# EDGAR Filing Document

**Accession Number:** 0001553197
**File Stem:** 0001145549-23-003422
**Filing Date:** 2023-1
**Character Count:** 149703
**Document Hash:** 787bd24d29ce436878e1e4ea515d64dd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-003422.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001145549-23-003422

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN FUNDS INFLATION LINKED BOND FUND
- **CENTRAL INDEX KEY:** 0001553197
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22746
- **FILM NUMBER:** 23558028

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

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

  - **Telephone number:** 9499755000

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $15315278728.31

**Total Liabilities:** $1473677867.98

**Net Assets:** $13841600860.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1606.500000000000 | **1-Year:** -41612.180000000000 | **5-Year:** -139065.570000000000 | **10-Year:** -233846.500000000000 | **30-Year:** -233423.910000000000

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

- **3-Month:** -250.050257000000 | **1-Year:** -12751.520000000000 | **5-Year:** -2005525.210000000000 | **10-Year:** -31089.990000000000 | **30-Year:** -185.291610700000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120322 | -7.55%               | 1.27%                | 1.78%                |
| Class ID C000120323 | -7.51%               | 1.27%                | 1.88%                |
| Class ID C000120324 | -7.65%               | 1.18%                | 1.70%                |
| Class ID C000120325 | -7.60%               | 1.19%                | 1.82%                |
| Class ID C000120326 | -7.52%               | 1.18%                | 1.80%                |
| Class ID C000120327 | -7.65%               | 1.27%                | 1.89%                |
| Class ID C000120328 | -7.50%               | 1.26%                | 1.87%                |
| Class ID C000120329 | -7.58%               | 1.37%                | 1.76%                |
| Class ID C000120331 | -7.65%               | 1.18%                | 1.81%                |
| Class ID C000120332 | -7.55%               | 1.27%                | 1.78%                |
| Class ID C000120333 | -7.59%               | 1.26%                | 1.87%                |
| Class ID C000120334 | -7.64%               | 1.38%                | 1.78%                |
| Class ID C000120336 | -7.68%               | 1.28%                | 1.69%                |
| Class ID C000120337 | -7.59%               | 1.17%                | 1.79%                |
| Class ID C000148371 | -7.58%               | 1.17%                | 1.79%                |
| Class ID C000164814 | -7.62%               | 1.38%                | 1.77%                |
| Class ID C000179978 | -7.51%               | 1.27%                | 1.88%                |
| Class ID C000189425 | -7.53%               | 1.27%                | 1.77%                |
| Class ID C000189426 | -7.53%               | 1.27%                | 1.88%                |
| Class ID C000224603 | -7.53%               | 1.27%                | 1.88%                |
| Class ID C000224604 | -7.54%               | 1.27%                | 1.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14824662.00            | $-1019588832.84                            |
| Month 2  | $-373399415.83           | $543020922.08                              |
| Month 3  | $-12853223.44            | $291293167.08                              |

**Designated Index Information**

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

- **Index Identifier:** LBUTTRUU

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SHARP HEALTHCARE                                                 | SHARP HEALTHCARE SR UNSEC 2.68% 08-01-50                             | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $11125887.50   | 0.08%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                     | SABINE PASS LIQUEFACTION LLC SR SEC 1ST LIEN 4.5% 05-15-30           | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    8109000 | PA      | $7670197.68    | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                     | SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51                         | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    9945000 | PA      | $6830882.37    | 0.05%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27         | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    8525000 | PA      | $7367108.93    | 0.05%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31         | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $5740119.00    | 0.04%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                           | TAMPA ELECTRIC CO SR UNSEC 4.45% 06-15-49                            | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    8070000 | PA      | $6882208.98    | 0.05%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LTD SR UNSEC 4.1% 04-15-30                     | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    6315000 | PA      | $5902826.27    | 0.04%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                              | TRINITY HEALTH CORP SR UNSEC 2.632% 12-01-40                         | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3526395.00    | 0.03%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                       | RAYTHEON TECHNOLOGIES CORP SR UNSEC 4.125% 11-16-28                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3166955.32    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.875% 07-15-29              | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2491974.80    | 0.02%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                 | WISCONSIN ELECTRIC POWER CO SR UNSEC 4.3% 10-15-48                   | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2171902.20    | 0.02%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                     | WILLIAMS COS INC SR UNSEC 3.5% 11-15-30                              | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    8448000 | PA      | $7484370.43    | 0.05%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                     | WILLIAMS COS INC SR UNSEC 2.6% 03-15-31                              | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1194385.30    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                  | YALE UNIVERSITY SR UNSEC 1.482% 04-15-30                             | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12152535.00   | 0.09%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                      | EQUINOR ASA SR UNSEC 3.625% 09-10-28                                 | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   13165000 | PA      | $12589083.91   | 0.09%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30                | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    5490000 | PA      | $5057113.50    | 0.04%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50               | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    5775000 | PA      | $5303806.20    | 0.04%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | BONOS MEXICAN MXN 10.0% 12-05-24                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    1100000 | PA      | $5671083.24    | 0.04%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                              | ITALY GOVT BTPS EUR REG S I/L (B) 0.1% 05-15-23                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   69717197 | PA      | $73358265.10   | 0.53%             | 2023-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA REP OF 5.0% 06-15-45                                        | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     600000 | PA      | $398148.00     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                            | HUNGARY GOVT BOND 144A LIFE 2.125% 09-22-31                          | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   13860000 | PA      | $10422124.02   | 0.08%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                            | HUNGARY GOVT BOND 144A LIFE 3.125% 09-21-51                          | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   17300000 | PA      | $10460445.00   | 0.08%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                            | JAPAN GVT I/L 24 JPY 0.1% 03-10-29                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  108782100 | PA      | $831981.40     | 0.01%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                            | JAPAN GVT I/L 18 JPY 0.1% 03-10-24                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2317700000 | PA      | $17279108.91   | 0.12%             | 2024-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                            | JAPAN GVT I/L 20 JPY 0.1% 03-10-25                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 4466750000 | PA      | $33494964.33   | 0.24%             | 2025-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | BONOS MEXICAN MXN 7.5% 06-03-27                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    1100000 | PA      | $5308825.54    | 0.04%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | BONOS MEXICAN MXN 8.0% 11-07-47                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    4185438 | PA      | $19065392.47   | 0.14%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | BONOS MEXICAN MXN 5.75% 03-05-26                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    5215000 | PA      | $24117739.74   | 0.17%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                               | PERU GOVT 2.392% 01-23-26                                            | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2730000 | PA      | $2530595.34    | 0.02%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES REP OF 1.648% 06-10-31                                   | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   18830000 | PA      | $14968626.05   | 0.11%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES REP OF 2.65% 12-10-45                                    | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   18235000 | PA      | $12509447.06   | 0.09%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                               | SPAIN GOVT EUR 144A LIFE/REG S 1.25% 10-31-30                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   20861000 | PA      | $19457709.77   | 0.14%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 0.125% 07-15-26                                  | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  236503840 | PA      | $225322700.00  | 1.63%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 1.375% 02-15-44                                  | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82906803 | PA      | $79447063.50   | 0.57%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.375% 01-15-27                                      | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  368124512 | PA      | $351915253.20  | 2.54%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 0.875% 02-15-47                                  | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  196608243 | PA      | $168021640.80  | 1.21%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 0.375% 07-15-27                                  | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100518525 | PA      | $96154230.50   | 0.69%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.5% 01-15-28                                        | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  276032432 | PA      | $263714110.80  | 1.91%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 1.0% 02-15-48                                    | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  313543010 | PA      | $274464884.00  | 1.98%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.875% 01-15-29                                      | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80402148 | PA      | $77822784.00   | 0.56%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 1.0% 02-15-49                                    | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54965632 | PA      | $48255651.40   | 0.35%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 0.5% 04-15-24                                    | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  271826503 | PA      | $265328111.88  | 1.92%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 0.25% 07-15-29                                   | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  255506868 | PA      | $237681237.60  | 1.72%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 10-15-24                                      | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  412821460 | PA      | $399791810.32  | 2.89%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 01-15-30                                      | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  625898492 | PA      | $572403437.09  | 4.14%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.25% 02-15-50                                       | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  259948546 | PA      | $186249135.72  | 1.35%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 04-15-25                                      | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  483969514 | PA      | $464686209.28  | 3.36%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 0.625% 01-15-24                                  | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  168801544 | PA      | $165689719.44  | 1.20%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY BOND I/L 0.125% 07-15-30                                 | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  780249360 | PA      | $712587174.00  | 5.15%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 10-15-25                                      | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   97917840 | PA      | $94016448.80   | 0.68%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 01-15-31                                      | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1262174015 | PA      | $1145422531.32 | 8.28%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 12-15-51                                      | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  454876872 | PA      | $313829650.09  | 2.27%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 04-15-26                                      | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1040910259 | PA      | $988783351.36  | 7.14%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 07-15-31                                      | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  221482000 | PA      | $200372000.00  | 1.45%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 10-15-26                                      | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  312982550 | PA      | $297675744.24  | 2.15%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 01-15-32                                      | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  267420814 | PA      | $240198202.45  | 1.74%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_21-A                       | HERTZ 21-A B 144A 3.65% 06-30-23                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   17780000 | PA      | $17058132.00   | 0.12%             | 2023-06-30      | Fixed         | 3.65%                 | Yes           |                  3 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 02-15-52                                      | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  642824038 | PA      | $445933779.20  | 3.22%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.125% 04-15-27                                      | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  618279458 | PA      | $583863615.11  | 4.22%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LONGFELLOW PLACE CLO LTD LONGF_13-1A                             | LONGF 13-1A AR3 144A FRN (L+100) 04-15-29                            | CUSIP: 54303PAY1<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-O            | CORP              | US        |    1413461 | PA      | $1404310.25    | 0.01%             | 2029-04-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_17-9A                                      | MCLO 17-9A A1AR 144A FRN (L+115) 04-15-29                            | CUSIP: 56577PAL3<br>LEI: 5493008SBRQGMZFP2M89 | Long             | ABS-O            | CORP              | KY        |    3472118 | PA      | $3433161.01    | 0.02%             | 2029-04-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.625% 07-15-32                                      | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  479526506 | PA      | $451916436.45  | 3.26%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 1.625% 10-15-27                                      | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  831933600 | PA      | $843827736.47  | 6.10%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY NOTE 4.125% 10-31-27                                     | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8033000 | PA      | $8143413.59    | 0.06%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 2.5% 01-15-29                                    | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2764860 | PA      | $2932992.00    | 0.02%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_15-17A                             | MDPK 15-17A AR2 CLO 144A FRN (L+100) 07-21-30                        | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7112264 | PA      | $6989762.81    | 0.05%             | 2030-07-21      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                              | NSLT 21-A APT1 144A 1.36% 04-20-62                                   | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9679504 | PA      | $8535435.34    | 0.06%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                  | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                            | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6662713 | PA      | $5760468.62    | 0.04%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                       | NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30                           | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2279129 | PA      | $2250284.24    | 0.02%             | 2030-07-25      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 0.125% 07-15-24                                  | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  390521250 | PA      | $379474497.30  | 2.74%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 2.375% 01-15-27                                  | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  224006438 | PA      | $231775182.60  | 1.67%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 0.25% 01-15-25                                   | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  297935668 | PA      | $287902244.72  | 2.08%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 0.75% 02-15-45                                   | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141168160 | PA      | $118410096.00  | 0.86%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 0.375% 07-15-25                                  | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  402684778 | PA      | $389571139.98  | 2.81%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 0.625% 01-15-26                                  | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  205481885 | PA      | $199250460.50  | 1.44%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_20-4                        | PSTAT 20-4 A1 CLO 144A FRN (L+100) 11-25-28                          | CUSIP: 69701PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10607695 | PA      | $10516786.93   | 0.08%             | 2028-11-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1                        | PSTAT 21-1 A1 CLO 144A FRN (L+90) 04-20-29                           | CUSIP: 69701YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4368415 | PA      | $4318178.51    | 0.03%             | 2029-04-20      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3              | RPM 22-3 A 144A 5.38% 11-25-30                                       | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12190000 | PA      | $11857103.29   | 0.09%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                   | RACEP 15-9A A1A2 CLO 144A FRN (L+94) 10-15-30                        | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |    5997000 | PA      | $5907626.71    | 0.04%             | 2030-10-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 1.0% 02-15-46                                    | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  121312889 | PA      | $107052172.47  | 0.77%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                  | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                            | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22469000 | PA      | $19127949.58   | 0.14%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                    | SPSS 21-1 A 144A 1.95% 09-15-75                                      | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16683822 | PA      | $15154916.34   | 0.11%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A         | SCART 20-A B 144A 2.26% 12-15-25/06-15-23                            | CUSIP: 80281MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4368785 | PA      | $4351602.13    | 0.03%             | 2025-12-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                | SORT 20-1 A1 144A 1.69% 07-15-60/25                                  | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4750108 | PA      | $4210580.81    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                | SORT 20-1 A2 144A 1.99% 07-15-60/27                                  | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     764961 | PA      | $636674.43     | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                       | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                           | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23108168 | PA      | $20554437.93   | 0.15%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                       | SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30                           | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3169819 | PA      | $2837786.49    | 0.02%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                        | SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30                           | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19096857 | PA      | $16932724.56   | 0.12%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_15-1RA                                 | SNDPT 15-1RA AR CLO 144A FRN (L+108) 04-15-30                        | CUSIP: 83607HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4485000 | PA      | $4426049.16    | 0.03%             | 2030-04-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-5                              | TPMT 16-5 A1 144A 2.5% 10-25-56                                      | CUSIP: 89173CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     845693 | PA      | $831334.42     | 0.01%             | 2056-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                            | TCF 20-1 A 144A 2.11% 09-20-45/05-20-30                              | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2822783 | PA      | $2404252.06    | 0.02%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                            | TCF 20-1 B 144A 3.74% 09-20-45/05-20-30                              | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5062246 | PA      | $4378716.07    | 0.03%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                     | TMCL 20-2A B 144A 3.34% 09-20-45/06-20-30                            | CUSIP: 88315LAH1<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | US        |    5876502 | PA      | $5105152.47    | 0.04%             | 2045-09-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                  | TAL 20-1A A 144A 2.05% 09-20-45/05-21-29                             | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8045588 | PA      | $7015824.71    | 0.05%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.6% 04-15-48            | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    8519000 | PA      | $7753337.84    | 0.06%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.5% 06-01-50            | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1481000 | PA      | $1341908.92    | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 3.5% 06-01-30            | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6934897.50    | 0.05%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.5% 10-15-25                | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    6427000 | PA      | $5907203.52    | 0.04%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.05% 05-15-30               | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    3284000 | PA      | $2761988.50    | 0.02%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC SR UNSEC 2.4% 08-20-50                                     | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $19979070.00   | 0.14%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 3.15% 02-09-51                    | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    7440000 | PA      | $4739019.60    | 0.03%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC SR UNSEC 3.1% 05-12-51                                | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $29231240.00   | 0.21%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC SR UNSEC 3.0% 02-22-29                                     | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     450000 | PA      | $407395.80     | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | AMERICAN EXPRESS CO SR UNSEC 4.42% 08-03-33/32                       | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10449000 | PA      | $9917292.19    | 0.07%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC SR UNSEC 4.05% 08-18-29                                    | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12050000 | PA      | $11495953.05   | 0.08%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC SR UNSEC 4.2% 03-01-33                                     | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   13350000 | PA      | $12631489.65   | 0.09%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC SR UNSEC 4.875% 03-01-53                                   | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $9694325.40    | 0.07%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                          | BECTON DICKINSON AND CO SR UNSEC 3.7% 06-06-27                       | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7358959.30    | 0.05%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOSTON UNIVERSITY                                                | TRUSTEES OF BOSTON UNIVERSITY SR SEC 1ST LIEN SF 4.061% 10-01-48     | CUSIP: 89838QAA1<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1727138.70    | 0.01%             | 2048-10-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC 144A SR UNSEC 3.187% 11-15-36                           | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   17063000 | PA      | $12445274.44   | 0.09%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                             | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   11876000 | PA      | $9953905.03    | 0.07%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP SR UNSEC 5.015% 07-22-33/32                     | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7018000 | PA      | $6780328.41    | 0.05%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_17-42A                                         | ARES 17-42A AR CLO 144A FRN (L+92) 01-22-28                          | CUSIP: 04016LAQ0<br>LEI: 5493004S1FMDW7K3MU50 | Long             | ABS-O            | CORP              | US        |    3298405 | PA      | $3258735.14    | 0.02%             | 2028-01-22      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO I ALLEG_16-1A                                        | ALLEG 16-1A AR2 FRN (L+95) 01-15-30                                  | CUSIP: 01749TAN0<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-O            | CORP              | KY        |    2928541 | PA      | $2893627.38    | 0.02%             | 2030-01-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO I LTD ALLEG_17-1A                                    | ALLEG 17-1A AR 144A CLO FRN (L+95) 10-16-30                          | CUSIP: 01748RAL9<br>LEI: 254900TYK5TGNAFE3053 | Long             | ABS-O            | CORP              | US        |    2112000 | PA      | $2074100.16    | 0.01%             | 2030-10-16      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BHG 2020-A                                                       | BHG 20-A A 144A 2.56% 09-17-31                                       | CUSIP: 06616PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     952763 | PA      | $924281.06     | 0.01%             | 2031-09-17      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_19-2A                                        | BALLY 19-2A A1AR CLO 144A FRN (L+100) 11-20-30                       | CUSIP: 05875MAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5500000 | PA      | $5424848.00    | 0.04%             | 2030-11-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CENT CLO LP CECLO_14-21A                                         | CECLO 14-21A A1R3 144A FRN (L+97) 07-27-30                           | CUSIP: 15137EBN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6677856 | PA      | $6568072.39    | 0.05%             | 2030-07-27      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_17-47A                             | DRSLF 17-47A A1R CLO 144A FRN (L+98) 04-15-28                        | CUSIP: 26245EAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6705079 | PA      | $6631362.95    | 0.05%             | 2028-04-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                           | HERTZ 21-1A A 144A 1.21% 12-26-25/24                                 | CUSIP: 42806MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8127000 | PA      | $7457652.15    | 0.05%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                           | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                           | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8811000 | PA      | $7547687.63    | 0.05%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                           | HERTZ 21-1A C 144A 2.05% 12-26-25/24                                 | CUSIP: 42806MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     779000 | PA      | $696334.08     | 0.01%             | 2025-12-26      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                           | HERTZ 21-1A B 144A 1.56% 12-26-25/24                                 | CUSIP: 42806MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5490000 | PA      | $5003245.62    | 0.04%             | 2025-12-26      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                           | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                           | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5925000 | PA      | $4964498.25    | 0.04%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                           | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                           | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     826000 | PA      | $672886.03     | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.63% 07-02-21/06-26-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1438615.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX NZD 1.234974% 08-20-21/08-20-23 LCH                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5009989.21   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX NZD 1.2475% 08-20-21/08-20-23 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-585987.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX NZD 1.2375% 08-26-21/08-26-23 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1929404.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX NZD 1.264% 08-27-21/08-27-23 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4787286.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX EUR 0.672% 03-03-22/03-03-52 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-8650258.56   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX NZD 1.26% 08-30-21/08-30-23 LCH                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-796700.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX NZD 1.28% 08-31-21/08-31-23 LCH                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-795645.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX NZD 1.3% 09-03-21/09-03-23 LCH                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-880749.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.135% 10-01-21/09-25-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1334157.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX EUR 0.649% 03-03-22/03-03-52 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-10331766.21  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 9.03% 07-13-22/07-07-27 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $243001.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 9.05% 07-13-22/07-07-27 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $269603.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IFS PAYFIX USD CPURNSA 2.87% 07-27-22/07-27-27 LCH                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3613.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.1% 10-01-21/09-25-26 CME                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1905915.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.065% 10-04-21/09-28-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1111149.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IFS PAYFIX USD CPURNSA 3.3775% 08-05-22/08-05-24 LCH                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-578188.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IFS RECFIX USD CPURNSA 3.755% 08-05-22/08-05-23 LCH                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $291087.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.19% 10-05-21/09-29-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-517306.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.3023% 10-06-21/09-30-26 CME                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-628039.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.28% 10-06-21/09-30-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-978396.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.3% 10-07-21/10-01-26 CME                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-241443.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IFS PAYFIX USD CPURNSA 3.05% 09-06-22/09-06-24 LCH                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2820654.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IFS PAYFIX USD CPURNSA 3.04% 09-06-22/09-06-24 LCH                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-930827.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.24% 10-08-21/10-02-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-210602.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.52% 10-25-21/10-19-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-207833.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IFS PAYFIX USD CPURNSA 3.02% 09-07-22/09-07-24 LCH                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-440706.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IFS PAYFIX USD CPURNSA 3.03% 09-07-22/09-07-24 LCH                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4500038.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IFS PAYFIX USD CPURNSA 2.9975% 09-08-22/09-08-24 LCH                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2092068.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IFS PAYFIX USD CPURNSA 2.91% 09-09-22/09-09-24 LCH                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1678718.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IFS PAYFIX USD CPURNSA 2.8471% 09-12-22/09-12-24 LCH                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3151312.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IFS PAYFIX USD CPURNSA 2.73% 09-29-22/09-29-24 LCH                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1624702.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.55% 10-29-21/10-23-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-605167.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX NZD 2.26% 11-02-21/11-02-23 LCH                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5656976.98   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS PAYFIX USD 2.045% 11-02-17/11-02-27 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2262567.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS PAYFIX USD 0.6193% 04-06-20/04-06-50 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $13597379.52   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS PAYFIX USD 0.60602% 04-06-20/04-06-50 LCH                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6257567.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS PAYFIX USD 0.616917% 04-06-20/04-06-50 LCH                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $5614863.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX NZD 2.215% 11-03-21/11-03-23 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11519883.04  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.64% 11-03-21/10-28-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-389928.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.39% 11-05-21/10-30-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-461345.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.335% 11-12-21/11-06-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-709911.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS PAYFIX USD 0.1275% 06-25-20/06-25-25 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $14191331.22   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS PAYFIX USD 0.126% 06-25-20/06-25-25 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $14196699.68   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.2% 11-12-21/11-06-26 CME                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1043141.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 7.335% 12-02-21/11-26-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-784619.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS PAYFIX USD 0.106% 06-30-20/06-30-25 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $15981205.72   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $21983828.88   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX USD 0.207% 02-26-21/02-26-24 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-136927568.70 | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS PAYFIX JPY -0.01246731% 10-01-21/10-01-26 LCH                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $255355.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX EUR 0.702% 03-03-22/03-03-52 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-8468518.03   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX USD 2.5895% 07-27-22/07-27-27 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-41765.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX GBP 3.265% 08-25-22/08-25-27 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5739232.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX GBP 3.25% 08-25-22/08-25-27 LCH                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5876448.23   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX GBP 3.29% 08-25-22/08-25-27 LCH                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5516675.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX GBP 3.2633% 08-25-22/08-25-27 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5559592.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX GBP 3.23882% 08-26-22/08-26-27 LCH                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-12159548.96  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX USD 4.345% 09-29-22/09-29-24 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1110109.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX USD 4.197% 09-30-22/09-30-24 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2393049.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX USD 4.1735% 09-30-22/09-30-24 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2658611.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX USD 4.15% 10-06-22/10-06-24 LCH                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2780681.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX USD 4.5645% 10-19-22/10-19-24 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $702868.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX USD 4.533% 10-20-22/10-20-24 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $662677.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX USD 4.5245% 10-27-22/10-27-24 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $828822.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | OIS RECFIX USD 4.56% 10-27-22/10-27-24 LCH                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $939191.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | EURO$90DAY FUT EDZ22 12-19-22                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       6388 | NC      | $-63177610.13  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | EURO$90DAY FUT EDU3 09-18-23                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      11305 | NC      | $-117081598.55 | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | EURO$90DAY FUT EDZ3 12-18-23                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      27459 | NC      | $253408763.77  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | EURO$90DAY FUT EDZ4 12-16-24                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       4679 | NC      | $21046048.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NZD FWD SALE TO USD 12/12/2022                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-3237754.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SEK FWD SALE TO USD 12/8/2022                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $46174.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                  | CAPITAL GROUP CENTRAL CASH FUND                                      | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |    2073862 | NS      | $207365445.38  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                            | CDX NA IG S39 5Y 1.0% 12-20-27 0.40 REC ICE                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $-40781722.29  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | FSWP: IRS PAYFIX USD 1.867% 07-11-22/07-11-25 LCH                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $16412450.16   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | FSWP: OIS PAYFIX USD 0.11% 05-18-23/05-18-24 LCH                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $42455382.45   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 LCH                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-574612.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $421439.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | FSWP: IFS PAYFIX USD CPURNSA 3.127% 10-01-22/10-01-24 LCH            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-10115681.90  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS PAYFIX USD 1.83% 08-17-21/08-17-31 LCH                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7702730.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX USD 1.5675% 08-17-21/08-17-23 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6528114.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX USD 2.91% 02-01-23/02-01-28 LCH                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2696715.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS PAYFIX USD 2.9625% 02-01-28/02-01-38 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1561371.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX USD 2.908% 02-01-23/02-01-28 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2703013.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS PAYFIX USD 2.963% 02-01-28/02-01-38 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1563577.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS PAYFIX USD 2.986% 02-01-28/02-01-38 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1200517.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX USD 2.925% 02-01-23/02-01-28 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2118088.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX USD 2.92% 02-02-23/02-02-28 LCH                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2014285.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS PAYFIX USD 2.967% 02-02-28/02-02-38 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1206118.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS PAYFIX USD 0.64% 03-30-20/03-30-27 LCH                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $16275875.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.23% 04-03-20/03-28-25 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4647966.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS PAYFIX MXN 6.95% 04-03-20/03-22-30 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3568580.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS PAYFIX EUR 0.0897% 06-04-20/06-04-50 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $9605670.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS PAYFIX EUR 0.0175% 12-03-20/12-03-50 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $23467279.45   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS PAYFIX EUR 0.071% 01-14-21/01-14-51 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $22939495.76   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS PAYFIX EUR 0.068% 01-15-21/01-15-51 LCH                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $24810419.70   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.395% 03-12-21/03-06-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5306810.41   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.39% 03-12-21/03-06-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1594227.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.43% 03-16-21/03-10-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2843096.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                | EURO-BUND 10YR FUT RXZ2 12-08-22                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        307 | NC      | $-1322824.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                | EURO-BUXL 30YR FUT UBZ2 12-08-22                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         62 | NC      | $-93247.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | FED FUND 30DAY FUT FFX2 11-30-22                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      17961 | NC      | $-13196519.28  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | FED FUND 30DAY FUT FFF3 01-31-23                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       5319 | NC      | $34229344.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                | ITA GB 10YR FUT IKZ2 12-08-22                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        330 | NC      | $-867255.34    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                         | JPN GB 10YR FUT JBZ2 12-13-22                                        | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |        935 | NC      | $-1161189.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.05% 05-15-48                   | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    8570000 | PA      | $7208261.28    | 0.05%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                               | CONAGRA BRANDS INC SR UNSEC 4.85% 11-01-28                           | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    5499000 | PA      | $5376548.27    | 0.04%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                               | CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27                          | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1156000 | PA      | $962514.50     | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CORP INMOBILIARIA VESTA SAB DE CV                                | CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31 | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    4080000 | PA      | $3119902.56    | 0.02%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP SR UNSEC 0.9% 09-15-25                              | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6185173.25    | 0.04%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP SR UNSEC 6.0% 06-15-48                            | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9257000 | PA      | $8528214.90    | 0.06%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                      | EXELON CORP SR UNSEC 4.05% 04-15-30                                  | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     700000 | PA      | $661117.80     | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORP SR UNSEC 2.8% 06-15-30                                  | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $3741691.50    | 0.03%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORP SR UNSEC 3.75% 06-15-50                                 | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3547541.20    | 0.03%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                      | EXELON CORP 144A SR UNSEC 4.1% 03-15-52                              | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1063402.60    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | GLOBAL PAYMENTS INC SR UNSEC 2.9% 05-15-30                           | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6972000 | PA      | $5752102.19    | 0.04%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC SR UNSEC 4.5% 12-06-48                                | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1149761.48    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                               | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    8408000 | PA      | $7682221.44    | 0.06%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                        | MISSISSIPPI POWER CO SR UNSEC 4.25% 03-15-42                         | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1377072.92    | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP SR UNSEC 4.0% 03-15-28                                       | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2276270.91    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP SR UNSEC 4.7% 04-15-48                                       | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8096410.00    | 0.06%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                            | MASSACHUSETTS INSTITUTE OF TECHNOLOGY SR UNSEC 2.294% 07-01-51       | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $13863498.00   | 0.10%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14149000 | PA      | $11045148.02   | 0.08%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC SR UNSEC 7.15% 01-15-51                                    | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2782000 | PA      | $2884728.13    | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC SR UNSEC 6.35% 01-15-31                                    | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7508000 | PA      | $7736228.18    | 0.06%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS MXN SR UNSEC 7.47% 11-12-26                      | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |        300 | PA      | $1330.32       | 0.00%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 08-01-49     | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $5964090.00    | 0.04%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                              | PAYPAL HOLDINGS INC SR UNSEC 1.65% 06-01-25                          | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   11647000 | PA      | $10840445.25   | 0.08%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                              | PAYPAL HOLDINGS INC SR UNSEC 3.25% 06-01-50                          | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $4395959.64    | 0.03%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.05% 08-01-50    | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    5365000 | PA      | $3045275.94    | 0.02%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QATARENERGY TRADING LLC 144A LIFE SR UNSEC 2.25% 07-12-31            | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   17300000 | PA      | $14446468.80   | 0.10%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QATARENERGY TRADING LLC 144A LIFE SR UNSEC 3.125% 07-12-41           | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   13495000 | PA      | $10264836.80   | 0.07%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QATARENERGY TRADING LLC 144A LIFE SR UNSEC 3.3% 07-12-51             | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   12200000 | PA      | $8906122.00    | 0.06%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRUSTEES OF LELAND STANFORD JUNIOR UNIVERSITY           | LELAND STANFORD JUNIOR UNIVERSITY SR UNSEC 1.289% 06-01-27           | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4310425.35    | 0.03%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | SOFR 90DAY FUT SFRZ2 03-14-23                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          7 | NC      | $-21710.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | UST 10YR FUT ULTRA UXYH3 03-22-23                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       9468 | NC      | $-6363040.35   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | UST 20YR FUT USH3 03-22-23                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3399 | NC      | $200377.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | UST 10YR FUT TYH3 03-22-23                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       8591 | NC      | $5101938.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | UST 30YR FUT ULTRA WNH3 03-22-23                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       4635 | NC      | $-4119885.96   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                    | UKG 10YR FUT G H3 03-29-23                                           | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |       3315 | NC      | $4814414.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | UST 5YR FUT FVH3 03-31-23                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       1072 | NC      | $-474992.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                  | UST 2YR FUT TUH3 03-31-23                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       1708 | NC      | $-918689.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX USD 1.1295% 10-19-20/10-19-50 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11194185.06  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX EUR -0.452% 12-03-20/12-03-25 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-33008809.98  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX EUR -0.445% 12-03-20/12-03-25 LCH                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-32937076.79  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                     | UTD KINGDOM GILT I/L GBP REG S 0.125% 08-10-41                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    9979168 | PA      | $12287640.77   | 0.09%             | 2041-08-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 2.0% 01-15-26                                        | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155523680 | PA      | $157110720.00  | 1.14%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L FRN 2.125% 02-15-40                                  | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61794900 | PA      | $67230720.00   | 0.49%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 1.75% 01-15-28                                       | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   86422970 | PA      | $87818101.00   | 0.63%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 2.125% 02-15-41                                      | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58957290 | PA      | $64023517.50   | 0.46%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.75% 02-15-42                                       | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65677000 | PA      | $56606950.00   | 0.41%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 0.625% 02-15-43                                      | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  175701017 | PA      | $145841357.50  | 1.05%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY BOND 2.0% 08-15-51                                       | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        600 | PA      | $408.64        | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY I/L 2.375% 01-15-25                                      | CUSIP: 912810FR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36924604 | PA      | $37278136.70   | 0.27%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                  | ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26                          | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3266648 | PA      | $2967070.64    | 0.02%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                       | FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25                          | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6531696 | PA      | $5764325.87    | 0.04%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C9                            | MSBAM 13-C9 A4 3.102% 05-15-46/04-17-23                              | CUSIP: 61762DAW1<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2968047.00    | 0.02%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3                   | MWST 21-3 A 144A FRN (L+85) 11-25-55                                 | CUSIP: 58552FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12120000 | PA      | $11713725.48   | 0.08%             | 2055-11-25      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                              | TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30                            | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18633829 | PA      | $16496100.52   | 0.12%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                           | US DEPT OF VETERANS OH SF 4.425% 05-01-31                            | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |   24345000 | PA      | $20709171.63   | 0.15%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                  | DUKE UNIVERSITY SR UNSEC SF 2.832% 10-01-55                          | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3357295.00    | 0.02%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                       | FL ST BRD OF ADMIN TAXABLE 20A 2.154% 07-01-30                       | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   17885000 | PA      | $14451920.60   | 0.10%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                       | FL ST BRD OF ADMIN TAXABLE 20A 1.258% 07-01-25                       | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   18085000 | PA      | $16502689.10   | 0.12%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                              | ILLINOIS ST GO TAXABLE PENSION SF 4.95% 06-01-23                     | CUSIP: 452151LE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     338182 | PA      | $338110.46     | 0.00%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST BLDG AUTH                                            | MI ST BLDG AUTH REV 20II TXBL SF 2.705% 10-15-40                     | CUSIP: 594615HY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9715000 | PA      | $7073646.94    | 0.05%             | 2040-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL) | METRO PIER/EXPO IL SALES TAX 20C 3.955% 12-15-26                     | CUSIP: 592250DX9<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4682510.00    | 0.03%             | 2026-12-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | WI PFA TAXABLE SF 4.95% 03-01-34                                     | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   14690000 | PA      | $13255785.92   | 0.10%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                         | UNIV OF CA TAXABLE 20BG 0.883% 05-15-25                              | CUSIP: 91412HGE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7500000 | PA      | $6855330.00    | 0.05%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                         | UNIV OF CA TAXABLE 20BG 1.316% 05-15-27                              | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9200000 | PA      | $7997504.80    | 0.06%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                         | UNIV OF CA TAXABLE 20BG 1.614% 05-15-30                              | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10100000 | PA      | $8032166.40    | 0.06%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | AUD FWD SALE TO USD 12/8/2022                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1789973.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CLP FWD PUR FROM USD NDF 12/9/2022                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $614240.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CAD FWD PUR FROM USD 12/9/2022                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-564989.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COP FWD PUR FROM USD NDF 12/19/2022                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $4627568.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR FWD PUR FROM USD 12/7/2022                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $1762087.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EUR FWD SALE TO USD 12/9/2022                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-34426.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | GBP FWD SALE TO USD 12/7/2022                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-979799.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | GBP FWD SALE TO USD 12/9/2022                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-325624.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IDR FWD SALE TO USD NDF 12/8/2022                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-194105.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | JPY FWD PUR FROM EUR 12/9/2022                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $100213.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | JPY FWD PUR FROM USD 12/9/2022                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $3657406.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | KRW FWD SALE TO USD NDF 12/9/2022                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1130050.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MXN FWD SALE TO USD 12/7/2022                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1539629.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MXN FWD SALE TO EUR 12/9/2022                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-54062.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NOK FWD PUR FROM USD 12/8/2022                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $5022144.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.4167% 03-17-21/03-11-26 CME                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3277735.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.455% 03-17-21/03-11-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1056597.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.6275% 03-18-21/03-12-26 CME                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2017266.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.55% 03-18-21/03-12-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1018854.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.5% 03-18-21/03-12-26 CME                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1343527.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.62% 03-19-21/03-13-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1523234.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.63% 03-19-21/03-13-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1020812.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.6412% 03-19-21/03-13-26 CME                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2297950.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.03% 03-25-21/03-19-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3698355.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.05% 03-25-21/03-19-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-804704.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.08% 03-25-21/03-19-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-813906.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.105% 03-25-21/03-19-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-755485.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.17% 03-25-21/03-19-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-772241.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.2% 03-25-21/03-19-26 CME                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-755819.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.08% 03-26-21/03-20-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-789359.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.815% 04-15-21/04-09-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2165520.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.82% 04-15-21/04-09-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6438855.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.734% 04-16-21/04-10-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5492797.63   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 5.73% 04-16-21/04-10-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3259138.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.35% 06-18-21/06-12-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1087843.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.42% 06-21-21/06-15-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2133028.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.435% 06-21-21/06-15-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1427894.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.3967% 06-21-21/06-15-26 CME                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1080353.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.49% 06-22-21/06-16-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-692595.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.55% 06-23-21/06-17-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1530481.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.5375% 06-23-21/06-17-26 CME                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-510332.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.47% 06-23-21/06-17-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-517752.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.5% 06-23-21/06-17-26 CME                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-500399.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.5% 06-24-21/06-18-26 CME                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1001213.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.55% 06-24-21/06-18-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-495362.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.65% 06-25-21/06-19-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-639533.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.69% 06-25-21/06-19-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1256302.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.715% 06-25-21/06-19-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-928511.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.71% 06-25-21/06-19-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-622724.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.64% 07-01-21/06-25-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-506767.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.633% 07-01-21/06-25-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1401573.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.6175% 07-01-21/06-25-26 CME                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1357114.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.585% 07-01-21/06-25-26 CME                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-421787.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.59% 07-01-21/06-25-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-320641.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                  | IRS RECFIX MXN 6.58% 07-01-21/06-25-26 CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-345698.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst