4.125% DUE 03-15-2035 | &nbsp;&nbsp;\*\* | 8855 |
| NUTRIEN LTD FIXED 5.25% DUE 01-15-2045 | &nbsp;&nbsp;\*\* | 184722 |
| NUVALENT INC CL A CL A | &nbsp;&nbsp;\*\* | 231004 |
| NUVAMA WEALTH MAN INR10 | &nbsp;&nbsp;\*\* | 199528 |
| NVIDIA CORP COM | &nbsp;&nbsp;\*\* | 328059523 |
| NVR INC COM STK USD0.01 | &nbsp;&nbsp;\*\* | 294440 |
| NXP B V / NXP FDG LLC / NXP USA INC SR NT 2.7% 05-01-2025 | &nbsp;&nbsp;\*\* | 1868054 |
| NXP B V / NXP FDG LLC / NXP USA INC SR NT 3.25% 05-11-2041 | &nbsp;&nbsp;\*\* | 621400 |
| NXP B V/NXP FDG LLC/NXP USA INC 4.3% 06-18-0209 | &nbsp;&nbsp;\*\* | 932048 |
| NXP B V/NXP FUNDING LLC/NXP USA INC 2.5%DUE 05-11-2031 | &nbsp;&nbsp;\*\* | 468966 |
| NXP SEMICONDUCTORS N V COM STK | &nbsp;&nbsp;\*\* | 31571584 |
| NXPT COML MTG TR 2024-STOR 4.31158% 11-05-2041 | &nbsp;&nbsp;\*\* | 1908344 |
| NY N Y TAXABLE-BUILD AMER BDS-F-1 6.271 DUE 12-01-2037 | &nbsp;&nbsp;\*\* | 6822832 |
| NYKREDIT REALKREDI 1% CVD BDS 01/04/25 DKK0.01 | &nbsp;&nbsp;\*\* | 595002 |
| NYKREDIT REALKREDI 1% CVD BDS 01/10/2053DKK | &nbsp;&nbsp;\*\* | 7 |
| NYKREDIT REALKREDI 1% SNR 01/10/2050 DKK0.01 | &nbsp;&nbsp;\*\* | 1 |
| NYKREDIT REALKREDIT A/S 1.0% 01/10/2050 | &nbsp;&nbsp;\*\* | 1 |
| NYO COML MTG TR FLTG RT 5.52148% DUE 11-15-2038 | &nbsp;&nbsp;\*\* | 490000 |
| O REILLY AUTOMOTIVE INC NEW 3.6% DUE 09-01-2027 | &nbsp;&nbsp;\*\* | 54344 |
| O REILLY AUTOMOTIVE INC NEW COM USD0.01 | &nbsp;&nbsp;\*\* | 26025938 |
| OBIC BUSINESS CONS NPV | &nbsp;&nbsp;\*\* | 105920 |
| OBIC CO LTD NPV | &nbsp;&nbsp;\*\* | 1269105 |
| OBX 2021-INV2 TR FLTG RT 2.5% DUE 10-25-2051 | &nbsp;&nbsp;\*\* | 1287464 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| OBX 2021-INV2 TR FLTG RT 5% DUE 10-25-2051 | \*\* | 375405 |
| OBX 2022 INV3 TR 3% DUE 02-25-2052 | \*\* | 1298061 |
| OBX 2023-NQM3 TR MTG BACKED NT CL A-1 144A 5.94871% 02-25-2063 | \*\* | 2197850 |
| OCCIDENTAL PETE 3% DUE 02-15-2027 | \*\* | 2262528 |
| OCCIDENTAL PETE CORP 5.0% 08-01-2027 | \*\* | 1367545 |
| OCCIDENTAL PETE CORP 5.375% 01-01-2032 | \*\* | 161708 |
| OCCIDENTAL PETE CORP 6.05% 10-01-2054 | \*\* | 189758 |
| OCCIDENTAL PETE CORP 6.625% DUE 09-01-2030 REG | \*\* | 1276751 |
| OCCIDENTAL PETROLEUM CORP 3.5% DUE 08-15-2029/08-08-2019 REG | \*\* | 1613682 |
| OCEAN WILSON HLDGS ORD GBP0.20 | \*\* | 26555 |
| OCEANAGOLD CORP COM NPV | \*\* | 670252 |
| OCEANEERING INTL INC COM | \*\* | 4438425 |
| OCHI HLDG CO LTD NPV | \*\* | 33551 |
| ODFJELL SE COMMON STOCK | \*\* | 11837 |
| ODFJELL SE CONMMON STOCK | \*\* | 50452 |
| OFSI BSL XIV CLO FLTG RT 0% DUE 07-20-2037 | \*\* | 1816366 |
| OGE ENERGY CORP COM | \*\* | 2216033 |
| OHA CR FDG 18 LTD FLTG RT 5.79317% DUE 04-20-2037 | \*\* | 1245893 |
| OIL INDIA LTD INR10 | \*\* | 324887 |
| OIS CHASUS33 11/02/2029 COP P 5.96% / R 1DCOOVI SWU00SKM6 | \*\* | 115 |
| OKAMURA CORP NPV | \*\* | 73510 |
| OKI ELECTRIC IND NPV | \*\* | 43723 |
| OKTA INC CL A CL A | \*\* | 375324 |
| OLD MUTUAL LTD NPV | \*\* | 100438 |
| OLD NATL BANCORP IND COM | \*\* | 410203 |
| OLEMA PHARMACEUTICALS INC COM | \*\* | 92079 |
| OLIN CORP COM | \*\* | 11755640 |
| OLLIES BARGAIN OUTLET HLDGS INC COM | \*\* | 4046952 |
| OLYMPIC STL INC COM | \*\* | 129993 |
| OLYMPUS CORP NPV | \*\* | 6388336 |
| OMNICOM GROUP INC COM | \*\* | 6418584 |
| ON HLDNG AG CHF0.1 CLASS A | \*\* | 3408063 |
| ON24 INC COM | \*\* | 54742 |
| ONCOR ELEC DELIVERY 4.3% 05-15-2028 | \*\* | 1604356 |
| ONCOR ELEC FIXED 4.95% DUE 09-15-2052 | \*\* | 1163119 |
| ONE GAS INC 5.1% 04-01-2029 | \*\* | 1421927 |
| ONE GAS INC COM | \*\* | 1820860 |
| ONE NEW YORK PLAZA TR 2020-1NYP COML MTGPASSTHRU CTF CL A 5.37648% 01-15-2036 | \*\* | 572250 |
| ONEMAIN DIRECT 5.41% DUE 11-14-2029 | \*\* | 2010398 |
| ONEMAIN DIRECT 5.41% DUE 11-14-2029 | \*\* | 9698400 |
| ONEMAIN FINL 5.84% DUE 09-15-2036 | \*\* | 9485680 |
| ONEMAIN FINL ISSUANCE TR 2020-2 1.75% 09-14-2035 | \*\* | 768352 |
| ONEMAIN FINL ISSUANCE TR 2021-1 AST BACKED NT CL A-2 FLTG 5.09763 06-16-2036 | \*\* | 2906120 |
| ONEMAIN FINL ISSUANCE TR 2022-2 ASSET BACKED NT CL A 144A 4.89% 10-14-2034 | \*\* | 2106426 |
| ONEMAIN HLDGS INC COM | \*\* | 419073 |
| ONEOK INC 5.65% 11-01-2028 | \*\* | 1806055 |
| ONEOK INC 5.7% 11-01-2054 | \*\* | 1110835 |
| ONEOK INC 5.8% 11-01-2030 | \*\* | 608189 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ONEOK INC 6.625% DUE 09-01-2053 | \*\* | 147367 |
| ONEOK INC NEW 4% DUE 07-13-2027 | \*\* | 1104860 |
| ONEOK INC NEW 4.55% DUE 07-15-2028 | \*\* | 1961564 |
| ONEOK INC NEW 4.75% 10-15-2031 | \*\* | 387021 |
| ONEOK INC NEW FIXED 2.2% DUE 09-15-2025 | \*\* | 5371502 |
| ONESOURCE SPE PHAR INR1 | \*\* | 478000 |
| ONESPAWORLD HLDGS LTD COM USD0.0001 | \*\* | 7144001 |
| ONESTREAM INC CL A CL A | \*\* | 678690 |
| ONO PHARMACEUTICAL NPV | \*\* | 232965 |
| ONTARIO PROV CDA PROV OF ON 2.5% 2.5% DUE 04-27-2026 BEO | \*\* | 29347140 |
| ONTARIO(PROV OF) 3.65% NTS 02/06/2033 CAD1 | \*\* | 2082499 |
| ONTO INNOVATION INC | \*\* | 1865204 |
| ONWARD HOLDINGS NPV | \*\* | 570629 |
| OOMA INC COM | \*\* | 92276 |
| OOREDOO QAR1 | \*\* | 34076 |
| OPEN TEXT CORP COM | \*\* | 7654896 |
| OPPLE LIGHTING CO LTD-A STOCK CONNECT | \*\* | 837793 |
| OPT MACHINE VISION A CNY1 | \*\* | 126873 |
| OPTEX GROUP COMPAN NPV | \*\* | 158300 |
| OPTIM CORPORATION NPV | \*\* | 21502 |
| OPTION CARE HEALTH INC COM NEW COM NEW | \*\* | 895891 |
| OPTORUN CO LTD NPV | \*\* | 128926 |
| OPUS GLOBAL HUF25 | \*\* | 43595 |
| ORACLE CORP 1.65% 03-25-2026 | \*\* | 1752916 |
| ORACLE CORP 2.5% DUE 04-01-2025 REG | \*\* | 1200061 |
| ORACLE CORP 2.65% DUE 07-15-2026 | \*\* | 8078338 |
| ORACLE CORP 3.6% DUE 04-01-2040 REG | \*\* | 3914966 |
| ORACLE CORP 3.6% DUE 04-01-2050 REG | \*\* | 851282 |
| ORACLE CORP 3.85% DUE 07-15-2036 | \*\* | 163688 |
| ORACLE CORP 3.9% DUE 05-15-2035 | \*\* | 60467 |
| ORACLE CORP 4.65% 05-06-2030 | \*\* | 680232 |
| ORACLE CORP 4.9% 02-06-2033 | \*\* | 365230 |
| ORACLE CORP 5.55% 02-06-2053 | \*\* | 284063 |
| ORACLE CORP COM | \*\* | 20934483 |
| ORACLE CORP FIXED 2.3% DUE 03-25-2028 | \*\* | 2819615 |
| ORACLE CORP FIXED 2.875% DUE 03-25-2031 | \*\* | 70409 |
| ORACLE CORP FIXED 2.95% DUE 04-01-2030 | \*\* | 2854270 |
| ORACLE CORP FIXED 3.65% DUE 03-25-2041 | \*\* | 476146 |
| ORACLE CORP FIXED 3.85% DUE 04-01-2060 | \*\* | 6401127 |
| ORACLE CORP JAPAN NPV | \*\* | 115716 |
| ORACLE FIN SERVICE INR5 | \*\* | 249922 |
| ORASURE TECHNOLOGIES INC COM | \*\* | 22794 |
| ORGANON & CO COM | \*\* | 5568204 |
| ORICA LIMITED NPV | \*\* | 2186738 |
| ORIENTAL PRECISION KRW500 | \*\* | 81055 |
| ORION S A COM NPV | \*\* | 367907 |
| ORIX JREIT INC REIT | \*\* | 1289536 |
| OSB GROUP PLC ORD GBP 0.0100 | \*\* | 50728 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| OSCAR HEALTH INC CL A CL A | \*\* | 768499 |
| OSCAR US FDG XIV LLC NT CL A-4 144A 2.82% 04-10-2029 | \*\* | 1953821 |
| OSHKOSH CORPORATION | \*\* | 1581014 |
| OTE(HELLENIC TLCM) EUR2.83(CR) | \*\* | 798902 |
| OTIS WORLDWIDE CORP 2.565% DUE 02-15-2030 BEO | \*\* | 284338 |
| OTIS WORLDWIDE CORP COM USD0.01 WI | \*\* | 3229774 |
| OTSUKA CORP NPV | \*\* | 1566135 |
| OUTSURANCE GROUP ZAR0.0001 | \*\* | 101456 |
| OVERSEAS PVT INVT 3.43% DUE 05-15-2030 | \*\* | 3508330 |
| OVINTIV INC 5.65% 05-15-2025 | \*\* | 1283000 |
| OVINTIV INC COM USD0.01 | \*\* | 11334087 |
| OVS SPA NPV | \*\* | 866508 |
| OWENS CORNING NEW 5.5% 06-15-2027 | \*\* | 1052736 |
| PAC GAS & ELEC CO 4.2% DUE 06-01-2041 | \*\* | 265166 |
| PAC GAS & ELEC CO 5.9% DUE 10-01-2054 | \*\* | 350987 |
| PAC GAS & ELEC CO 6.95% 03-15-2034 | \*\* | 657393 |
| PAC GAS & ELEC CO FIXED 2.1% DUE 08-01-2027 | \*\* | 5838265 |
| PAC GAS & ELEC CO FIXED 2.95% DUE 03-01-2026 | \*\* | 586618 |
| PAC GAS & ELEC CO FIXED 3.15% DUE 01-01-2026 | \*\* | 1670063 |
| PAC GAS & ELEC CO FIXED 3.45% DUE 07-01-2025 | \*\* | 322465 |
| PAC GAS & ELEC CO FIXED 3.45% DUE 07-01-2025 | \*\* | 159744 |
| PAC GAS & ELEC CO FIXED 4.95% DUE 07-01-2050 | \*\* | 450845 |
| PAC GAS & ELEC CO FLTG RT 5.325333% DUE 09-04-2025 | \*\* | 4607677 |
| PACCAR FINANCIAL CORP 4.0% 09-26-2029 | \*\* | 507889 |
| PACCAR INC COM | \*\* | 19497821 |
| PACIFIC BASIN SHIP USD0.01 | \*\* | 340332 |
| PACIFIC GAS & ELEC CO 2.5% DUE 02-01-2031/06-19-2020 REG | \*\* | 4020175 |
| PACIFIC GAS & ELEC CO 4.0% 12-01-2046 | \*\* | 226103 |
| PACIFIC GAS & ELEC CO 4.45% DUE 4-15-2042 | \*\* | 82981 |
| PACIFIC GAS & ELEC CO 5.55% 05-15-2029 | \*\* | 2103258 |
| PACIFIC GAS & ELEC CO 5.8% 05-15-2034 | \*\* | 409137 |
| PACIFIC GAS & ELEC CO 6.7% 04-01-2053 | \*\* | 867005 |
| PACIFIC GAS & ELEC CO 6.75% 01-15-2053 | \*\* | 1124147 |
| PACIFIC GAS & ELECTRIC CO 6.4% 06-15-2033 | \*\* | 2425080 |
| PACIFIC LIFECORP SR NT 144A 5.4% 09-15-2052 | \*\* | 234820 |
| PACIFICORP 2.7% DUE 09-15-2030 | \*\* | 918762 |
| PACIFICORP 5.3% 02-15-2031 | \*\* | 201811 |
| PACIFICORP 5.8% 01-15-2055 | \*\* | 778942 |
| PACKAGING CORP AMER COM ISIN US6951561090 | \*\* | 7310609 |
| PACS GROUP INC COM | \*\* | 444560 |
| PAGSEGURO DIGITAL LTD COM USD CLS A | \*\* | 1066923 |
| PALANTIR TECHNOLOGIES INC CL A CL A | \*\* | 1394768 |
| PALFINGER AG NPV | \*\* | 26064 |
| PALO ALTO NETWORKS INC COM USD0.0001 | \*\* | 22208036 |
| PAN AMERN SILVER CORP COM | \*\* | 943910 |
| PANAMA REP 6.875% 01-31-2036 | \*\* | 281270 |
| PANAMA REP GLOBAL BD 4.3% DUE 04-29-2053REG SINKING FUND 04-29-2051 | \*\* | 175380 |
| PANDORA A/S DKK0.01 | \*\* | 3935309 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PANTORO LIMITED | \*\* | 239657 |
| PAPA JOHNS INTL INC COM | \*\* | 5753702 |
| PARADEEP PHOSPHATE INR10 | \*\* | 581550 |
| PARAGON BANKING GR ORD GBP1 | \*\* | 1184723 |
| PARAMOUNT GLOBAL OM USD0.001 CL B | \*\* | 3640080 |
| PARIS MIKI HOLDINGS INC | \*\* | 391 |
| PARK 24 CO LTD NPV | \*\* | 1167594 |
| PARK HOTELS & RESORTS INC COM | \*\* | 1297071 |
| PARKER-HANNIFIN CORP COM | \*\* | 5264420 |
| PARKIN COMPANY PJS AED0.02 | \*\* | 268057 |
| PARKWAY LIFE REAL NPV (REIT) | \*\* | 95111 |
| PASON SYSTEM INCOR COM NPV | \*\* | 31229 |
| PATTERSON-UTI ENERGY INC COM | \*\* | 5091373 |
| PAWNEE EQUIP 5.17% DUE 02-15-2028 | \*\* | 1035160 |
| PAYLOCITY HLDG CORP COM | \*\* | 5809564 |
| PAYONEER GLOBAL INC COM | \*\* | 789736 |
| PAYPAL HLDGS INC COM | \*\* | 125806 |
| PAYSAFE LTD COM | \*\* | 243282 |
| PCA CORPORATION NPV | \*\* | 42527 |
| PCC ROKITA SA PLN1.00 | \*\* | 9020 |
| PDF SOLUTIONS INC COM | \*\* | 3106238 |
| PEAB AB SER'B'NPV | \*\* | 829327 |
| PEACEHEALTH 1.375% DUE 11-15-2025 | \*\* | 751934 |
| PECCA GROUP BHD NPV | \*\* | 90150 |
| PECO ENERGY CO 5.25% 09-15-2054 | \*\* | 170595 |
| PEGASYSTEMS INC COM | \*\* | 12353567 |
| PENNAR INDUSTRIES LTD | \*\* | 368200 |
| PENNYMAC FINL SVCS INC NEW COM | \*\* | 387826 |
| PEPPERDINE UNIV FIXED 3.301% DUE 12-01-2059 | \*\* | 154561 |
| PEPSICO INC COM | \*\* | 12442005 |
| PERELLA WEINBERG PARTNERS COM USD0.0001 CL A | \*\* | 299740 |
| PERENTI LIMITED NPV | \*\* | 266173 |
| PERFECT PRESENTATI SAR1 | \*\* | 126642 |
| PERFORMANCE FOOD GROUP CO COM | \*\* | 1725835 |
| PERION NETWORK LTD PERION NETWORK LTD | \*\* | 187102 |
| PERMIAN RES CORP CL A | \*\* | 6515794 |
| PERNOD RICARD NPV EUR 1.55 | \*\* | 6439770 |
| PERRIGO COMPANY LIMITED COM EUR0.001 | \*\* | 15741693 |
| PERSEUS MINING LTD NPV | \*\* | 413948 |
| PERSONALIS INC COM | \*\* | 25542 |
| PERU REP 2.78% 12-01-2060 | \*\* | 401482 |
| PERU(REP OF) 6.15% GTD 12/08/2032 PEN | \*\* | 2693695 |
| PERU(REP OF) 6.9% BDS 12/08/37 USD'144A' | \*\* | 263725 |
| PERU(REPUBLIC OF) 7.3% 12/08/2033 | \*\* | 1794435 |
| PERU(REPUBLIC OF) 7.60% 12/08/2039 | \*\* | 195197 |
| PETRO-CDA 7.875% DUE 06-15-2026 | \*\* | 208320 |
| PETROL BRASILEIROS PRF NPV | \*\* | 76506 |
| PETROLEOS MEXICANOS 6.5% 03-13-2027 | \*\* | 4640512 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PETROLEOS MEXICANOS GTD NT 7.69% DUE 01-23-2050 REG | \*\* | 188625 |
| PETRONAS DAGANGAN NPV | \*\* | 42343 |
| PETRORECONCAVO S.A COM NPV | \*\* | 49592 |
| PEXA GROUP LTD NPV | \*\* | 119545 |
| PEXIP HOLDINGS AS | \*\* | 338546 |
| PFIZER INC COM | \*\* | 22451570 |
| PFIZER INVESTMENT ENTER 4.45% 05-19-2026 | \*\* | 3159568 |
| PFIZER INVESTMENT ENTER 5.3% 05-19-2053 | \*\* | 215694 |
| PFIZER INVESTMENT ENTER 5.34% 05-19-2063 | \*\* | 459721 |
| PFIZER LTD INR10 | \*\* | 51819 |
| PFS FING CORP 2022-D PREM FIN AST BKD NT4.27% 08-15-2027 | \*\* | 698596 |
| PFS FING CORP 4.94999980927% DUE 02-15-2029 | \*\* | 7424703 |
| PFS FING CORP 5.52% DUE 10-15-2028 | \*\* | 2070060 |
| PG ELECTROPLAST LTD FV INR 1 DEMAT EQUITY | \*\* | 337256 |
| PG& E CORP COM | \*\* | 31747277 |
| PG&E RECOVERY FDG LLC SR SECD NT CL A-3 2.822% 07-15-2048 | \*\* | 135456 |
| PG&E WILDFIRE 3.594% DUE 06-01-2032 | \*\* | 579154 |
| PG&E WILDFIRE 4.263% DUE 06-01-2038 | \*\* | 896727 |
| PG&E WILDFIRE 4.263% DUE 06-01-2038 | \*\* | 3568129 |
| PG&E WILDFIRE 4.674% DUE 12-01-2053 | \*\* | 444571 |
| PG&E WILDFIRE 4.722% DUE 06-01-2039 | \*\* | 2866496 |
| PG&E WILDFIRE RECOVERY FDG LLC SR SECD RECOVERY BD SER 5.099% 06-01-2054 | \*\* | 1257696 |
| PHEAA STUDENT LN TR 2021-1 STUD LN AST BACKED NT 144A 4.99649% 05-25-2070 | \*\* | 1333649 |
| PHIBRO ANIMAL HEALTH CORP CL A COM CL A COM | \*\* | 117516 |
| PHILIP MORRIS INTL 2.1% DUE 05-01-2030 | \*\* | 544560 |
| PHILIP MORRIS INTL 4.375% DUE 11-15-2041 | \*\* | 153303 |
| PHILIP MORRIS INTL 5% DUE 11-17-2025 | \*\* | 607348 |
| PHILIP MORRIS INTL INC 4.375% 11-01-2027 | \*\* | 1551593 |
| PHILIP MORRIS INTL INC 4.875 DUE 11-15-2043 | \*\* | 358576 |
| PHILIP MORRIS INTL INC 4.875% 02-13-2029 | \*\* | 199731 |
| PHILIP MORRIS INTL INC 4.875% 02-13-2029 | \*\* | 2241985 |
| PHILIP MORRIS INTL INC 4.875% 02-15-2028 | \*\* | 3327719 |
| PHILIP MORRIS INTL INC 4.875% 02-13-2026 | \*\* | 1889997 |
| PHILIP MORRIS INTL INC 5.125% 02-15-2030 | \*\* | 401891 |
| PHILIP MORRIS INTL INC 5.125% 02-13-2031 | \*\* | 600375 |
| PHILIP MORRIS INTL INC 5.125% 02-13-2031 | \*\* | 8135085 |
| PHILIP MORRIS INTL INC 5.25% 02-13-2034 | \*\* | 355946 |
| PHILIP MORRIS INTL INC 5.375% 02-15-2033 | \*\* | 400869 |
| PHILIPPINES(REP OF 6.25% BDS 14/01/2036 PHP | \*\* | 172161 |
| PHILIPPINES(REPUBLIC OF) 5.175% 09-05-2049 | \*\* | 186192 |
| PHILLIPS 66 3.85% DUE 04-09-2025 | \*\* | 2333459 |
| PHILLIPS 66 5.3% DUE 06-30-2033 | \*\* | 495283 |
| PHILLIPS 66 FIXED 1.3% DUE 02-15-2026 | \*\* | 1970467 |
| PHILLIPS EDISON & CO INC COM NEW COM NEW | \*\* | 1557025 |
| PHINIA INC COM USD0.01 WI | \*\* | 953092 |
| PHISON ELECTRONICS TWD10 | \*\* | 1189038 |
| PHOENIX FINANCE LTD | \*\* | 381535 |
| PHOENIX MILLS INR2 | \*\* | 834599 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PHX ENERGY SVCS CO COM NPV | \*\* | 647384 |
| PHYSICIANS RLTY L P 2.625% 11-01-2031 | \*\* | 287399 |
| PI ADVANCED MATERIALS CO LTD | \*\* | 80346 |
| PIEDMONT NAT GAS 3.5% DUE 06-01-2029 | \*\* | 588159 |
| PIEDMONT NAT GAS 3.64% DUE 11-01-2046 | \*\* | 574606 |
| PILGRIMS PRIDE CORP | \*\* | 824419 |
| PING AN INSURANCE GROUP H CNY1 | \*\* | 1926667 |
| PINNACLE FINL PARTNERS INC COM | \*\* | 2176499 |
| PINNACLE INV MGMT NPV | \*\* | 213628 |
| PINNACLE W. CAP CORP COM | \*\* | 6459813 |
| PINTEREST INC CL A CL A | \*\* | 946618 |
| PIONEER NAT RES CO 1.125% DUE 01-15-2026 REG | \*\* | 627465 |
| PIONEER NAT RES CO 1.125% DUE 01-15-2026 REG | \*\* | 2957775 |
| PIONEER NATURAL RESOURCES 5.1% DUE 03-29-2026 | \*\* | 1575696 |
| PIXART IMAGING TWD10 | \*\* | 624685 |
| PLAINS ALL AMER PIPELINE BNDS 4.65% DUE 10-15-2025 | \*\* | 1943145 |
| PLAINS ALL AMERN 4.5% DUE 12-15-2026 | \*\* | 1423074 |
| PLAINS ALL AMERN PIPELN L P/PAA 4.9% 02-15-2045 | \*\* | 212387 |
| PLATZER FASTIGHETER AB NPV | \*\* | 120267 |
| PLAYTIKA HLDG CORP COM | \*\* | 177463 |
| PLAZA SA NPV | \*\* | 137499 |
| PLUS500 LTD ORD ILS0.01 (DI) | \*\* | 839023 |
| PNC BK N A PITT PA FIXED 4.775% DUE 01-15-2027 | \*\* | 6528269 |
| PNC FINANCIAL SERVICES 5.3% 01-21-2028 | \*\* | 226910 |
| PNC FINANCIAL SERVICES 5.939% 08-18-2034 | \*\* | 406883 |
| PNC FINANCIAL SERVICES GROUP COM STK | \*\* | 23971483 |
| PNC FINL SVCS 2.55% DUE 01-22-2030 | \*\* | 2592731 |
| PNC FINL SVCS FLTG RT 5.812% DUE 06-12-2026 | \*\* | 5322529 |
| POLAND(REP OF) 3.875% SNR 14/02/2033 EUR | \*\* | 971575 |
| POLAND(REP OF) 4.25% SNR EMTN 14/02/43 EUR | \*\* | 215060 |
| POLY PROPERTY GROUP CO LTD HKD0.50 | \*\* | 272594 |
| POOL CORP COM STK | \*\* | 3737043 |
| POP MART INTL GRP LTD | \*\* | 4194004 |
| POPULAR INC COM NEW COM USD6 (POST REV SPLIT) | \*\* | 3044346 |
| PORSCHE FINL AUTO 5.79% DUE 01-22-2029 | \*\* | 5242873 |
| PORSCHE INNOVATIVE 4.66% DUE 02-20-2030 | \*\* | 1246563 |
| PORSCHE INNOVATIVE 4.67% DUE 11-22-2027 | \*\* | 640814 |
| PORT AUTH N Y & N J 4.458% 10-01-2062 BEO TAXABLE | \*\* | 235198 |
| PORT MORROW ORE TRANSMISSION FACS REV 2.987% 09-01-2036 BEO TAXABLE | \*\* | 4935407 |
| POSIFLEX TECH INC | \*\* | 594107 |
| POSTAL SAVINGS BANK OF CHINA (LOCAL 1658) | \*\* | 8569867 |
| POTLATCHDELTIC CORPORATION | \*\* | 9897987 |
| POWELL INDS INC COM | \*\* | 633032 |
| POWER FINANCE CORP INR10 | \*\* | 1112599 |
| POWER INTEGRATIONS INC COM | \*\* | 153325 |
| POWERFLEET COM USD0.01 | \*\* | 841711 |
| POWSZECHNY ZAKLAD UBEZPIECZE | \*\* | 1742344 |
| PPG IND INC COM | \*\* | 4299961 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PPL CAPITAL FUNDING INC 5.25% 09-01-2034 | \*\* | 536771 |
| PPL CORP COM ISIN US69351T1060 | \*\* | 14594016 |
| PPL ELEC UTILS 4.125% DUE 06-15-2044 | \*\* | 61594 |
| PRA GROUP INC COM | \*\* | 358368 |
| PRARAM 9 HOSPITAL THB1(NVDR) | \*\* | 592038 |
| PRECISION 4.375% DUE 06-15-2045 | \*\* | 213248 |
| PRIMARIS REAL TR UNIT SER A | \*\* | 1234481 |
| PRIMAX ELECTRONICS TWD10 | \*\* | 238771 |
| PRIMO BRANDS CORPORATION USD0.01 A | \*\* | 70734 |
| PRIMO BRANDS CORPORATION COM USD0.01 | \*\* | 5127020 |
| PRIN FINL GROUP 3.7% DUE 05-15-2029 | \*\* | 23810 |
| PRIO S.A | \*\* | 743488 |
| PRIVIA HEALTH GROUP INC COM | \*\* | 705892 |
| PRKCM 2023-AFC4 TR 7.225% DUE 11-25-2058 | \*\* | 1253442 |
| PRO MEDICUS NPV | \*\* | 5594073 |
| PROACT IT GROUP NPV | \*\* | 77274 |
| PROASSURANCE CORP COM | \*\* | 172894 |
| PROCORE TECHNOLOGIES INC COM | \*\* | 3914193 |
| PROCTER & GAMBLE COM NPV | \*\* | 5826173 |
| PROG HOLDINGS INC COM | \*\* | 799686 |
| PROGRESS RESDNTL 2.393% DUE 12-17-2040 | \*\* | 1651956 |
| PROGRESS RESDNTL 2.409% DUE 05-17-2038 | \*\* | 860399 |
| PROGRESS RESDNTL 2.425% DUE 07-17-2038 | \*\* | 1210591 |
| PROGRESS RESIDENTIAL 2021-SFR6 TR SINGLEFAMILY RENT PASS 1.524% 07-17-2038 | \*\* | 3534376 |
| PROGRESS RESIDENTIAL 2022-SFR6 TR RENT PASSTHRU CTF CL C 144A 5.195% 07-20-2039 | \*\* | 1982694 |
| PROGRESSIVE CORP OH 3.7% DUE 03-15-2052 BEO | \*\* | 444041 |
| PROGRESSIVE CORP OH COM | \*\* | 59553149 |
| PROLOGIS INC COM | \*\* | 26863972 |
| PROLOGIS L P 4.875% 06-15-2028 | \*\* | 797799 |
| PROLOGIS L P FIXED 2.125% DUE 10-15-2050 | \*\* | 693139 |
| PROLOGIS L P SR NT 3.375% 12-15-2027 | \*\* | 483749 |
| PROLOGIS LP 3.0% DUE 04-15-2050 | \*\* | 128356 |
| PROS HLDGS INC COM | \*\* | 438300 |
| PROSPERITY BANCSHARES INC COM | \*\* | 4827599 |
| PROSUS N.V. 1.207% 19/01/2026 | \*\* | 304649 |
| PROTAGONIST THERAPEUTICS INC COM | \*\* | 214539 |
| PROVID HLTH & SVCS 2.746% DUE 10-01-2026 | \*\* | 1446926 |
| PROVIDUS CLO SR 2A CL ARR FRN 3.945% 15/10/2038 | \*\* | 621291 |
| PRUDENT CORPORATE INR5 | \*\* | 154928 |
| PRUDENTIAL FINL INC 3.935% DUE 12-07-2049 | \*\* | 173649 |
| PRUDENTIAL PLC GBP0.05 | \*\* | 3329977 |
| PT ASPIRASI HIDUP INDONESIA TBK | \*\* | 637746 |
| PT BANK DANAMON 'A' IDR50000 & 'B' IDR500 | \*\* | 135972 |
| PTC THERAPEUTICS INC COM | \*\* | 2005706 |
| PTT EXPLORTN & PRD THB1(NVDR) | \*\* | 1476724 |
| PUB SERVICE ENTERPRISE GROUP INC COM | \*\* | 275268 |
| PUB STORAGE COM | \*\* | 3591483 |
| PUB SVC ELEC & GAS FIXED 3.65% DUE 09-01-2028 | \*\* | 4953336 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PUB SVC ENTERPRISE .8% DUE 08-15-2025 | \*\* | 1218506 |
| PUBLIC JOINT STOCK COMPANY MAGNIT RUB0.01(RUB) | \*\* | 102788 |
| PUBLIC SERVICE CO OF OKLAHOMA 5.2% 01-15-2035 | \*\* | 67930 |
| PUBLIC SERVICE CO OF OKLAHOMA 5.25% 01-15-2033 | \*\* | 492475 |
| PUBLIC SERVICE ELECTRIC 4.85% 08-01-2034 | \*\* | 3403484 |
| PUBLIC SERVICE ENTERPRISE 5.45% 04-01-2034 | \*\* | 399167 |
| PUBLIC SERVICE ENTERPRISE GROUP INC 5.85% DUE 11-15-2027 BEO | \*\* | 1687881 |
| PUBLIC SERVICE ENTERPRISE GROUP INC 1.6%DUE 08-15-2030 BEO | \*\* | 1461789 |
| PUBLIC STORAGE 2.3% DUE 05-01-2031 BEO | \*\* | 281917 |
| PUBLIC STORAGE 5.125% 01-15-2029 | \*\* | 1240060 |
| PUBLIC STORAGE 5.35% 08-01-2053 | \*\* | 190440 |
| PUBLIC SVC CO OKLA 2.2% DUE 08-15-2031 | \*\* | 1654686 |
| PUBMATIC INC CL A COM CL A COM | \*\* | 233218 |
| PUGET ENERGY INC FIXED 2.379% DUE 06-15-2028 | \*\* | 114129 |
| PUGET ENERGY INC SR NT 5.33% 06-15-2034 | \*\* | 4870947 |
| PULMONX CORPORATION COM | \*\* | 60132 |
| PULTE GROUP INC | \*\* | 870764 |
| PURE STORAGE INC CL A CL A | \*\* | 394381 |
| PUT BONDOPT BNPAFRPP 23/05/2025 FRANCE (GOVT OF) 0 97 3175SQ653 | \*\* | 188592 |
| PUT SWO USD BARCGB33 P 4.005% / R 1DSOFR 317U6EGA7 09/25/2025 | \*\* | 4569 |
| PUT SWO USD BNPAFRPP P 4.57% / R 1DSOFR 317U7LXA1 08/13/2025 | \*\* | 10997 |
| PUT SWO USD BOFAUS6S P 3.93% / R 1DSOFR 317U6E2A2 06/23/2025 | \*\* | 25086 |
| PUT SWO USD CHASUS33 P 4.48% / R 1DSOFR 317U7MBA3 05/13/2025 | \*\* | 5504 |
| PUT SWO USD CHASUS33 P 4.57% / R 1DSOFR 317U7MCA2 08/13/2025 | \*\* | 216 |
| PUT SWO USD DEUTGB2L P 3.96% / R 1DSOFR 317U6E8A6 06/25/2025 | \*\* | 27782 |
| PUT SWO USD DEUTGB2L P 3.96% / R 1DSOFR 317U6F4A7 06/25/2025 | \*\* | 7938 |
| PUT SWO USD DEUTGB2L P 4.005% / R 1DSOFR 317U6F2A9 09/25/2025 | \*\* | 9138 |
| PUT SWO USD DEUTGB2L P 4.065% / R 1DSOFR 317U6E4A0 06/24/2025 | \*\* | 19321 |
| PUT SWO USD GSCMUS33 P 4.42% / R 1DSOFR 317U7M2A3 05/13/2025 | \*\* | 6167 |
| PVH CORP COM USD1 | \*\* | 1502708 |
| PVH CORPORATION 4.125% 07-16-2029 | \*\* | 959181 |
| PVPTL ABU DHABI GOVT INTL 3.0% 09-15-2051 | \*\* | 162565 |
| PVPTL BANK OF NOVA SCOTIA 1.188% 10-13-2026 | \*\* | 11544461 |
| PVPTL COMM MORTGAGE TRUST SER 2016-787S CL A BNDS 3.545% 02-10-2036 | \*\* | 1750139 |
| PVPTL DELTA AIR LINES/SKYMILES 4.75% DUE 10-20-2028 | \*\* | 197297 |
| PVPTL MID-ATLANTIC INTST TRANSMISSION LLC 4.1% DUE 05-15-2028 | \*\* | 1514089 |
| PVPTL ONEMAIN DIRECT AUTO RECEIVABLES TR 2021-SR 21-1A CL A .87% 07-14-2028 | \*\* | 4278615 |
| PVT PLBNP PARIBAS SR NON PFD 5.198% 01-10-2030 | \*\* | 1410264 |
| PVTL INTESA SANPAOLO S P A 8.248% 11-21-2033 | \*\* | 224369 |
| PVTPL 1166 AVE OF THE AMERS COML MTG TR II 2005-C6 COML 5.6896% 10-13-2037 | \*\* | 980032 |
| PVTPL 37 CAPITAL CLO LTD SR 21-1A CL AR FLTG 10-15-2034 | \*\* | 3004308 |
| PVTPL 37 CAPITAL CLO LTD SR 22-1A CL A1R FLTG RT07-15-2034 | \*\* | 4007120 |
| PVTPL ABN AMRO BANK N V 5.515% 12-03-2035 | \*\* | 391155 |
| PVTPL ABN AMRO BANK NV 6.575% 10-13-2026 | \*\* | 404231 |
| PVTPL ABN AMRO BANK NV FRN 12-03-2028 | \*\* | 500360 |
| PVTPL ABU DHABI DEVELOPMENTAL HOL 4.375% 10-02-2031 | \*\* | 765414 |
| PVTPL ABU DHABI DEVELOPMENTAL HOL 5.375% 05-08-2029 | \*\* | 1011199 |
| PVTPL AIA GROUP LTD 5.4% 09-30-2054 | \*\* | 185553 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL AIA GROUP LTD GLOBAL MEDIUM TERM NTS BOO 3.2% DUE 09-16-2040 | \*\* | 223882 |
| PVTPL AIA GROUP LTD TRANCHE # 3.6% 04-09-2029 | \*\* | 252258 |
| PVTPL AIB GROUP PLC 6.608% 09-13-2029 | \*\* | 303070 |
| PVTPL AIB GROUP PLC 6.608% 09-13-2029 | \*\* | 5225347 |
| PVTPL AIMCO CLO SER 2017-A/AIMCO CLO SER201 SR SECD NT CL A-R FLTG 04-20-2034 | \*\* | 1352141 |
| PVTPL AIMCO SR 22-17A CL A1R FLTG RT 07-20-2037 | \*\* | 1404248 |
| PVTPL AIR CANADA AIR CANADA 2017-1AA PTT3.3% DUE 07-15-2031 BEO | \*\* | 422305 |
| PVTPL AIR CDA 2013-1 PASS THRU 4.125 DUE 11-15-2026 BEO | \*\* | 141910 |
| PVTPL AIR CDA PASS THRU TR 2017-1 PVTPL AIR CANADA BNDS 3.55% DUE 07-15-2031 | \*\* | 259168 |
| PVTPL AIRCASTLE LTD 2.85% DUE 01-26-2028BEO | \*\* | 1674641 |
| PVTPL AKER BP ASA 5.125% 10-01-2034 | \*\* | 187852 |
| PVTPL AKER BP ASA 5.8% 10-01-2054 | \*\* | 317669 |
| PVTPL ALIGNED DATA CTRS ISSUER LLC 21-1A CL A2 1.937% DUE 08-15-2046 BEO | \*\* | 2812790 |
| PVTPL ALLIANT ENERGY FIN 5.4% 06-06-2027 | \*\* | 1162558 |
| PVTPL AMERICAN HERITAGE AUTO RECEIVABLES TR SR 24-1A CL A3 4.9% 09-17-2029 | \*\* | 1150805 |
| PVTPL AMERICAN TRANSMISSION SYSTEMS 2.65% 01-15-2032 | \*\* | 237416 |
| PVTPL AMSR TRUST 21-SFR2 C 958609% 08-17-2026 | \*\* | 2025730 |
| PVTPL AMSR TRUST SR 21-SFR3 CL A 1.476% 10-17-2038 | \*\* | 2829870 |
| PVTPL ANCHORAGE CAP CLO 16 LTD/ANCHORAGE CAP SR 20-16A CL A1R FLTG RT 01-19-2035 | \*\* | 10003817 |
| PVTPL ANCHORAGE CAP CLO SR 15-7A CL AR3 FLTG RT 04-28-2037 | \*\* | 8318479 |
| PVTPL ANCHORAGE CAPITAL CLO LTD SR 18-10A CL A1AR FLTG RT 10-15-2031 | \*\* | 3192687 |
| PVTPL ANTOFAGASTA PLC 2.375% DUE 10-14-2030/10-14-2020 BEO | \*\* | 251709 |
| PVTPL ANZ NEW ZEALAND INTL LTD 3.45% 01-21-2028 | \*\* | 239300 |
| PVTPL APA INFRASTRUCTURE LTD 4.25% DUE 07-15-2027 | \*\* | 128878 |
| PVTPL APA INFRASTRUCTURE LTD 5.75% 09-16-2044 | \*\* | 63621 |
| PVTPL APA INFRASTRUCTURE LTD. 5.125% 09-16-2034 | \*\* | 280961 |
| PVTPL APEX CR CLO LTD SER 20-1A CLA R FLTG RT 04-20-2035 | \*\* | 2243355 |
| PVTPL APIDOS CLO LTD SER 18-18A CL A1R2 FLTG 01-22-2038 | \*\* | 17144500 |
| PVTPL APIDOS CLO XXII 15-22A CL A-1R FLTG 144A FLTG RT DUE 04-20-2031 | \*\* | 407889 |
| PVTPL AQUA FIN TR 2021-A SR 21-A CL A 1.54% DUE 07-17-2046 BEO | \*\* | 1354972 |
| PVTPL ARBOR RLTY COML REAL ESTATE NTS 2021-FL4 SR 21-FL4 CL A 11-15-2036 | \*\* | 802406 |
| PVTPL ARES LXIII CLO LTD CL A-1A FLTG 04-20-2035 | \*\* | 801423 |
| PVTPL ARES XLIV CLO LTD SR NT CL A-1-R FLTG 144A 3C7 VAR RT DUE 04-15-2034 BEO | \*\* | 1840034 |
| PVTPL ARES XXVII CLO LTD SR 13 2A CL A-R3 FLTG 10-28-2034 | \*\* | 3900938 |
| PVTPL ARI FLEET LEASE TR SR 24-A CL A2 5.3%11-15-2032 | \*\* | 2272164 |
| PVTPL ASHTEAD CAPITAL 2.45% 08-12-2031 | \*\* | 1247944 |
| PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD NT 1.45% 01-08-2026 | \*\* | 482942 |
| PVTPL ATHENE GLOBAL FUNDING 4.86% 08-27-2026 | \*\* | 3595925 |
| PVTPL ATHENE GLOBAL FUNDING 5.62% 05-08-2026 | \*\* | 1917394 |
| PVTPL ATLAS SR LN FD XIV LTD/ATLAS SR LN FD SR 19-14A CL AR VAR RT 07-20-2032 | \*\* | 7156346 |
| PVTPL AUSTRALIA & NEW ZEALAND BKG GROUP LTD 0% CP 11-25-2025 | \*\* | 4265893 |
| PVTPL AUSTRALIA & NEW ZEALAND BKG GROUP LTD FLTG RT 03-18-2026 | \*\* | 3764768 |
| PVTPL AVIATION CAP GROUP LLC SR NT 144A 3.5% DUE 11-01-2027/07-01-2027 BEO | \*\* | 382350 |
| PVTPL AVIATION CAPITAL GROUP LLC 6.375% DUE 07-15-2030 | \*\* | 1099379 |
| PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SR 2023-8 CL A 6.02% DUE 02-20-2030 | \*\* | 3317425 |
| PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SR 2023-8 CL A 6.02% DUE 02-20-2030 | \*\* | 3835773 |
| PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SRS 20-2 CL A 2.02% DUE 02-20-2027 | \*\* | 2423402 |
| PVTPL AVIS BUDGET RENT CAR FDG AESOP LLCSER 21-2A CL A 1.66% DUE 02-20-2028 | \*\* | 17338841 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP 5.36% 06-20-2030 | \*\* | 3264252 |
| PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP SER 23-3A CL A 5.24% DUE 02-22-2028 | \*\* | 3237091 |
| PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP SER 24-3A CL A 5.23% 12-20-2030 | \*\* | 3453050 |
| PVTPL AVOLON HLDGS FDG LTD 2.528% DUE 11-18-2027 | \*\* | 1091301 |
| PVTPL AVOLON HLDGS FDG LTD 2.528% DUE 11-18-2027 | \*\* | 564658 |
| PVTPL AVOLON HLDGS FDG LTD 5.15% 01-15-2030 | \*\* | 416693 |
| PVTPL AVOLON HLDGS FDG LTD 6.375% DUE 05-04-2028 | \*\* | 452281 |
| PVTPL AVOLON HOLDINGS FNDG LTD 5.75% 11-15-2029 | \*\* | 632555 |
| PVTPL AXIS EQUIPMENT FINANCE RECEIVABLESSER 22-2A CL A2 5.3% DUE 06-21-2028 | \*\* | 308947 |
| PVTPL BACARDI LTD GTD NT 144A 4.7% DUE 05-15-2028/04-30-2018 BEO | \*\* | 1380480 |
| PVTPL BAE SYS PLC 1.9% DUE 02-15-2031/09-15-2020 BEO | \*\* | 330923 |
| PVTPL BAE SYS PLC 5.0% 03-26-2027 | \*\* | 2129243 |
| PVTPL BAE SYS PLC 5.125% 03-26-2029 | \*\* | 711456 |
| PVTPL BAIN CAP CR CLO 2022-1 LTD CL A-1 FLTG 04-18-2035 | \*\* | 8512972 |
| PVTPL BAIN CAPITAL CREDIT CLO LIMITED SR 18-2A CLA1R FLTG RT 07-19-2031 | \*\* | 746938 |
| PVTPL BANCO SANTANDER CHILE MEDIUM TERM NTS BO 2.7 DUE 01-10-2025/01-10-2020 REG | \*\* | 499043 |
| PVTPL BANK IRELAND GROUP PLC 5.601% 03-20-2030 | \*\* | 5047470 |
| PVTPL BANK OF AMERICA AUTO TRUST SER 23-2A CL A2 5.85% 08-17-2026 | \*\* | 1059708 |
| PVTPL BANK OF IRELAND GROUP 2.029% 09-30-2027 | \*\* | 589546 |
| PVTPL BANK OF NOVA SCOTIA 3.186% DUE 06-03-2025 BEO | \*\* | 7801500 |
| PVTPL BANQUE FED CRED MUTUEL 5.194% 02-16-2028 | \*\* | 3817073 |
| PVTPL BAYER US FIN II LLC 2.85% DUE 04-15-2025 BEO | \*\* | 1388134 |
| PVTPL BAYER US FIN II LLC 5.5% DUE 08-15-2025 BEO | \*\* | 3000339 |
| PVTPL BAYER US FINANCE LLC 6.125% 11-21-2026 | \*\* | 203831 |
| PVTPL BAYER US FINANCE LLC 6.375% 11-21-2030 | \*\* | 617385 |
| PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC 3RD PRTY SECD CL B FLTG 12-18-2036 | \*\* | 4994083 |
| PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC SR SECD NT CL A FLTG 12-18-2036 | \*\* | 638867 |
| PVTPL BIMBO BAKERIES USA INC 5.375% 01-09-2036 | \*\* | 549861 |
| PVTPL BIMBO BAKERIES USA INC 6.05% DUE 01-15-2029 | \*\* | 204136 |
| PVTPL BLACKSTONE HLDGS FIN CO L L C 5.9%DUE 11-03-2027/11-03-2022 BEO | \*\* | 995909 |
| PVTPL BLUE OWL CREDIT INCOME CORP. 6.6% 09-15-2029 | \*\* | 760009 |
| PVTPL BLUEMOUNTAIN CLO 2013-2A LTD CL A-1-R FLTG 10-22-2030 | \*\* | 188910 |
| PVTPL BLUEMOUNTAIN CLO SER 18-2A CLS A VAR RT 08-15-2031 | \*\* | 631744 |
| PVTPL BLUEMOUNTAIN CLO XXII LTD 18-1A CL A-1 FLTG RT 07-15-2031 | \*\* | 456301 |
| PVTPL BMW US CAP LLC 1.25% DUE 08-12-2026 BEO | \*\* | 2432240 |
| PVTPL BMW US CAPITAL LLC 4.65% 08-13-2029 | \*\* | 1268993 |
| PVTPL BNP PARIBAS 1.323% 01-13-2027 | \*\* | 4009212 |
| PVTPL BNP PARIBAS 3.132% 01-20-2033 | \*\* | 852542 |
| PVTPL BNP PARIBAS 3.375% 01-09-2025 | \*\* | 589851 |
| PVTPL BNP PARIBAS 5.283%11-19-2030 | \*\* | 346334 |
| PVTPL BNP PARIBAS 5.894% 12-05-2034 | \*\* | 4206992 |
| PVTPL BNP PARIBAS MEDIUM TERM NTS BOOK ENTRY 5.335% 06-12-2029 | \*\* | 5018806 |
| PVTPL BNP PARIBAS SR 2.159% 09-15-2029 | \*\* | 6000452 |
| PVTPL BNP PARIBAS SR NON PFD 1.904% 09-30-2028 | \*\* | 3025157 |
| PVTPL BNP PARIBAS SR NON PFD MED 4.4% 08-14-2028 | \*\* | 1020257 |
| PVTPL BOOZ ALLEN HAMILTON INC 144A 3.875% DUE 09-01-2028 BEO | \*\* | 149803 |
| PVTPL BOOZ ALLEN HAMILTON INC 4.0% DUE 07-01-2029 BEO | \*\* | 307565 |
| PVTPL BPCE SA 5.716% 01-18-2030 | \*\* | 401964 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL BPCE SA 6.612% 10-19-2027 | \*\* | 2613207 |
| PVTPL BPCE SA 7.003% 10-19-2034 | \*\* | 959404 |
| PVTPL BPCE SR NON PFD 1.652% 10-06-2026 | \*\* | 4718526 |
| PVTPL BRITISH AWYS PASS THRU 3.8% 09-20-2031 | \*\* | 318337 |
| PVTPL BRITISH AWYS PASS THRU CTFS 3.3% FIXED 06-15-2034 BEO | \*\* | 107093 |
| PVTPL BRITISH AWYS PASS THRU TR 2018-1A 4.125% 09-20-2031 | \*\* | 280086 |
| PVTPL BROADCOM INC 1.95% DUE 02-15-2028/01-19-2021 BEO | \*\* | 457453 |
| PVTPL BROADCOM INC 2.45% DUE 02-15-2031/01-19-2021 BEO | \*\* | 625340 |
| PVTPL BROADCOM INC 3.137% DUE 11-15-2035 BEO | \*\* | 662447 |
| PVTPL BROADCOM INC 3.137% DUE 11-15-2035 BEO | \*\* | 1810906 |
| PVTPL BROADCOM INC 3.419% DUE 04-15-2033BEO | \*\* | 4986287 |
| PVTPL BROADCOM INC 3.469% DUE 04-15-2034BEO | \*\* | 1615075 |
| PVTPL BROADCOM INC 3.469% DUE 04-15-2034BEO | \*\* | 5374914 |
| PVTPL BROADCOM INC AVGO 3.187 11/15/36 3.187% DUE 11-15-2036/09-30-2021 BEO | \*\* | 539898 |
| PVTPL BROADCOM INC AVGO 3.187 11/15/36 3.187% DUE 11-15-2036/09-30-2021 BEO | \*\* | 3730129 |
| PVTPL BROOKLYN UN GAS CO 6.415% 07-18-2054 | \*\* | 726713 |
| PVTPL BSPRT 2022-FL9 ISSUER LLC SR SECD NT CL A FLTG 07-15-2039 | \*\* | 1608964 |
| PVTPL BUSINESS JET SECS 2022-1 LLC SER 22-1A CL A 4.455% 06-15-2037 | \*\* | 1198866 |
| PVTPL BX COML MTG TR 2024-XL4 FLTG 02-15-2039 | \*\* | 1986075 |
| PVTPL CADILLAC FAIRVIEW CORP 2.5% DUE 10-15-2031 BEO | \*\* | 1687281 |
| PVTPL CAIXABANK S A 5.673% 03-15-2030 | \*\* | 313059 |
| PVTPL CAIXABANK S A 6.684% 09-13-2027 | \*\* | 1539212 |
| PVTPL CAIXABANK S A 6.684% 09-13-2027 | \*\* | 600293 |
| PVTPL CAMERON LNG LLC 2.902% 07-15-2031 | \*\* | 2508289 |
| PVTPL CAMERON LNG LLC 3.302% DUE 01-15-2035 | \*\* | 94928 |
| PVTPL CANTOR FITZGERALD LP 7.2% 12-12-2028 | \*\* | 731582 |
| PVTPL CANYON CAPITAL CLO LTD SER 20-1A CL AR FLTG 07-15-2034 | \*\* | 3696634 |
| PVTPL CAPITAL AUTOMOTIVE REIT SR 23-1A CL A1 5.75% 09-15-2053 | \*\* | 1869189 |
| PVTPL CARLYLE GLOBAL MARKET STRATEGIES SR 17-3A CL A1R2 FLTG RT 10-21-2037 | \*\* | 601899 |
| PVTPL CARLYLE GLOBAL MKT SER 14-3RA CL A1A FLTG 07-27-2031 | \*\* | 1630674 |
| PVTPL CARLYLE GLOBAL MKT STRAT CLO SER 12-3A CLS A1A2 FLTG RT DUE 01-14-2032 BEO | \*\* | 193361 |
| PVTPL CARLYLE US CLO 2021-4 LTD CL A-2 FLTG DUE 04-20-2034 BEO | \*\* | 2614109 |
| PVTPL CARVANA AUTO RECEIVABLES TRUST SER 24-P1 CL A2 5.5% DUE 08-10-2027 | \*\* | 1569518 |
| PVTPL CASSA DEPOSITI E PRESTIT 5.875% 04-30-2029 | \*\* | 1629118 |
| PVTPL CATAMARAN CLO SER 2014-1A CL A-1A FLTG 04-20-2030 | \*\* | 921258 |
| PVTPL CAYUGA PK CLO LTD SER 20-1A CL AR FLTG 07-17-2034 | \*\* | 751224 |
| PVTPL CF HIPPOLYTA ISSUER LLC SER 20-1 CL A1 1.69% DUE 07-15-2060 BEO | \*\* | 351529 |
| PVTPL CHESAPEAKE FUNDING II LLC SER 23-2A CL A1 6.16% DUE 10-15-2035 | \*\* | 1466439 |
| PVTPL CHILE ELECTRICITY LUX MPC 6.01% 07-20-2024 | \*\* | 389200 |
| PVTPL CIFC FDG 2017-IV LTD SER 17-4A CL A1R FLTG 10-24-2030 | \*\* | 241060 |
| PVTPL CIFC FDG 2018-IV LTD/CIFC FDG 2018-IV SER 18-4A CLS A1 VAR RT 10-17-2031 | \*\* | 550670 |
| PVTPL CIFC FUNDING LTD SER 19-6A CL A2R FLTG RT 07-16-2037 | \*\* | 1591671 |
| PVTPL CIFC FUNDING LTD SR 14-3A CL A1R2 FLTG RT 10-22-2031 | \*\* | 1060688 |
| PVTPL CITIZENS AUTO RECEIVABLES TR 2023-2 5.74% 10-15-2030 | \*\* | 1480128 |
| PVTPL CITIZENS AUTO RECEIVABLES TRUST SER 24-1 CL A3 5.11% 04-17-2028 | \*\* | 906033 |
| PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL D 144A 5.6896 10/13/2037 | \*\* | 444533 |
| PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL F 144A 5.6896 10/13/2037 | \*\* | 335011 |
| PVTPL CMO ARBOR MULTIFAMILY MTG SECS SER 20-MF1 CL A5 2.7563% DUE 05-15-2053 BEO | \*\* | 1074029 |

---

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL CMO AREIT 2021-CRE5 LTD/AREIT AREIT 2021-C SR NT CL A VAR RT 07-17-2026 | \*\* | 273612 |
| PVTPL CMO AREIT 2021-CRE5 LTD/AREIT AREIT 2021-C SR NT CL A VAR RT 07-17-2026 | \*\* | 912040 |
| PVTPL CMO ARROYO MTG TR 2022-2 SR 22-2 CL A1 4.95% DUE 07-25-2057 BEO | \*\* | 3747501 |
| PVTPL CMO ASHFORD HOSPITALITY TR SER-2018-KEYS CL-A VAR 05-15-2035 BEO | \*\* | 254666 |
| PVTPL CMO BBCCRE TRUST SER 2015-GTP CL A 3.966% 08-10-2033 | \*\* | 1071083 |
| PVTPL CMO BENCHMARK 2020-IG3 MTG TR SR 20-IG3 CL A2 2.475% UE 09-15-2048 | \*\* | 8241631 |
| PVTPL CMO BFLD TRUST SER 24-WRHS CL A FLTG 08-15-2026 | \*\* | 1373969 |
| PVTPL CMO BFLD TRUST SR 24-UNIV CL A FLTG 11-15-2029 | \*\* | 700000 |
| PVTPL CMO BOCA COML MTG TR SR 24- BOCA CL A FLTG 08-15-2041 | \*\* | 3967267 |
| PVTPL CMO BX TR SR 24-AIR2 CL A FLTG 10-15-2041 | \*\* | 2584656 |
| PVTPL CMO BX TR 2021-ARIA BX 2021-ARIA AVAR RT DUE 10-15-2036 BEO | \*\* | 2991563 |
| PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO | \*\* | 1494511 |
| PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO | \*\* | 1985371 |
| PVTPL CMO BX TRUST SR 24-BRBK CL A FLTG 10-15-2041 | \*\* | 991508 |
| PVTPL CMO BX TRUST SR 24-KING CL A FLTG RT 05-15-2039 | \*\* | 493812 |
| PVTPL CMO BX TRUST SR 24-PALM CL A FLTG RT 06-15-2037 | \*\* | 2601022 |
| PVTPL CMO BX TRUST VAR RT DUE 07-15-2029BEO | \*\* | 3142716 |
| PVTPL CMO BXMT LTD SR 20-FL3 CL A VAR RTDUE 03-15-2037 BEO | \*\* | 2031421 |
| PVTPL CMO CITIGROUP COML MTG TR SER 21-KEYS CL A FLTG 10-15-2036 | \*\* | 1982766 |
| PVTPL CMO COLONY MTG CAP LTD SR 19-IKPR CL A FLTG 11-15-2038 | \*\* | 890619 |
| PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SER 2014-USA CL A2 3.953% DUE 09-15-2037 | \*\* | 1803313 |
| PVTPL CMO CSMC 2019-AFC1 TR MTG BACKED NT CL A-1 144A VAR RT DUE 07-25-2049 BEO | \*\* | 1071921 |
| PVTPL CMO CSMC 2022-ATH3 TR VAR RT DUE 08-25-2067 BEO | \*\* | 2984310 |
| PVTPL CMO CSMC TR SR 2017-CHOP CL A VAR RT 07-15-2032 | \*\* | 516679 |
| PVTPL CMO EQUS 2021-EQAZ MTG TR SR 21-EQAZ CL B VAR RT DUE 10-15-2036 BEO | \*\* | 1298755 |
| PVTPL CMO GS MTG SECS CORP SER 2017-GPTX CL B 3.103915% FIXED 05-10-2034 | \*\* | 315395 |
| PVTPL CMO HERO FDG 2016-3 NT CL A-1 144A3.07999992371% DUE 09-20-2042 BEO | \*\* | 10984 |
| PVTPL CMO J P MORGAN CHASE COML MOTGAGE SECS SER 20-MKST CL A FRN 12-15-2036 BEO | \*\* | 3663607 |
| PVTPL CMO MANHATTAN WEST 2020-1MW MTG TRSR 20-0MW CL A 2.13% 09-10-2040 | \*\* | 459229 |
| PVTPL CMO MORGAN STANLEY CAP I TR SRS 20-CNP CL A VAR RT DUE 04-05-2042 | \*\* | 1245783 |
| PVTPL CMO MSDB TR 2017-712F CL A VAR RT DUE 07-11-2039 BEO | \*\* | 6158160 |
| PVTPL CMO NEW ORL HOTEL TR 2019-HNLASER 19-HNLA CLS A VAR RT DUE 04-15-2032 BEO | \*\* | 1773620 |
| PVTPL CMO NEW RESIDENTIAL MTG LN SER 19-RPL3 CL A1 FRN 07-25-2059 BEO | \*\* | 197078 |
| PVTPL CMO NEW RESIDENTIAL MTG LN TR 20-RPL1 CL A-1 VAR RT DUE 11-25-2059 | \*\* | 175895 |
| PVTPL CMO NYC COMMERCIAL MORTGAGE TRUST SR 24-3ELV CL A FLTG RT 08-15-2029 | \*\* | 977185 |
| PVTPL CMO ONE MKT PLAZA TR SER 2017-1MKT CL A 144A 3.6139% 02-10-2032 BEO | \*\* | 4435979 |
| PVTPL CMO OPG TR 2021-PORT SR 21-PORT CLA FLTG RT 10-15-2036 | \*\* | 2436720 |
| PVTPL CMO PRPM SER 23-NQM3 CL A1 STEP 11-25-2068 | \*\* | 422478 |
| PVTPL CMO READY CAP MTG SR 21-FL6 CL A FLTG RT 07-25-2036 | \*\* | 219033 |
| PVTPL CMO READY CAP MTG SR 21-FL6 CL A FLTG RT 07-25-2036 | \*\* | 525680 |
| PVTPL CMO SFO COML MTG TR 2021-555 SFO 2021-555 A VAR RT DUE 05-15-2038 BEO | \*\* | 7507500 |
| PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 | \*\* | 1009522 |
| PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 | \*\* | 3744765 |
| PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 BEO | \*\* | 1306528 |
| PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 BEO | \*\* | 4863254 |
| PVTPL CMO TOWD PT MTG TR 2019-4 SER 19-4CLS A1 VAR RT DUE 07-25-2059 BEO | \*\* | 642470 |
| PVTPL CMO TOWD PT MTG TR 2022-4 TPMT 2022-4 A1 VAR RT DUE 09-25-2062 BEO | \*\* | 7124322 |
| PVTPL CMO UBS-BAMLL TR 2012-WRM CTF CL A144A 3.663 DUE 06-10-2030 BEO | \*\* | 4894 |

---

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL CMO UWM MTG TR 2021-INV3 CL A3 VAR RT DUE 11-25-2051 BEO | \*\* | 1794437 |
| PVTPL CMO VERUS SECURITIZATION TR 2021-3SER 21-3 CL A2 VAR RT DUE 06-25-2066 BEO | \*\* | 749424 |
| PVTPL CMO VERUS SECURITIZATION TRUST SER 23-5 CL A1 STEP UP DUE 06-25-2068 | \*\* | 3035155 |
| PVTPL CMO VMC FIN 2021-FL4 LLC VMC 2021-FL4 C VAR RT DUE 06-16-2036 BEO | \*\* | 957716 |
| PVTPL CMO WFRBS COML MTG TR 2013-C11 COML PASS THRU CTF CL D VAR RT 03-15-45 | \*\* | 333120 |
| PVTPL CMO WSTN TR 2023-MAUI CLA VAR RT 08-05-2027 | \*\* | 2026591 |
| PVTPL CNO GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 1.75% 10-07-2026 | \*\* | 425451 |
| PVTPL CNO GLOBAL FUNDING 4.875% 12-10-2027 | \*\* | 4976437 |
| PVTPL COCA-COLA EUROPEAN PARTNERS PLC 1.5% DUE 01-15-2027 BEO | \*\* | 652843 |
| PVTPL CODELCO INC 6.44% 01-26-2036 | \*\* | 305656 |
| PVTPL COLLEGE AVE STUDENT LNS 2023-A LLCSER 23-A CL A1 FLTG RT 05-25-2055 | \*\* | 2250008 |
| PVTPL COLLEGE AVE STUDENT LNS SR 23-B CL A1A 6.5% 06-25-2054 | \*\* | 2058227 |
| PVTPL COLUMBIA PIPELINE GROUP 5.097% 10-01-2031 | \*\* | 258536 |
| PVTPL COLUMBIA PIPELINES HLDG CO LLC 5.681% 01-15-2034 | \*\* | 246967 |
| PVTPL COLUMBIA PIPELINES OPER CO LLC 6.036% 11-15-2033 | \*\* | 2289327 |
| PVTPL COLUMBIA PIPELINES OPER CO LLC 6.544% 11-15-2053 | \*\* | 356834 |
| PVTPL CONTINENTAL RESOURCES 2.268% 11-15-2026 | \*\* | 1780173 |
| PVTPL COOPERATIEVE RABOBANK UA 5.447% 03-05-2030 | \*\* | 505742 |
| PVTPL COOPERATIEVE RABOBANK UA 5.564% 02-28-2029 | \*\* | 3151085 |
| PVTPL COREBRIDGE GLOB FUNDING 4.65% 08-20-2027 | \*\* | 3342781 |
| PVTPL COREVEST AMERN FIN 2019-3 TR SER 19-3 CLS A 2.772% DUE 10-15-2052 BEO | \*\* | 98206 |
| PVTPL COREVEST AMERN FIN 2022-1 TR SR 22-1 CL A VAR RT 12-31-2049 | \*\* | 1536002 |
| PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08-15-2027 | \*\* | 7105694 |
| PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO | \*\* | 1952122 |
| PVTPL CPS AUTO RECEIVABLES TR 2022-C NT CL B 144A 4.88% DUE 04-15-2030 BEO | \*\* | 205078 |
| PVTPL CREDICORP CAP SOCIEDAD TIT SA 10.1% 12-15-2043 | \*\* | 447177 |
| PVTPL CREDIT ACCEP AUTO LN TR 2023-2 SER 23-2A CL A 5.92% 05-16-2033 | \*\* | 3027173 |
| PVTPL CREDIT ACCEP AUTO LN TR SER 23-3A CL A 6.39% 08-15-2033 | \*\* | 1226200 |
| PVTPL CREDIT ACCEPTANCE AUTO LOAN TRUST SER 24-1A CL A 5.68% 03-15-2034 | \*\* | 1007755 |
| PVTPL CREDIT ACCEPTANCE AUTO LOAN TRUST SER 24-2A CLS C 6.7% 10-16-2034 | \*\* | 1299633 |
| PVTPL CREDIT AGRICOLE S A 6.316% 10-03-2029 | \*\* | 475266 |
| PVTPL CREDIT AGRICOLE S A 6.316% 10-03-2029 | \*\* | 7516433 |
| PVTPL CREDIT AGRICOLE S A LONDON 4.125% 01-10-2027 | \*\* | 491163 |
| PVTPL CREDIT AGRICOLE S A LONDON BRH 1.247% 01-26-2027 | \*\* | 528161 |
| PVTPL CREDIT AGRICOLE S A LONDON BRH 1.247% 01-26-2027 | \*\* | 992943 |
| PVTPL CREDIT AGRICOLE S A LONDON BRH 4.631% 09-11-2028 | \*\* | 2182027 |
| PVTPL CREDIT AGRICOLE S.A.(LONDON BRANCH) 5.589% 07-05-2026 | \*\* | 465270 |
| PVTPL CREDIT AGRICOLE SA 5.335% 01-10-2030 | \*\* | 1313382 |
| PVTPL CRESTWOOD MIDSTREAM PARTNERS 5.625% 05-01-2027 | \*\* | 3160708 |
| PVTPL CRH AMERICA INC BNDS 3.875% DUE 05-18-2025 BEO | \*\* | 665211 |
| PVTPL CSL FINANCE PLC 4.75% DUE 04-27-2052 BEO | \*\* | 224582 |
| PVTPL CVS LEASE BACKED PASS THRU CTF 8.353% DUE 07-10-2031 | \*\* | 80721 |
| PVTPL CVS LEASE BACKED PASS THRU SER 2013 TR 4.704 01-10-2036 | \*\* | 204432 |
| PVTPL DANSKE BANK A/S 4.298% DUE 04-01-2028 | \*\* | 404058 |
| PVTPL DANSKE BANK A/S 4.613% 10-02-2030 | \*\* | 213429 |
| PVTPL DANSKE BANK A/S 4.613% 10-02-2030 | \*\* | 351187 |
| PVTPL DANSKE BANK A/S 5.427% 03-01-2028 | \*\* | 5043341 |
| PVTPL DANSKE BANK A/S 5.705% 03-01-2030 | \*\* | 304136 |

---

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL DENSO CORP 4.42% 09-11-2029 | \*\* | 515077 |
| PVTPL DIAMOND ISSUER LLC 2021-1 SECD CL A 2.305% 11-20-2051 | \*\* | 1576786 |
| PVTPL DLLMT 2023-1 LLC NT CL A-2 144A 5.78% DUE 11-20-2025 BEO | \*\* | 182337 |
| PVTPL DNB BK ASA 4.853% 11-05-2030 | \*\* | 358931 |
| PVTPL DNB BK ASA MED TERM NTS BOOK ENTRY 1.605% 03-30-2028 | \*\* | 4645993 |
| PVTPL DRYDEN 75 CLO LTD/DRYDEN 75 CLO LLC SR SECD NT CL A-R2 FLTG 04-15-2034 | \*\* | 1682335 |
| PVTPL DRYDEN 80 CLO LTD/DRYDEN 80 CLO LLC SR SECD NT CL A-R 01-17-2033 BEO | \*\* | 499860 |
| PVTPL DRYDEN 87 CLO LTD SER 21-87A CL A-1 FLTG 3C7 05-20-2034 BEO | \*\* | 4120174 |
| PVTPL DT AUTO OWNER TRUST SER 23-2A CL A 5.88% DUE 04-15-2027 | \*\* | 101149 |
| PVTPL DT AUTO OWNER TRUST SER 23-3A CL A6.57% 08-16-2027 | \*\* | 111571 |
| PVTPL DT MIDSTREAM 10YR 144A NEW ISSUE 4.3% 04-15-2032 | \*\* | 346788 |
| PVTPL ECMC GROUP STUDENT LN TR SR 17-2A CL A FLTG RT 05-25-2067 | \*\* | 2157447 |
| PVTPL ELECTRICITE DE FRANCE 5.7% 05-23-2028 | \*\* | 1117119 |
| PVTPL ELEVATION CLO LTD SR 18-3A CL A1R2 FLTG RT 01-25-2035 | \*\* | 3408604 |
| PVTPL EMPOWER CLO LTD SR 22-1A CL A1R FLTG 10-20-2037 | \*\* | 1256249 |
| PVTPL ENEL FIN AMER LLC 2.875% 07-12-2041 | \*\* | 1353090 |
| PVTPL ENEL FIN INTL N V 6.8% DUE 10-14-2025 BEO | \*\* | 1223697 |
| PVTPL ENEL FIN INTL N V NT 4.75% DUE 05-25-2047 | \*\* | 272763 |
| PVTPL ENEL FINANCE INTERNATIONAL N.V 5.125% 06-26-2029 | \*\* | 1188358 |
| PVTPL ENEL FINANCE INTL NV 2.125% 07-12-2028 | \*\* | 4524633 |
| PVTPL ENGIE S A 5.875% 04-10-2054 | \*\* | 195621 |
| PVTPL ENI S P A 5.5% 05-15-2034 | \*\* | 1186356 |
| PVTPL ENI S P A 5.5% 05-15-2034 | \*\* | 6030644 |
| PVTPL ENI S P A 5.95% 05-15-2054 | \*\* | 230990 |
| PVTPL ENLINK MIDSTREAM LLC 6.5% 09-01-2030 | \*\* | 1570890 |
| PVTPL ENTERPRISE FLEET FINANCING LLC SER 24-1 CL A3 5.16% 09-20-2030 | \*\* | 145770 |
| PVTPL ENTERPRISE FLEET FINANCING LLC SER24-4 CL A3 4.56% 11-20-2028 | \*\* | 872181 |
| PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-1 CL A2 6.52% 03-20-2030 | \*\* | 4585190 |
| PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-2 CL A2 5.74% 12-20-2026 | \*\* | 1008436 |
| PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-2 CL A3 5.61% 04-20-2028 | \*\* | 3560258 |
| PVTPL ENTERPRISE FLEET FING 2023-2 LLC 5.5% 04-22-2030 | \*\* | 169365 |
| PVTPL ENTERPRISE FLEET FING 2023-2 LLC SRS 23-2 CLS A2 5.56% 04-22-2030 | \*\* | 2280371 |
| PVTPL ENTERPRISE FLEET FING LLC SR 23-3 CL A2 6.4% 03-20-2030 | \*\* | 2691698 |
| PVTPL ERAC USA FIN LLC GTD NT 144A 3.8% DUE 11-01-2025/11-09-2015 BEO | \*\* | 1489693 |
| PVTPL EXPERIAN FIN PLC 2.75% DUE 03-08-2030 | \*\* | 3095669 |
| PVTPL F G GLOBAL FUNDING 144A 5.875% DUE06-10-2027 BEO | \*\* | 993009 |
| PVTPL F G GLOBAL FUNDING 144A 5.875% DUE06-10-2027 BEO | \*\* | 3212079 |
| PVTPL FED DES CAISSES DESJARDINS QUEBEC 1.2% 10-14-2026 | \*\* | 7540536 |
| PVTPL FED DES CAISSES DESJARDINS QUEBEC 4.55% DUE 08-23-2027 BEO | \*\* | 4938125 |
| PVTPL FIRST FNDTN INC COM | \*\* | 108638 |
| PVTPL FIRST INVS AUTO OWNER TR 2023-1 SR 23-1A CL A 6.44% 10-16-2028 | \*\* | 1763003 |
| PVTPL FIRSTENERGY TRANSMISSION LLC 4.55%01-15-2030 | \*\* | 832546 |
| PVTPL FIRSTENERGY TRANSMISSION LLC 5.0% 01-15-2035 | \*\* | 454471 |
| PVTPL FIRSTKEY HOMES 2020-SFR1 TR 1.339%09/17/2025 1.339% DUE 08-17-2037 BEO | \*\* | 4656385 |
| PVTPL FIRSTKEY HOMES 2020-SFR2 TRUST SER20-SFR2 CL A 1.266% 10-19-2037 | \*\* | 1429073 |
| PVTPL FLAGSHIP CREDIT AUTO TRUST SER 22-3 CL D 6.0% DUE 07-17-2028 BEO | \*\* | 1486099 |
| PVTPL FLAGSHIP CREDIT AUTO TRUST SER 23-2 CL A2 5.76% DUE 04-15-2027 | \*\* | 212525 |

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

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| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL FORD CR AUTO OWN TR 2024-REV1 SR 24-1 CL A STEP UP 08-15-2036 | \*\* | 13859825 |
| PVTPL FORD CR AUTO OWNER TR 2023-REV1 231 CL A 4.85% 08-15-2035 | \*\* | 11586800 |
| PVTPL FORD CR AUTO OWNER TR 2023-REV2 SER 23-2 CL A 5.28% 02-15-2036 | \*\* | 11060791 |
| PVTPL FORD CR FLOORPLAN MASTER OWNER TR SR 24-1 CL A1 5.29% 04-15-2029 | \*\* | 2635558 |
| PVTPL FORT CRE 2022-FL3 ISSUER LLC NT CLA FLTG 12-17-2026 | \*\* | 137660 |
| PVTPL FORTRESS CR BSL VII LTD SR 21-1A CL A-1-R FLTG 07-23-2032 | \*\* | 2999931 |
| PVTPL FREEDOM MORTGAGE CORPORATION 9.25%02-01-2029 | \*\* | 722360 |
| PVTPL FREMF MORTGAGE TRUST SER 15-K45 CL C VAR 04-25-2048 | \*\* | 597834 |
| PVTPL FREMF MORTGAGE TRUST SER 15-K45 CL C VAR 04-25-2048 | \*\* | 298917 |
| PVTPL FREMF MORTGAGE TRUST SER 15-K46 CL C VAR RT 04-25-2048 | \*\* | 1988005 |
| PVTPL FREMF MORTGAGE TRUST SER 15-K48 CL B VAR 08-25-2048 | \*\* | 441287 |
| PVTPL FREMF MORTGAGE TRUST SER 16-K59 CL B VAR RT 11-25-2049 | \*\* | 172020 |
| PVTPL FREMF MORTGAGE TRUST SER 19-K734 CL B VAR RT 02-25-2051 | \*\* | 1261102 |
| PVTPL FS RIALTO 2022-FL4 ISSUER LLC SR 22-FL4 CL A VAR RT DUE 01-19-2039 BEO | \*\* | 2472899 |
| PVTPL GA GLOBAL FDG 01-06-2027 | \*\* | 141932 |
| PVTPL GA GLOBAL FDG TR 5.5% 01-08-2029 | \*\* | 2019783 |
| PVTPL GAIF BD ISSUER PTY LTD SR NT 144A 3.4% DUE 09-30-2026/09-30-2016 BEO | \*\* | 73020 |
| PVTPL GALAXY CLO LTD SER 24-33A CL A1 FLTG RT 04-20-2037 | \*\* | 1737568 |
| PVTPL GALAXY XXVIII CLO LTD/GALAXY XXVIII CL SER-18-28A CL-A1 VAR 07-15-2031 | \*\* | 190551 |
| PVTPL GENERAL MOTORS CO SER 24-4A CL A1 4.73% 11-15-2029 | \*\* | 2455147 |
| PVTPL GENERAL MOTORS SR 24-1 CL A1 5.13%03-15-2029 | \*\* | 6565319 |
| PVTPL GENERATE CLO 8 LTD/GENERATE SR 8A CL A1R2 FLTG 01-20-2038 | \*\* | 9277860 |
| PVTPL GLENCORE FDG LLC 1.625% DUE 09-01-2025/08-01-2025 BEO | \*\* | 244642 |
| PVTPL GLENCORE FDG LLC 1.625% DUE 09-01-2025/08-01-2025 BEO | \*\* | 2582336 |
| PVTPL GLENCORE FDG LLC 6.125% 10-06-2028 | \*\* | 2098803 |
| PVTPL GLENCORE FUNDING LLC 5.371% 04-04-2029 | \*\* | 403293 |
| PVTPL GLENCORE FUNDING LLC 5.371% 04-04-2029 | \*\* | 2455047 |
| PVTPL GLS AUTO RECEIVABLES TRUST SR 24-1A CL A2 5.57% 02-16-2027 | \*\* | 776019 |
| PVTPL GM FINANCIAL REVOLVING RECEIVABLESSER 23-2 CL A 5.77% 08-11-2036 | \*\* | 5698758 |
| PVTPL GM FINL REVOLVING RECEIVABLES TR SER 24-2 CL A 4.52% 03-11-2037 | \*\* | 10377990 |
| PVTPL GM FINL REVOLVING RECEIVABLES TR SR 24-1 CL A 4.9% 12-11-2036 | \*\* | 3831859 |
| PVTPL GOLDENTREE LOAN MANAGEMENT SER 19-4A CL ARR FLTG 04-24-2031 | \*\* | 1970479 |
| PVTPL GOLUB CAPITAL PARTNERS CLO LTD SER 23-66A CL A FLTG RT 04-25-2036 | \*\* | 1003852 |
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A 3.74% DUE 10-15-2052 BEO | \*\* | 46944 |
| PVTPL GOODGREEN 2017-2 NT CL A 144A 3.26% DUE 10-15-2053 BEO | \*\* | 98043 |
| PVTPL GOODMAN US FIN FOUR LLC 4.625% DUE05-04-2032 BEO | \*\* | 1894628 |
| PVTPL GOODMAN US FIN THREE LLC 3.7% DUE 03-15-2028 | \*\* | 952528 |
| PVTPL GOODMAN US FINANCE SIX LLC 5.125% 10-07-2034 | \*\* | 361823 |
| PVTPL GPMT 2021-FL3 LTD/GPMT 2021-FL3 LLC SR SECD NT CL A FLTG 07-16-2035 | \*\* | 712812 |
| PVTPL GPMT LTD SR 21-FL4 CL A FLTG RT 11-15-2036 | \*\* | 1883527 |
| PVTPL GREENSAIF PIPELINES BIDCO S A R L 6.1027% 08-23-2042 | \*\* | 2242523 |
| PVTPL GREENWOOD PK CLO LTD SER 18-1A CL A2 FLTG 04-15-2031 | \*\* | 469244 |
| PVTPL GREYWOLF CLO I LTD SR 20-3RA CL A1R2 FLTG 04-22-2033 | \*\* | 4005006 |
| PVTPL GREYWOLF CLO V LTD VAR RT SR 15-1A CL A-1-R 01-25-2031 | \*\* | 384361 |
| PVTPL GUARDIAN LIFE INSURANCE CORP 3.7% 01-22-2070 | \*\* | 66491 |
| PVTPL GULFSTREAM NAT GAS SYS LLC GULFSTREAM NAT 6.19% DUE 11-01-2025 BEO | \*\* | 4914763 |
| PVTPL HALSEYPOINT CLO 6 LTD/HALSEYPOINT SER 22-6A CL A1 FLTG RT DUE 10-30-2034 | \*\* | 2333057 |
| PVTPL HEALTH CARE SERVICE CORP 5.2% 06-15-2029 | \*\* | 427087 |

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL HERO FDG 2017-3 NT CL A2 3.95% 09-20-2048 | \*\* | 218512 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 4.46% 09-20-2047 BEO | \*\* | 39063 |
| PVTPL HERTZ VEH FING III LLC SR 23-1A CLA 5.49% 06-25-2027 | \*\* | 3420954 |
| PVTPL HERTZ VEH FING III LLC SR 23-4A CL A 6.15% 03-25-2030 | \*\* | 1027823 |
| PVTPL HILTON GRAND VACATIONS TRUST SR 24-2A CL 5.5% 03-25-2038 | \*\* | 1324072 |
| PVTPL HYUNDAI AUTO LEASE SECURITIZATION T SER 23-B CL A3 5.15% 06-15-2026 | \*\* | 395093 |
| PVTPL HYUNDAI AUTO LEASE SECURITIZATION TR 202 SER 23-A 5.05% DUE 01-15-2026 | \*\* | 328064 |
| PVTPL HYUNDAI CAP AMER 1.3% 01-08-2026 | \*\* | 1755988 |
| PVTPL HYUNDAI CAP AMER 1.8% 10-15-2025 | \*\* | 312002 |
| PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 1.5% DUE 06-15-2026 | \*\* | 414132 |
| PVTPL HYUNDAI CAPITAL AMERICA 4.3% 09-24-2027 | \*\* | 2386153 |
| PVTPL HYUNDAI CAPITAL AMERICA 4.55% 09-26-2029 | \*\* | 242688 |
| PVTPL HYUNDAI CAPITAL AMERICA 5.3% 03-19-2027 | \*\* | 2340802 |
| PVTPL HYUNDAI CAPITAL AMERICA 5.3% 06-24-2029 | \*\* | 1002867 |
| PVTPL HYUNDAI CAPITAL AMERICA 5.45% 06-24-2026 | \*\* | 939642 |
| PVTPL HYUNDAI CAPITAL AMERICA 5.95% 08-21-2026 | \*\* | 2534829 |
| PVTPL HYUNDAI CAPITAL AMERICA 5.95% 08-21-2026 | \*\* | 1808333 |
| PVTPL ICG US CLO 2015-2R LTD/ICG US CLO 2015-2RA CL A1 VAR RT DUE 01-16-2033 | \*\* | 1249183 |
| PVTPL IMPERIAL BRANDS FIN PLC GTD SR NT 144A 6.125 DUE 07-27-2027/07-27-2022 BEO | \*\* | 1848478 |
| PVTPL ING GROEP N V 1.4% DUE 07-01-2026 | \*\* | 491182 |
| PVTPL INTERNATIONAL FLAVORS & FRAGRANCESINC 1.23% DUE 10-01-2025 | \*\* | 5409764 |
| PVTPL INTESA SANPAOLO S P A 7.2% 11-28-2033 | \*\* | 973588 |
| PVTPL INTESA SANPAOLO S P A 7.8% 11-28-2053 | \*\* | 235183 |
| PVTPL J P MORGAN MTG TR SER 21-14 CL A11 FLTG DUE 05-25-2052 | \*\* | 1455734 |
| PVTPL JACKSON NATL LIFE GLOBAL 4.6% 10-01-2029 | \*\* | 1945166 |
| PVTPL JACKSON NATL LIFE GLOBAL 5.6% 04-10-2026 | \*\* | 5500375 |
| PVTPL JAMESTOWN CLO LTD SR 22-18A CL AR FLTG RT 07-25-2035 | \*\* | 7613108 |
| PVTPL JAPAN FIN ORGANIZATION FOR MUNICIPALITIE .625% DUE 09-02-2025 | \*\* | 486689 |
| PVTPL JERSEY CENT PWR & LT CO 5.1% 01-15-2035 | \*\* | 2929432 |
| PVTPL KBC GROUP NV 4.932% 10-16-2030 | \*\* | 462548 |
| PVTPL KBC GROUP NV 4.932% 10-16-2030 | \*\* | 693822 |
| PVTPL KBC GROUP NV 5.796% 01-19-2029 | \*\* | 8960731 |
| PVTPL KKR GROUP FIN CO LLC 3.25% 12-15-2051 | \*\* | 915639 |
| PVTPL KREF 2022-FL3 LTD CL A FLTG 02-15-2039 | \*\* | 3330504 |
| PVTPL KUBOTA CREDIT OWNER TRUST SER 23-1A CL A3 5.02% 05-17-2027 | \*\* | 1105776 |
| PVTPL LBA TRUST SR 24-BOLT CL A FLTG RT 06-15-2026 | \*\* | 1501875 |
| PVTPL LCM 31 LTD SR SECD NT CL A-R FLTG 07-20-2034 | \*\* | 2306398 |
| PVTPL LCM XV LTD PARTNERSHIP/LCM XV LLC VAR RT DUE 07-20-2030 BEO | \*\* | 68786 |
| PVTPL LCM XXV LTD/LCM XXV LLC SR SECD NTCL AR FLTG 07-20-2030 | \*\* | 82898 |
| PVTPL LIBERTY MUT GROUP INC 4.569% DUE 02-01-2029 BEO | \*\* | 6539232 |
| PVTPL LIBERTY UTILITIES CO 5.577% 01-31-2029 | \*\* | 596722 |
| PVTPL LOANCORE 2021-CRE6 ISSUER LTD SER 21-CRE6 CL A FLTG 11-15-2038 | \*\* | 917896 |
| PVTPL LPL HLDGS INC 4.625% 11-15-2027 | \*\* | 791794 |
| PVTPL LSEG US FINANCE CORP 4.875% 03-28-2027 | \*\* | 510065 |
| PVTPL LSEG US FINANCE CORP 5.297% 03-28-2034 | \*\* | 597582 |
| PVTPL MACQUARIE GROUP LTD SR MEDIUM 3.763% 11-28-2028 | \*\* | 139822 |
| PVTPL MACQUARIE GROUP LTD SR NT 2.691%06-23-2032 | \*\* | 381471 |
| PVTPL MADISON PARK FUNDING LTD SER 21-39A CL AR FLTG 10-22-2034 | \*\* | 2203295 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL MADISON PARK FUNDING LTD SR 16-22A CL AR2 FLTG RT 01-15-2038 | \*\* | 3090000 |
| PVTPL MADISON PK FDG XXI LTD/MADISON PK FDG SR 16-21A CL AB VAR RT 10-15-2032 | \*\* | 603127 |
| PVTPL MADISON PK FDG XXII LTD SER 16-22A CL A1R FRN 01-15-2033 BEO | \*\* | 3091154 |
| PVTPL MADISON PK FDG XXXIII LTD CL A-R FLTG 10-15-2032 | \*\* | 3504413 |
| PVTPL MAPS LTD SER 19-1A CL A 4.458% 03-15-2044 | \*\* | 1996223 |
| PVTPL MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS 2.95% 01-11-2025 | \*\* | 499755 |
| PVTPL MASSMUTUAL GLOBAL FUNDIN 5.15%05-30-2029 | \*\* | 2127284 |
| PVTPL MENLO SER 24-1A CL A1 FLTG 01-20-2038 | \*\* | 16585487 |
| PVTPL MERCEDES-BENZ FIN NORTH AMER LLC 4.95% 03-30-2025 | \*\* | 1850404 |
| PVTPL MERCURY FINL CR CARD MASTER TR SR 23-1A CL A 8.04% 09-20-2027 | \*\* | 1749654 |
| PVTPL MET TOWER GLOBAL FUNDING 4.0% 10-01-2027 | \*\* | 669486 |
| PVTPL METROPOLITAN LIFE GLOBAL FDG 2.8% 03-21-2025 | \*\* | 2923826 |
| PVTPL MF1 2021-FL6 LTD SER 21-FL6 CL A FLTG 07-16-2036 | \*\* | 1962260 |
| PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE LO SR 22-FL8 CL A FLTG RT 02-19-2037 | \*\* | 459426 |
| PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE LO SR 22-FL8 CL A FLTG RT 02-19-2037 | \*\* | 4594259 |
| PVTPL MGM CHINA HLDGS LTD 7.125% 06-26-2031 | \*\* | 1415191 |
| PVTPL MIDOCEAN CR CLO SER 17-7A CL BR FLTG 07-15-2029 | \*\* | 1728213 |
| PVTPL MMAF EQUIPMENT FINANCE LLC SR 24-ACL A3 4.95% 07-14-2031 | \*\* | 766938 |
| PVTPL MONDELEZ INTL HLDGS NETH B V 4.25%DUE 09-15-2025 BEO | \*\* | 4872885 |
| PVTPL MONONGAHELA PWR CO 3.55% DUE 05-15-2027 BEO | \*\* | 2230852 |
| PVTPL MORGAN STANLEY DIRECT LENDING FUND6.15% 05-17-2029 | \*\* | 1207909 |
| PVTPL MOUNTAIN VIEW CLO 2017-2 LTD SR 17-2A CL AR FLTG RT 01-16-2031 | \*\* | 2959836 |
| PVTPL MOUNTAIN VIEW CLO SER 22-1A CL A1R FLTG 04-15-2034 | \*\* | 1705044 |
| PVTPL MRCD MORTGAGE TRUST SER 19-PARK CL A 2.71752% 12-15-2036 | \*\* | 438750 |
| PVTPL MVW OWNER TRUST SER 19-2A CL B 2.44% 10-20-2038 | \*\* | 198888 |
| PVTPL NATIONWIDE BLDG SOC SR NON-PFD 6.557% 10-18-2027 | \*\* | 5129962 |
| PVTPL NATWEST MARKETS PLC 5.416% 05-17-2027 | \*\* | 2199415 |
| PVTPL NATWEST MKTS PLC 0% CP 11-18-2025 | \*\* | 1830743 |
| PVTPL NATWEST MKTS PLC 5.41% DUE 05-17-2029 BEO | \*\* | 896440 |
| PVTPL NAVIENT PRIVATE ED LN TR 2020-A NTCL A-2B VAR RT DUE 11-15-2068 | \*\* | 152311 |
| PVTPL NAVIENT PRIVATE ED REFI LN SER 20-BA CL A2 2.12% 01-15-2069 BEO | \*\* | 471797 |
| PVTPL NAVIENT PRIVATE ED REFI LN TR 2019-FA CL A2 2.6% DUE 08-15-2068 | \*\* | 685549 |
| PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-B SER 21-BA CL A .94% 07-15-2069 | \*\* | 440370 |
| PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-F SR 21-FA CL A 1.11% 02-18-2070 | \*\* | 3836011 |
| PVTPL NAVIENT PRIVATE ED REFI LN TR SR 2019-C CL A-2 02-15-2068 | \*\* | 391045 |
| PVTPL NAVIENT PRIVATE ED REFI LN TR SRS 20-HA CL A 1.31% DUE 01-15-2069 | \*\* | 2397624 |
| PVTPL NAVIENT PVT ED LN TR 2015-B NT CL A-3 FLTG RATE 144A VAR RT DUE 07-16-2040 | \*\* | 744302 |
| PVTPL NAVIENT PVT ED REFI LN TR 2020-G SER 20-GA CL A 1.17% DUE 09-16-2069 BEO | \*\* | 1160040 |
| PVTPL NAVIENT PVT ED REFI LN TR 2023-A NT CL A 144A 5.51 DUE 10-15-2071BEO | \*\* | 1692171 |
| PVTPL NAVIENT STUDENT LOAN TRUST SER 21-A CL A 0.84% DUE 05-15-2069 BEO | \*\* | 229193 |
| PVTPL NAVIENT STUDENT LOAN TRUST SR 23-BA CL A1A 6.48% 03-15-2072 | \*\* | 821569 |
| PVTPL NBN CO LTD 4.0% 10-01-2027 | \*\* | 1102507 |
| PVTPL NBN CO LTD 4.25% 10-01-2029 | \*\* | 397319 |
| PVTPL NBN CO LTD 4.25% 10-01-2029 | \*\* | 1356698 |
| PVTPL NBN CO LTD 5.75% 10-06-2028 | \*\* | 600692 |
| PVTPL NELNET STUDENT LN TR SER 17-3A CL A FLTG 02-25-2066 | \*\* | 2797187 |
| PVTPL NELNET STUDENT LN TR SER 21-BA CL AFX 1.42% 04-20-2062 | \*\* | 376352 |
| PVTPL NESTLE CAPITAL CORPORATION 5.1% 03-12-2054 | \*\* | 301810 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL NEUBERGER BERMAN CLO XIV LTD/NEUBERGER SR13-14A CL AR2 VAR DUE 01-28-30 | \*\* | 2113522 |
| PVTPL NEUBERGER BERMAN LN ADVISERS CLO SR 17-26A CL AR2 FLTG 10-18-2038 | \*\* | 3992893 |
| PVTPL NEW YORK LIFE GLOBAL FDG 2.35% 07-14-2026 | \*\* | 43568 |
| PVTPL NEW YORK LIFE GLOBAL FDG 4.4% 12-13-2027 | \*\* | 2062985 |
| PVTPL NEW YORK LIFE INS CO 3.75% DUE 05-15-2050 | \*\* | 618919 |
| PVTPL NEW YORK ST ELEC & GAS CORP 5.65% 08-15-2028 | \*\* | 767322 |
| PVTPL NEW YORK ST ELEC & GAS CORP 5.65% 08-15-2028 | \*\* | 723329 |
| PVTPL NEW YORK ST ELEC & GAS CORP SR NT 144A 3.25% DUE 12-01-2026/11-29-2016 BEO | \*\* | 93996 |
| PVTPL NEW YORK STATE ELECTRIC & GAS CORP 5.3% 08-15-2034 | \*\* | 2758247 |
| PVTPL NGPL PIPECO LLC 3.25% DUE 07-15-2031 BEO | \*\* | 129401 |
| PVTPL NIAGARA MOHAWK PWR CORP NEW SR NT 144A 1.96% DUE 06-27-2030/06-25-2020 BEO | \*\* | 846170 |
| PVTPL NISSAN MOTOR ACCEPTANCE CORP 2.75%03-09-2028 | \*\* | 1636272 |
| PVTPL NISSAN MTR ACCEP CO LLC NT 1.85% 09-16-2026 | \*\* | 281971 |
| PVTPL NORDEA BANK ABP 5.375% DUE 09-22-2027 BEO | \*\* | 708830 |
| PVTPL NORTHERN NAT GAS CO DEL SR BD 144A4.3% 01-15-2049 | \*\* | 197316 |
| PVTPL NORTHERN STAR RESOURCES LTD 6.125%04-11-2033 | \*\* | 409537 |
| PVTPL NORTHWESTERN MUTUA 3.45% DUE 03-30-2051 BEO | \*\* | 213093 |
| PVTPL NORTHWOODS CAPITAL LTD SR 18-12BA CL AR FLTG RT 06-15-2031 | \*\* | 4155432 |
| PVTPL NRG ENERGY INC 2% DUE 12-02-2025/12-02-2020 BEO | \*\* | 5680465 |
| PVTPL NRG ENERGY INC 2.45% DUE 12-02-2027/12-02-2020 BEO | \*\* | 440994 |
| PVTPL NTT FIN CORP SR NT 144A 4.372% DUE07-27-2027/07-27-2022 BEO | \*\* | 1194414 |
| PVTPL OCEAN TRAILS CLO CLO SER 20-8A CL ARR FLTG 07-15-2034 | \*\* | 4309922 |
| PVTPL OCEAN TRAILS CLO NT SR 20-10A CL AR2 FLTG RT 10-15-2034 | \*\* | 500503 |
| PVTPL OCP OCP CLO LTD SR-14-5A CL-A1R VAR04-26-2031 | \*\* | 377918 |
| PVTPL OCTAGON INVT PARTNERS 20-3A CL A1R2 FLTG 01-15-2038 | \*\* | 753552 |
| PVTPL OCTAGON INVT PARTNERS XXI LTD/OCTAGON SR SECD NT 02-14-2031 | \*\* | 5467479 |
| PVTPL OCTAGON LN FDG LTDSR 14-1A NT CL AA-RR FLTG 11-18-2031 | \*\* | 749615 |
| PVTPL OCTANE RECEIVABLES TR 23-1A CL C 6.37% 09-20-2029 | \*\* | 4468721 |
| PVTPL OCTANE RECEIVABLES TRUST SER 23-3ACL A2 6.44% 03-20-2029 | \*\* | 1169941 |
| PVTPL OFSI FUND LTD SR 21-10A CL AR FLTGRT 04-20-2034 | \*\* | 2604755 |
| PVTPL OHA CR FDG 7 LTD/OHA CR FDG 7 LLC SER 20-7A CL AR FLTG RT 02-24-2037 | \*\* | 751277 |
| PVTPL OHA CR PARTNERS XI LTD SR 15-11A CL A1R2 FLTG RT 04-20-2037 | \*\* | 487006 |
| PVTPL ONCOR ELECTRIC DELIVERY CO 4.65% 11-01-2029 | \*\* | 2495580 |
| PVTPL ONEMAIN DIRECT AUTO RECEIVABLE TR 2019-1 SER 19-1A CLS A 3.63% 09-14-2027 | \*\* | 4893507 |
| PVTPL ORGANON FIN 1 LLC 4.125% DUE 04-30-2028 BEO | \*\* | 187884 |
| PVTPL OZLM XXIV LTD / OZLM XXIV LLC 20/07/2032 VAR RT DUE 07-20-2032 BEO | \*\* | 3600072 |
| PVTPL PACIFIC LIFE GLOBAL FDG II 4.5% 08-28-2029 | \*\* | 3552317 |
| PVTPL PALMER SQUARE CLO LTD SR 15-1A CL A1A5 FLTG RT 05-21-2034 | \*\* | 7750000 |
| PVTPL PENFED AUTO RECEIVABLES OWNER SER 24-A CL A3 4.7% 06-15-2029 | \*\* | 3046378 |
| PVTPL PENNSYLVANIA ELEC CO 5.15% 03-30-2026 | \*\* | 601545 |
| PVTPL PENNSYLVANIA ELEC CO FIXED 3.6%06-01-2029 BEO | \*\* | 235128 |
| PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-2065 | \*\* | 67944 |
| PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-2065 | \*\* | 458622 |
| PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5.55% 05-01-2028 | \*\* | 91356 |
| PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5.55% 05-01-2028 | \*\* | 2918318 |
| PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5.75% 05-24-2026 | \*\* | 4594693 |
| PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 1.7% DUE 06-15-2026 BEO | \*\* | 181381 |
| PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 6.05% 08-01-2028 | \*\* | 1403842 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO SR NT 144A 1.2 DUE 11-15-2025 BEO | \*\* | 3042332 |
| PVTPL PENSKE TRUCK LEASING CO L P/PTL 3.95%03-10-2025 | \*\* | 99810 |
| PVTPL PERNOD RICARD S A NT 144A 3.25% DUE 06-08-2026/06-08-2016 BEO | \*\* | 2100312 |
| PVTPL PERU(REPUBLIC OF) 6.15% 08-12-2032 | \*\* | 7886756 |
| PVTPL PETRONAS CAP LTD 2.48% DUE 01-28-2032 | \*\* | 167219 |
| PVTPL PORSCHE FINANCIAL AUTO SECURITIZATI SR 24-1A CL A3 4.44% 01-22-2030 | \*\* | 3367210 |
| PVTPL PORSCHE FINL AUTO SECURITIZATION TR SR 23-1A CLS A4 4.72% 06-23-2031 | \*\* | 1351773 |
| PVTPL PPIB CAP INC C 2.75% 11-02-2027 | \*\* | 238633 |
| PVTPL PRINCIPAL LIFE GLOBAL FDG II 1.375% DUE 01-10-2025 BEO | \*\* | 499625 |
| PVTPL PRINCIPAL LIFE GLOBAL FDG II .875% DUE 01-12-2026 REG | \*\* | 5372995 |
| PVTPL PRKCM TRUST SER 23-AFC3 CL A1 6.584% 09-25-2058 | \*\* | 1516859 |
| PVTPL PROGRESS RESIDENTIAL TRUST SER 22-SFR6 CL B 4.997% 07-20-2039 | \*\* | 991368 |
| PVTPL PROLOGIS TARGETED US 5.25% 01-15-2035 | \*\* | 687648 |
| PVTPL PROLOGIS TARGETED US 5.25% 04-01-2029 | \*\* | 4218160 |
| PVTPL PROLOGIS TARGETED US 5.5% 04-01-2034 | \*\* | 1201675 |
| PVTPL PROSUS N V 3.257% DUE 01-19-2027/01-19-2022 BEO | \*\* | 573623 |
| PVTPL PROTECTIVE LIFE GF 5.467% 12-08-2028 | \*\* | 1300980 |
| PVTPL PROTECTIVE LIFE GLOBAL 1.303% 09-20-2026 | \*\* | 518904 |
| PVTPL PT FREEPORT INDONESIA NT 4.763% DUE04-14-2027 | \*\* | 221920 |
| PVTPL RABOBANK NEDERLAND GLOBAL MED TM NT TRANCHE # TR 00088 4.655% 8-22-2028 | \*\* | 3216800 |
| PVTPL RAD CLO 5 LTD/RAD CLO 5 LLC SR 19-5A CL AR VAR RT DUE 07-24-2032 BEO | \*\* | 423647 |
| PVTPL RAD CLO 5 LTD/RAD CLO 5 LLC SR 19-5A CL AR VAR RT DUE 07-24-2032 BEO | \*\* | 2287693 |
| PVTPL RAD CLO 6 LTD/RAD CLO SR 19 6A CL A1R FLTG 10-20-2037 | \*\* | 5135894 |
| PVTPL READY CAP MTG FING 2022-FL9 LLC NTCL A FLTG 144A VAR RT DUE 06-25-2037 BEO | \*\* | 527500 |
| PVTPL RECETTE CLO LTD/RECETTE CLO LLC SRSECD NT CL A-RR FLTG 144A 01-20-2033 | \*\* | 961369 |
| PVTPL RECKITT BENCKISER TREAS SVCS BNDS 3.0% DUE 06-26-2027 | \*\* | 2723989 |
| PVTPL REGATTA XV FDG LTD SR 18-4A CL A1R FLTG RT 10-25-2031 | \*\* | 501151 |
| PVTPL REGATTA XVI FUNDING LTD SR 19-2A CL A1R FLTG RT 01-15-2033 | \*\* | 7335791 |
| PVTPL RENEW 2017-1 FDG NT CL A 144A 3.67% DUE 09-20-2052 BEO | \*\* | 21481 |
| PVTPL RGA GLOBAL FDG 2.7% 01-18-2029 | \*\* | 2101095 |
| PVTPL ROCC TRUST SER 24-CNTR CL A 5.38834% 11-13-2041 | \*\* | 188047 |
| PVTPL ROCHE HLDGS INC 5.338% 11-13-2028 | \*\* | 1364643 |
| PVTPL ROCHE HOLDINGS INC 2.607% 12-13-2051 | \*\* | 149005 |
| PVTPL ROCKFORD TOWER CLO 2018-2 LTD SER 2018-2A CLS A FLTG 10-20-2031 | \*\* | 1588251 |
| PVTPL ROCKFORD TOWER CLO LTD SR 2017-3 CL A FLTG DUE 10-20-2030 | \*\* | 424715 |
| PVTPL ROMANIA 5.75% 03-24-2035 | \*\* | 303378 |
| PVTPL ROMARK WM-R LTD SER 2018-1A CL A-1 FLTG 04-20-2031 | \*\* | 4536700 |
| PVTPL ROYAL BANK OF CANADA 4.851% 12-14-2026 | \*\* | 401890 |
| PVTPL RWE FINANCE US LLC 6.25% 04-16-2054 | \*\* | 197766 |
| PVTPL SANDSTONE PEAK LTD SR 21-1A CL A1R FLTG RT 10-15-2034 | \*\* | 3311534 |
| PVTPL SANTANDER BANK AUTO CREDIT-LIN SER 24-A CL B 5.622% 06-15-2032 | \*\* | 2520975 |
| PVTPL SAUDI ARABIA (KINGDOM OF) 5.0% 01-16-2034 | \*\* | 2428770 |
| PVTPL SAUDI ARABIA (KINGDOM OF) 5.75% 01-16-2054 | \*\* | 186724 |
| PVTPL SAUDI ARABIA KINGDOM GLOBAL MEDIUM TERM 5.0% DUE 01-18-2053 | \*\* | 338292 |
| PVTPL SAUDI ARABIA KINGDOM GLOBAL MEDIUM TERM TBOND 4.875% 07-18-2033 | \*\* | 2519478 |
| PVTPL SAUDI ARABIAN OIL CO 5.25% 07-17-2034 | \*\* | 986428 |
| PVTPL SAUDI ARABIAN OIL CO GLOBAL 5.75%07-17-2054 | \*\* | 187045 |
| PVTPL SAUDI INTERNATIONAL BOND 4.75% DUE 01-18-2028 | \*\* | 496523 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL SBA TOWER TR 2.836% 144A 15/01/2050 2.836% DUE 01-15-2050 REG | \*\* | 1898053 |
| PVTPL SBA TOWER TR 2020-1C SECD TOWER REV SECS 144A 1.884% DUE 07-15-2050 | \*\* | 1647186 |
| PVTPL SBNA AUTO LEASE TR SR 24-A CL A4 5.24% 01-22-2029 | \*\* | 287171 |
| PVTPL SBNA AUTO LEASE TRUST SER 24-A CL A2 5.45% 01-20-2026 | \*\* | 1048695 |
| PVTPL SBNA AUTO RECEIVABLES TRUST SR 24-A CL A2 6.2% 03-15-2027 | \*\* | 153167 |
| PVTPL SCENTRE GROUP TR 1/2 3.25% 10-28-2025 | \*\* | 394136 |
| PVTPL SCF EQUIPMENT TRUST LLC SER 24-1A CLS A3 5.52% DUE 01-20-2032 | \*\* | 238756 |
| PVTPL SCHLUMBERGER HLDGS CORP 3.9% DUE 05-17-2028 BEO | \*\* | 242703 |
| PVTPL SERBIA (REPUBLIC) 6% 06-12-2034 | \*\* | 295070 |
| PVTPL SFS AUTO RECEIVABLES SECURITIZATION TR 2 SER 23-1A CL B 01-22-2030 | \*\* | 509943 |
| PVTPL SFS AUTO RECEIVABLES SECURITIZATION TR 2 SER 23-1A CL C 5.97% 02-20-2031 | \*\* | 818100 |
| PVTPL SFS AUTO RECEIVABLES SECURITIZATIONSR 23-1A CL A4 5.47% 12-20-2029 | \*\* | 3249572 |
| PVTPL SFS AUTO RECEIVABLES SECURITIZATIONSR 23-1A CL A4 5.47% 12-20-2029 | \*\* | 1218589 |
| PVTPL SHACKLETON SER 13-3A CL AR FLTG 07-15-2030 | \*\* | 109010 |
| PVTPL SLM STUD LN TR 2004-3 STUD LN BKD NT CL 144A A-6B VAR RT DUE 10-25-2064 | \*\* | 2187779 |
| PVTPL SMB PRIVATE ED LN TR 2014-A SER 23-B CL A1B FLTG RT 10-16-2056 | \*\* | 1035973 |
| PVTPL SMB PRIVATE ED LN TR SE 2018-A CLA-2B FLTG RATE DUE 02-15-2036 | \*\* | 129031 |
| PVTPL SMB PRIVATE ED LN TR SER 17-B CL A-2B FLTG RATE 10-15-2035 | \*\* | 61387 |
| PVTPL SMB PRIVATE ED LN TR SER 20-A CL 2A2 2.23% 09-15-2037 BEO | \*\* | 552300 |
| PVTPL SMB PRIVATE ED LN TR SER 24-C CL A1A 5.5% 06-17-2052 | \*\* | 3151061 |
| PVTPL SMB PRIVATE EDUACATION LN TR 2023-C NT CL A-1A 5.67% 11-15-2052 | \*\* | 711151 |
| PVTPL SMB PRIVATE EDUCATION LOAN TRUST 20SR 23-A CLS A1B 01-15-2053 | \*\* | 1316351 |
| PVTPL SMB PRIVATE EEDUCATION LN TR SER 24-A CL A1B 03-15-2056 | \*\* | 8445602 |
| PVTPL SMB PVT ED LN TR 2016-B LN BACKED NT CL A-2A 144A 2.43 DUE 02-17-2032 BEO | \*\* | 53973 |
| PVTPL SMB PVT ED LN TR 2022-C DUE 05-16-2050 BEO | \*\* | 1488715 |
| PVTPL SMBC AVIATION CAP FIN DAC 5.7% 07-25-2033 | \*\* | 3019460 |
| PVTPL SOCIAL PROFESSIONAL LOAN PROGRAM LLC SR 21-B CL AFX 1.14% 02-15-2047 | \*\* | 2767788 |
| PVTPL SOCIETE GENERALE 2.889% 06-09-2032/ | \*\* | 342475 |
| PVTPL SOCIETE GENERALE 4.027% 01-21-2043 | \*\* | 152448 |
| PVTPL SOCIETE GENERALE 6.066% 01-19-2035 | \*\* | 661536 |
| PVTPL SOCIETE GENERALE 6.447% 01-12-2027 | \*\* | 8296426 |
| PVTPL SOFI PROFESSIONAL LN PROGRAM SER 19-C CL A2FX 2.8% 11-16-2048 | \*\* | 656435 |
| PVTPL SOFI PROFESSIONAL LN PROGRAM 2016-F LLC CL A-2 3.02% DUE 02-25-2040 | \*\* | 102857 |
| PVTPL SOFI PROFESSIONAL LN PROGRAM 2018-A LLC SER 18-A CL A2B 02-25-2042 | \*\* | 114130 |
| PVTPL SOFI PROFESSIONAL LN PROGRAM SR 20-A CL A2FX 2.54% 05-15-2046 | \*\* | 1936534 |
| PVTPL SOLRR AIRCRAFT 2021-1 LTD/SOLRR AIRCRA SR 21-1 CL A 2.636% 10-15-2046 | \*\* | 2311905 |
| PVTPL SOLVENTUM CORP 5.45% 02-25-2027 | \*\* | 1290974 |
| PVTPL SOUND POINT CLO LTD SR 20-3A CLA1RFLTG RT 01-25-2032 | \*\* | 1301660 |
| PVTPL SOUND PT CLO LTD SER 17-4A CL A1 FLTG RATE 01-20-2031 BEO | \*\* | 2455358 |
| PVTPL SOUND PT CLO XVII LTDCL A-1-R FLTG 144A VAR RT 10-20-2030 | \*\* | 168728 |
| PVTPL SP POWERASSETS LTD GLOBAL MEDIUM TERM NT 3% DUE 09-26-2027 BEO | \*\* | 1990696 |
| PVTPL STANDARD CHARTERED PLC 2.608% 01-12-2028 | \*\* | 190483 |
| PVTPL STANDARD CHARTERED PLC 5.688% 05-14-2028 | \*\* | 344326 |
| PVTPL STANDARD CHARTERED PLC 5.688% 05-14-2028 | \*\* | 2217865 |
| PVTPL STANDARD CHARTERED PLC 5.905% 05-14-2035 | \*\* | 551091 |
| PVTPL STANDARD CHARTERED PLC 6.296% 07-06-2034 | \*\* | 415479 |
| PVTPL STANDARD CHARTERED PLC NT FIXED RESET 6.187% 07-06-2027 | \*\* | 406726 |
| PVTPL STARWOOD COMMERCIAL MORTGAGE TRUSTSER 21-FL2 CL A FLTG RT 04-18-2038 | \*\* | 323708 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL STARWOOD PROPERTY TRUST 7.25% 04-01-2029 | \*\* | 410306 |
| PVTPL STATE OF QATAR 4.625% 05-29-2029 | \*\* | 199622 |
| PVTPL STELLANTIS FINANCE US INC 2.0% DUE01-29-2027 | \*\* | 559688 |
| PVTPL SUMITOMO MITSUI TRUST BANK LTD 5.65% DUE 03-09-2026 | \*\* | 708579 |
| PVTPL SUMITOMO MITSUI TRUST BANK LTD 5.65% DUE 03-09-2026 | \*\* | 1167035 |
| PVTPL SYMPHONY CLO LTD SR 20-22A CL A1ARFLTG RT 04-18-2033 | \*\* | 799608 |
| PVTPL SYMPHONY CLO LTD SR 20-22A CL A1ARFLTG RT 04-18-2033 | \*\* | 4897600 |
| PVTPL SYMPHONY CLO XIX LTD/SYMPHONY CLO XIX SR SECD NT CL A FLTG 04-16-2031 | \*\* | 539200 |
| PVTPL TCI-FLATIRON CLO 2016-1 LTD CL A-R-3 FLTG 01-17-2032 | \*\* | 879640 |
| PVTPL TCW CLO 2019-1 AMR LTD SR 19-1A CLASNR FLTG RT 08-16-2034 | \*\* | 3005865 |
| PVTPL TCW GEM LTD SR 20-1A CL A1R3 FLTG RT 04-20-2034 | \*\* | 7750000 |
| PVTPL TENNESSEE GAS PIPELINE CO SR NT 144A 2.9% DUE 03-01-2030 | \*\* | 331711 |
| PVTPL TESLA AUTO LEASE TR SR 24-A CL A2A 5.37% 06-22-2026 | \*\* | 66197 |
| PVTPL TESLA AUTO LEASE TRUST 6.18% 09-21-2026 | \*\* | 1510267 |
| PVTPL TESLA AUTO LEASE TRUST SR 24-B CL A3 4.82% 10-20-2027 | \*\* | 3818975 |
| PVTPL TEXAS EASTN TRANSMISSION LP 3.5% DUE 01-15-2028 BEO | \*\* | 2391119 |
| PVTPL THAYER PK CLO LTD / THAYER PK CLO LLC LTD VAR RT DUE 04-20-2034 BEO | \*\* | 500764 |
| PVTPL TOWD POINT ASSET TRUST SER21-SL1 CL A2 FLTG 11-20-2061 | \*\* | 884028 |
| PVTPL TOWD PT MTG TR FLTG RT SER 19-HY2 CL A1 12-25-2048 BEO | \*\* | 74720 |
| PVTPL TOWD PT MTG TR SER 18-2 CL A1 VAR 03-25-2058 | \*\* | 68703 |
| PVTPL TOWD PT MTG TR SER 2019-HY3 CL A1A FLTG 12-25-2048 | \*\* | 100256 |
| PVTPL TOWD PT MTG TR SER 2019-HY3 CL A1A FLTG 12-25-2048 | \*\* | 2005119 |
| PVTPL TOYOTA AUTO LOAN EXTENDED NOTE SER 23-1A CL A 4.93% DUE 06-25-2036 | \*\* | 973161 |
| PVTPL TOYOTA AUTO LOAN EXTENDED NOTE SER 23-1A CL A 4.93% DUE 06-25-2036 | \*\* | 7976897 |
| PVTPL TOYOTA LEASE OWNER TRUST SER 24-B CL A3 4.21% 09-20-2027 | \*\* | 1093609 |
| PVTPL TRIMARAN CAVU LTD SR 19-1A CL A1R FLTG RT 01-20-2037 | \*\* | 7765500 |
| PVTPL TRINITAS CLO LTD SR 17-7A CL A1R FLTG RT 01-25-2035 | \*\* | 3250716 |
| PVTPL TRINITAS CLO LTD SR 22-19A CL A1R FLTG RT 10-20-2033 | \*\* | 4074989 |
| PVTPL TRINITAS CLO LTD SR 24-29A CL A FLTG RT 07-23-2037 | \*\* | 1837973 |
| PVTPL TRINITAS CLO XI LTD 19-11A A1RR FLTG 07-15-2034 | \*\* | 17501855 |
| PVTPL TRINITAS CLO XII LTD/TRINITAS CLO XII SR 20-12A CL A1R VAR RT 04-25-2033 | \*\* | 2002808 |
| PVTPL TRTX 2021-FL4 ISSUER LTD SER 21-FL4 CL A FLTG 03-15-2038 | \*\* | 1508228 |
| PVTPL UBS GROUP AG 1.305% 02-02-2027 | \*\* | 2118842 |
| PVTPL UBS GROUP AG 11/02/2032 2.095% DUE02-11-2032/02-11-2031 BEO | \*\* | 647438 |
| PVTPL UBS GROUP AG 3.869% 01-12-2018 | \*\* | 1203372 |
| PVTPL UBS GROUP AG 4.282% 01-09-2017 | \*\* | 879970 |
| PVTPL UBS GROUP AG 4.488% 05-12-2026 | \*\* | 7992025 |
| PVTPL UBS GROUP AG 4.751% DUE 05-12-2028BEO | \*\* | 4968277 |
| PVTPL UBS GROUP AG 4.988% 08-05-2033 BEO | \*\* | 4849462 |
| PVTPL UBS GROUP AG 5.379% 09-06-2045 | \*\* | 858350 |
| PVTPL UBS GROUP AG 5.428% 02-08-2030 | \*\* | 201327 |
| PVTPL UBS GROUP AG 5.428% 02-08-2030 | \*\* | 1317688 |
| PVTPL UBS GROUP AG 6.327% 12-22-2027 | \*\* | 513122 |
| PVTPL UBS GROUP AG 6.373% 07-15-2026 | \*\* | 302141 |
| PVTPL UBS GROUP AG 6.537% 08-12-2033 | \*\* | 1909548 |
| PVTPL UBS GROUP AG 9.016% 11-15-2033 | \*\* | 363914 |
| PVTPL UBS GROUP AG 9.016% 11-15-2033 | \*\* | 6829444 |
| PVTPL UBS GROUP AG VAR RT 05-14-2032 | \*\* | 217589 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| PVTPL UBS GROUP AG VAR RT 05-14-2032 | \*\* | 4264740 |
| PVTPL UBS GROUP FDG SWITZ AG SR 4.253% DUE 03-23-2028 | \*\* | 5145868 |
| PVTPL UBS GROUP FUNDING 4.125% 09-24-2025 BEO | \*\* | 1677155 |
| PVTPL UNICREDIT SPA RCPT CL X 3.127% 06-03-2032 | \*\* | 234445 |
| PVTPL VENTURE CDO LTD SER 19-36A CL A1AR FLTG 04-20-2032 | \*\* | 2172544 |
| PVTPL VERIZON COMMUNICATIONS 4.78% 02-15-2035 | \*\* | 11085551 |
| PVTPL VICI PPTYS /NT 4.25% DUE 12-01-2026 | \*\* | 1676708 |
| PVTPL VICI PPTYS L P/VICI NT CO INC 3.875% DUE 02-15-2029 BEO | \*\* | 353359 |
| PVTPL VICI PPTYS L P/VICI NT CO INC 4.625% 06-15-2025 | \*\* | 4766131 |
| PVTPL VICI PROPERTIES INC 4.5% 09-01-2026 | \*\* | 1385745 |
| PVTPL VISTRA OPERATIONS CO LLC 3.7% 01-30-2027 | \*\* | 2992793 |
| PVTPL VISTRA OPERATIONS CO LLC 5.05% 12-30-2026 | \*\* | 1947539 |
| PVTPL VISTRA OPERATIONS CO LLC 5.125% DUE 05-13-2025 BEO | \*\* | 3735833 |
| PVTPL VITERRA INC 2.0% DUE 04-21-2026 BEO | \*\* | 3830714 |
| PVTPL VOLKSWAGEN GROUP AMER FIN LLC 5.65% 09-12-2028 | \*\* | 570580 |
| PVTPL VOLKSWAGEN GROUP AMER FIN LLC 4.95%08-15-2029 | \*\* | 2893517 |
| PVTPL VOLKSWAGEN GROUP AMER FIN LLC FLTG RT 09-12-2025 | \*\* | 3465389 |
| PVTPL VOLKSWAGEN GROUP AMER FIN LLC GTD NT 6.45% 11-16-2030 | \*\* | 724783 |
| PVTPL VOLVO FINANCIAL EQUIPMENT LLC SR 24-1A CL A4 4.29% 07-15-2031 | \*\* | 540253 |
| PVTPL VOLVO FINL EQUIP LLC SER 24-1A CL A3 4.29% 10-16-2028 | \*\* | 595697 |
| PVTPL VOYA CLO 2014-2 LTD/VOYA CLO SER 14-2A CLS A1R FLTG RT 04-17-2030 | \*\* | 550121 |
| PVTPL VOYA CLO 2017-3 LTD/VOYA CLO 2017-3 LL SR SECD NT CL 04-20-2034 | \*\* | 1071740 |
| PVTPL VOYA CLO LTD SER 2018-3A CL AIR2 FLTG 10-15-2031 | \*\* | 1446804 |
| PVTPL WESTGATE RESORTS SR 24-1A CL A 6.06% 6.06% 01-20-2038 | \*\* | 1025284 |
| PVTPL WESTLAKE AUTOMOBILE RECEIVABLE 2023-3 SR 23-3A CL B 5.92% 09-15-2028 | \*\* | 1818569 |
| PVTPL WESTLAKE AUTOMOBILE RECEIVABLES TRSER 22-3A CL A3 5.49% DUE 07-15-2026 | \*\* | 97196 |
| PVTPL WESTPAC NEW ZEALAND LIMITED 5.132%02-26-2027 | \*\* | 1686457 |
| PVTPL WHEELS FLEET LEASE FDG 1 LLC SR 24-1A CL A1 5.49% 02-18-2039 | \*\* | 2022762 |
| PVTPL WIND RIVER CLO LTD SR 22-1A CL AR FLTG 07-20-2035 | \*\* | 3710164 |
| PVTPL WISE CLO 2023-2 LTD/WISE CLO 2023-2 LL SER 23-2A CL A FLTG 01-15-2037 | \*\* | 1759618 |
| PVTPL XSTRATA FIN CDA LTD GTD NT 5.3 DUE10-25-2042 BEO | \*\* | 122210 |
| PVTPL ZAIS ZAIS CLO 13 LTD SR 19-13A CL A1AR FRN 07-15-2032 | \*\* | 1234219 |
| PVTPLSAMMONS FINL GROUP 6.875% 04-15-2034 | \*\* | 836169 |
| Q TECHNOLOGY GROUP CO LTD HKD0.01 | \*\* | 43378 |
| Q2 HLDGS INC COM | \*\* | 2844067 |
| QANTAS AIRWAYS NPV | \*\* | 1967831 |
| QATAR NATIONAL BANK QAR 1.0000 | \*\* | 602434 |
| QATAR ST 4.4% 144A 04-16-2050 REG | \*\* | 169462 |
| QATAR(STATE OF) 4.75% SNR MTN 29/05/34 USD | \*\* | 298305 |
| QIAGEN NV ORD EUR0.01 | \*\* | 703396 |
| QIAGEN NV ORD EUR0.01 (POST REV SPLT) | \*\* | 5808945 |
| QUAKER CHEM CORP COM | \*\* | 6630359 |
| QUALCOMM INC 4.5% 05-20-2052 | \*\* | 209924 |
| QUALCOMM INC COM | \*\* | 5707908 |
| QUALITAU ILS1 | \*\* | 115206 |
| QUALYS INC COM USD0.001 | \*\* | 54826 |
| QUANEX BLDG PRODS CORP COM STK | \*\* | 3254511 |
| QUANTA SVCS INC 2.9% DUE 10-01-2030 | \*\* | 625213 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| QUANTA SVCS INC 4.75% 08-09-2027 | \*\* | 1712517 |
| QUANTA SVCS INC SR NT 3.05% 10-01-2041 | \*\* | 239194 |
| QUE PROV CDA MEDIUM TERM NTS BOOK ENT TRANCHE # TR 00050 7.14 2-27-26 | \*\* | 532422 |
| QUEBEC PROV CDA 2.75% DUE 04-12-2027 BEO | \*\* | 876766 |
| QUEBEC PROV CDA PROVINCE OF QUEBEC 2.5% 04-20-2026 REG 2.5% DUE 04-20-2026 REG | \*\* | 14140147 |
| QUEBEC(PROV OF) 3.6% NTS 01/09/2033 CAD1000 | \*\* | 2688714 |
| QUEENSLAND TSY CP 1.75% GTD SNR 20/07/34AUD | \*\* | 92829 |
| QUESS CORP LTD INR10 | \*\* | 701253 |
| QUEST DIAGNOSTICS INC 2.95% DUE 06-30-2030 BEO | \*\* | 224553 |
| QUEST DIAGNOSTICS INC 4.6% 12-15-2027 | \*\* | 773774 |
| QUINSTREET INC COM STK | \*\* | 2042809 |
| R&D COMPUTER CO LTD NPV | \*\* | 1718 |
| RADIANT OPTO-ELECT TWD10 | \*\* | 1522396 |
| RADIUS RECYCLING INC CL A COM STK CLASS A USD1 | \*\* | 146569 |
| RADNET INC COM STK | \*\* | 3267744 |
| RADWARE LTD COM STK | \*\* | 726547 |
| RAIFFEISEN BK INTL NPV (REGD) | \*\* | 798739 |
| RAIN INDUSTRIES LTD | \*\* | 27990 |
| RAINBOW TOURS SA PLN0.10 | \*\* | 224939 |
| RALPH LAUREN CORP CL A CL A | \*\* | 888349 |
| RAMBUS INC DEL COM | \*\* | 764937 |
| RATIONAL AG NPV | \*\* | 257682 |
| RATOS AB SER'B'NPV | \*\* | 25905 |
| RAYDIUM SEMI-CONDU TWD10 | \*\* | 408608 |
| RAYONIER ADVANCED MATLS INC COM | \*\* | 430625 |
| RB GLOBAL INC COM NPV | \*\* | 8224175 |
| RE/MAX HLDGS INC CL A CL A | \*\* | 187707 |
| REA GROUP LIMITED NPV | \*\* | 1123707 |
| REALKREDIT DANMARK 1% CVD BDS 01/01/25 DKK0.01 | \*\* | 166631 |
| REALTEK SEMICOND TWD10 | \*\* | 3499703 |
| REALTY INCOME CORP .75% DUE 03-15-2026 | \*\* | 524518 |
| REALTY INCOME CORP 2.7% 02-15-2032 | \*\* | 849037 |
| REALTY INCOME CORP 3% DUE 01-15-2027 | \*\* | 22247 |
| REALTY INCOME CORP 3.25% DUE 01-15-2031 REG | \*\* | 1539502 |
| REALTY INCOME CORP 3.25% DUE 06-15-2029 | \*\* | 1001707 |
| REALTY INCOME CORP 5.975% 09-01-2054 | \*\* | 342280 |
| REC LTD | \*\* | 2385792 |
| RECHI PRECISION CO LTD TWD10 | \*\* | 501237 |
| RECRUIT HLDGS CO L NPV | \*\* | 11744438 |
| REDDIT INC CL A CL A | \*\* | 3499916 |
| REDFIN CORP COM | \*\* | 623658 |
| REDINGTON LIMITED | \*\* | 39187 |
| REDWIRE CORP COM | \*\* | 40146 |
| REGENCY CTRS CORP COM | \*\* | 2617196 |
| REGENCY CTRS L P 2.95% DUE 09-15-2029 | \*\* | 297813 |
| REGENERON FIXED 2.8% DUE 09-15-2050 | \*\* | 118095 |
| REGENERON PHARMACEUTICALS INC COM | \*\* | 18170114 |
| REGIONAL SAB DE CV COM SER 'A' MXN3.33 | \*\* | 822521 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| REGIS HEALTHCARE LIMITED NPV | \*\* | 1217592 |
| REGIS RESOURCES LT NPV | \*\* | 909092 |
| REINSURANCE GROUP AMER INC 6.0% 09-15-2033 | \*\* | 616803 |
| REINSURANCE GROUP AMER INC COM NEW STK | \*\* | 6216633 |
| REITMANS(CANADA) CLASS'A'NON VTG NPV | \*\* | 36002 |
| RELIANCE INC COM NPV | \*\* | 767930 |
| RELIANCE INDS INR10(100%DEMAT) | \*\* | 2117411 |
| RELIANCE STL & 2.15% DUE 08-15-2030 | \*\* | 768540 |
| RELX PLC | \*\* | 12449554 |
| RENAISSANCE RE HLDGS LTD COM | \*\* | 8823798 |
| RENASANT CORP COM | \*\* | 6397820 |
| RENEW WIND ENERGY AP 2 PVT LTD / SR SECDNT 144A 4.5% 07-14-2028 | \*\* | 1670784 |
| REORG/BM TECHNOLOGIES MERGER 01-31-2025 | \*\* | 2577 |
| REORG/SMARTSHEET INC MERGER 01-22-2025 | \*\* | 1387527 |
| REPAY HLDGS CORP CL A CL A | \*\* | 2957853 |
| REPCO HOME FIN LTD INR10 | \*\* | 165569 |
| REPLIGEN CORP COM STK USD0.01 | \*\* | 6115291 |
| REPLIMUNE GROUP INC COM | \*\* | 136468 |
| REPUBLIC OF CHILE 4.34% 03-07-2042 | \*\* | 184148 |
| REPUBLIC OF CHILE 4.85% 01-22-2029 | \*\* | 395571 |
| REPUBLIC OF GUATEMALA 5.375% DUE 04-24-2032 REG | \*\* | 188500 |
| REPUBLIC OF PERU 5.375% 02-08-2035 | \*\* | 192035 |
| REPUBLIC OF PERU 5.875% 08-08-2054 | \*\* | 381136 |
| REPUBLIC OF POLAND 4.625% 03-18-2029 | \*\* | 692013 |
| REPUBLIC OF POLAND 4.875% DUE 10-04-2033 | \*\* | 192166 |
| REPUBLIC OF POLAND 5.125% 09-18-2034 | \*\* | 678124 |
| REPUBLIC OF POLAND 5.5% 03-18-2054 | \*\* | 258082 |
| REPUBLIC OF POLAND 5.5% DUE 04-04-2053 | \*\* | 831712 |
| REPUBLIC OF SERBIA 1.0% 23/09/2028 | \*\* | 1675904 |
| REPUBLIC OF TURKIYE 7.625% 05-15-2034 | \*\* | 913921 |
| REPUBLIC SERVICES INC 5.0% 11-15-2029 | \*\* | 3055745 |
| REPUBLICA ORIENT URUGUAY 5.25% T-BOND 09-10-2060 | \*\* | 409493 |
| RERORG/OUTFRONT MEDIA INC REVERSE STOCK SPLIT OUTFRONT MEDIA 241GAR4 01-17-2025 | \*\* | 1276216 |
| RESOLUTE MINING NPV | \*\* | 80210 |
| RESORTTRUST INC NPV | \*\* | 135948 |
| RESOURCES CONNECTION INC COM | \*\* | 140899 |
| RETAL URBAN DEVELO SAR1 | \*\* | 459137 |
| REV GROUP INC COM | \*\* | 421608 |
| REVOLUTION MEDICINES INC COM | \*\* | 2987923 |
| REXFORD INDUSTRIAL REALTY INC 5.0% DUE 06-15-2028 | \*\* | 1195425 |
| REYNOLDS AMERN INC FIXED 4.45% DUE 06-12-2025 | \*\* | 1024460 |
| REYNOLDS AMERN INC FIXED 4.45% DUE 06-12-2025 | \*\* | 1190689 |
| REYNOLDS AMERN INC FIXED 5.85% DUE 08-15-2045 | \*\* | 257474 |
| RGA GLOBAL FDG 5.448% DUE 05-24-2029 | \*\* | 2331691 |
| RGA GLOBAL FDG MEDIUM TERM SR SECD TRANCHE # TR 00006 5.05% 12-06-2031 | \*\* | 2458538 |
| RGB INTERNATIONAL MYR0.1 | \*\* | 81641 |
| RHB BANK BHD NPV | \*\* | 272590 |
| RHEON AUTO MACHNRY NPV | \*\* | 23965 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| RHYTHM PHARMACEUTICALS INC COM | \*\* | 1286812 |
| RIBBON COMMUNICATIONS INC COM STK USD0.0001 | \*\* | 80363 |
| RICH HONOUR INTERN TWD10 | \*\* | 19552 |
| RICOH CO LTD NPV | \*\* | 1387790 |
| RIGEL PHARMACEUTICALS INC COM PAR $0.001 | \*\* | 139455 |
| RIGHTMOVE COM STCK | \*\* | 159247 |
| RIKEN VITAMIN CO NPV | \*\* | 51507 |
| RINGCENTRAL INC CL A CL A | \*\* | 1046764 |
| RIO TINTO FIN USA 5.125% DUE 03-09-2053 | \*\* | 287291 |
| RIO TINTO ORD GBP0.10 | \*\* | 4687232 |
| RIPON MORTGAGES 28/08/2056 | \*\* | 3568314 |
| RISO KAGAKU CORP NPV | \*\* | 53138 |
| RITHM CAPITAL CORP | \*\* | 707307 |
| RIYAD BANK SAR10 | \*\* | 1023508 |
| RIYADH CABLES GROUP CO. SAR10 | \*\* | 1198223 |
| RLI CORP COM | \*\* | 1572808 |
| RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A2A' | \*\* | 1419656 |
| RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A2A' | \*\* | 702325 |
| RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A3A' | \*\* | 459087 |
| RMAC SECS NO 1 PLC FRN MTG 06/44 EUR REGS'A2C' | \*\* | 323964 |
| RMR GROUP INC CL A CL A | \*\* | 702 |
| ROBERT HALF INC COM USD0.001 | \*\* | 9178331 |
| ROBINHOOD MKTS INC COM CL A COM CL A | \*\* | 3692988 |
| ROBLOX CORP COM USD0.0001 CL A | \*\* | 925355 |
| ROCHE HLDGS AG GENUSSCHEINE NPV | \*\* | 33793290 |
| ROCKET PHARMACEUTICALS INC COM USD0.01 | \*\* | 169733 |
| ROCKWOOL A/S SER'B'DKK10 | \*\* | 1771828 |
| ROGERS 2.9% DUE 11-15-2026 | \*\* | 138084 |
| ROGERS COMMUNICATIONS INC 3.2% 03-15-2027 | \*\* | 3526229 |
| ROGERS COMMUNICATIONS INC 4.55% 03-15-2052 | \*\* | 240346 |
| ROGERS COMMUNICATIONS INC 5.0% 02-15-2029 | \*\* | 4118167 |
| ROJANA INDUSTRIAL THB1(NVDR) | \*\* | 39358 |
| ROKU INC COM CL A COM CL A | \*\* | 3520073 |
| ROLLS ROYCE HLDGS ORD GBP0.20 | \*\* | 11935484 |
| ROMANIA BDS 144A 2.625% 02/12/2040 | \*\* | 66342 |
| ROMANIA(REP OF) 1.375% MTN 02/12/29 EUR1000 | \*\* | 319243 |
| ROMANIA(REP OF) 1.75% SNR MTN 13/07/30 EUR | \*\* | 173490 |
| ROMANIA(REP OF) 1.75% SNR MTN 13/07/30 EUR | \*\* | 260235 |
| ROMANIA(REP OF) 2% SNR MTN 14/04/33 EUR1000 | \*\* | 110289 |
| ROMANIA(REP OF) 2% SNR MTN 14/04/33 EUR1000 | \*\* | 78778 |
| ROMANIA(REP OF) 2.75% SNR MTN 14/04/41 EUR | \*\* | 67287 |
| ROMANIA(REP OF) 2.875% SNR MTN 13/04/42 EUR | \*\* | 202090 |
| ROMANIA(REP OF) 5.125% MTN 24/09/31 EUR1000 | \*\* | 608130 |
| ROMANIA(REP OF) 5.25% MTN 30/05/32 EUR1000 | \*\* | 2430246 |
| ROMANIA(REP OF) 5.625% MTN 22/02/36 EUR1000 | \*\* | 1891424 |
| ROMANIA(REP OF) 6.625% SNR MTN 27/09/29 EUR | \*\* | 335210 |
| ROMANIA(REPUBLIC OF) 144A 6.375% 18/09/2033 | \*\* | 108076 |
| ROPER TECHNOLOGIES 1% DUE 09-15-2025 | \*\* | 1678133 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ROPER TECHNOLOGIES FIXED 2% DUE 06-30-2030 | \*\* | 63918 |
| ROPER TECHNOLOGIES INC 4.2% 09-15-2028 | \*\* | 244032 |
| ROPER TECHNOLOGIES INC 4.75% 02-15-2032 | \*\* | 179946 |
| ROSNEFT OIL CO RUB0.01(RUB) | \*\* | 81641 |
| ROSS STORES INC COM | \*\* | 150967 |
| ROSS STORES INC FIXED 4.6% DUE 04-15-2025 | \*\* | 1645949 |
| ROYAL BANK OF CANADA 4.875% 01-19-2027 | \*\* | 4989550 |
| ROYAL BANK OF CANADA 4.969% 08-02-2030 | \*\* | 352242 |
| ROYAL BANK OF CANADA MTN 4.522% 10-18-2028 | \*\* | 3916787 |
| ROYAL BANK OF CANADA MTN 4.95% 02-01-2029 | \*\* | 744876 |
| ROYAL BK CDA 1.6% DUE 01-21-2025 | \*\* | 1599420 |
| ROYAL BK CDA 6% DUE 11-01-2027 | \*\* | 67133 |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK ENTRY 5.2% 07-20-2026 | \*\* | 1590486 |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT1.15% 07-14-2026 | \*\* | 998192 |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT3.875% 05-04-2032 | \*\* | 4553709 |
| ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG ORD SH | \*\* | 16727989 |
| ROYAL GOLD INC COM STK USD0.01 | \*\* | 457915 |
| RTX CORP 5.75% 11-08-2026 | \*\* | 3897517 |
| RTX CORP 6.0% 03-15-2031 | \*\* | 3159660 |
| RTX CORPORATION 2.375% 03-15-2032 | \*\* | 539626 |
| RTX CORPORATION 2.82% 09-01-2051 | \*\* | 498207 |
| RTX CORPORATION 2.25% DUE 07-01-2030 | \*\* | 1878754 |
| RTX CORPORATION 3.125% 05-04-2027 | \*\* | 3657506 |
| RTX CORPORATION 3.5% 03-15-2027 USD | \*\* | 2207207 |
| RTX CORPORATION 3.95% 08-16-2025 | \*\* | 1924763 |
| RTX CORPORATION 4.125% 11-16-2028 | \*\* | 2870053 |
| RTX CORPORATION 4.15% 05-15-2045 | \*\* | 161462 |
| RTX CORPORATION 4.35% DUE 04-15-2047 | \*\* | 254888 |
| RTX CORPORATION COMSTK | \*\* | 38326811 |
| RUSH ENTERPRISES INC CL A CL A | \*\* | 6114564 |
| RUSH STREET INTERACTIVE INC COM USD0.0001 CL A | \*\* | 2090215 |
| RUSSEL METALS INC COM NPV | \*\* | 936726 |
| RYDER SYS INC COM | \*\* | 2235882 |
| RYDER SYSTEM INC 2.85% 03-01-2027 | \*\* | 1497480 |
| RYDER SYSTEM INC 4.95% 09-01-2029 | \*\* | 606712 |
| RYDER SYSTEM INC 5.25% 06-01-2028 | \*\* | 1176988 |
| RYDER SYSTEM INC 5.375% 03-15-2029 | \*\* | 633913 |
| RYDER SYSTEM INC 5.5% 06-01-2029 | \*\* | 236156 |
| RYERSON HLDG CORP COM STOCK | \*\* | 235281 |
| RYMAN HOSPITALITY PPTYS INC COM | \*\* | 5978160 |
| S&P GLOBAL INC 2.3% 08-15-2060 | \*\* | 300762 |
| S&P GLOBAL INC 2.45% 03-01-2027 | \*\* | 1550297 |
| S&P GLOBAL INC 2.7% 03-01-2029 | \*\* | 1325472 |
| S&P GLOBAL INC 2.9% 03-01-2032 | \*\* | 493272 |
| S&P GLOBAL INC COM | \*\* | 913885 |
| S&S TECH CORPORATI COM | \*\* | 36448 |
| S.P.APPARELS LTD INR10 | \*\* | 18381 |
| SABINE PASS 5.625% DUE 03-01-2025 | \*\* | 221085 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SABINE PASS 5.625% DUE 03-01-2025 | \*\* | 1494572 |
| SABINE PASS FIXED 4.2% DUE 03-15-2028 | \*\* | 2024783 |
| SABINE PASS LIQUEFACTION LLC 5.0% 03-15-2027 | \*\* | 4229654 |
| SABRA HLTH CARE 3.9% DUE 10-15-2029 | \*\* | 1214738 |
| SAFEHOLD OPER PARTNERSHIP LP 2.85% 01-15-2032 | \*\* | 546238 |
| SAGE THERAPEUTICS INC COM | \*\* | 226121 |
| SAIA INC COM STK | \*\* | 6107238 |
| SALES TAX SECURITIZATION CORP ILL 3.238%01-01-2042 BEO TAXABLE | \*\* | 6593433 |
| SALESFORCE INC COM USD0.001 | \*\* | 44296385 |
| SALIK COMPANY P.J. AED0.01 | \*\* | 748437 |
| SAMSUNG BIOLOGICS KRW2500 | \*\* | 850919 |
| SAMSUNG CARD KRW5000 | \*\* | 182545 |
| SAMSUNG ELECTRONIC KRW100 | \*\* | 7027430 |
| SAMSUNG SECURITIES KRW5000 | \*\* | 654561 |
| SAN DIEGO CALIF REDEV AGY SUCCESSOR AGY TX ALLOCATION 3.5 09-01-2028 BEO TAXABLE | \*\* | 1264415 |
| SAN DIEGO G & E FIXED 2.95% DUE 08-15-2051 | \*\* | 1288037 |
| SAN DIEGO GAS & ELEC CO 4.95% 08-15-2028 | \*\* | 602573 |
| SAN DIEGO GAS & ELEC CO 5.55% 04-15-2054 | \*\* | 339743 |
| SAN DIEGO GAS & ELECTRIC CO 4.1% 06-15-2049 | \*\* | 431439 |
| SAN FANG CHEMICAL TWD10 | \*\* | 87673 |
| SANDS CHINA LTD 4.3% 01-08-2026 | \*\* | 1765319 |
| SANDS CHINA LTD FIXED 5.4% DUE 08-08-2028 | \*\* | 197769 |
| SANDSTORM GOLD LTD COM NEW | \*\* | 312536 |
| SANGAMO THERAPEUTICS INC COM | \*\* | 2818 |
| SANKI ENGINEERING NPV | \*\* | 149026 |
| SANKYO CO LTD NPV | \*\* | 1437984 |
| SANOFI SPONSORED ADR | \*\* | 3380923 |
| SANSAN INC NPV | \*\* | 80316 |
| SANTA ANA CALIF PENSION OBLIG 1.665% 08-01-2028 BEO TAXABLE | \*\* | 4046871 |
| SANTA ANA CALIF PENSION OBLIG 1.869% 08-01-2029 BEO TAXABLE | \*\* | 2580056 |
| SANTA ANA CALIF PENSION OBLIG 2.089% 08-01-2030 BEO TAXABLE | \*\* | 1379894 |
| SANTAM LIMITED NPV | \*\* | 15377 |
| SANTANDER DR AUTO 1.48% DUE 01-15-2027 | \*\* | 372924 |
| SANTANDER DR AUTO 4.96% DUE 11-15-2028 | \*\* | 4861160 |
| SANTANDER DR AUTO 5% DUE 11-15-2029 | \*\* | 6530633 |
| SANTANDER DR AUTO 5.21% DUE 07-15-2027 | \*\* | 891350 |
| SANTANDER DR AUTO 5.61% DUE 07-17-2028 | \*\* | 307788 |
| SANTANDER DR AUTO 5.77% DUE 11-15-2030 | \*\* | 2439224 |
| SANTANDER DR AUTO 5.84% DUE 06-17-2030 | \*\* | 356854 |
| SANTANDER DR AUTO 5.84% DUE 06-17-2030 | \*\* | 4885836 |
| SANTANDER DR AUTO 6.02% DUE 09-15-2028 | \*\* | 3346904 |
| SANTANDER DR AUTO 6.31% DUE 07-15-2027 | \*\* | 508056 |
| SANTANDER DR AUTO 6.43% DUE 02-18-2031 | \*\* | 7990250 |
| SANTANDER DR AUTO RECEIVABLES TR 6.69% 03-17-2031 | \*\* | 1368712 |
| SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED NT CL D 1.35% 07-15-2027 | \*\* | 2176028 |
| SANTANDER DR AUTO RECEIVABLES TR SER 24-4 CL B 4.93% 09-17-2029 | \*\* | 701959 |
| SANTANDER DRIVE AUTO REC SER 24-1 CL A3 5.25% 04-17-2028 | \*\* | 1205236 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SANTANDER DRIVE AUTO REC TR 2012-6 SER 24-A CLS C 4.95% 04-15-2030 | \*\* | 2391190 |
| SANTANDER DRIVE AUTO REC TR SER 24-4 CLS A3 4.85% 01-16-2029 | \*\* | 1804871 |
| SANTANDER DRIVE AUTO REC TST 2026 NT CL D 1.13% 11-16-2026 | \*\* | 399186 |
| SANTANDER DRIVE AUTO RECEIVABLES SER 24-5 CL B 4.63% 08-15-2029 | \*\* | 1990479 |
| SANTANDER DRIVE AUTO RECEIVABLES TR SER 23-4 CL B 5.77% DUE 12-15-2028 | \*\* | 856533 |
| SANTANDER DRIVE AUTO RECEIVABLES TR SER 23-4 CL C 6.04% DUE 12-15-2031 | \*\* | 3779168 |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022AUTO LN NT CL C 4.86% 08-15-2029 | \*\* | 4779665 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SR 24-3 CL C 6.03% 08-15-2030 | \*\* | 1170879 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SR 24-3 CL C 6.03% 08-15-2030 | \*\* | 4054993 |
| SANTANDER DRIVE AUTO SER 24-1 CL B 5.23% 12-15-2028 | \*\* | 352043 |
| SANTANDER HLDGS FIXED 5.807% DUE 09-09-2026 | \*\* | 2013365 |
| SANTANDER HLDGS USA INC 2.49% 01-06-2028 | \*\* | 1896493 |
| SANTANDER HLDGS USA INC 6.124% 05-31-2027 | \*\* | 761067 |
| SANTANDER UK GROUP FLTG RT 2.896% DUE 03-15-2032 | \*\* | 2479875 |
| SANTANDER UK GROUP HLDGS PLC 1.53% 08-21-2026 | \*\* | 5031956 |
| SANTANDER UK GROUP HLDGS PLC 1.53% 08-21-2026 | \*\* | 857897 |
| SANTANDER UK GROUP HLDGS PLC 2.469% 01-11-2028 | \*\* | 663030 |
| SANTANDER UK GROUP HLDGS PLC 6.833% 11-21-2026 | \*\* | 4438038 |
| SANTANDER UK GROUP HLDGS PLC NT FXD/FLTG1.673% 06-14-2027 | \*\* | 380759 |
| SANTANDER UK GROUP HOLDINGS PLC 6.534% 01-10-2029 | \*\* | 1236895 |
| SANTANDER UK PLC 144A FLTG 12/02/2027 | \*\* | 753794 |
| SANTEN PHARM CO NPV | \*\* | 1390287 |
| SAP SE | \*\* | 25986181 |
| SAREPTA THERAPEUTICS INC COM | \*\* | 648561 |
| SASSEUR REAL REIT FUND | \*\* | 316523 |
| SATO HOLDINGS NPV | \*\* | 294502 |
| SATS ASA NOK2.125 | \*\* | 255341 |
| SATS LTD NPV | \*\* | 1317572 |
| SAUDI ARABIAN COOP SAR10 | \*\* | 61958 |
| SAUDI ELECTRIC CO SAR10 | \*\* | 436056 |
| SAUDI NATIONAL BANK SAR10 | \*\* | 797977 |
| SAUDI STEEL PIPE C COM STK | \*\* | 109464 |
| SAUDI TELECOM SAR10 | \*\* | 1129558 |
| SAVARA INC COM | \*\* | 104960 |
| SBA TOWER TR 2.328% DUE 07-15-2052 | \*\* | 1732932 |
| SBA TOWER TR 2.328% DUE 07-15-2052 | \*\* | 2097760 |
| SBERBANK OF RUSSIA | \*\* | 516307 |
| SBERBANK OF RUSSIA SPON ADR | \*\* | 1065 |
| SBM OFFSHORE NV EUR0.25 | \*\* | 851287 |
| SBNA AUTO LEASE TR 5.67% DUE 11-20-2026 | \*\* | 1243082 |
| SBNA AUTO LEASE TR 6.51% DUE 04-20-2027 | \*\* | 2126129 |
| SCALES CORP LT NPV | \*\* | 71630 |
| SCANSOURCE INC COM | \*\* | 278769 |
| SCCU AUTO 5.11% DUE 06-15-2029 | \*\* | 1103045 |
| SCENTRE GROUP TR 1 FIXED 3.5% DUE 02-12-2025 | \*\* | 24948 |
| SCF EQUIP LEASING 6.17% DUE 05-20-2032 | \*\* | 3349141 |
| SCHINDLER-HLDG AG CHF0.10 (PTG CERT) | \*\* | 3559065 |
| SCHLUMBERGER FIN CDA LTD 1.4% DUE 09-17-2025/09-18-2020 REG | \*\* | 987221 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SCHNEIDER ELECTR INR2 | \*\* | 577125 |
| SCHNEIDER ELECTRIC EUR4.00 | \*\* | 20544614 |
| SCHNEIDER NATL INC WIS CL B CL B | \*\* | 4007085 |
| SCHOLAR ROCK HLDG CORP COM | \*\* | 3158302 |
| SCHOLASTIC CORP COM | \*\* | 186701 |
| SCHWAB CHARLES .9% DUE 03-11-2026 | \*\* | 3606953 |
| SCHWAB CHARLES 3.2% DUE 01-25-2028 | \*\* | 311053 |
| SCHWAB CHARLES 3.2% DUE 03-02-2027 | \*\* | 87162 |
| SCHWAB CHARLES CORP COM NEW | \*\* | 2813426 |
| SCHWAB CHARLES CORP NEW 5.875% 08-24-2026 | \*\* | 1174905 |
| SCHWAB CHARLES CORP NEW 6.136% 08-24-2034 | \*\* | 430750 |
| SCHWAB(CHARLES)CORP 1.95% 12-01-2031 BEO | \*\* | 7104566 |
| SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 | \*\* | 1592641 |
| SCIENTEX BERHAD NPV | \*\* | 48158 |
| SCOTTS MIRACLE-GRO CLASS'A'COM NPV | \*\* | 917748 |
| SCREEN HOLDINGS CO LTD NPV | \*\* | 1101284 |
| SCSK CORP NPV | \*\* | 108094 |
| SEACOAST BKG CORP FLA COM NEW COM NEW | \*\* | 6038788 |
| SEADRILL LIMITED | \*\* | 355119 |
| SEBANG GLOBAL BATT KRW500 | \*\* | 309646 |
| SECRETARIA TESOURO 0% T-BILL 01/04/25 BRL1000 | \*\* | 12116404 |
| SECRETARIA TESOURO 0% T-BILL 01/10/25 BRL1000 | \*\* | 7971820 |
| SECURE ENERGY SERV COM NPV | \*\* | 1406441 |
| SEEGENE INC KRW500 | \*\* | 211312 |
| SELECT MED HLDGS CORP COM | \*\* | 889155 |
| SELECT WATER SOLUTIONS INC | \*\* | 1942480 |
| SELECTQUOTE INC COM | \*\* | 89875 |
| SEMPRA 5.4% 08-01-2026 | \*\* | 581814 |
| SEMPRA 6% DUE 10-15-2039 | \*\* | 183555 |
| SEMPRA ENERGY 3.3% 04-01-2025 | \*\* | 1294901 |
| SEMPRA ENERGY 3.8% DUE 02-01-2038 | \*\* | 272866 |
| SEMTECH CORP COM | \*\* | 8228524 |
| SENCO GOLD LIMITED INR10 | \*\* | 96539 |
| SENTINELONE INC CL A COM CL A COM | \*\* | 3412029 |
| SERBIA (REPUBLIC) 1.65% SNR MTN 03/03/33EUR | \*\* | 249624 |
| SERBIA (REPUBLIC) 3.125% 15/05/2027 | \*\* | 1429976 |
| SERVICENOW INC COM USD0.001 | \*\* | 46452338 |
| SERVISFIRST BANCSHARES INC COMMON STOCK | \*\* | 5577756 |
| SES FDR EACH REP 1 'A' NPV | \*\* | 251380 |
| SEVEN & I HOLDINGS NPV | \*\* | 6913784 |
| SEVERSTAL PJSC GDR EACH REPR 1 ORD 'REGS' | \*\* | 994 |
| SG COML MTG SECS 3.055% DUE 10-10-2048 | \*\* | 3189082 |
| SHAKE SHACK INC CL A CL A | \*\* | 1601602 |
| SHANDONG CHENMING 'H'CNY1 | \*\* | 10540 |
| SHANGHAI CHICMAX COSMETIC CO LTD | \*\* | 253481 |
| SHARDA CROPCHEM LTD | \*\* | 387646 |
| SHARKNINJA COM USD0.0001 | \*\* | 7612286 |
| SHELL FIN US INC 4.0% 05-10-2046 | \*\* | 131716 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SHELL FIN US INC NT 3.25% 04-06-2050 | \*\* | 795006 |
| SHELL FIN US INC NT 4.125% 05-11-2035 | \*\* | 144068 |
| SHELL FINANCE US INC 2.75% 04-06-2030 | \*\* | 1689751 |
| SHELL FINANCE US INC 3.75% 09-12-2046 | \*\* | 376057 |
| SHELTER GROWTH CRE 2022-FL4 ISSUER 3.416% 06-19-2037 | \*\* | 1030436 |
| SHENZHEN FUANNA BEDDING & FURNISHIN 'A'CNY1 (STOCK CONNECT) | \*\* | 125830 |
| SHENZHEN LAIBAO HI 'A'CNY1(STOCK CONNECT) | \*\* | 574813 |
| SHERWIN-WILLIAMS 3.45% DUE 06-01-2027 | \*\* | 52503 |
| SHERWIN-WILLIAMS CO COM | \*\* | 6579005 |
| SHIBAURA MACHINE CO LTD | \*\* | 13563 |
| SHIBAURA MECHATRON NPV | \*\* | 433733 |
| SHIMOJIMA CO LTD NPV | \*\* | 49416 |
| SHINDENGEN ELECTRC NPV | \*\* | 23586 |
| SHIN-ETSU CHEMICAL NPV | \*\* | 6651550 |
| SHINMAYWA INDS NPV | \*\* | 178446 |
| SHINNIHONSEIYAKU C NPV | \*\* | 101691 |
| SHIONOGI & CO LTD NPV | \*\* | 855634 |
| SHOWBOX CORP COMMMON STOCK | \*\* | 3653 |
| SHR TR 2024-LXRY 7.05% 10-15-2041 | \*\* | 1007183 |
| SHRIRAM FINANCE LIMITED | \*\* | 597243 |
| SHYFT GROUP INC COM | \*\* | 181266 |
| SIEGFRIED HLDG AG CHF11 (REGD) | \*\* | 1081472 |
| SIERRA TIMESHARE 2020-2 RECEIVABLES VACATION TIMESHARE LN 2.32% 07-20-2037 | \*\* | 183082 |
| SIERRA TIMESHARE 2021-1 RECEIVABLES VACATION TIMESHARE LN BKD .99 11-20-2037 | \*\* | 356641 |
| SIGNIFY NV EUR0.01 | \*\* | 1428809 |
| SIKA AG CHF0.01 (REG) | \*\* | 4033347 |
| SILGAN HLDGS INC COM | \*\* | 2755475 |
| SILICON LABORATORIES INC COM | \*\* | 930035 |
| SIME DARBY PROPERTY BERHAD | \*\* | 275147 |
| SIMON PPTY GROUP L FIXED 2.45% 09-13-2029 | \*\* | 427180 |
| SIMON PPTY GROUP L FIXED 3.25% 09-13-2049 | \*\* | 134561 |
| SIMON PROPERTY GROUP INC COM | \*\* | 7540731 |
| SIMPSON MFG INC COM | \*\* | 3124237 |
| SIMULATIONS PLUS INC COM | \*\* | 2504243 |
| SINBON ELECTRONICS TWD10 | \*\* | 55941 |
| SINFONIA TECH CO LTD | \*\* | 60297 |
| SINGAPORE EXCHANGE NPV | \*\* | 3289128 |
| SINGAPORE(GOVT OF) 2.375% SNR 01/07/39 SGD1000 | \*\* | 82405 |
| SINGAPORE(GOVT OF) 3.25% BDS 01/06/2054 SGD | \*\* | 969318 |
| SINKO INDUSTRIES NPV | \*\* | 95068 |
| SINOPEC ENGINEERIN 'H' CNY1 | \*\* | 291104 |
| SIRIUSPOINT LTD COM USD0.1 | \*\* | 604562 |
| SITIO ROYALTIES CORP COM CL A | \*\* | 3181943 |
| SJG SEJONG KRW500 | \*\* | 28715 |
| SK BIOPHARMACEUTIC KRW500 | \*\* | 847202 |
| SK HYNIX INC 000660 | \*\* | 1206095 |
| SK TELECOM KRW100 | \*\* | 724876 |
| SKAND ENSKILDA BKN SER'A'NPV | \*\* | 2411371 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SKECHERS U S A INC CL A CL A ISIN #US8305661055 | \*\* | 3057470 |
| SKISTAR AB SER'B'NPV | \*\* | 647767 |
| SKYWORTH GROUP LIMITED | \*\* | 239955 |
| SL GREEN RLTY CORP COM | \*\* | 2207943 |
| SLEEP NUMBER CORP COM | \*\* | 284119 |
| SLM CORP COM | \*\* | 2665828 |
| SLM PRIVATE CR STUDENT LN TR 2007-A STUDLN BACKED NT A-4 FLTG 12-16-2041BEO | \*\* | 3667795 |
| SLM PRIVATE CR STUDENT LN TR ASSTBCKD SER 2005-A CL A4 FLTG 12-15-2038 BEO | \*\* | 517824 |
| SLM STUDENT LN 3-7 3.8%-FRN A/BKD 15/12/33 EUR | \*\* | 136116 |
| SMALL BUSINESS 5.67999982834% DUE 06-01-2028 | \*\* | 21189 |
| SMART-CORE HOLDING USD0.00001 | \*\* | 20752 |
| SMARTGROUP CORPORATION LIMITED NPV | \*\* | 86811 |
| SMB PRIVATE ED LN TR 2020-PT-B PVT ED LNBACKED EXCHANGE 1.6% 09-15-2054 | \*\* | 2870544 |
| SMB PRIVATE ED LN TR 2021-A PVT ED LN BKD NT CL A-2A1 5.15813% 01-15-2053 | \*\* | 885016 |
| SMB PRIVATE ED LN TR 2021-E PVT ED LN BKS NTS CL A-1A 1.68% 02-15-2051 | \*\* | 896827 |
| SMB PVT ED LN TR 4.48% DUE 05-16-2050 | \*\* | 2129675 |
| SMB PVT ED LN TR 5.38% DUE 01-15-2053 | \*\* | 636905 |
| SMB PVT ED LN TR FLTG RT 5.44031% DUE 06-17-2052 | \*\* | 3065460 |
| SMC CORP NPV | \*\* | 4522222 |
| SMITH & NEPHEW PLC 5.15% 03-20-2027 | \*\* | 1566024 |
| SMITH & NEPHEW PLC 5.4% 03-20-2034 | \*\* | 3324375 |
| SMITHS NEWS PLC | \*\* | 121465 |
| SMK CORP NPV | \*\* | 40977 |
| SMRT 2022-MINI COML MTG PASSTHRU CTF CL B 5.662% 01-15-2039 | \*\* | 2482128 |
| SMS CO LTD NPV | \*\* | 66059 |
| SMUCKER J M CO 6.5% 11-15-2053 | \*\* | 392205 |
| SNAP INC SNAP INC | \*\* | 223510 |
| SNOWFLAKE INC CL A CL A | \*\* | 6775820 |
| SOCIETE GENERALE 2.625% DUE 01-22-2025 | \*\* | 499313 |
| SOCIETE GENERALE 2.625% DUE 01-22-2025 | \*\* | 3245537 |
| SOCIETE GENERALE 5.25% DUE 02-19-2027 | \*\* | 230150 |
| SOCIETE GENERALE 5.25% DUE 02-19-2027 | \*\* | 1796172 |
| SOCIETE GENERALE EUR1.25 | \*\* | 5619886 |
| SODICK CO LTD NPV | \*\* | 157821 |
| SOFI PROFESSIONAL LN PROGRAM 2020-C POSTGRADUATE LN AST BKD NT 1.95% 02-15-2046 | \*\* | 397840 |
| SOFTBANK GROUP CORP | \*\* | 2340802 |
| SOFTCREATE HLDGS C NPV | \*\* | 30786 |
| SOHU COM LTD SPONSORED ADR | \*\* | 25042 |
| SOLARA ACTIVE PHAR INR10 | \*\* | 222137 |
| SOLENO THERAPEUTICS INC COM PAR | \*\* | 251315 |
| SOLVENTUM CORP COM COM USD0.01 | \*\* | 198312 |
| SOMPO HOLDINGS INC | \*\* | 3263015 |
| SONAE SGPS SA EUR1 | \*\* | 1032315 |
| SONIC AUTOMOTIVE INC CL A | \*\* | 540122 |
| SONOCO PROD CO COM | \*\* | 4506266 |
| SONOCO PRODS CO 5.0% 09-01-2034 | \*\* | 94826 |
| SONOCO PRODS CO NT 2.25% 02-01-2027 | \*\* | 650583 |
| SONOCO PRODUCTS CO 4.45% 09-01-2026 | \*\* | 59570 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SONOS INC COM | \*\* | 1358909 |
| SONOVA HOLDING AG COMMON STOCK | \*\* | 5573546 |
| SONY GROUP CORPORA NPV | \*\* | 12624103 |
| SOOP CO LTD KRW500 | \*\* | 177336 |
| SOPRA STERIA GROUP | \*\* | 73838 |
| SOUTH AFRICA REP NT 5.375% DUE 07-24-2044 REG | \*\* | 149946 |
| SOUTHERN CALI EDISON 5.45% 06-01-2031 | \*\* | 711244 |
| SOUTHERN CALIF EDISON CO 3.65% 02-01-2050 | \*\* | 157395 |
| SOUTHERN CALIF EDISON CO 4.125% 03-01-2048 | \*\* | 522183 |
| SOUTHERN CALIF EDISON CO 4.2% 03-01-2029 | \*\* | 387901 |
| SOUTHERN CALIF EDISON CO 5.15% 06-01-2029 | \*\* | 2560605 |
| SOUTHERN CALIF EDISON CO 5.3% 03-01-2028 | \*\* | 891088 |
| SOUTHERN CALIF EDISON CO 5.65% 10-01-2028 | \*\* | 2865973 |
| SOUTHERN CALIF EDISON CO 5.875% 12-01-2053 | \*\* | 50731 |
| SOUTHERN CALIF EDISON CO SR NT 2.75% 02-01-2032 | \*\* | 1795034 |
| SOUTHERN CALIF GAS CO 5.75% 06-01-2053 | \*\* | 208967 |
| SOUTHERN CO 3.7% DUE 04-30-2030 REG | \*\* | 1502536 |
| SOUTHERN CO 4.4% DUE 07-01-2046 | \*\* | 289691 |
| SOUTHERN CO 5.2% 06-15-2033 | \*\* | 385630 |
| SOUTHERN CO 5.5% 03-15-2029 | \*\* | 3401558 |
| SOUTHERN CO COM STK | \*\* | 29026773 |
| SOUTHERN CO GAS CAP 3.15% 09-30-2051 | \*\* | 226436 |
| SOUTHERN CO GAS CAP 3.25% 06-15-2026 | \*\* | 2740317 |
| SOUTHERN CROSS ELE NPV | \*\* | 224443 |
| SOUTHERN PWR CO 5.15% DUE 09-15-2041 | \*\* | 56110 |
| SOUTHN CAL EDISON 1.2% DUE 02-01-2026 | \*\* | 289053 |
| SOUTHN CAL EDISON 2.85% DUE 08-01-2029 | \*\* | 638818 |
| SOUTHN CAL EDISON 3.65% DUE 03-01-2028 | \*\* | 337096 |
| SOUTHN CAL EDISON 4% DUE 04-01-2047 | \*\* | 227286 |
| SOUTHN CAL EDISON CO 5.55 DUE 01-15-2036BEO | \*\* | 163670 |
| SOUTHSTATE CORP COM | \*\* | 1075777 |
| SOUTHWEST GAS CORP 5.45% 03-23-2028 | \*\* | 303720 |
| SOUTHWESTERN ELEC PWR CO 5.3% 04-01-2033 | \*\* | 692754 |
| SOUTHWESTERN PUBLIC SERVICE CO 3.75% 06-15-2049 | \*\* | 181872 |
| SOUTHWESTN ELEC 3.9% DUE 04-01-2045 | \*\* | 71513 |
| SP GROUP AS DKK2 | \*\* | 268106 |
| SPACE CO LTD NPV | \*\* | 28481 |
| SPAIN(KINGDOM OF) 3.45% SNR 30/07/66 EUR1000 | \*\* | 340875 |
| SPAREBANK 1 NORD-NORGE GRUNNFONDSBEVIS NOK50 | \*\* | 276481 |
| SPAREBANK 1 SMN NOK25 | \*\* | 476248 |
| SPAREBANKEN VEST NOK25 GRUNNFONDSBEVIS | \*\* | 147585 |
| SPARTANNASH CO COM NPV | \*\* | 220445 |
| SPEED TECH TWD10 | \*\* | 54843 |
| SPHERE ENTERTAINMENT CO COM USD0.01 CLASS A | \*\* | 167812 |
| SPIE SA EUR0.47 | \*\* | 137801 |
| SPIRE MO INC SER 1ST MTG BD 4.8% 02-15-2033 | \*\* | 489111 |
| SPORTRADAR GROUP AG | \*\* | 1768108 |
| SPORTS GEAR CO LTD TWD10 | \*\* | 267199 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SPOTIFY TECHNOLOGY S A COM EUR0.025 | \*\* | 8648750 |
| SPRINT CAP CORP 6.875% DUE 11-15-2028 | \*\* | 1262728 |
| SPRINT CAP CORP 8.75% DUE 03-15-2032 | \*\* | 370977 |
| SPRINT CORP FIXED 7.625% DUE 03-01-2026 | \*\* | 2136877 |
| SPROTT INC COM NPV | \*\* | 54750 |
| SPROUTS FMRS MKT INC COM | \*\* | 8439481 |
| SPYRE THERAPEUTICS INC COM NEW COM USD0.0001 POST REV SPLIT | \*\* | 174414 |
| SREIT TR 2021-IND FLTG RT 5.12648% DUE 10-15-2038 | \*\* | 1990000 |
| SSR MNG INC COM NPV | \*\* | 80680 |
| STAGWELL INC | \*\* | 130652 |
| STANDARD CHARTERED BK/NY 4.853% 12-03-2027 | \*\* | 8593885 |
| STANDARD CHARTERED PLC NT FIXED RATE RESET 144A 1.456% 01-14-2027 | \*\* | 452682 |
| STANDARD CHARTERED PLC SHS | \*\* | 1435950 |
| STANDARDAERO INC. COM USD0.01 | \*\* | 1793466 |
| STANLEY BLACK & DECKER INC 6.0% 03-06-2028 | \*\* | 1869013 |
| STANLEY BLACK & DECKER INC COM | \*\* | 12502759 |
| STARHILL GLOBAL REIT | \*\* | 346540 |
| STARHUB LTD NPV | \*\* | 78408 |
| STARWOOD MTG 1.172% DUE 05-25-2065 | \*\* | 180147 |
| STARWOOD MTG 1.431% DUE 05-25-2065 | \*\* | 260460 |
| STARWOOD MTG 1.486% DUE 04-25-2065 | \*\* | 59981 |
| STATE OF ISRAEL 5.5% 03-12-2034 | \*\* | 585411 |
| STATE STR CORP 2.901% DUE 03-30-2026 BEO | \*\* | 496655 |
| STATE STR CORP COM | \*\* | 17895788 |
| STATE STR CORP FLTG RT 4.53% DUE 02-20-2029 | \*\* | 1230935 |
| STATE STR CORP FLTG RT 4.821% DUE 01-26-2034 | \*\* | 553186 |
| STATE STREET BANK & TRUST 4.594% 11-25-2026 | \*\* | 1768240 |
| STATE STREET BANK & TRUST 4.594% 11-25-2026 | \*\* | 455928 |
| STATE STREET CORP 5.684% 11-21-2029 | \*\* | 1485091 |
| STEEL DYNAMICS INC 1.65% DUE 10-15-2027 | \*\* | 179404 |
| STEEL DYNAMICS INC 3.25% DUE 10-15-2050 | \*\* | 128261 |
| STEEL DYNAMICS INC 3.45% DUE 04-15-2030 BEO | \*\* | 92712 |
| STEEL DYNAMICS INC COM | \*\* | 42434 |
| STEEL DYNAMICS INC SR NT 5.375% 08-15-2034 | \*\* | 382320 |
| STEELCASE INC CL A COM | \*\* | 5507742 |
| STELLA INTL HLDG HKD0.1 | \*\* | 56725 |
| STEPAN CO COM | \*\* | 3964945 |
| STEPSTONE GROUP INC CL A CL A | \*\* | 881223 |
| STERIS PLC ORD USD0.001 | \*\* | 347191 |
| STEVANATO GROUP S.P.A. COM NPV | \*\* | 2432854 |
| STH AFRICA(REP OF) 10% BDS 31/03/33 ZAR1000000 | \*\* | 904497 |
| STH AFRICA(REP OF) 8% SNR 31/01/2030 ZAR1000 | \*\* | 995132 |
| STH AFRICA(REP OF) 8.5% SNR 31/01/2037 ZAR1000 | \*\* | 202561 |
| STH AFRICA(REP OF) 8.875% SNR 28/02/35 ZAR1000 | \*\* | 10491386 |
| STICHTING AK RABOBANK CERTIFICATEN 6.5% 31/12/2049 | \*\* | 483194 |
| STIFEL FINL CORP COM | \*\* | 2424246 |
| STITCH FIX INC CL A CL A | \*\* | 195674 |
| STOLT-NIELSEN LTD USD1 | \*\* | 241381 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| STONERIDGE INC COM | \*\* | 44517 |
| STOREBRAND ASA SER'A'NOK5 | \*\* | 797332 |
| STRIDES PHARMA SCIENCE LIMITED | \*\* | 339606 |
| STRUCTURED ASSET INVT LN TR 2004-2 MTG PASSTHRU CTF CL A4 03-25-2034 REG | \*\* | 152610 |
| STRYKER CORP | \*\* | 19748022 |
| STRYKER CORP 3.65% 03-07-2028 | \*\* | 551419 |
| STX METAL CO LTD KRW2500 | \*\* | 232492 |
| SUBARU CORPORATION NPV | \*\* | 709226 |
| SUBSEA 7 SA USD2 | \*\* | 140974 |
| SUGI HOLDINGS NPV | \*\* | 51812 |
| SUMITOMO BAKELITE NPV | \*\* | 196540 |
| SUMITOMO MITSUI 1.474% DUE 07-08-2025 | \*\* | 1549618 |
| SUMITOMO MITSUI 5.316% DUE 07-09-2029 | \*\* | 773570 |
| SUMITOMO MITSUI FINANCIAL GROUP NPV | \*\* | 7793367 |
| SUMITOMO MITSUI FINL GROUP INC 5.464% 01-13-2026 | \*\* | 944353 |
| SUMITOMO MITSUI FINL GROUP INC 5.464% 01-13-2026 | \*\* | 352657 |
| SUMITOMO MITSUI FINL GROUP INC 5.52% 01-13-2028 | \*\* | 507895 |
| SUMITOMO MITSUI FINL GROUP INC 5.52% 01-13-2028 | \*\* | 4108867 |
| SUMITOMO MITSUI FINL GROUP INC 5.716% 09-14-2028 | \*\* | 534606 |
| SUMITOMO MITSUI FINL GROUP INC 5.88% 07-13-2026 | \*\* | 7058016 |
| SUMITOMO RIKO CO L NPV | \*\* | 66297 |
| SUN FRONTIER FUDOS NPV | \*\* | 140874 |
| SUN INC NPV | \*\* | 37751 |
| SUNAC CHINA HLDGS HKD0.10 | \*\* | 55253 |
| SUNAC SERVICES HLD HKD0.1 | \*\* | 27781 |
| SUNCOKE ENERGY INC COM USD0.01 | \*\* | 367909 |
| SUNCOR ENERGY INC 4% DUE 11-15-2047 | \*\* | 297047 |
| SUNCOR ENERGY INC COM NPV 'NEW' | \*\* | 5736716 |
| SUNNY OPTICAL TECH HKD0.10 | \*\* | 1395976 |
| SUNOCO LOGISTICS PARTNER 4.0% 10-01-2027 | \*\* | 1813674 |
| SUNOCO LOGISTICS PARTNERS 5.4% 10-01-2047 | \*\* | 440539 |
| SUNPLUS INNOVATION TWD10 | \*\* | 99986 |
| SUNREX TECHNOLOGY TWD10 | \*\* | 359103 |
| SUNRUN INC COM | \*\* | 32079 |
| SUNTECK REALTY LTD INR1 | \*\* | 155931 |
| SUNWAY CONSTRUCTION GROUP BHD MYR0.2 | \*\* | 196631 |
| SUNWAY REAL ESTATE REIT | \*\* | 46959 |
| SUPREMEX INC COM NPV | \*\* | 27103 |
| SURGERY PARTNERS INC COM | \*\* | 576883 |
| SURGUTNEFTEGAS PJS RUB1(RUB) | \*\* | 41969 |
| SURYA SEMESTA TBK IDR125 | \*\* | 406483 |
| SUSCO PCL THB1(NVDR) | \*\* | 45276 |
| SUSS MICROTEC SE NPV | \*\* | 1230510 |
| SUTRO BIOPHARMA INC COM | \*\* | 76544 |
| SUZUKEN CO LTD NPV | \*\* | 1847659 |
| SVENSKA HANDELSBANKEN AB INSTL CD DTD 02-28-2024 FLTG RT 02-26-2025 | \*\* | 2495160 |
| SVENSKA HANDELSBANKEN AB PUBL 0% CP 11-18-2025 | \*\* | 3240267 |
| SVENSKA HANDELSBANKEN SER'A'NPV (P/S) | \*\* | 2021198 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| SWEDBANK SPARBANKEN SVENGE AB DTD 10-15-2024 4.5% CD 10-15-2025 | \*\* | 1772245 |
| SWEETGREEN INC CL A CL A | \*\* | 2194988 |
| SWEPCO STORM RECOVERY FU 4.88% 09-01-2041 | \*\* | 4007443 |
| SWISSQUOTE GP HLDG CHF0.20 (REGD)(POST SUBD) | \*\* | 242304 |
| SY HOLDINGS GROUP LTD HKD0.01 | \*\* | 521894 |
| SYARIKAT TAKAFUL NPV | \*\* | 15050 |
| SYDBANK DKK10 | \*\* | 705799 |
| SYMBOTIC INC COM USD0.0001 CLASS A | \*\* | 1513812 |
| SYMPHONY LTD INR2 | \*\* | 403064 |
| SYNAPTICS INC COM | \*\* | 299556 |
| SYNCHRONY CARD ISSUANCE TR SER 23-A2 CL A 5.74% 10-15-2029 | \*\* | 1732192 |
| SYNCHRONY CARD ISSUANCE TR SER 23-A2 CL A 5.74% 10-15-2029 | \*\* | 7540129 |
| SYNCHRONY FINANCIAL 5.935% 08-02-2030 | \*\* | 1412819 |
| SYNDAX PHARMACEUTICALS INC COM | \*\* | 133879 |
| SYNEKTIK SA PLN0.50 | \*\* | 164242 |
| SYNOPSYS INC COM | \*\* | 3693592 |
| SYNOVUS FINL CORP COM NEW COM NEW | \*\* | 4024065 |
| SYSTEM RESEARCH CO NPV | \*\* | 23638 |
| SYSTEM SUPPORT HOLDINGS INC | \*\* | 30254 |
| SYSTENA CORP NPV | \*\* | 104401 |
| SYUPPIN CO LTD NPV | \*\* | 254516 |
| T RAD CO LTD JPY50 | \*\* | 49507 |
| T&D HOLDINGS INC NPV | \*\* | 184875 |
| TABOOLA COM LTD COM NPV | \*\* | 512380 |
| TAC CONSUMER PCL THB0.25 (NVDR) | \*\* | 54164 |
| TAG IMMOBILIEN AG NPV | \*\* | 665899 |
| TAIKO BANK NPV | \*\* | 20368 |
| TAIWAN PAIHO TWD10 | \*\* | 309957 |
| TAIWAN PCB TECHVES TWD10 | \*\* | 14626 |
| TAIWAN SEMICON MAN TWD10 | \*\* | 19542772 |
| TAKARA & CO LTD | \*\* | 36002 |
| TAKEDA PHARMACEUTICAL CO LTD SR NT 3.025% 07-09-2040 | \*\* | 305805 |
| TAKE-TWO INTERACTIVE SOF 5.6% 06-12-2034 | \*\* | 513919 |
| TAKE-TWO INTERACTIVE SOFTWARE INC 3.55% 04-14-2025 | \*\* | 1788429 |
| TAKE-TWO INTERACTIVE SOFTWARE INC 4.95% 04-14-2023 | \*\* | 2167570 |
| TALANX AG NPV | \*\* | 901958 |
| TALEN ENERGY CORP NEW COM | \*\* | 378361 |
| TAMPA ELEC CO 4.9% 03-01-2029 | \*\* | 309781 |
| TAMRON CO LTD NPV | \*\* | 949567 |
| TANDEM DIABETES CARE INC COM NEW COM USD0.001(POST REV SPLT) | \*\* | 2932841 |
| TANGO THERAPEUTICS INC COM | \*\* | 20085 |
| TAPESTRY INC COM USD0.01 | \*\* | 1385192 |
| TARGA RES CORP COM | \*\* | 824135 |
| TARGA RES FIXED 5.2% DUE 07-01-2027 | \*\* | 2650737 |
| TARGA RES PARTNERS LP/TARGA RES FIN 5.5% SNR NTS 03-01-2030 USD | \*\* | 5748021 |
| TARGET CORP COM STK | \*\* | 12338825 |
| TASEKO MINES LTD COM | \*\* | 54126 |
| TASKUS INC CL A CL A | \*\* | 110957 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| TATA CONSULTANCY S INR1 | \*\* | 3751258 |
| TATNEFT PJSC RUB1(RUB) | \*\* | 218193 |
| TAYLOR MORRISON HOME CORP COM USD0.00001 | \*\* | 2252406 |
| TCL ELECTRONICS HOLDINGS LTD | \*\* | 592660 |
| TCO COML MTG TR 2024-DPM COML MTG PASS THRU CTF CL A 5.55477% 12-15-2039 | \*\* | 2105345 |
| TCW CLO 2019-2 LTD FLTG RT 5.91904% DUE 10-20-2032 | \*\* | 9518976 |
| TD SYNNEX CORP 6.1% 04-12-2034 | \*\* | 820120 |
| TE CONNECTIVITY PLC COM USD0.01 | \*\* | 7920538 |
| TEACHERS INS & 3.3% DUE 05-15-2050 | \*\* | 3337637 |
| TEACHERS INS & 4.27% DUE 05-15-2047 | \*\* | 376635 |
| TEAM INTERNET GROUP PLC ORD GBP0.001 | \*\* | 22588 |
| TEAMVIEWER SE NPV | \*\* | 840998 |
| TECHNIPFMC PLC COM USD1 | \*\* | 3907189 |
| TECHNO ELECTRIC & INR2 | \*\* | 52837 |
| TECHNOGYM S P A | \*\* | 718480 |
| TECHNOLOGY ONE NPV | \*\* | 1594562 |
| TECNOGLASS INC COMMON STOCK | \*\* | 8396657 |
| TECSYS INC COM NPV | \*\* | 60572 |
| TEEKAY TANKERS LTD (BM) COM USD0.01 CL A | \*\* | 283703 |
| TEIKOKU ELECTRIC M NPV | \*\* | 132288 |
| TEL AVIV STK COM | \*\* | 530485 |
| TELECHIPS INC KRW500 | \*\* | 32653 |
| TELEDYNE TECHNOLOGIES INC NT 2.75% 04-01-2031 | \*\* | 4159761 |
| TELEFLEX INC COM | \*\* | 7865292 |
| TELEFONICA EMISIONES S A U 5.213% 03-08-2047 REG | \*\* | 267168 |
| TELOS CORP MD COM | \*\* | 50035 |
| TEMAIRAZU INC NPV | \*\* | 47197 |
| TENABLE HLDGS INC COM | \*\* | 74743 |
| TENCENT HLDGS LTD HKD0.00002 | \*\* | 21295696 |
| TENET HEALTHCARE CORP COM NEW . | \*\* | 1020822 |
| TENN VALLEY AUTHORITY 1.5% 09-15-2031 | \*\* | 65457 |
| TENNESSEE VALLEY A 0% DUE 04-01-2026 REG | \*\* | 1496538 |
| TENNESSEE VALLEY AUTH FED 0% CPN IO STRIPS DUE 09-15-2026 | \*\* | 1638004 |
| TENNESSEE VALLEY AUTH FED BOOK ENTRY CPNGENERIC INT PMT 04-01-2028 | \*\* | 2539971 |
| TENNESSEE VALLEY AUTHORITY 4.375% 08-01-2034 | \*\* | 2319623 |
| TENNESSEE VY AUTH GLOBAL POWER BD SER A 4.625% DUE 09-15-2060 REG | \*\* | 40435 |
| TENNESSEE VY AUTH GLOBAL PWR BD SER A 4.25% DUE 09-15-2065 REG | \*\* | 58765 |
| TENNESSEE VY AUTH TENN VALLEY AUTH 4.875% DUE 01-15-2048 REG | \*\* | 295325 |
| TERADATA CORP DEL COM STK | \*\* | 981412 |
| TERRENO RLTY CORP | \*\* | 3612863 |
| TERUMO CORP NPV | \*\* | 6795785 |
| TERWIN MTG TR 2003-6HE ASSET BKD CTF CL A-1 FLTG 11-25-2033 REG | \*\* | 19653 |
| TESCO ORD GBP0.0633333 | \*\* | 6585412 |
| TESLA AUTO LEASE 5.89% DUE 06-22-2026 | \*\* | 432871 |
| TESLA INC COM USD0.001 | \*\* | 59922991 |
| TETRA TECH INC NEW COM | \*\* | 1940885 |
| TEXAS CAP BANCSHARES INC DEL COM | \*\* | 615356 |
| TEXAS HEALTH RES FIXED 2.328% DUE 11-15-2050 | \*\* | 245279 |

---

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| TEXAS INSTRS INC 3.875% 03-15-2039 | \*\* | 300793 |
| TEXAS INSTRS INC 5.15% 02-08-2054 | \*\* | 187626 |
| TEXAS INSTRUMENTS INC 5.05% DUE 05-18-2063 | \*\* | 613829 |
| TEXAS INSTRUMENTS INC COM | \*\* | 29184244 |
| TEXAS NAT GAS SECURITIZATION FIN CORP RE0.0% SER 23-1 CL A1 04-01-2035 | \*\* | 92885 |
| TEXAS NAT GAS SECURITIZATION FIN CORP RE0.0% SER 23-1 CL A1 04-01-2035 | \*\* | 5201564 |
| TEXAS ROADHOUSE INC COMMON STOCK | \*\* | 15817396 |
| TEXTRON INC 3.9% 09-17-2029 | \*\* | 1449163 |
| TEXTRON INC COM | \*\* | 2320324 |
| TEXTRON INC FIXED 2.45% DUE 03-15-2031 | \*\* | 595634 |
| THAIFOODS GROUP THB1 (NVDR) | \*\* | 172435 |
| THAILAND(KINGDOM) 2.5% GTD 17/11/2029 THB1000 | \*\* | 1051158 |
| THE ANUP ENGINEERI INR10 | \*\* | 162808 |
| THE BEAUTY HEALTH CO CL A | \*\* | 67445 |
| THE CIGNA GROUP | \*\* | 38888244 |
| THE COOPER COMPANIES, INC. | \*\* | 14157 |
| THE HARTFORD INSURANCE GROUP INC COM USD0.01 | \*\* | 15793750 |
| THE REAL BROKERAGE INC COM NPV (POST REVSPLIT) | \*\* | 87211 |
| THE SAGE GROUP PLC GBP0.01051948 | \*\* | 983001 |
| THE TRADE DESK INC COM CL A COM CL A | \*\* | 11242920 |
| THERAVANCE BIOPHARMA INC COM | \*\* | 121878 |
| THERMO FISHER SCIENTIFIC 1.75% 10-15-2028 | \*\* | 449666 |
| THERMO FISHER SCIENTIFIC INC 2.8% 10-15-2041 | \*\* | 151384 |
| THERMO FISHER SCIENTIFIC INC 5.0% 12-05-2026 | \*\* | 1591980 |
| THERMO FISHER SCIENTIFIC INC COM USD1 | \*\* | 7308711 |
| THIRD COAST BANCSHARES INC COM | \*\* | 23086 |
| THOR INDS INC COM STK | \*\* | 5753032 |
| THULE GROUP AB NPV | \*\* | 508014 |
| THYROCARE TECHNOL INR10 | \*\* | 325479 |
| THYSSENKRUPP AG NPV | \*\* | 100202 |
| TIMAH IDR50 | \*\* | 326551 |
| TIME WARNER CABLE 4.5% DUE 09-15-2042 | \*\* | 321973 |
| TIMES PUB & MEDIA A CNY1 STOCK CONNECT | \*\* | 206082 |
| TIPCO ASPHALT THB1(NVDR) | \*\* | 343950 |
| TIPS MUSIC LIMITED INR1(POST SUBD) | \*\* | 54556 |
| TIS INC | \*\* | 1486145 |
| TITAN CEMENT INTL NPV | \*\* | 37839 |
| TJX COS INC COM NEW | \*\* | 10547317 |
| T-MOBILE US INC 5.5% 01-15-2055 | \*\* | 221392 |
| T-MOBILE USA INC 2.05% DUE 02-15-2028 | \*\* | 206587 |
| T-MOBILE USA INC 2.05% DUE 02-15-2028 | \*\* | 4069306 |
| T-MOBILE USA INC 2.25% DUE 02-15-2026 | \*\* | 4376577 |
| T-MOBILE USA INC 2.55% 02-15-2031 | \*\* | 6093914 |
| T-MOBILE USA INC 2.625% DUE 04-15-2026 BEO | \*\* | 3176921 |
| T-MOBILE USA INC 3.0% DUE 02-15-2041 BEO | \*\* | 1124755 |
| T-MOBILE USA INC 3.875% 04-15-2030 | \*\* | 4883049 |
| T-MOBILE USA INC 4.5% DUE 04-15-2050 | \*\* | 344852 |
| T-MOBILE USA INC 4.7% 01-15-2035 | \*\* | 2270998 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| T-MOBILE USA INC 4.85% 01-15-2029 | \*\* | 1029014 |
| T-MOBILE USA INC 4.95% DUE 03-15-2028 | \*\* | 683268 |
| T-MOBILE USA INC 5.05% 07-15-2033 | \*\* | 352595 |
| T-MOBILE USA INC 5.15% 04-15-2034 | \*\* | 605228 |
| T-MOBILE USA INC 5.15% 04-15-2034 | \*\* | 39364 |
| T-MOBILE USA INC 5.2% DUE 01-15-2033 BEO | \*\* | 3356456 |
| T-MOBILE USA INC 5.75% 01-15-2054 | \*\* | 137082 |
| T-MOBILE USA INC FIXED 3.75% DUE 04-15-2027 | \*\* | 586119 |
| T-MOBILE USA INC FIXED 3.75% DUE 04-15-2027 | \*\* | 5861186 |
| T-MOBILE USA INC SR SECD NT 1.5% 02-15-2026 | \*\* | 6714149 |
| TMX GROUP LIMITED COM NPV | \*\* | 6293166 |
| TN VY AUTH FED BOOK ENTRY CPNSTRIPS GENERIC INT PMT 09-15-2028 (UNDDATE) REG | \*\* | 635032 |
| TN VY AUTH FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 06-15-2035 (UNDDATE) | \*\* | 260766 |
| TN VY AUTH FED ZERO CPN 0% DUE 03-15-2026 | \*\* | 1949196 |
| TOA CORP (CONST) NPV | \*\* | 282858 |
| TOBACCO SETTLEMENT FIN AUTH WEST VA AST BACKED 3.151 06-01-2032 BEO TAXABLE | \*\* | 4477960 |
| TOCALO CO LTD NPV | \*\* | 28065 |
| TOFU RESTAURANT CO TWD10 | \*\* | 28916 |
| TOKAI TOKYO FINANCIAL HOLDINGS INC | \*\* | 1254066 |
| TOKIO MARINE HOLDINGS INC NPV | \*\* | 1125844 |
| TOKYU FUDOSAN HLDG NPV | \*\* | 654660 |
| TOLL BROS FIN CORP 4.35% DUE 02-15-2028 | \*\* | 1826244 |
| TOLL BROS INC COM | \*\* | 5409678 |
| TON YI INDL CORP TWD10 | \*\* | 48535 |
| TOPBUILD CORP COM | \*\* | 1933421 |
| TOPCO SCIENTIFIC C TWD10 | \*\* | 264759 |
| TOREX GOLD RES INC COM NPV (POST REV SPLT) | \*\* | 829003 |
| TORONTO DOMINION 3.766% DUE 06-06-2025 | \*\* | 1636898 |
| TORONTO DOMINION 4.108% DUE 06-08-2027 | \*\* | 2690360 |
| TORONTO DOMINION BANK 4.783% 12-17-2029 | \*\* | 493035 |
| TORONTO DOMINION BANK 4.98% 04-05-2027 | \*\* | 1314525 |
| TORONTO DOMINION BANK 5.156% 01-10-2028 | \*\* | 69322 |
| TORONTO DOMINION BK 1.15% 06-12-2025 | \*\* | 1751883 |
| TORONTO DOMINION BK 4.456% 06-08-2032 | \*\* | 596797 |
| TORONTO DOMINION BK ONT COVERED BD 144A 5.141% 09-13-2029 | \*\* | 8189161 |
| TORONTO DOMINION BK SR MEDIUM TERM BK NTS BOOK ENTRY 1.45% 01-10-2025 | \*\* | 1599808 |
| TORONTO DOMINION FIXED 5.532% 07-17-2026 | \*\* | 1946954 |
| TORONTO-DOMINION BANK 4.568% 12-17-2026 | \*\* | 2209799 |
| TORONTO-DOMINION BANK 4.693% 09-15-2027 | \*\* | 748330 |
| TORONTO-DOMINION BANK MTN 2.8% DUE 03-10-2027 | \*\* | 3352754 |
| TORONTO-DOMINION COM NPV | \*\* | 5616351 |
| TOSHIBA TEC CORP NPV | \*\* | 254969 |
| TOTAL CAP INTL 3.127% DUE 05-29-2050 REG | \*\* | 518330 |
| TOTAL CAP INTL 3.461% DUE 07-12-2049 | \*\* | 140771 |
| TOTALENERGIES CAPITAL SA 5.488% 04-05-2054 | \*\* | 144012 |
| TOTVS SA COM NPV TOTS3 | \*\* | 622219 |
| TOWA PHARMACEUTICAL CO. LTD NPV | \*\* | 10674 |
| TOWD PT MTG TR 2020-1 MTG PASS THRU CTF CL A1 2.71% 01-25-2060 | \*\* | 157734 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| TOWD PT MTG TR 2020-2 ASSET BACKED NT CLA1A VAR RT 04-25-2060 | \*\* | 209176 |
| TOYO ENG CORP NPV | \*\* | 124168 |
| TOYO SEIKAN GROUP HOLDINGS LTD | \*\* | 98803 |
| TOYOTA AUTO RECEIVABLES 2022-B OWNER TR ASSET BACKED NT CL A-3 2.93% 09-15-2026 | \*\* | 2629141 |
| TOYOTA AUTO RECEIVABLES OWNER TR SR 24-4 CL A3 4.83% 10-16-2028 | \*\* | 3118098 |
| TOYOTA AUTO RECEIVABLES OWNER TRUST SER 23-C CL A3 5.16% DUE 04-17-2028 | \*\* | 332576 |
| TOYOTA AUTO RECEIVABLES OWNER TRUST SER 23-D CL A3 5.54% DUE 08-15-2028 | \*\* | 1942058 |
| TOYOTA AUTO RECEIVABLES SER 23-A CL A4 4.42% 08-15-2028 | \*\* | 897282 |
| TOYOTA MOTOR CREDIT CORP 5.45% 11-10-2027 | \*\* | 97222 |
| TOYOTA MTR CR CORP 4.35% 10-08-2027 | \*\* | 506372 |
| TOYOTA MTR CR CORP 5.4% 11-20-2026 | \*\* | 1598239 |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK 5.0% DUE 03-19-2027 | \*\* | 1575897 |
| TP ICAP GROUP PLC ORD GBP0.25 | \*\* | 530239 |
| TPG OPER GROUP II LP 5.875% 03-05-2034 | \*\* | 716517 |
| TPG PARTNERS LLC CL A COM | \*\* | 1612851 |
| TRAINLINE PLC ORD GBP0.01 | \*\* | 861493 |
| TRANE TECHNOLOGIES PLC COM USD1 | \*\* | 21294505 |
| TRANSUNION COM | \*\* | 18497685 |
| TRANSURBAN FIN CO 2.45% DUE 03-16-2031 | \*\* | 147668 |
| TRAVEL + LEISURE CO COM USD0.01 | \*\* | 131725 |
| TRAVELERS COS INC COM STK | \*\* | 29288129 |
| TRAVELSKY TECHNOLOGY CLS H CNY1 | \*\* | 251701 |
| TRAVERE THERAPEUTICS INC COM | \*\* | 844435 |
| TRCNTNTL GAS PIPE 3.25% DUE 05-15-2030 | \*\* | 1754185 |
| TRCNTNTL GAS PIPE 7.25% DUE 12-01-2026 | \*\* | 1525960 |
| TREASURY CORP OF VICTORIA 2.25% 15/09/2033 | \*\* | 499611 |
| TREND MICRO INC NPV | \*\* | 3573444 |
| TREX CO INC COM | \*\* | 2403279 |
| TRI POINTE HOMES INC | \*\* | 1063796 |
| TRINET GROUP INC COM USD0.000025 | \*\* | 3580150 |
| TRINITY HLTH CORP 3.434% DUE 12-01-2048 | \*\* | 170864 |
| TRIP COM GROUP LTD USD0.00125 | \*\* | 1849137 |
| TRIPADVISOR INC COM USD0.001 | \*\* | 729505 |
| TRIPOD TECHNOLOGY TWD10 | \*\* | 162653 |
| TRITON CONTAINER INTL LTD / TAL GTD SR NT 3.25% 03-15-2032 | \*\* | 419092 |
| TRIUMPH FINANCIAL INC COM USD0.01 | \*\* | 4941509 |
| TRIVENI TURBINE LTD | \*\* | 541185 |
| TRUEBLUE INC COM STK | \*\* | 98683 |
| TRUIST FINANCIAL CORPORATION 1.887%06-07-2029 | \*\* | 1050978 |
| TRUIST FINANCIAL CORPORATION 5.435% 01-24-2030 | \*\* | 2137408 |
| TRUIST FINANCIAL CORPORATION 7.161% 10-30-2029 | \*\* | 229961 |
| TRUIST FINL CORP 5.711% 01-24-2035 | \*\* | 272123 |
| TRUIST FINL CORP COM | \*\* | 5426871 |
| TRUIST FINL CORP SR 4.26% 07-28-2026 | \*\* | 950247 |
| TRUIST FINL CORP SR MED TERM NTS 5.122% 01-26-2034 | \*\* | 345024 |
| TRUIST FINL CORP SR MED TERM NTS BOOK EN6.047% 06-08-2027 | \*\* | 8712069 |
| TRUIST FINL CORP VAR RT 1.267% DUE 03-02-2027 | \*\* | 2172974 |
| TRUMP MEDIA & TECHNOLOGY GROUP CORP | \*\* | 85864 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| TRUPANION INC COM | \*\* | 2023484 |
| TRUSTEES OF 2.612% DUE 07-01-2026 | \*\* | 967692 |
| TRUSTPILOT GROUP P ORD GBP0.01 | \*\* | 412162 |
| TSMC ARIZ CORP 2.5% DUE 10-25-2031 | \*\* | 2157878 |
| TSUBAKIMOTO CHAIN NPV | \*\* | 62772 |
| TSUBURAYA FIELDS HOLDINGS INC NPV | \*\* | 143458 |
| TSUKADA GLOBAL HOLDINGS INC. NPV | \*\* | 23743 |
| TSY INFL IX N/B 1.75% 01-15-2034 | \*\* | 17232063 |
| TSY INFL IX N/B TII 0 1/8 01/15/32 01-15-2032 | \*\* | 7897350 |
| TSY INFL IX N/B TII 2 3/8 10/15/28 10-15-2028 | \*\* | 6278931 |
| TUI AG ORD REG SHS NPV | \*\* | 1315204 |
| TULARE CNTY CALIF PENSION OBLIG 4.009% 06-01-2028 BEO TAXABLE | \*\* | 978602 |
| TULARE CNTY CALIF PENSION OBLIG 4.109% 06-01-2029 BEO TAXABLE | \*\* | 2219837 |
| TURKEY(REP OF) 5.875% SNR 21/05/2030 EUR | \*\* | 108670 |
| TURKIYE SIGORTA TRY1 | \*\* | 121727 |
| TUTOR PERINI CORP COM | \*\* | 365251 |
| TUYA INC SPON ADS EACH REP 1 CL A ORD SHS | \*\* | 94986 |
| TWILIO INC CL A CL A | \*\* | 2308913 |
| TX NAT GAS SECURITIZATION FIN CORP 5.169% 04-01-2041 | \*\* | 590871 |
| TXNM ENERGY INC COM NPV | \*\* | 345518 |
| TXT E-SOLUTIONS SP EUR0.50 | \*\* | 47250 |
| TYLER TECHNOLOGIES INC COM STK | \*\* | 634881 |
| TYRA BIOSCIENCES INC COM | \*\* | 91740 |
| TYSON FOODS INC 4.875% DUE 08-15-2034 | \*\* | 91469 |
| TYSON FOODS INC 5.4% 03-15-2029 | \*\* | 450927 |
| TYSON FOODS INC CL A COM (DELAWARE) | \*\* | 770270 |
| U S BANCORP 2.215% 01-27-2028 | \*\* | 2218435 |
| U S BANCORP 5.775% 06-12-2029 | \*\* | 5002348 |
| U S BANCORP MEDIUM TERM NTS- BOOK 5.384%01-23-2030 | \*\* | 176518 |
| U S BANCORP MEDIUM TERM NTS- BOOK 5.384%01-23-2030 | \*\* | 1004637 |
| UBER TECHNOLOGIES INC 4.8% 09-15-2034 | \*\* | 272765 |
| UBER TECHNOLOGIES INC 5.35% 09-15-2054 | \*\* | 404511 |
| UBER TECHNOLOGIES INC COM USD0.00001 | \*\* | 30842400 |
| UBER TECHNOLOGIES INC SR NT 4.3% 01-15-2030 | \*\* | 2771629 |
| UBS (GREE ELECTRIC APPLIANCES I-A) P-NOTE 29/10/2025 | \*\* | 398289 |
| UBS (SHENZHEN ENVICOOL TECHNOLOGY CO LTD) P-NOTE 16/07/2025 | \*\* | 1719258 |
| UBS AG (EASTROC BEVRAGE GRP CO) P-NOTE 22/08/2025 | \*\* | 1848225 |
| UBS AG LONDON BRH 1.25% 06-01-2026 | \*\* | 3198164 |
| UBS AG LONDON BRH 5.65% 09-11-2028 | \*\* | 511522 |
| UBS AG LONDON BRH 5.8% 09-11-2025 | \*\* | 763658 |
| UBS GROUP AG 0.65%-FRN SNR EMTN 14/01/2028 EUR100000 | \*\* | 494220 |
| UBS GROUP AG 2.125% 13/10/2026 | \*\* | 411657 |
| UBS GROUP AG 2.193% 06-05-2026 | \*\* | 395253 |
| UBS GROUP AG 4.703% DUE 08-05-2027 | \*\* | 2608307 |
| UBS GROUP AG 6.442% 08-11-2028 | \*\* | 1550172 |
| UBS GROUP AG 6.442% 08-11-2028 | \*\* | 2105133 |
| UBS GROUP AG 7.75% 01/03/2029 | \*\* | 2360692 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UBS GROUP AG FLTG RT 1.364% DUE 01-30-2027 | \*\* | 519297 |
| UBS GROUP AG FLTG RT 5.617% DUE 09-13-2030 | \*\* | 609473 |
| UBS GROUP AG SR NT 3.75% 03-26-2025 | \*\* | 747756 |
| UBS GROUP AG USD0.10 (REGD) | \*\* | 14189774 |
| UDEMY INC COM | \*\* | 234555 |
| UDR INC 5.125% 09-01-2034 | \*\* | 135888 |
| UDR INC CORP 3.2% 01-15-2030 | \*\* | 457782 |
| UDR INC FIXED 1.9% DUE 03-15-2033 | \*\* | 84534 |
| UDR INC MEDIUM TERM NTS BOOK ENTRY 2.1% 08-01-2032 | \*\* | 317828 |
| UIPATH INC CL A CL A | \*\* | 2576762 |
| UK(GOVT OF) 4.375% BDS 31/07/54 GBP1000 | \*\* | 2883401 |
| UK(GOVT OF) IDX/LKD GTD 22/03/2051 GBP | \*\* | 106312 |
| UK(GOVT OF) IDX/LKD SNR 22/03/2068 GBP | \*\* | 10192 |
| UK(GOVT OF) IDX/LKD SNR 22/11/2042 GBP | \*\* | 175211 |
| UL SOLUTIONS INC CL A CL A | \*\* | 2612216 |
| ULKER BISKUVI SANA TRY1 | \*\* | 67567 |
| ULTRAGENYX PHARMACEUTICAL INC COM | \*\* | 1378129 |
| ULTRAPAR PARTICIPA COM NPV | \*\* | 1049991 |
| UMB FINL CORP COM STK | \*\* | 1442689 |
| UMICORE NPV | \*\* | 673139 |
| UNDER ARMOUR INC CL C COM | \*\* | 23857 |
| UNICAJA BANCO EUR0.25 | \*\* | 174051 |
| UNICREDIT SPA RCPT CL X 144A 1.982% 06-03-2027 | \*\* | 239293 |
| UNID CO LTD KRW5000 | \*\* | 38651 |
| UNIFI INC COM | \*\* | 12731 |
| UNILUMIN GROUP CO LTD | \*\* | 82068 |
| UNION ELEC CO 4.0% DUE 04-01-2048 | \*\* | 272161 |
| UNION ELECTRIC COMPANY 5.125% 03-15-2055 | \*\* | 183530 |
| UNION ELECTRIC COMPANY 5.25% 01-15-2054 | \*\* | 196099 |
| UNION PAC CORP 3.95% DUE 08-15-2059 | \*\* | 247606 |
| UNION PAC CORP COM | \*\* | 20415509 |
| UNIPOL ASSICURAZIONI SPA NPV | \*\* | 26210 |
| UNISYS CORP COM NEW | \*\* | 135677 |
| UNITE GROUP ORD GBP0.25 | \*\* | 68583 |
| UNITED AIR 2019-1 AA PTT 4.15% 08-25-2031 | \*\* | 136418 |
| UNITED AIRLINES 2019-1A 2.7% 11-01-2033 | \*\* | 397475 |
| UNITED AIRLINES INC 5.45% 08-15-2038 | \*\* | 660121 |
| UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09-01-2027 | \*\* | 98924 |
| UNITED ARROWS LTD NPV | \*\* | 80716 |
| UNITED ELECTRON CO SAR55 | \*\* | 1285159 |
| UNITED FIRE GROUP INC COM USD0.001 | \*\* | 36985 |
| UNITED MEXICAN STATES 6.338% DUE 05-04-2053 | \*\* | 622871 |
| UNITED MEXICAN STATES 6.4% 05-07-2054 | \*\* | 662660 |
| UNITED MEXICAN STS 3.75% 01-11-2028 | \*\* | 589563 |
| UNITED MEXICAN STS 4.75% DUE 04-27-2032 REG | \*\* | 1811993 |
| UNITED MEXICAN STS BDS 2.659% DUE 05-24-2031/11-24-2020 REG | \*\* | 249081 |
| UNITED MEXICAN STS GLOBAL NT 3.25% DUE 04-16-2030 REG | \*\* | 608872 |
| UNITED PARCEL SVC INC 5.6% 05-22-2064 | \*\* | 223361 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UNITED PARCEL SVC INC CL B | \*\* | 2426921 |
| UNITED STATES OF AMER TBOND 2.625% 01-31-2026 | \*\* | 199409094 |
| UNITED STATES OF AMER TREAS BOND 3.125% 11-15-2028 | \*\* | 4783789 |
| UNITED STATES OF AMER TREAS BONDS 4.25% 05-15-2039 | \*\* | 4461879 |
| UNITED STATES OF AMER TREAS BONDS 4.125% 08-15-2044 | \*\* | 15604773 |
| UNITED STATES OF AMER TREAS BONDS 4.125% 08-15-2044 | \*\* | 26543969 |
| UNITED STATES OF AMER TREAS BONDS 2.0% 08-15-2051 | \*\* | 2862305 |
| UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE 08-15-2042 USD100'BONDS 08/42' | \*\* | 225645 |
| UNITED STATES OF AMER TREAS BONDS 2.875% 05-15-2052 | \*\* | 280219 |
| UNITED STATES OF AMER TREAS BONDS 3% DUE08-15-2052 | \*\* | 3593555 |
| UNITED STATES OF AMER TREAS BONDS 3.375% 05-15-2044 | \*\* | 5517297 |
| UNITED STATES OF AMER TREAS BONDS 3.375%DUE 08-15-2042 REG | \*\* | 14544063 |
| UNITED STATES OF AMER TREAS BONDS 3.625%02-15-2053 | \*\* | 4069336 |
| UNITED STATES OF AMER TREAS BONDS 4.0% 11-15-2042 | \*\* | 6665492 |
| UNITED STATES OF AMER TREAS BONDS 4.0% 11-15-2042 | \*\* | 46658445 |
| UNITED STATES OF AMER TREAS BONDS 4.25% 02-15-2054 | \*\* | 27780375 |
| UNITED STATES OF AMER TREAS BONDS 4.375% 08-15-2043 | \*\* | 6499207 |
| UNITED STATES OF AMER TREAS BONDS 4.5% 02-15-2044 | \*\* | 20160391 |
| UNITED STATES OF AMER TREAS NOTES 2.25% 08-15-2027 | \*\* | 20244152 |
| UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 | \*\* | 5973750 |
| UNITED STATES OF AMER TREAS NOTES .625% 07-31-2026 | \*\* | 2967300 |
| UNITED STATES OF AMER TREAS NOTES .875% 09-30-2026 | \*\* | 1443758 |
| UNITED STATES OF AMER TREAS NOTES 0.125%TIPS 10-15-2025 | \*\* | 120243 |
| UNITED STATES OF AMER TREAS NOTES 0.375% 11-30-2025 | \*\* | 52792000 |
| UNITED STATES OF AMER TREAS NOTES 0.375%31/01/2026 .375% DUE 01-31-2026 BEO | \*\* | 150520337 |
| UNITED STATES OF AMER TREAS NOTES 1.125% 01-15-2033 | \*\* | 14563619 |
| UNITED STATES OF AMER TREAS NOTES 1.125% 01-15-2033 | \*\* | 4006458 |
| UNITED STATES OF AMER TREAS NOTES 1.125%NTS 08-31-2028 USD | \*\* | 7375160 |
| UNITED STATES OF AMER TREAS NOTES 1.875% 07-15-2034 | \*\* | 12977571 |
| UNITED STATES OF AMER TREAS NOTES 2.875%DUE 05-15-2032 REG | \*\* | 3592344 |
| UNITED STATES OF AMER TREAS NOTES 3.25% DUE 06-30-2029 | \*\* | 8205273 |
| UNITED STATES OF AMER TREAS NOTES 3.5% 03-31-2030 | \*\* | 2312719 |
| UNITED STATES OF AMER TREAS NOTES 3.5% 04-30-2030 | \*\* | 3827344 |
| UNITED STATES OF AMER TREAS NOTES 3.5% 09-30-2026 | \*\* | 6718874 |
| UNITED STATES OF AMER TREAS NOTES 3.5% 04-30-2028 | \*\* | 2046762 |
| UNITED STATES OF AMER TREAS NOTES 3.625 05-31-2028 | \*\* | 3911875 |
| UNITED STATES OF AMER TREAS NOTES 3.625% 09-30-2031 | \*\* | 24382012 |
| UNITED STATES OF AMER TREAS NOTES 3.75% 06-30-2030 | \*\* | 5610141 |
| UNITED STATES OF AMER TREAS NOTES 3.75% 04-15-2026 | \*\* | 3582046 |
| UNITED STATES OF AMER TREAS NOTES 3.75% 08-15-2027 | \*\* | 233963438 |
| UNITED STATES OF AMER TREAS NOTES 3.875% 10-15-2027 | \*\* | 154203988 |
| UNITED STATES OF AMER TREAS NOTES 3.875%12-31-2030 | \*\* | 3853438 |
| UNITED STATES OF AMER TREAS NOTES 4.0% 02-28-2030 | \*\* | 2355281 |
| UNITED STATES OF AMER TREAS NOTES 4.0% 02-29-2028 | \*\* | 198156 |
| UNITED STATES OF AMER TREAS NOTES 4.0% 06-30-2028 | \*\* | 890578 |
| UNITED STATES OF AMER TREAS NOTES 4.0% 01-31-2031 | \*\* | 25295931 |
| UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 | \*\* | 22023398 |
| UNITED STATES OF AMER TREAS NOTES 4.125% 03-31-2029 | \*\* | 1485059 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UNITED STATES OF AMER TREAS NOTES 4.125% 03-31-2029 | \*\* | 41175725 |
| UNITED STATES OF AMER TREAS NOTES 4.125% 11-15-2027 | \*\* | 80334328 |
| UNITED STATES OF AMER TREAS NOTES 4.125% 11-30-2031 | \*\* | 789823 |
| UNITED STATES OF AMER TREAS NOTES 4.125%02-15-2027 | \*\* | 56989266 |
| UNITED STATES OF AMER TREAS NOTES 4.125%07-31-2028 | \*\* | 893672 |
| UNITED STATES OF AMER TREAS NOTES 4.25% 08-31-2030 | \*\* | 10435617 |
| UNITED STATES OF AMER TREAS NOTES 4.25% 08-31-2030 | \*\* | 413487 |
| UNITED STATES OF AMER TREAS NOTES 4.25% 11-15-2034 | \*\* | 185102 |
| UNITED STATES OF AMER TREAS NOTES 4.25% 12-31-2026 | \*\* | 33338900 |
| UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 | \*\* | 3053016 |
| UNITED STATES OF AMER TREAS NOTES 4.375%07-15-2027 | \*\* | 2506152 |
| UNITED STATES OF AMER TREAS NOTES 4.375%07-15-2027 | \*\* | 29602672 |
| UNITED STATES OF AMER TREAS NOTES 4.375%08-31-2028 | \*\* | 42007877 |
| UNITED STATES OF AMER TREAS NOTES 4.375%12-15-2026 | \*\* | 84184 |
| UNITED STATES OF AMER TREAS NOTES 4.5% 04-15-2027 | \*\* | 70017932 |
| UNITED STATES OF AMER TREAS NOTES 4.5% 05-15-2027 | \*\* | 3014648 |
| UNITED STATES OF AMER TREAS NOTES 4.5% 05-15-2027 | \*\* | 62584101 |
| UNITED STATES OF AMER TREAS NOTES 4.5% 12-31-2031 | \*\* | 4692063 |
| UNITED STATES OF AMER TREAS NOTES 4.625%04-30-2029 | \*\* | 5400574 |
| UNITED STATES OF AMER TREAS NOTES 4.625%06-30-2026 | \*\* | 2513281 |
| UNITED STATES OF AMER TREAS NOTES 4.625%09-30-2028 | \*\* | 2119359 |
| UNITED STATES OF AMER TREAS NOTES 4.625%09-30-2028 | \*\* | 32103248 |
| UNITED STATES OF AMER TREAS NOTES 4.625%10-15-2026 | \*\* | 43964590 |
| UNITED STATES OF AMER TREAS NOTES 4.875%DUE 10-31-2028 | \*\* | 1221422 |
| UNITED STATES OF AMER TREAS NOTES DTD 05/31/2021 .75% 05-31-2026 | \*\* | 64385840 |
| UNITED STATES OF AMER TREAS NOTES DTD 10/31/2022 4.125% 10-31-2027 | \*\* | 4979688 |
| UNITED STATES OF AMER TREAS NOTES DTD 10/31/2022 4.125% 10-31-2027 | \*\* | 8824006 |
| UNITED STATES OF AMER TREAS NOTES WIT 1 1/8 11/30/26 1.25% DUE 11-30-2026 BEO | \*\* | 207977 |
| UNITED STATES TREAS 2.375% DUE 02-15-2042 REG | \*\* | 4276172 |
| UNITED STATES TREAS 4.625% 06-15-2027 | \*\* | 21370521 |
| UNITED STATES TREAS BDS 1.375% 11-15-2040 | \*\* | 15554156 |
| UNITED STATES TREAS BDS 2.875% DUE 11-15-2046 | \*\* | 290969 |
| UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000 4.625 DUE 02-15-2040REG | \*\* | 2463477 |
| UNITED STATES TREAS BDS 1.875% DUE 02-15-2041 REG | \*\* | 10462969 |
| UNITED STATES TREAS BDS 15/05/2042 3.25%DUE 05-15-2042 REG | \*\* | 13354469 |
| UNITED STATES TREAS BDS 2% 11-15-2041 | \*\* | 672227 |
| UNITED STATES TREAS BDS 2% 11-15-2041 | \*\* | 225196 |
| UNITED STATES TREAS BDS 2.0% 02-15-2052 | \*\* | 3036719 |
| UNITED STATES TREAS BDS 2.25% 05-15-2041 REG | \*\* | 213141 |
| UNITED STATES TREAS BDS 2.25% 05-15-2041 REG | \*\* | 31814791 |
| UNITED STATES TREAS BDS 2.25% 08-15-2049 | \*\* | 248063 |
| UNITED STATES TREAS BDS 2.25% DUE 05-15-2051 REG | \*\* | 3149609 |
| UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-2043 | \*\* | 7810297 |
| UNITED STATES TREAS BDS 3.0% DUE 08-15-2048 | \*\* | 4256784 |
| UNITED STATES TREAS BDS 3.0% DUE 02-15-2048 | \*\* | 293828 |
| UNITED STATES TREAS BDS 3.625 DUE 02-15-2044 TBOND | \*\* | 1689375 |
| UNITED STATES TREAS BDS 3.625 DUE 08-15-2043 | \*\* | 1272012 |
| UNITED STATES TREAS BDS 4.375% DUE 11-15-2039 | \*\* | 959336 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UNITED STATES TREAS BDS 4.625% 05-15-2044 | \*\* | 1539163 |
| UNITED STATES TREAS BDS 4.625% 11-15-2044 | \*\* | 9123875 |
| UNITED STATES TREAS BDS BD 3.125% DUE 02-15-2043 REG | \*\* | 1004342 |
| UNITED STATES TREAS BDS BDS 3% DUE 05-15-2042 REG | \*\* | 157141 |
| UNITED STATES TREAS BDS DTD 3.125% 05-15-2048 | \*\* | 1125176 |
| UNITED STATES TREAS BDS DTD 00271 1.125%DUE 08-15-2040 | \*\* | 1790977 |
| UNITED STATES TREAS BDS DTD 00305 4.75% 05-15-2054 | \*\* | 437977 |
| UNITED STATES TREAS BDS DTD 02/15/2023 3.875% 02-15-2043 | \*\* | 5564672 |
| UNITED STATES TREAS BDS DTD 11/15/2012 2.75% DUE 11-15-2042 REG | \*\* | 4339578 |
| UNITED STATES TREAS BDS DTD 11/15/2023 4.75% 11-15-2043 | \*\* | 8796746 |
| UNITED STATES TREAS BDS DTD 2.75% 08-15-2047 | \*\* | 8732313 |
| UNITED STATES TREAS BDS TBOND FIXED 3% 02-15-2049 | \*\* | 346101 |
| UNITED STATES TREAS BDS TBOND FIXED 3% 02-15-2049 | \*\* | 17195734 |
| UNITED STATES TREAS BDS TREASURY BOND 2.375% DUE 11-15-2049 REG | \*\* | 1082023 |
| UNITED STATES TREAS BDS WIT 1 7/8 08/15/41 1.75% DUE 08-15-2041 REG | \*\* | 2269121 |
| UNITED STATES TREAS BDS WIT 1 7/8 08/15/41 1.75% DUE 08-15-2041 REG | \*\* | 41686996 |
| UNITED STATES TREAS INFL NTS 0.375% DTD 07/15/2015 07-15-2025 | \*\* | 1786051 |
| UNITED STATES TREAS INFL INDEX NTS 0.5% 01-15-2028 | \*\* | 5235504 |
| UNITED STATES TREAS NTS 2.875% 08-15-2028 | \*\* | 1236473 |
| UNITED STATES TREAS NTS .125% DUE 04-15-2025 REG | \*\* | 1760985 |
| UNITED STATES TREAS NTS .125% DUE 07-15-2030 | \*\* | 2219403 |
| UNITED STATES TREAS NTS .625% DUE 07-15-2032 REG | \*\* | 8642460 |
| UNITED STATES TREAS NTS 1.5% DUE 11-30-2028 BEO | \*\* | 7722867 |
| UNITED STATES TREAS NTS 1.5% DUE 11-30-2028 BEO | \*\* | 28498278 |
| UNITED STATES TREAS NTS 1.875% DUE 02-15-2032 REG | \*\* | 32002131 |
| UNITED STATES TREAS NTS 2.375% 03-31-2029 | \*\* | 13841602 |
| UNITED STATES TREAS NTS 2.75% 04-30-2025 | \*\* | 1736861 |
| UNITED STATES TREAS NTS 3.5% 09-30-2029 | \*\* | 44370683 |
| UNITED STATES TREAS NTS 3.75% 12-31-2028 | \*\* | 97742 |
| UNITED STATES TREAS NTS 3.875% 09-30-2029 | \*\* | 21518750 |
| UNITED STATES TREAS NTS 30/04/2028 1.25%DUE 04-30-2028 BEO | \*\* | 1177566 |
| UNITED STATES TREAS NTS 4.0% 12-15-2027 | \*\* | 246507992 |
| UNITED STATES TREAS NTS 4.0% 08-31-2026 | \*\* | 5952188 |
| UNITED STATES TREAS NTS 4.25% 06-30-2029 | \*\* | 27344238 |
| UNITED STATES TREAS NTS 4.25% 12-31-2025 | \*\* | 77033652 |
| UNITED STATES TREAS NTS 4.25% 11-30-2026 | \*\* | 12256948 |
| UNITED STATES TREAS NTS 4.375% 08-15-2026 | \*\* | 95015425 |
| UNITED STATES TREAS NTS 4.375% 07-31-2026 | \*\* | 104537155 |
| UNITED STATES TREAS NTS 4.375% 11-30-2030 | \*\* | 6774500 |
| UNITED STATES TREAS NTS 4.625% 11-15-2026 | \*\* | 129851574 |
| UNITED STATES TREAS NTS 4.625% 09-15-2026 | \*\* | 94544394 |
| UNITED STATES TREAS NTS 4.875% 10-31-2030 | \*\* | 3474641 |
| UNITED STATES TREAS NTS DTD 4.625% 05-31-2031 | \*\* | 3024375 |
| UNITED STATES TREAS NTS DTD 4.625% 05-31-2031 | \*\* | 13700419 |
| UNITED STATES TREAS NTS DTD 02/15/2023 3.5% 02-15-2033 | \*\* | 279105 |
| UNITED STATES TREAS NTS DTD 02/15/2023 3.5% 02-15-2033 | \*\* | 2074684 |
| UNITED STATES TREAS NTS DTD 04/30/2022 2.875% 04-30-2029 | \*\* | 5646797 |
| UNITED STATES TREAS NTS DTD 04-28-2023 1.25% DUE 04-15-2028 | \*\* | 18249546 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UNITED STATES TREAS NTS DTD 05/31/2023 3.75% 05-31-2030 | \*\* | 5225977 |
| UNITED STATES TREAS NTS DTD 06/30/2021 1.25% 06-30-2028 | \*\* | 2702695 |
| UNITED STATES TREAS NTS DTD 07/15/2023 4.5% 07-15-2026 | \*\* | 70128402 |
| UNITED STATES TREAS NTS DTD 09/30/2021 1.25% 09-30-2028 | \*\* | 1161672 |
| UNITED STATES TREAS NTS DTD 09/30/2023 4.625% 09-30-2030 | \*\* | 3431211 |
| UNITED STATES TREAS NTS DTD 10/31/2022 4% 10-31-2029 | \*\* | 3932188 |
| UNITED STATES TREAS NTS DTD 3.875% 11-30-2029 | \*\* | 46564378 |
| UNITED STATES TREAS NTS WIT 0 3/4 04/30/26 .75% DUE 04-30-2026 BEO | \*\* | 65501937 |
| UNITED STATES TREAS SEC STRIP DISC NT 02-15-2049 | \*\* | 199811 |
| UNITED STATES TREAS SEC STRIPPED 11-15-2048 | \*\* | 69680 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00005 05-15-2038 (UNDDATE) REG | \*\* | 836961 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00122 02-15-2040 (UNDDATE) REG | \*\* | 1149879 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00521 05-15-2029 (UNDDATE) REG | \*\* | 2465905 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00765 02-15-2038 (UNDDATE) REG | \*\* | 736694 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00835 08-15-2032 (UNDDATE) BEO | \*\* | 6644183 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00839 08-15-2034 (UNDDATE) REG | \*\* | 3166155 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00882 05-15-2031 | \*\* | 2973614 |
| UNITED STATES TREAS SEC STRIPPED INT PMT00888 05-15-2034 (UNDDATE) REG | \*\* | 1077270 |
| UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-2041 | \*\* | 2184566 |
| UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-2041 | \*\* | 362638 |
| UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-2042 (UNDDATE) REG | \*\* | 132931 |
| UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 08-15-2041 (UNDDATE) REG | \*\* | 8607 |
| UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 08-15-2041 (UNDDATE) REG | \*\* | 1852615 |
| UNITED STATES TREAS SEC STRIPPED INT PMTNT 194 08-15-2040 (UNDDATE) REG | \*\* | 2402436 |
| UNITED STATES TREASURY 2.25% 11-15-2027 | \*\* | 2836055 |
| UNITED STS STL CORP NEW COM | \*\* | 424569 |
| UNITED STS TREAS 0.375% 12-31-2025 | \*\* | 41983053 |
| UNITED STS TREAS NTS 0.125% 07-15-2031 | \*\* | 725749 |
| UNITED STS TREAS NTS .5% DUE 02-28-2026 REG | \*\* | 16167041 |
| UNITED STS TREAS NTS .875% 06-30-2026 | \*\* | 3234914 |
| UNITED STS TREAS NTS 1.25% 03-31-2028 | \*\* | 2724258 |
| UNITED STS TREAS NTS DTD .875% 11-15-2030 | \*\* | 3272344 |
| UNITED THERAPEUTICS CORP DEL COM STK | \*\* | 1934975 |
| UNITED URBAN INVES REIT | \*\* | 745391 |
| UNITEDHEALTH GROUP 3.875% DUE 08-15-2059 | \*\* | 113410 |
| UNITEDHEALTH GROUP 5.875% DUE 02-15-2053 | \*\* | 938841 |
| UNITEDHEALTH GROUP 6.05% DUE 02-15-2063 | \*\* | 204494 |
| UNITEDHEALTH GROUP FIXED 2.95% DUE 10-15-2027 | \*\* | 1095987 |
| UNITEDHEALTH GROUP INC 2.0% 05-15-2030 | \*\* | 129327 |
| UNITEDHEALTH GROUP INC 2.3% DUE 05-15-2031 BEO | \*\* | 127618 |
| UNITEDHEALTH GROUP INC 3.05% DUE 05-15-2041 BEO | \*\* | 600517 |
| UNITEDHEALTH GROUP INC 4.45% DUE 12-15-2048 REG | \*\* | 24736 |
| UNITEDHEALTH GROUP INC 4.5% 04-15-2033 | \*\* | 7129243 |
| UNITEDHEALTH GROUP INC 4.75% 07-15-2026 | \*\* | 949962 |
| UNITEDHEALTH GROUP INC 4.8% 01-15-2030 | \*\* | 2848503 |
| UNITEDHEALTH GROUP INC 5.778% 07-15-2044 | \*\* | 359577 |
| UNITEDHEALTH GROUP INC COM | \*\* | 49916747 |
| UNITEDHEALTH GROUP INC SR NT 4.25% 01-15-2029 | \*\* | 9195956 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UNITY SOFTWARE INC COM | \*\* | 1650040 |
| UNIV CALIF REGTS MED CTR POOLED REV 3.256% 05-15-2060 BEO TAXABLE | \*\* | 193456 |
| UNIV CALIF REGTS MED CTR POOLED REV 4.132% DUE 05-15-2032 REG | \*\* | 1750467 |
| UNIVERSAL DISPLAY CORP COM | \*\* | 764918 |
| UNIVERSAL ELECTRS INC COM | \*\* | 9416 |
| UNIVERSAL INS HLDGS INC COM | \*\* | 184022 |
| UNIVERSAL MICROWAV TWD10 | \*\* | 400189 |
| UNIVERSAL SCIENTIFIC IND 'A'CNY1 (STOCK CONNECT) | \*\* | 1923664 |
| UNUM GROUP | \*\* | 1082378 |
| UNVL HEALTH SERVICES INC CL B COM | \*\* | 511168 |
| UPLAND SOFTWARE INC COM | \*\* | 5208 |
| US BANCORP | \*\* | 24715483 |
| US BANCORP 5.678% 01-23-2035 | \*\* | 186689 |
| US FOODS HLDG CORP COM | \*\* | 5133031 |
| US TREAS BDS DTD 02-15-2011 4.75% DUE 02-15-2041 REG | \*\* | 239109 |
| US TREAS SEC 0 DUE 11-15-2041 | \*\* | 8518 |
| US TREAS SEC 0 DUE 11-15-2041 | \*\* | 664397 |
| US TREAS SEC 4.5 DUE 08-15-2039 REG | \*\* | 1558813 |
| US TREAS SEC STRIPPED INT PMT 0 STRIP 15/11/2028 USD1000 11-15-2028 REG | \*\* | 1682203 |
| US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 08-15-2028 REG | \*\* | 4254433 |
| US TREAS SEC STRIPPED INT PMT NT 200 0 11-15-2040 REG | \*\* | 1648244 |
| US TREAS SEC STRIPPED INT PMT NT 200 0 11-15-2040 REG | \*\* | 208837 |
| US TREAS SEC STRIPPED INT PMT ZCP NT 2060 2-15-2041 REG | \*\* | 1042381 |
| US TREAS SEC STRIPPED INT PMT ZCP NT 2060 2-15-2041 REG | \*\* | 959057 |
| US TREASURY N/B 2% DUE 02-15-2050 REG | \*\* | 2908398 |
| US TREASURY N/B 3.375% 05-15-2033 | \*\* | 3676250 |
| US TREASURY N/B 3.625% 08-31-2029 | \*\* | 48406 |
| US TREASURY N/B 3.625% 09-15-2027 | \*\* | 76853561 |
| US TREASURY N/B 3.875% 08-15-2034 | \*\* | 6620469 |
| US TREASURY N/B 3.875% 08-15-2034 | \*\* | 1286263 |
| US TREASURY N/B 4.125% 11-30-2029 | \*\* | 4045006 |
| US TREASURY N/B 4.25% 08-15-2054 | \*\* | 1514066 |
| US TREASURY N/B 4.25% 08-15-2054 | \*\* | 4418695 |
| USANA HEALTH SCIENCES INC CDT-SHS | \*\* | 111259 |
| USD INTEREST BEARING DEPOSIT | \*\* | 44986919 |
| USS CO LTD NPV | \*\* | 1422036 |
| UTD AIRLS INC 3.5% DUE 09-01-2031 | \*\* | 135897 |
| UTD AIRLS INC 3.7% DUE 09-01-2031 | \*\* | 453375 |
| UTD AIRLS PASS 3.1% DUE 01-07-2030 | \*\* | 298828 |
| UTD AIRLS PASS 3.1% DUE 01-07-2030 | \*\* | 2590842 |
| UTD MEXICAN STS TRANCHE # TR 00026 4.75 DUE 03-08-2044 | \*\* | 379380 |
| UTD STATES TREAS 2.75% DUE 07-31-2027 | \*\* | 12846003 |
| UTD STATES TREAS 4.375% DUE 12-31-2029 | \*\* | 7514301 |
| UTD STATES TREAS SEC STRIPPED INT GENERIC TINT PMT 0% 02-15-2050 | \*\* | 75957 |
| UTD STATES TREAS SEC STRIPPED INT GENERIC TINT PMT 0% 05-15-2050 | \*\* | 433881 |
| UTD STATES TREAS ZERO CPN 0% DUE 02-15-2030 | \*\* | 3961904 |
| UTD STATES TREAS ZERO CPN 0% DUE 02-15-2042 | \*\* | 473252 |
| UTD STATES TREAS ZERO CPN 0% DUE 02-15-2051 | \*\* | 828051 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| UTD STATES TREAS ZERO CPN 0% DUE 05-15-2044 | \*\* | 341093 |
| UTD STATES TREAS ZERO CPN 0% DUE 08-15-2042 | \*\* | 36951 |
| UTD STATES TREAS ZERO CPN 0% DUE 08-15-2042 | \*\* | 3140867 |
| UTD STATES TREAS ZERO CPN 0% DUE 11-15-2042 | \*\* | 8095 |
| UTD STATES TREAS ZERO CPN 0% DUE 11-15-2042 | \*\* | 182148 |
| UTD STATES TREAS ZERO CPN 0% DUE 11-15-2043 | \*\* | 3475111 |
| UTD TRACTORS IDR250 | \*\* | 2072130 |
| UTI ASSET MANAG.CO INR10 | \*\* | 30265 |
| UWM MTG TR 2.5% DUE 12-25-2051 | \*\* | 1297993 |
| UWM MTG TR FLTG RT 3% DUE 01-25-2052 | \*\* | 1376220 |
| UWM MTG TR FLTG RT 5% DUE 11-25-2051 | \*\* | 2025441 |
| V F CORP COM | \*\* | 558218 |
| V2X INC COM USD0.01 | \*\* | 281527 |
| VA ELEC & PWR CO 4.45 02-15-2044 | \*\* | 99511 |
| VA ELEC & PWR CO 3.8% DUE 04-01-2028 | \*\* | 159910 |
| VA TECH WABAG LTD | \*\* | 94655 |
| VALARIS LTD COM USD0.40 | \*\* | 326978 |
| VALE OVERSEAS LTD 6.4% 06-28-2054 | \*\* | 117990 |
| VALEO SE EUR1 | \*\* | 225694 |
| VALERO ENERGY CORP COM STK NEW | \*\* | 2565686 |
| VALERO ENERGY CORP NEW 2.8% 12-01-2031 | \*\* | 3311584 |
| VALHI INC NEW COM NEW COM NEW | \*\* | 37611 |
| VALOR HOLDINGS NPV | \*\* | 44632 |
| VALUECOMMERCE CO.L NPV | \*\* | 95032 |
| VAN LANSCHOT KEMPE CVA REP CLASS 'A' NPV | \*\* | 1285507 |
| VAR ENERGI ASA SR NT 144A 5% 05-18-2027 | \*\* | 6417177 |
| VAREX IMAGING CORP COM | \*\* | 248584 |
| VARONIS SYS INC COM | \*\* | 2839743 |
| VAULT MINERALS LIMITED NPV | \*\* | 195472 |
| VAXCYTE INC COM | \*\* | 1559351 |
| VECTOR INC COM STK | \*\* | 230067 |
| VEEVA SYS INC CL A COM CL A COM | \*\* | 12526695 |
| VENTAS REALTY LP 5.0% 01-15-2035 | \*\* | 669230 |
| VENTAS REALTY LP 5.0% 01-15-2035 | \*\* | 2724722 |
| VENTAS RLTY LTD PARTNERSHIP 3.0% 01-15-2030 REG | \*\* | 1444978 |
| VENTURE 37 CLO LTD / VENTURE 37 CLO 0% 07-15-2032 | \*\* | 2194321 |
| VERACYTE INC COM | \*\* | 552460 |
| VERALTO CORP SR NT 5.5% 09-18-2026 | \*\* | 1338309 |
| VERICEL CORP COM | \*\* | 585505 |
| VERIZON 2.65% DUE 11-20-2040 | \*\* | 290937 |
| VERIZON 2.65% DUE 11-20-2040 | \*\* | 1108985 |
| VERIZON 3.85% DUE 11-01-2042 | \*\* | 47263 |
| VERIZON 3.875% DUE 02-08-2029 | \*\* | 1626058 |
| VERIZON 4% DUE 03-22-2050 | \*\* | 281258 |
| VERIZON COMMUNICATIONS COM | \*\* | 3061514 |
| VERIZON COMMUNICATIONS INC 1.68% 10-30-2030 USD | \*\* | 332823 |
| VERIZON COMMUNICATIONS INC 2.875% DUE 11-20-2050 BEO | \*\* | 738409 |
| VERIZON COMMUNICATIONS INC 3.15% DUE 03-22-2030 | \*\* | 1308188 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| VERIZON COMMUNICATIONS INC NT 2.355% 03-15-2032 | \*\* | 3135499 |
| VERIZON FIXED 2.55% DUE 03-21-2031 | \*\* | 1064235 |
| VERIZON FIXED 4.016% DUE 12-03-2029 | \*\* | 6236391 |
| VERIZON MASTER TR 4.17% 08-20-2030 | \*\* | 7922211 |
| VERIZON MASTER TR SER 23-7 CL A1A 0.0567% 11-20-2029 | \*\* | 5100887 |
| VEROS AUTO 7.12% DUE 11-15-2028 | \*\* | 176400 |
| VERTEX PHARMACEUTICALS INC COM | \*\* | 20882009 |
| VERTIV HOLDINGS LLC COM USD0.0001 | \*\* | 6225374 |
| VERUS SECURITIZATION TR 2021-3 MTG BACKED NT CL A-3 144A 1.437% 06-25-2066 | \*\* | 1878054 |
| VERVE THERAPEUTICS INC COM | \*\* | 190406 |
| VESTAS WIND SYSTEM DKK0.20 | \*\* | 1816338 |
| VESTEL BEYAZ ESYA TRY1 | \*\* | 52253 |
| VESTEL ELECTRONIK TRY1 | \*\* | 21539 |
| VESTIS CORP COM | \*\* | 884789 |
| VGP NV NPV | \*\* | 31053 |
| VIA TECHNOLOGIES TWD10 | \*\* | 36786 |
| VIATRIS INC SR NT 2.7% 06-22-2030 | \*\* | 2933126 |
| VIATRIS INC SR NT 3.85% 06-22-2040 | \*\* | 821038 |
| VIAVI SOLUTIONS INC COM NPV | \*\* | 1133473 |
| VIBRA ENERGIA S.A. COM NPV | \*\* | 678907 |
| VICAT SA EUR4 | \*\* | 62467 |
| VICI PPTYS LP 4.95% DUE 02-15-2030 BEO | \*\* | 1970813 |
| VICI PROPERTIES LP 4.75% 02-15-2028 | \*\* | 6375680 |
| VICI PROPERTIES LP 5.125% 11-15-2031 | \*\* | 293350 |
| VICI PROPERTIES LP NEW ISSUE 3YR 4.375% 05-15-2025 | \*\* | 7244248 |
| VICTORIAS SECRET & CO COM | \*\* | 968275 |
| VIENNA INS GRP AG NPV (BR) | \*\* | 370812 |
| VIJAYA DIAGNOSTIC INR1 | \*\* | 189042 |
| VIKING HOLDINGS LTD | \*\* | 2703081 |
| VIKING THERAPEUTICS INC COM | \*\* | 470084 |
| VIMEO INC COM | \*\* | 469203 |
| VIRGINIA ELEC & PWR CO 5.0% 01-15-2034 | \*\* | 778264 |
| VIRGINIA ELEC & PWR CO 5.55% 08-15-2054 | \*\* | 319476 |
| VIRGINIA PWR FUEL SECURITIZATION LLC 4.877% 05-01-2033 | \*\* | 1074132 |
| VIRGINIA PWR FUEL SECURITIZATION LLC 4.877% 05-01-2033 | \*\* | 9991922 |
| VIRGINIA PWR FUEL SECURITIZATION LLC 5.088% 05-01-2029 | \*\* | 721492 |
| VISA INC COM CL A STK | \*\* | 37204876 |
| VISHAY INTERTECHNOLOGY INC COM STK | \*\* | 6439910 |
| VISTEON CORP COM NEW COM NEW | \*\* | 459924 |
| VITAL FARMS INC COM | \*\* | 233942 |
| VIVA ENERGY GROUP NPV | \*\* | 818305 |
| V-MART RETAIL LTD INR10(FOREIGN PREMIUM) | \*\* | 7908 |
| VMED O2 UK FING I 5.625% SNR SEC 15/04/32 EUR | \*\* | 739821 |
| VMWARE INC 1.4% 08-15-2026 | \*\* | 236820 |
| VMWARE INC 1.4% 08-15-2026 | \*\* | 6491717 |
| VMWARE INC 3.9% 08-21-2027 | \*\* | 8406276 |
| VMWARE LLC SR NT 1.8% 08-15-2028 | \*\* | 116621 |
| VODAFONE GROUP PLC 5.625% DUE 02-10-2053 | \*\* | 190476 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| VODAFONE GROUP PLC 5.75% 06-28-2054 | \*\* | 1351587 |
| VODAFONE QATAR QAR1 | \*\* | 140144 |
| VOLKSWAGEN AUTO 5.8% DUE 04-20-2028 | \*\* | 2227747 |
| VOLKSWAGEN AUTO LN 5.48% DUE 12-20-2028 | \*\* | 6929979 |
| VOLKSWAGEN AUTO LN ENHANCED TR 2023-1 SER 23-1 CL A2A 5.5% 12-21-2026 | \*\* | 731566 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 23-1 CL A3 5.02% 06-20-2028 | \*\* | 2348455 |
| VOLKSWAGEN GROUP 4.35% DUE 06-08-2027 | \*\* | 2708654 |
| VOLKSWAGEN GROUP 5.25% DUE 03-22-2029 | \*\* | 1661418 |
| VOLUTION GRP PLC ORD GBP0.01 | \*\* | 692886 |
| VOLVO AB SER'B'NPV | \*\* | 295918 |
| VOLVO CAR AB SER'B'NPV | \*\* | 382497 |
| VOSSLOH AG ORD NPV | \*\* | 135830 |
| VSTRONG AUTO 6.87% DUE 11-15-2027 | \*\* | 2424470 |
| VTEX COM USD0.0001 CL A | \*\* | 280099 |
| VULCAN MATERIALS CO 4.95% 12-01-2029 | \*\* | 1625419 |
| VULCAN MATERIALS CO COM | \*\* | 18316834 |
| W & T OFFSHORE INC COM | \*\* | 113212 |
| W P CAREY INC 2.25% DUE 04-01-2033 | \*\* | 669877 |
| W P CAREY INC 2.4% DUE 02-01-2031 | \*\* | 76508 |
| W VA UNIV HLTH SYS 3.129% DUE 06-01-2050 | \*\* | 264010 |
| WABTEC CORP COM | \*\* | 307894 |
| WACOM CO LTD NPV | \*\* | 597812 |
| WALMART INC 4.5% DUE 04-15-2053 | \*\* | 583936 |
| WALMART INC COM | \*\* | 27268624 |
| WALT DISNEY CO | \*\* | 14593086 |
| WAN HAI LINES TWD10 | \*\* | 2547563 |
| WARBA BANK K.S.C.P KWD0.1 | \*\* | 19178 |
| WARNER BROS DISCOVERY INC | \*\* | 8766758 |
| WARNER MUSIC GROUP CORP CL A CL A | \*\* | 6859680 |
| WARNERMEDIA HLDGS INC 5.141% 03-15-2052 | \*\* | 597230 |
| WARNERMEDIA HLDGS INC SR NT 3.755% 03-15-2027 | \*\* | 6529805 |
| WARTSILA EUR3.50 | \*\* | 1711271 |
| WASION HOLDINGS LTD | \*\* | 378164 |
| WASTE CONNECTIONS INC 5.0% 03-01-2034 | \*\* | 2490418 |
| WASTE MGMT INC DEL 4.95% 07-03-2027 | \*\* | 783155 |
| WASTE MGMT INC DEL COM STK | \*\* | 4835897 |
| WASU MEDIA HOLDING CO LTD(STOCK CONNECT) | \*\* | 163095 |
| WEATHERFORD INTL LTD COMMON STOCK | \*\* | 285517 |
| WEAVE COMMUNICATIONS INC COM | \*\* | 233037 |
| WEBLINK INTERNATIO TWD10 | \*\* | 71256 |
| WEC ENERGY GROUP 5.15% DUE 10-01-2027 | \*\* | 1451895 |
| WEC ENERGY GROUP INC 4.75% DUE 01-09-2026 | \*\* | 5150536 |
| WEC ENERGY GROUP INC 5.0% DUE 09-27-2025BEO | \*\* | 155266 |
| WEILONG DELICIOUS HKD | \*\* | 126798 |
| WELL SHIN TECHNOLO TWD10 | \*\* | 30112 |
| WELLS FARGO & CO 2.572% 02-11-2031 | \*\* | 2945691 |
| WELLS FARGO & CO 2.879% 10-30-2030 | \*\* | 1368060 |
| WELLS FARGO & CO 3% DUE 10-23-2026 | \*\* | 242395 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| WELLS FARGO & CO 3% DUE 10-23-2026 | \*\* | 3422624 |
| WELLS FARGO & CO 3.068% 04-30-2041 | \*\* | 437129 |
| WELLS FARGO & CO 4.1% DUE 06-03-2026 | \*\* | 348218 |
| WELLS FARGO & CO 4.4% DUE 06-14-2046 | \*\* | 96469 |
| WELLS FARGO & CO 4.478% 04-04-2031 | \*\* | 116198 |
| WELLS FARGO & CO 4.611% 04-25-2053 | \*\* | 184230 |
| WELLS FARGO & CO 4.808% 07-25-2028 | \*\* | 4847492 |
| WELLS FARGO & CO 4.9% DUE 11-17-2045 | \*\* | 321047 |
| WELLS FARGO & CO 5.606% DUE 01-15-2044 | \*\* | 335214 |
| WELLS FARGO & CO MEDIUM TERM 5.013% 04-04-2051 | \*\* | 613356 |
| WELLS FARGO & CO MEDIUM TERM SR NTS 6.491% 10-23-2034 | \*\* | 595004 |
| WELLS FARGO & CO MEDIUM TERM SR NTS 2.188% 04-30-2026 | \*\* | 1050423 |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK3.526% 03-24-2028 | \*\* | 707925 |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOKENTRY 3.35% 03-02-2033 | \*\* | 280591 |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOKENTRY 3.35% 03-02-2033 | \*\* | 26305 |
| WELLS FARGO & CO NEW COM STK | \*\* | 53035906 |
| WELLS FARGO & CO NEW MEDIUM TERM SR NTS TRANCHE # TR 00155 4.3% DUE 07-22-2027 | \*\* | 3243672 |
| WELLS FARGO & COMPANY 2.164% 02-11-2026 | \*\* | 7655503 |
| WELLS FARGO & COMPANY 3.584% 05-22-2028 | \*\* | 2582741 |
| WELLS FARGO & COMPANY 4.54% 08-15-2026 | \*\* | 1773436 |
| WELLS FARGO & COMPANY 4.897% 07-25-2033 | \*\* | 4828069 |
| WELLS FARGO & COMPANY 5.198% 01-23-2030 | \*\* | 1012244 |
| WELLS FARGO & COMPANY 5.389% 04-24-2034 | \*\* | 1978224 |
| WELLS FARGO & COMPANY 5.389% 04-24-2034 | \*\* | 2705222 |
| WELLS FARGO & COMPANY 5.499% 01-23-2035 | \*\* | 2363237 |
| WELLS FARGO & COMPANY 5.499% 01-23-2035 | \*\* | 14957199 |
| WELLS FARGO & COMPANY 5.557% 07-25-2034 | \*\* | 2016897 |
| WELLS FARGO & COMPANY 5.557% 07-25-2034 | \*\* | 19969 |
| WELLS FARGO & COMPANY 5.574% 07-25-2029 | \*\* | 9691304 |
| WELLS FARGO & COMPANY 5.707% 04-22-2028 | \*\* | 6145236 |
| WELLS FARGO & COMPANY 6.303% 10-23-2029 | \*\* | 312176 |
| WELLS FARGO & COMPANY 6.303% 10-23-2029 | \*\* | 9802312 |
| WELLS FARGO AND COMPANY 5.211% 12-03-2035 | \*\* | 749358 |
| WELLS FARGO BK N A 5.45% DUE 08-07-2026 | \*\* | 1011971 |
| WELLS FARGO BK N A 5.45% DUE 08-07-2026 | \*\* | 1299371 |
| WELLS FARGO COML 2.788% DUE 07-15-2048 | \*\* | 632294 |
| WELLS FARGO COML 3.247% DUE 07-15-2058 | \*\* | 5180297 |
| WELLS FARGO COML 3.426% DUE 03-15-2059 | \*\* | 2679166 |
| WELLS FARGO COML 3.656% DUE 12-15-2048 | \*\* | 1341424 |
| WELLS FARGO COML 3.783% DUE 02-15-2048 | \*\* | 895480 |
| WELLS FARGO COML 3.789% DUE 09-15-2048 | \*\* | 2809224 |
| WELLS FARGO COML 3.862% DUE 12-15-2039 | \*\* | 1768991 |
| WELLS FARGO COML 5.309% DUE 08-15-2057 | \*\* | 1124500 |
| WELLS FARGO COML 5.92% DUE 11-15-2057 | \*\* | 6695957 |
| WELLS FARGO COML FLTG RT 3.7487% DUE 06-15-2036 | \*\* | 1603977 |
| WELLS FARGO COML MTG TR 2016-C36 SR 16-C36 CL A3 2.807% 11-15-2059 | \*\* | 816216 |
| WELLS FARGO COML MTG TR 2017-C40 SR 17-C40 CL A2 2.495% 10-15-2050 | \*\* | 497163 |
| WELLS FARGO COML MTG TR 2017-C40 CL A-SB 3.395% 10-15-2050 10-15-2050 | \*\* | 1504091 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| WELLS FARGO COML MTG TR 2017-C41 CL A-SB 3.39% 11-15-2050 | \*\* | 3426784 |
| WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 1.354% 04-15-2054 | \*\* | 3642406 |
| WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 2.298% 04-15-2054 | \*\* | 1567319 |
| WELLS FARGO COML MTG TR 2022-C62 COML MTG PASS THRU CTF CL 3.589% 04-15-2055 | \*\* | 8326473 |
| WELLS FARGO COML SER 2018-C44 CL ASB 4.167% 05-15-2051 | \*\* | 2680047 |
| WELLTOWER INC 4% DUE 06-01-2025 | \*\* | 99630 |
| WELLTOWER INC 2.7% DUE 02-15-2027 | \*\* | 1479795 |
| WELLTOWER INC 3.1% DUE 01-15-2030 | \*\* | 227634 |
| WERNER ENTERPRISES INC COM | \*\* | 8078516 |
| WESCO INTL INC COM | \*\* | 5240964 |
| WESDOME GOLD MIN L COM NPV | \*\* | 549362 |
| WEST PHARMACEUTICAL SVCS INC COM | \*\* | 12750113 |
| WESTAR ENERGY INC 3.1% DUE 04-01-2027 | \*\* | 174024 |
| WESTAR ENERGY INC FIXED 3.25% 09-01-2049 | \*\* | 99648 |
| WESTERN ALLIANCE BANCORPORATION COM | \*\* | 6998647 |
| WESTERN MIDSTREAM OPERATING LP 5.25% 02-01-2050 | \*\* | 239734 |
| WESTERN UN CO FIXED 1.35% DUE 03-15-2026 | \*\* | 1720806 |
| WESTGOLD RESOURCES NPV | \*\* | 208897 |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.7% 09-15-2028 | \*\* | 3599748 |
| WESTINGHOUSE AIR FIXED 3.45% DUE 11-15-2026 | \*\* | 4563456 |
| WESTLAKE 4.72% DUE 11-15-2029 | \*\* | 2993641 |
| WESTLAKE 5.82% DUE 05-17-2027 | \*\* | 2013975 |
| WESTLAKE 6.68% DUE 04-17-2028 | \*\* | 1427161 |
| WESTLAKE 7.01% DUE 11-15-2028 | \*\* | 1027307 |
| WESTN GAS PARTNERS 4.65% DUE 07-01-2026 | \*\* | 2864870 |
| WESTPAC BKG CORP 4.184% DUE 05-22-2028 | \*\* | 6153631 |
| WESTPAC BKG CORP 4.322% DUE 11-23-2031 | \*\* | 285465 |
| WESTPAC BKG FIXED 2.668% DUE 11-15-2035 | \*\* | 425438 |
| WESTPAC NEW 4.902% DUE 02-15-2028 | \*\* | 4990203 |
| WESTROCK CO CORP BOND 3.75% 03-15-2025 | \*\* | 3306222 |
| WEX INC COM | \*\* | 2180104 |
| WEYERHAEUSER CO FIXED 4% DUE 04-15-2030 | \*\* | 4548040 |
| WEYERHAEUSER CO SR NT 4% 03-09-2052 | \*\* | 754685 |
| WF CARD ISSUANCE 4.94% DUE 02-15-2029 | \*\* | 4704959 |
| WHIRLPOOL OF INDIA INR10 | \*\* | 60053 |
| WHITE MOUNTAINS INSURANCE GROUP COM STOCK | \*\* | 3147107 |
| WHITEBOX CLO IV LTD / WHITEBOX CLO 6.44317% 04-20-2036 | \*\* | 2313532 |
| WI TREASURY N/B 28/02/2029 1.875% 02-28-2029 | \*\* | 3622344 |
| WI TREASURY SEC 3% DUE 05-15-2045 REG | \*\* | 461432 |
| WI TREASURY SEC 3.375% DUE 11-15-2048 REG | \*\* | 649183 |
| WI TREASURY SEC 3.875% 05-15-2043 | \*\* | 8810547 |
| WILEY JOHN & SONS INC CL A | \*\* | 353789 |
| WILH WILHEL. HLDG SER'A'NOK20 | \*\* | 423405 |
| WILL GROUP INC NPV | \*\* | 32743 |
| WILLIAMS CO INC COM | \*\* | 2533087 |
| WILLIAMS COMPANIES INC 2.6% 03-15-2031 | \*\* | 8616 |
| WILLIAMS COMPANIES INC 5.15% 03-15-2034 | \*\* | 875086 |
| WILLIAMS COMPANIES INC 5.15% 03-15-2034 | \*\* | 2839168 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| WILLIAMS COMPANIES INC 5.4% DUE 03-02-2026 | \*\* | 4701849 |
| WILLIAMS COS INC 5.8% 11-15-2054 | \*\* | 685732 |
| WILLIAMS PARTNERS 3.75% DUE 06-15-2027 | \*\* | 2081372 |
| WILLIAMS PARTNERS 4.9% DUE 01-15-2045 | \*\* | 393386 |
| WILLIAMS PARTNERS 5.1% DUE 09-15-2045 | \*\* | 610787 |
| WILLIAMS PARTNERS 5.4% DUE 03-04-2044 | \*\* | 234424 |
| WILLIAMS PARTNERS FIXED 4.85% DUE 03-01-2048 | \*\* | 255812 |
| WILLSCOT HOLDINGS CORPORATION COM | \*\* | 5428935 |
| WIND RIVER CLO LTD WINDR 2018-2A A2R FLTG 0% 07-15-2030 | \*\* | 1677828 |
| WINGARC1ST INC NPV | \*\* | 1270400 |
| WINGSTOP INC COM | \*\* | 5156241 |
| WINNEBAGO INDS INC COM | \*\* | 6876975 |
| WINPAK LTD COM NPV | \*\* | 147750 |
| WINWAY TECH CO LTD TWD10 | \*\* | 34925 |
| WIWYNN CORPORATION TWD10 | \*\* | 879074 |
| WIX.COM LTD COM ILS0.01 | \*\* | 10844859 |
| WK KELLOGG CO COM | \*\* | 339381 |
| WOLTERS KLUWER EUR0.12 | \*\* | 15061589 |
| WOLVERINE WORLD WIDE INC COM | \*\* | 703718 |
| WONIK MATERIALS CO LTD SHS | \*\* | 64503 |
| WOODSIDE FIN LTD 5.1% 09-12-2034 | \*\* | 4565154 |
| WOODWARD INC COM | \*\* | 10564009 |
| WOORI FINANCIAL GR KRW5000 | \*\* | 901183 |
| WORKDAY INC CL A COM USD0.001 | \*\* | 531550 |
| WORKDAY INC SR NT 3.5% 04-01-2027 | \*\* | 3007862 |
| WORKDAY INC SR NT 3.8% 04-01-2032 | \*\* | 2968407 |
| WORKIVA INC COM CL A COM CL A | \*\* | 10902477 |
| WORKSPACE GROUP ORD GBP1 | \*\* | 38126 |
| WORLD FINL NETWORK CR CARD MASTER SER 2023-A AST BACKED NT CL 5.02% 03-15-2030 | \*\* | 1040452 |
| WORLD FINL NETWORK CR SR 24-A CL A 5.47 5.47% 5.47% 02-17-2031 | \*\* | 9131719 |
| WORLD KINECT CORPORATION COM USD0.01 | \*\* | 799413 |
| WORLD OMNI AUTO RECEIVABLES SER 22-B CL A3 3.25% 07-15-2027 | \*\* | 811651 |
| WORLD OMNI AUTO RECEIVABLES TR SR 24-B CL A3 5.27% 09-17-2029 | \*\* | 5569199 |
| WORLD OMNI AUTO RECEIVABLES TRUST SER 23-C CL A3 5.15% DUE 11-15-2028 | \*\* | 9567574 |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATISR 23-A CL A-3 5.07% DUE 09-15-2026 | \*\* | 455793 |
| WORLDWIDE PLAZA TR 3.5263% DUE 11-10-2036 BEO | \*\* | 1245653 |
| WORTHINGTON STL INC COMMON STOCK | \*\* | 321318 |
| WOWOW INC NPV | \*\* | 21634 |
| WOWPRIME CORP TWD10 | \*\* | 21641 |
| WP CAREY INC 2.45% 02-01-2032 | \*\* | 1899869 |
| WRKCO INC 3% DUE 06-15-2033 | \*\* | 209991 |
| WRKCO INC 3.9% DUE 06-01-2028 | \*\* | 48254 |
| WYETH NT 5.95 DUE 04-01-2037/03-27-2007 BEO | \*\* | 522139 |
| XCEL ENERGY INC COM | \*\* | 10518603 |
| XD INC COM | \*\* | 217571 |
| XEBIO HOLDINGS CO NPV | \*\* | 76365 |
| XENCOR INC COM | \*\* | 27576 |
| XENIA HOTELS & RESORTS INC COM | \*\* | 608472 |

---

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<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| XERO LIMITED NPV | \*\* | 676174 |
| XIAMEN COMFORT SCI 'A'CNY1 | \*\* | 663758 |
| XIAMEN JIHONG TECH 'A'CNY1 | \*\* | 779298 |
| XOMETRY INC CL A COM CL A COM | \*\* | 3014612 |
| XPERI INC COM | \*\* | 192830 |
| XPO INC COM | \*\* | 3746037 |
| XTB SA PLN0.05 | \*\* | 4060365 |
| XTEP INTERNATIONAL HKD0.01 | \*\* | 341974 |
| YALE UNIV FIXED .873% DUE 04-15-2025 | \*\* | 16523164 |
| YAMABIKO CORPO NPV | \*\* | 92916 |
| YAMADA HOLDINGS CO LTD | \*\* | 1309481 |
| YAMAICHI ELECTRONI NPV | \*\* | 965132 |
| YANGMING MARINE TWD10 | \*\* | 540310 |
| YANGZIJIANG SHIPBU NPV (SGD) | \*\* | 1834942 |
| YAPI KREDI BANKASI TRY1 | \*\* | 593541 |
| YEXT INC COM | \*\* | 212570 |
| YIHAI INTERNATIONA USD0.00001 | \*\* | 339729 |
| YOROZU CORP NPV | \*\* | 40907 |
| YOSSIX HOLDINGS CO LTD NPV | \*\* | 35101 |
| YTL CORP NPV | \*\* | 820317 |
| YTL POWER INTL NPV | \*\* | 1031580 |
| YUE YUEN INDL HLDG HKD0.25 | \*\* | 1408943 |
| YUNDA HOLDING GROUP CO LTD 'A'CNY1 (STOCK CONNECT) | \*\* | 681988 |
| ZABKA GROUP SA NPV | \*\* | 586648 |
| ZAMIL IND INV CO SAR10 | \*\* | 372067 |
| ZEN TECHNOLOGIES INR1 | \*\* | 155742 |
| ZENAS BIOPHARMA INC COM | \*\* | 41957 |
| ZENITRON CORP TWD10 | \*\* | 76634 |
| ZENTALIS PHARMACEUTICALS INC COM | \*\* | 189642 |
| ZERIA PHARMACEUTIC NPV | \*\* | 82353 |
| ZETA GLOBAL HLDGS CORP CL A CL A | \*\* | 1597872 |
| ZHEJIANG PUBLISHIN A CNY1 | \*\* | 1387305 |
| ZHEJIANG SEMIR GARMENT CO LTD 'A'CNY1 (STOCK CONNECT LINE) | \*\* | 156914 |
| ZHEJIANG SUPOR CO 'A'CNY1 | \*\* | 27542 |
| ZHEN DING TECHNOLO TWD10 | \*\* | 1116381 |
| ZIGEXN CO LTD NPV | \*\* | 128993 |
| ZILLOW GROUP INC COM USD0.0001 | \*\* | 1763740 |
| ZIMMER BIOMET HLDGS INC 5.2% 09-15-2034 | \*\* | 392622 |
| ZIMMER BIOMET HLDGS INC COM | \*\* | 6855387 |
| ZIMMER BIOMET HLDGS INC NT 2.6% 11-24-2031 | \*\* | 520540 |
| ZIMVIE INC COM USD0.01 WI | \*\* | 112549 |
| ZIONS BANCORPORATION N A | \*\* | 483259 |
| ZIP CO LTD NPV | \*\* | 334677 |
| ZIPRECRUITER INC CL A CL A | \*\* | 322325 |
| ZOETIS INC 2% DUE 05-15-2030 | \*\* | 197969 |
| ZOETIS INC COM USD0.01 CL 'A' | \*\* | 1872229 |
| ZOETIS INC FIXED 5.4% DUE 11-14-2025 | \*\* | 1173119 |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

---

| | | |
|:---|:---|:---|
| **Security Name, Maturity Date, and Rate** | **Cost** | **Current Value<br>(in dollars)** |
| ZOMATO LIMITED INR1.00 | \*\* | 1153881 |
| ZOOMINFO TECHNOLOGIES INC COM USD0.01 | \*\* | 1697638 |
| ZOOMLION HEAVY INDUSTRY SCIENC | \*\* | 835634 |
| ZOZO INC | \*\* | 4617812 |
| ZUMIEZ INC COM | \*\* | 227395 |
| ZURICH INSURANCE GROUP AG CHF0.10 | \*\* | 11544143 |
| ZYMEWORKS DEL INC COM | \*\* | 157219 |
| Metropolitan Life (wrap contract) | \*\* | 151683234 |
| Prudential (wrap contract) | \*\* | 156559341 |
| RGA (wrap contract) | \*\* | 73452445 |
| Royal Bank of Canada (wrap contract) | \*\* | 156121904 |
| Voya (wrap contract) | \*\* | 215698016 |
| TOTAL |  | $73109726419 |
| \*PARTICIPANT LOANS (Interest from 3.25% to 9.50% maturing through December 2044) | \*\* | $706175963 |
| \*Party-in-interest |  |  |
| \*\*Cost information is not required for participant directed investment and therefore is not included. |  |  |
|  |  | (Concluded) |

---

------

<u>[**Table of Contents**](#ie25b45a991a1489ba18820ee5bdd98d1_7)</u>

**SIGNATURE**

Pursuant to the requirements of the Securities Exchange Act of 1934, the Plan Administrator has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.

---

| | |
|:---|:---|
| | THE BOEING COMPANY<br>401(k) RETIREMENT PLAN |
| June 10, 2025 | /s/ Michael Cleary&nbsp;&nbsp;&nbsp;&nbsp; |
| Date | Michael Cleary |
| | Senior Vice President and Controller |

---

## Exhibit 23.1

**Exhibit 23.1** 

**CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM** 

We consent to the incorporation by reference in the following registration statements our report dated June 10, 2025, relating to the financial statements and supplemental schedule of The Boeing Company 401(k) Retirement Plan appearing in this Annual Report on Form 11-K for the year ended December 31, 2024.

**<u>Form S-8</u>**

No. 33-31434

No. 33-43854

No. 333-32499

No. 333-73252

No. 333-107677

No. 333-140837

No. 333-163637

No. 333-252770

/s/ Deloitte & Touche LLP

Chicago, Illinois

June 10, 2025

<br>