# EDGAR Filing Document

**Accession Number:** 0000029440
**File Stem:** 0001193125-25-191211
**Filing Date:** 2025-8
**Character Count:** 205354
**Document Hash:** 5dec01d70b8d407cab8fc573d7a24979
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-191211.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001193125-25-191211

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00173
- **FILM NUMBER:** 251273099

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

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

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

## Series and Classes Contracts Data

### Dodge & Cox Balanced Fund (Series ID: S000011204)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000030877 | Class I      | DODBX           |
| C000235736 | Class X      | DOXBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94104

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

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

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

- **b. EDGAR series identifier (if any):** S000011204

- **c. LEI of Series:** 5493001YPLZPF6HHZY31

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $14681260537.55

**Total Liabilities:** $36924796.32

**Net Assets:** $14644335741.23

**Cash Not Reported:** $350324.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5274.700000000000 | **1-Year:** 205456.890000000000 | **5-Year:** 895167.920000000000 | **10-Year:** 807599.210000000000 | **30-Year:** 254947.200000000000

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

- **3-Month:** 153.760000000000 | **1-Year:** 13209.690000000000 | **5-Year:** 41132.110000000000 | **10-Year:** 57571.640000000000 | **30-Year:** 48379.870000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030877 | -1.18%               | 2.21%                | 2.54%                |
| Class ID C000235736 | -1.18%               | 2.22%                | 2.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $68388903.13             | $-271616706.81                             |
| Month 2  | $207815965.79            | $72458508.70                               |
| Month 3  | $168517266.33            | $193914614.16                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                               | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                | SOLD EUR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2618268.15  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2617581.39  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1724261.57  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR/BOUGHT USD                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1731504.51  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group, Ltd.                                    | AIA Group, Ltd. ADR                                                | CUSIP: 001317205<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |   2891400 | NS      | $104610852.00 | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                  | Ashtead Group PLC                                                  | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |   2005700 | NS      | $128543334.55 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon, Ltd.                                        | Aegon, Ltd., NY Shs                                                | CUSIP: 0076CA104<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |   3468403 | NS      | $25111237.72  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                     | Air Products & Chemicals, Inc.                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    484409 | NS      | $136632402.54 | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                      | Akzo Nobel NV ADR                                                  | CUSIP: 010199503<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |   2126200 | NS      | $49689294.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding, Ltd.                        | Alibaba Group Holding, Ltd. ADR                                    | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    902700 | NS      | $102375207.00 | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                      | Alnylam Pharmaceuticals, Inc.                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |    130900 | NS      | $42685181.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                     | Alphabet, Inc., Class C                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    872200 | NS      | $154719558.00 | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                     | Alphabet, Inc., Class A                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    445300 | NS      | $78475219.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    735500 | NS      | $161361345.00 | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc.                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    860600 | NS      | $89295856.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc. 5.699 08/15/2025                 | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  11320000 | PA      | $11328942.12  | 0.08%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                         | Anheuser-Busch InBev SA/NV ADR                                     | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |   2556600 | NS      | $175689552.00 | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc. 2.25 05/15/2030                              | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4513697.95   | 0.03%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc. 4.75 02/15/2030                              | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20237090.20  | 0.14%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                         | Archer-Daniels-Midland Co.                                         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    381978 | NS      | $20160798.84  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                      | Avantor, Inc.                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6317700 | NS      | $85036242.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                       | British American Tobacco PLC 6.343 08/02/2030                      | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4202558.45   | 0.03%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                       | British American Tobacco PLC 6.421 08/02/2033                      | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4235480.50   | 0.03%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                       | British American Tobacco PLC 4.742 03/16/2032                      | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  15335000 | PA      | $15245993.97  | 0.10%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA ADR                                                 | CUSIP: 05565A202<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |   3484800 | NS      | $157303872.00 | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 4.375 09/28/2025                                    | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8223000 | PA      | $8206722.98   | 0.06%             | 2025-09-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 4.625 03/13/2027                                    | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12175000 | PA      | $12167778.28  | 0.08%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                        | Baidu, Inc. ADR, Class A                                           | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |    445200 | NS      | $38180352.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                   | Baker Hughes Co., Class A                                          | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2754300 | NS      | $105599862.00 | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 4.25 10/22/2026                              | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2964591.24   | 0.02%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 4.45 03/03/2026                              | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3965779.45   | 0.03%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 4.183 11/25/2027                             | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7925000 | PA      | $7893008.68   | 0.05%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 3.846 03/08/2037                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  40560000 | PA      | $37116215.48  | 0.25%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 4.623 05/09/2029                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4679509.50   | 0.03%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                  | The Bank of New York Mellon Corp.                                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |   1207000 | NS      | $109969770.00 | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 8.75 09/01/2030                               | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25692000 | PA      | $30389716.69  | 0.21%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 4.836 05/09/2028                                      | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4525000 | PA      | $4531813.88   | 0.03%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 5.501 08/09/2028                                      | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10750000 | PA      | $10964066.26  | 0.07%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 5.746 08/09/2033                                      | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $9847197.83   | 0.07%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 5.829 05/09/2027                                      | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7700000 | PA      | $7778399.63   | 0.05%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC 6.224 05/09/2034                                      | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2971795.37   | 0.02%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                         | Baxter International, Inc.                                         | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |   2572300 | NS      | $77889244.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                           | Bayer AG ADR                                                       | CUSIP: 072730302<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |   6249700 | NS      | $47122738.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                           | Bayer AG 6.375 11/21/2030                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6588755.81   | 0.04%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                           | Bayer AG 6.50 11/21/2033                                           | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  11350000 | PA      | $12170096.52  | 0.08%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                           | Bayer AG 4.375 12/15/2028                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10005950.32  | 0.07%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                      | BioMarin Pharmaceutical, Inc.                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    955200 | NS      | $52507344.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 2.588 08/12/2035                                    | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $5727365.80   | 0.04%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA 5.085 05/09/2031                                    | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4500000 | PA      | $4543863.53   | 0.03%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                             | Booking Holdings, Inc.                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     16200 | NS      | $93785688.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 3.65 02/01/2026                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   5341000 | PA      | $5306374.94   | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 2.75 10/01/2026                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  22161000 | PA      | $21670900.84  | 0.15%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 2.90 03/15/2030                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   7270000 | PA      | $6679419.81   | 0.05%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 3.25 01/30/2031                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5360734.84   | 0.04%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. 6.50 01/15/2034                            | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  14850000 | PA      | $15898189.48  | 0.11%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 4.50 06/01/2033                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21105000 | PA      | $19290609.48  | 0.13%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 4.50 05/01/2032                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14925000 | PA      | $13898798.79  | 0.09%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 4.25 01/15/2034                       | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2247722.18   | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                    | The Cigna Group                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    452365 | NS      | $149542821.70 | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                    | The Cigna Group 4.375 10/15/2028                                   | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   5211000 | PA      | $5217265.45   | 0.04%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                    | The Cigna Group 7.875 05/15/2027                                   | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  17587000 | PA      | $18632656.89  | 0.13%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                   | CVS Health Corp.                                                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |   4897400 | NS      | $337822652.00 | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                   | CVS Health Corp. 7.00 03/10/2055                                   | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  24355000 | PA      | $25119996.40  | 0.17%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    557026 | NS      | $118512851.76 | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. 4.20 10/29/2025                        | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  11475000 | PA      | $11458662.58  | 0.08%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. 4.927 05/10/2028                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $10148753.94  | 0.07%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. 7.624 10/30/2031                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $11976364.00  | 0.08%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Celanese Corp.                                     | Celanese Corp.                                                     | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    815032 | NS      | $45095720.56  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                    | Cemex SAB de CV 5.20 09/17/2030                                    | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  14400000 | PA      | $14366178.72  | 0.10%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                    | Cemex SAB de CV 3.875 07/11/2031                                   | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  13105000 | PA      | $12081184.98  | 0.08%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 6.484 10/23/2045                      | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18957000 | PA      | $18783370.18  | 0.13%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 4.40 04/01/2033                       | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2330391.47   | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc., Class A                              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |    472549 | NS      | $193182756.69 | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc. 6.25 02/15/2173                                    | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  45886000 | PA      | $46334352.11  | 0.32%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc. 4.412 03/31/2031                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5936323.20   | 0.04%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc. 7.875% 10/30/40                                    | CUSIP: 173080201<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1483237 | NS      | $43859169.77  | 0.30%             | 2040-10-30      | Variable      | 10.91%                | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.               | Cognizant Technology Solutions Corp., Class A                      | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    575000 | NS      | $44867250.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International                  | Colombia Government International 5.625 02/26/2044                 | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8100000 | PA      | $5976178.14   | 0.04%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International                  | Colombia Government International 5.00 06/15/2045                  | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8300000 | PA      | $5592153.80   | 0.04%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International                  | Colombia Government International 7.75 11/07/2036                  | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9425000 | PA      | $9203041.25   | 0.06%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International                  | Colombia Government International 8.375 11/07/2054                 | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3875000 | PA      | $3677568.75   | 0.03%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International                  | Colombia Government International 7.375 04/25/2030                 | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4925000 | PA      | $5091616.35   | 0.03%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International                  | Colombia Government International 8.50 04/25/2035                  | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3925000 | PA      | $4072114.50   | 0.03%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                      | Comcast Corp., Class A                                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   4270048 | NS      | $152398013.12 | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                     | ConocoPhillips                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    525224 | NS      | $47133601.76  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cox Enterprises, Inc.                              | Cox Enterprises, Inc. 3.35 09/15/2026                              | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  24386000 | PA      | $24007862.15  | 0.16%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Cox Enterprises, Inc.                              | Cox Enterprises, Inc. 3.50 08/15/2027                              | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  16200000 | PA      | $15887886.43  | 0.11%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                    | Dillard's, Inc. 7.75 07/15/2026                                    | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50748.74     | 0.00%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                    | Dillard's, Inc. 7.75 05/15/2027                                    | CUSIP: 254063AW0<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |    540000 | PA      | $564611.34    | 0.00%             | 2027-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                    | Dillard's, Inc. 7.00 12/01/2028                                    | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |  15135000 | PA      | $15959547.38  | 0.11%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dodge & Cox Emerging Markets Stock Fund            | Dodge & Cox Emerging Markets Stock Fund                            | CUSIP: 256206400<br>LEI: 549300GBN4B4NFJREX02 | Long             | EC               | RF                | US        |  14071008 | NS      | $142257888.01 | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc.                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   2722500 | NS      | $153875700.00 | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc. 3.375 04/01/2030                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7127445.08   | 0.05%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc. 5.00 06/15/2030                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  28981000 | PA      | $29576573.46  | 0.20%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                     | EchoStar Corp., Class A                                            | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |   1063449 | NS      | $29457537.30  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                         | Elanco Animal Health, Inc.                                         | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |   5759600 | NS      | $82247088.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                         | Elanco Animal Health, Inc. 6.65 08/28/2028                         | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13522834.00  | 0.09%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc., Class A                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    121100 | NS      | $89382699.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 6.50 12/01/2032                                   | CUSIP: 31283H6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1031227 | PA      | $1078359.96   | 0.01%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 6.50 04/01/2033                                   | CUSIP: 31283HWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120924 | PA      | $125778.74    | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 5.33 01/01/2049                                        | CUSIP: 31288QB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2987584 | PA      | $3061280.74   | 0.02%             | 2049-01-01      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 3.737 03/01/2049                                       | CUSIP: 31288QD49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    892512 | PA      | $907355.17    | 0.01%             | 2049-03-01      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 3.268 01/01/2049                                       | CUSIP: 31288QFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7590092 | PA      | $7368731.96   | 0.05%             | 2049-01-01      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 2.303 05/01/2052                                       | CUSIP: 31288QR51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12904908 | PA      | $11689309.33  | 0.08%             | 2052-05-01      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 2.024 05/01/2052                                       | CUSIP: 31288QRQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36912234 | PA      | $33280987.26  | 0.23%             | 2052-05-01      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 4.127 01/01/2053                                       | CUSIP: 31288QZ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7841350 | PA      | $7717296.60   | 0.05%             | 2053-01-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 6.50 10/01/2026                                   | CUSIP: 3128CUKS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126486 | PA      | $130764.13    | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 04/01/2031                                   | CUSIP: 3128E5RK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1263497 | PA      | $1269002.44   | 0.01%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.861 05/01/2034                                       | CUSIP: 3128JLX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200414 | PA      | $204460.24    | 0.00%             | 2034-05-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 7.384 01/01/2038                                       | CUSIP: 3128JRWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99549 | PA      | $101318.32    | 0.00%             | 2038-01-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 5.50 12/01/2037                                   | CUSIP: 3128LCJB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132885 | PA      | $136988.26    | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.944 02/01/2038                                       | CUSIP: 3128LU6W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306773 | PA      | $316423.97    | 0.00%             | 2038-02-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 7.00 11/01/2037                                   | CUSIP: 3128M5KM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300902 | PA      | $324748.75    | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 7.00 08/01/2038                                   | CUSIP: 3128M6T57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481357 | PA      | $516785.58    | 0.00%             | 2038-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 7.00 09/01/2038                                   | CUSIP: 3128M7MJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300584 | PA      | $318388.98    | 0.00%             | 2038-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 09/01/2041                                   | CUSIP: 3128M83J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195649 | PA      | $195059.06    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 6.00 02/01/2039                                   | CUSIP: 3128M8T38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310156 | PA      | $325470.26    | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 09/01/2041                                   | CUSIP: 3128M9VG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3319649 | PA      | $3313442.65   | 0.02%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 03/01/2042                                   | CUSIP: 3128M9X56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3019307 | PA      | $3009628.88   | 0.02%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 06/01/2042                                   | CUSIP: 3128MABL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2539323 | PA      | $2510048.07   | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 09/01/2026                                   | CUSIP: 3128MDH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6626 | PA      | $6598.01      | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold                                   | Freddie Mac Gold 4.50 06/01/2031                                   | CUSIP: 3128P7Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213741 | PA      | $214750.48    | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.75 10/01/2035                                        | CUSIP: 3128QLP47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281257 | PA      | $290168.93    | 0.00%             | 2035-10-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.479 04/01/2037                                       | CUSIP: 3128QSDP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515209 | PA      | $530216.31    | 0.00%             | 2037-04-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 7.376 09/01/2037                                       | CUSIP: 3128QSNS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420625 | PA      | $433441.34    | 0.00%             | 2037-09-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.563 10/01/2038                                       | CUSIP: 3128S4ZK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129706 | PA      | $131149.71    | 0.00%             | 2038-10-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 7.586 07/01/2038                                       | CUSIP: 3128S5RV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42641 | PA      | $43879.39     | 0.00%             | 2038-07-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 7.318 10/01/2045                                       | CUSIP: 31300M5J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    737554 | PA      | $759242.96    | 0.01%             | 2045-10-01      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 7.166 10/01/2045                                       | CUSIP: 31300M6Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    948617 | PA      | $976099.76    | 0.01%             | 2045-10-01      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 7.141 10/01/2041                                       | CUSIP: 31300MC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73928 | PA      | $76244.88     | 0.00%             | 2041-10-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 7.044 08/01/2042                                       | CUSIP: 31300MGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519750 | PA      | $537817.64    | 0.00%             | 2042-08-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.457 05/01/2044                                       | CUSIP: 31300MLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1431248 | PA      | $1474677.82   | 0.01%             | 2044-05-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.834 01/01/2045                                       | CUSIP: 31300MVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1206536 | PA      | $1243023.32   | 0.01%             | 2045-01-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.36 05/01/2044                                        | CUSIP: 31326G2Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69385 | PA      | $70687.00     | 0.00%             | 2044-05-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.365 06/01/2044                                       | CUSIP: 31326G3N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522563 | PA      | $532231.93    | 0.00%             | 2044-06-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 7.495 06/01/2044                                       | CUSIP: 31326HCQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    479114 | PA      | $496949.01    | 0.00%             | 2044-06-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 7.505 07/01/2047                                       | CUSIP: 31326L6L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384975 | PA      | $396111.15    | 0.00%             | 2047-07-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.00 10/01/2042                                   | CUSIP: 3132D9K94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50704887 | PA      | $46180722.37  | 0.32%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 07/01/2052                                   | CUSIP: 3132DNN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40138185 | PA      | $36294702.88  | 0.25%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 07/01/2052                                   | CUSIP: 3132DNP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3941372 | PA      | $3573710.48   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 08/01/2052                                   | CUSIP: 3132DNWG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30492131 | PA      | $27746818.73  | 0.19%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.00 06/01/2052                                   | CUSIP: 3132DPEG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  49884509 | PA      | $43284151.68  | 0.30%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.00 03/01/2053                                   | CUSIP: 3132DS4F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14487646 | PA      | $13478154.09  | 0.09%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 08/01/2053                                   | CUSIP: 3132DSAT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35286358 | PA      | $31828253.08  | 0.22%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.50 01/01/2054                                   | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27243759 | PA      | $26098428.44  | 0.18%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.50 10/01/2050                                   | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37087657 | PA      | $31276031.75  | 0.21%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.50 11/01/2050                                   | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5604642 | PA      | $4714767.83   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.50 02/01/2051                                   | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8424463 | PA      | $7104372.08   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 05/01/2052                                   | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4801911 | PA      | $4331329.81   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.00 10/01/2052                                   | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12697744 | PA      | $11830001.86  | 0.08%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.50 10/01/2052                                   | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38232211 | PA      | $36639479.20  | 0.25%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 4.00 09/01/2052                                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8335392 | PA      | $7766634.43   | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 03/01/2053                                   | CUSIP: 3132E0S45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17755561 | PA      | $16004108.82  | 0.11%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 5.02833 09/15/2043                                     | CUSIP: 3132HTUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4280729 | PA      | $4250824.58   | 0.03%             | 2043-09-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 05/01/2052                                   | CUSIP: 3133BBGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8897151 | PA      | $8025219.88   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.50 06/01/2050                                   | CUSIP: 3133KJF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  57043843 | PA      | $47973702.21  | 0.33%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 2.00 09/01/2050                                   | CUSIP: 3133KJWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  68634409 | PA      | $55176880.70  | 0.38%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.00 02/01/2052                                   | CUSIP: 3133KNNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  66616996 | PA      | $58315576.59  | 0.40%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.50 05/01/2052                                   | CUSIP: 3133KPCP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27197405 | PA      | $24604535.34  | 0.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool 3.00 05/01/2042                                   | CUSIP: 3133KYWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46076454 | PA      | $41933138.23  | 0.29%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 02/01/2041                                         | CUSIP: 31359S6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    468941 | PA      | $494261.12    | 0.00%             | 2041-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 07/01/2041                                         | CUSIP: 31359SR69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    452024 | PA      | $458047.17    | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 06/01/2041                                         | CUSIP: 31359SY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    263956 | PA      | $270180.37    | 0.00%             | 2041-06-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 11/01/2042                                         | CUSIP: 3136A9XM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471338 | PA      | $500526.07    | 0.00%             | 2042-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 03/01/2043                                         | CUSIP: 3136ACLS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16463996 | PA      | $15563364.15  | 0.11%             | 2043-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 02/01/2042                                         | CUSIP: 3136AGF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2771602 | PA      | $2753102.33   | 0.02%             | 2042-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.96965 09/25/2043                                      | CUSIP: 3136AGFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1758352 | PA      | $1741534.98   | 0.01%             | 2043-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 07/01/2040                                         | CUSIP: 3136BA2Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702583 | PA      | $662796.98    | 0.00%             | 2040-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 08/01/2037                                         | CUSIP: 31371NH40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111697 | PA      | $118676.36    | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 4.50 12/01/2043                                        | CUSIP: 3137B6MM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10489821 | PA      | $10434267.26  | 0.07%             | 2043-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 2.50 09/01/2044                                        | CUSIP: 3137BDJ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19677923 | PA      | $17398233.72  | 0.12%             | 2044-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 1.464034 03/01/2026                                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9103712 | PA      | $63778.79     | 0.00%             | 2026-03-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 1.362409 05/01/2026                                    | CUSIP: 3137BQYV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3783047 | PA      | $27562.15     | 0.00%             | 2026-05-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 0.724992 03/01/2027                                    | CUSIP: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8358867 | PA      | $69729.67     | 0.00%             | 2027-03-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 3.50 03/01/2047                                        | CUSIP: 3137BY6K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13951852 | PA      | $12640928.94  | 0.09%             | 2047-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 0.793812 04/01/2027                                    | CUSIP: 3137F1G69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40499029 | PA      | $423231.05    | 0.00%             | 2027-04-25      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 0.866999 06/01/2027                                    | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34720832 | PA      | $390942.68    | 0.00%             | 2027-06-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 0.467085 09/01/2027                                    | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 210992209 | PA      | $1430611.57   | 0.01%             | 2027-09-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Interest Only              | Freddie Mac 0.853274 02/01/2029                                    | CUSIP: 3137FLMX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 176526744 | PA      | $4111431.44   | 0.03%             | 2029-02-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 5.15517 04/25/2055                                     | CUSIP: 3137HKVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  48491352 | PA      | $48384418.74  | 0.33%             | 2055-04-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 08/01/2032                                         | CUSIP: 31385JK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170551 | PA      | $176320.41    | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.50 07/01/2033                                         | CUSIP: 31385XJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190702 | PA      | $195145.31    | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.601 05/01/2037                                        | CUSIP: 3138EJFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380741 | PA      | $388392.50    | 0.00%             | 2037-05-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 01/01/2027                                         | CUSIP: 3138ELTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18829 | PA      | $18735.28     | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 01/01/2031                                         | CUSIP: 3138ELTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1596111 | PA      | $1596412.75   | 0.01%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 01/01/2027                                         | CUSIP: 3138ELV59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169809 | PA      | $168347.67    | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 05/01/2032                                         | CUSIP: 3138EMGR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2385436 | PA      | $2389283.04   | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.519 04/01/2044                                        | CUSIP: 3138EMV32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1308791 | PA      | $1353377.55   | 0.01%             | 2044-04-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.428 01/01/2046                                        | CUSIP: 3138EQ7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395540 | PA      | $405376.12    | 0.00%             | 2046-01-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 12/01/2029                                         | CUSIP: 3138EQAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784412 | PA      | $774917.53    | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.288 12/01/2045                                        | CUSIP: 3138EQSV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1037305 | PA      | $1067382.99   | 0.01%             | 2045-12-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 12/01/2034                                         | CUSIP: 3138ERDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5524249 | PA      | $5534511.15   | 0.04%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.541 12/01/2046                                        | CUSIP: 3138ERXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2642692 | PA      | $2651430.26   | 0.02%             | 2046-12-01      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.09 04/01/2046                                         | CUSIP: 3138ETNA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1237958 | PA      | $1274112.24   | 0.01%             | 2046-04-01      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 04/01/2036                                         | CUSIP: 3138WGZF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685816 | PA      | $666543.17    | 0.00%             | 2036-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.316 11/01/2043                                        | CUSIP: 3138XDWV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583858 | PA      | $601227.17    | 0.00%             | 2043-11-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.09 09/01/2045                                         | CUSIP: 3138Y7HE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424242 | PA      | $434873.62    | 0.00%             | 2045-09-01      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.37 11/01/2044                                         | CUSIP: 3138YAMX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1535055 | PA      | $1581313.40   | 0.01%             | 2044-11-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.225 12/01/2044                                        | CUSIP: 3138YAMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1165625 | PA      | $1200353.96   | 0.01%             | 2044-12-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 07/01/2041                                         | CUSIP: 313920UK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    378138 | PA      | $385902.88    | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 12/01/2041                                         | CUSIP: 3139216B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    248066 | PA      | $253740.89    | 0.00%             | 2041-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 09/01/2041                                         | CUSIP: 3139216F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    222455 | PA      | $222743.16    | 0.00%             | 2041-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 06/01/2042                                         | CUSIP: 31392DF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    402903 | PA      | $400157.67    | 0.00%             | 2042-06-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 06/01/2032                                         | CUSIP: 31392DGS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594863 | PA      | $603716.47    | 0.00%             | 2032-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 06/01/2042                                         | CUSIP: 31392DP97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    644277 | PA      | $672832.77    | 0.00%             | 2042-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 07/01/2042                                         | CUSIP: 31392JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1013782 | PA      | $1057051.81   | 0.01%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 07/01/2042                                         | CUSIP: 31392JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    481049 | PA      | $502707.64    | 0.00%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 5.538 07/01/2033                                       | CUSIP: 31392UZ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10985432 | PA      | $11129508.87  | 0.08%             | 2033-07-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.50 09/01/2043                                        | CUSIP: 31392W7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101016 | PA      | $104409.63    | 0.00%             | 2043-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.20528 10/01/2042                                      | CUSIP: 31393AQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    477648 | PA      | $489236.61    | 0.00%             | 2042-10-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 01/01/2044                                         | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321460 | PA      | $330543.85    | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 03/01/2044                                         | CUSIP: 31393XGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400384 | PA      | $415052.29    | 0.00%             | 2044-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.50 06/01/2044                                         | CUSIP: 31394ALN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68370 | PA      | $70158.81     | 0.00%             | 2044-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac 6.50 10/01/2043                                        | CUSIP: 31394PPQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3604290 | PA      | $3698132.66   | 0.03%             | 2043-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 08/01/2045                                         | CUSIP: 31394VPU8<br>LEI: 549300DT3ZN0G36OPC94 | Long             | ABS-MBS          | USGSE             | US        |    897447 | PA      | $932754.80    | 0.01%             | 2045-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.00 03/01/2049                                         | CUSIP: 31397NNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1042693 | PA      | $1127800.34   | 0.01%             | 2049-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 05/01/2039                                         | CUSIP: 31397NWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463006 | PA      | $493783.43    | 0.00%             | 2039-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 12/01/2032                                         | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2177193 | PA      | $2280124.21   | 0.02%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.267 08/01/2035                                        | CUSIP: 31403DAD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100338 | PA      | $102013.69    | 0.00%             | 2035-08-01      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.113 09/01/2034                                        | CUSIP: 31404XFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147395 | PA      | $150192.47    | 0.00%             | 2034-09-01      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.082 12/01/2034                                        | CUSIP: 31405VF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152087 | PA      | $152352.10    | 0.00%             | 2034-12-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.54 01/01/2035                                         | CUSIP: 31406LMT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200021 | PA      | $203189.54    | 0.00%             | 2035-01-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.319 01/01/2035                                        | CUSIP: 31406NYU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203426 | PA      | $208388.35    | 0.00%             | 2035-01-01      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 06/01/2056                                         | CUSIP: 3140FXDY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12336096 | PA      | $11911655.66  | 0.08%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.17 06/01/2047                                         | CUSIP: 3140GT3G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452094 | PA      | $466059.28    | 0.00%             | 2047-06-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.483 07/01/2047                                        | CUSIP: 3140GT3W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1064100 | PA      | $1096747.74   | 0.01%             | 2047-07-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 7.236 08/01/2047                                        | CUSIP: 3140J53D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1178551 | PA      | $1214613.91   | 0.01%             | 2047-08-01      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.143 01/01/2049                                        | CUSIP: 3140JAAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1084474 | PA      | $1130594.08   | 0.01%             | 2049-01-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.00 12/01/2048                                         | CUSIP: 3140JAKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2414308 | PA      | $2412106.75   | 0.02%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 1.937 04/01/2052                                        | CUSIP: 3140JBVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13665638 | PA      | $12770631.42  | 0.09%             | 2052-04-01      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 1.944 04/01/2052                                        | CUSIP: 3140JBVM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32242114 | PA      | $28989276.22  | 0.20%             | 2052-04-01      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.639 07/01/2052                                        | CUSIP: 3140JBZJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15813944 | PA      | $14615584.30  | 0.10%             | 2052-07-01      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.319 04/01/2052                                        | CUSIP: 3140LQSX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19106395 | PA      | $17381410.14  | 0.12%             | 2052-04-01      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 05/01/2052                                         | CUSIP: 3140MAZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11190480 | PA      | $10174456.06  | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 04/01/2042                                         | CUSIP: 3140MMRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34062442 | PA      | $30334543.67  | 0.21%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 06/01/2050                                         | CUSIP: 3140QDV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19052348 | PA      | $16022892.98  | 0.11%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 07/01/2050                                         | CUSIP: 3140QEAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25839375 | PA      | $21711659.83  | 0.15%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.00 09/01/2050                                         | CUSIP: 3140QEVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15134871 | PA      | $12170988.07  | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.00 12/01/2050                                         | CUSIP: 3140QF7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  67805341 | PA      | $54544184.15  | 0.37%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 10/01/2050                                         | CUSIP: 3140QFBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26660979 | PA      | $22429800.56  | 0.15%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 05/01/2052                                         | CUSIP: 3140QN7C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  87800477 | PA      | $80050574.79  | 0.55%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 08/01/2052                                         | CUSIP: 3140QPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6804154 | PA      | $6150245.23   | 0.04%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 08/01/2052                                         | CUSIP: 3140QPZ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13809562 | PA      | $12507567.45  | 0.09%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 2.50 10/01/2050                                         | CUSIP: 3140X8GY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  42168285 | PA      | $35463462.37  | 0.24%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.00 03/01/2052                                         | CUSIP: 3140XGCS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28519596 | PA      | $24965411.70  | 0.17%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 04/01/2052                                         | CUSIP: 3140XGS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14750909 | PA      | $13333273.23  | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 06/01/2052                                         | CUSIP: 3140XHKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  48641055 | PA      | $44222839.39  | 0.30%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 07/01/2052                                         | CUSIP: 3140XHVL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11200817 | PA      | $10124697.48  | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 07/01/2052                                         | CUSIP: 3140XHYJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859763 | PA      | $779115.08    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.00 08/01/2042                                         | CUSIP: 3140XJJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21195090 | PA      | $19289192.15  | 0.13%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 01/01/2053                                         | CUSIP: 3140XLP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  88313924 | PA      | $82287975.02  | 0.56%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 07/01/2053                                         | CUSIP: 3140XPTL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15356748 | PA      | $14286732.03  | 0.10%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.50 08/01/2037                                         | CUSIP: 31410KEV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2371533 | PA      | $2438733.56   | 0.02%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 12/01/2028                                         | CUSIP: 31410KKG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352205 | PA      | $363775.55    | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 06/01/2031                                         | CUSIP: 31417Y2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1712376 | PA      | $1718149.61   | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 08/01/2031                                         | CUSIP: 31417Y4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369764 | PA      | $366945.42    | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 11/01/2030                                         | CUSIP: 31417YTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669659 | PA      | $665078.54    | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 11/01/2034                                         | CUSIP: 31418BJZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    966310 | PA      | $955970.96    | 0.01%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 12/01/2034                                         | CUSIP: 31418BLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2200117 | PA      | $2175708.76   | 0.01%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 07/01/2035                                         | CUSIP: 31418BS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2537625 | PA      | $2511054.72   | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 01/01/2036                                         | CUSIP: 31418BYE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582745 | PA      | $576569.30    | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 01/01/2037                                         | CUSIP: 31418CFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1297201 | PA      | $1280861.56   | 0.01%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 03/01/2037                                         | CUSIP: 31418CG99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3104269 | PA      | $3026781.49   | 0.02%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 02/01/2037                                         | CUSIP: 31418CGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564908 | PA      | $557910.57    | 0.00%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 04/01/2037                                         | CUSIP: 31418CJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2349817 | PA      | $2268609.92   | 0.02%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 5.00 03/01/2049                                         | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241788 | PA      | $240744.72    | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 06/01/2052                                         | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  54448424 | PA      | $49112579.96  | 0.34%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 3.50 05/01/2052                                         | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  56641525 | PA      | $51090662.22  | 0.35%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 08/01/2052                                         | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13991324 | PA      | $13407961.03  | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.00 10/01/2052                                         | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20854505 | PA      | $19399232.33  | 0.13%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 10/01/2052                                         | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20941753 | PA      | $20070075.43  | 0.14%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.50 08/01/2039                                         | CUSIP: 31418MEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832734 | PA      | $871249.54    | 0.01%             | 2039-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.00 08/01/2037                                         | CUSIP: 31418MG30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655108 | PA      | $678682.22    | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.00 09/01/2036                                         | CUSIP: 31418MG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2449911 | PA      | $2545659.51   | 0.02%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 4.50 03/01/2040                                         | CUSIP: 31418NZV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421358 | PA      | $420313.39    | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.52 12/01/2040                                         | CUSIP: 31419J5P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350919 | PA      | $360035.29    | 0.00%             | 2040-12-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae 6.78 11/01/2040                                         | CUSIP: 31419J7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162902 | PA      | $165856.83    | 0.00%             | 2040-11-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                        | FedEx Corp.                                                        | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    555934 | NS      | $126369357.54 | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.       | Fidelity National Information Services, Inc.                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |   1968500 | NS      | $160255585.00 | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |   1601900 | NS      | $276183579.00 | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust 5.23 05/15/2028                       | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9660609 | PA      | $9713427.95   | 0.07%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust 5.10 04/15/2029                       | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12828000 | PA      | $12990937.41  | 0.09%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 3.375 11/13/2025                         | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $9287729.19   | 0.06%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 2.70 08/10/2026                          | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  12700000 | PA      | $12364998.77  | 0.08%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 4.95 05/28/2027                          | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9933719.40   | 0.07%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 7.35 11/04/2027                          | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4154207.68   | 0.03%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 6.80 05/12/2028                          | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3203927.00   | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 4.389 01/08/2026                         | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  18850000 | PA      | $18765754.83  | 0.13%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC 4.542 08/01/2026                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  18304000 | PA      | $18178357.68  | 0.12%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                      | Fortive Corp.                                                      | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |   1835000 | NS      | $95658550.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                          | Fox Corp., Class A                                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    736733 | NS      | $41286517.32  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                          | Fox Corp., Class B                                                 | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    103780 | NS      | $5358161.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                          | Fresenius Medical Care AG ADR                                      | CUSIP: 358029106<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |   3826910 | NS      | $109334818.70 | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 7.50 10/01/2025                                         | CUSIP: 36225BPF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       234 | PA      | $234.06       | 0.00%             | 2025-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                   | GE HealthCare Technologies, Inc.                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |   1334300 | NS      | $98831601.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming & Leisure Properties, Inc.                  | Gaming & Leisure Properties, Inc. REIT                             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |   1086054 | NS      | $50697000.72  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap, Inc.                                      | The Gap, Inc.                                                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    216978 | NS      | $4732290.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                       | GE Aerospace                                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    163900 | NS      | $42186221.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                              | Gilead Sciences, Inc.                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |   1641180 | NS      | $181957626.60 | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                            | GSK PLC ADR                                                        | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   5416295 | NS      | $207985728.00 | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 4.40 08/16/2029 | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12556000 | PA      | $12592151.24  | 0.09%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc.                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    112900 | NS      | $79904975.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc. 4.937 04/23/2028                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4635851.94   | 0.03%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc. 5.218 04/23/2031                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5766589.41   | 0.04%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                      | The Goldman Sachs Group, Inc. 3.615 03/15/2028                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12695000 | PA      | $12517742.00  | 0.09%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.93754 12/20/2067                                      | CUSIP: 38375U6B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14112478 | PA      | $14189744.07  | 0.10%             | 2067-12-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.16281 10/20/2067                                      | CUSIP: 38375UP87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8574797 | PA      | $8635573.90   | 0.06%             | 2067-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.06602 09/20/2064                                      | CUSIP: 38375UPC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    895279 | PA      | $895376.83    | 0.01%             | 2064-09-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.16281 10/20/2067                                      | CUSIP: 38375UQ29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5547935 | PA      | $5588545.33   | 0.04%             | 2067-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.24943 01/20/2067                                      | CUSIP: 38376RS56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6616382 | PA      | $6670623.57   | 0.05%             | 2067-01-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.5574 05/20/2068                                       | CUSIP: 38380LDP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3780515 | PA      | $3781000.49   | 0.03%             | 2068-05-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 6.01542 06/20/2068                                      | CUSIP: 38380LHD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11935393 | PA      | $12029511.80  | 0.08%             | 2068-06-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.19943 12/20/2068                                      | CUSIP: 38380LPB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1750699 | PA      | $1762764.54   | 0.01%             | 2068-12-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.15353 11/20/2068                                      | CUSIP: 38380LRL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15408522 | PA      | $15531009.17  | 0.11%             | 2068-11-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.14602 01/20/2070                                      | CUSIP: 38380LT52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13932148 | PA      | $13880229.66  | 0.09%             | 2070-01-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.09602 01/20/2070                                      | CUSIP: 38380LY72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19124835 | PA      | $19021885.68  | 0.13%             | 2070-01-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.32185 08/20/2071                                      | CUSIP: 38382Y2W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21256777 | PA      | $21347226.33  | 0.15%             | 2071-08-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.85185 02/20/2067                                      | CUSIP: 38382YMF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5132903 | PA      | $5122756.49   | 0.03%             | 2067-02-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.12185 02/20/2072                                      | CUSIP: 38382YMT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6595247 | PA      | $6581921.07   | 0.04%             | 2072-02-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.71185 08/20/2068                                      | CUSIP: 38382YPB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28294199 | PA      | $28034927.83  | 0.19%             | 2068-08-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 4.97185 04/20/2072                                      | CUSIP: 38382YQX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20556579 | PA      | $20357243.95  | 0.14%             | 2072-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.04185 04/20/2072                                      | CUSIP: 38382YQZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25297637 | PA      | $25235100.99  | 0.17%             | 2072-04-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.27185 05/20/2072                                      | CUSIP: 38382YTX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14717199 | PA      | $14782163.71  | 0.10%             | 2072-05-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.10185 02/20/2068                                      | CUSIP: 38382YU76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28783047 | PA      | $28812230.00  | 0.20%             | 2068-02-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae 5.30185 08/20/2071                                      | CUSIP: 38382YYT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29413951 | PA      | $29485215.22  | 0.20%             | 2071-08-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                               | HCA Healthcare, Inc. 5.00 03/01/2028                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2461028.64   | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                               | HCA Healthcare, Inc. 5.25 03/01/2030                               | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8610000 | PA      | $8826923.27   | 0.06%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HDFC Bank, Ltd.                                    | HDFC Bank, Ltd. ADR                                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |   1704000 | NS      | $130645680.00 | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC 6.50 05/02/2036                                  | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  17805000 | PA      | $19287979.34  | 0.13%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC 6.50 09/15/2037                                  | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3265000 | PA      | $3492320.17   | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC 4.762 03/29/2033                                 | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  32986000 | PA      | $32295704.29  | 0.22%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC 5.21 08/11/2028                                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5525000 | PA      | $5603115.38   | 0.04%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                           | HP, Inc.                                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |   1022330 | NS      | $25006191.80  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                         | Haleon PLC ADR                                                     | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |  12213413 | NS      | $126653092.81 | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables Owner Trust 4.28 08/15/2031                 | CUSIP: 437921AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12871000 | PA      | $12939294.81  | 0.09%             | 2031-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables Owner Trust 4.33 05/15/2029                 | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13002000 | PA      | $13032078.83  | 0.09%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                       | Humana, Inc.                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |    613400 | NS      | $149964032.00 | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.84 03/15/2029                     | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33250000 | PA      | $33588884.00  | 0.23%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 4.32 10/15/2029                     | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3466000 | PA      | $3479387.77   | 0.02%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| State of Illinois GO                               | State of Illinois GO 5.10 06/01/2033                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  33056520 | PA      | $33155183.37  | 0.23%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC 3.50 07/26/2026                                | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   7800000 | PA      | $7707587.47   | 0.05%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC 3.875 07/26/2029                               | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  27915000 | PA      | $27046143.39  | 0.18%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC 6.125 07/27/2027                               | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  11425000 | PA      | $11791955.23  | 0.08%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC ADR                                            | CUSIP: 45262P102<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |   3732400 | NS      | $147280504.00 | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC 4.25 07/21/2025                                | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  25425000 | PA      | $25416394.15  | 0.17%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Incyte Corp.                                       | Incyte Corp.                                                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |   1288900 | NS      | $87774090.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.           | International Flavors & Fragrances, Inc.                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |   1186400 | NS      | $87259720.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 2.739 10/15/2030                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4662205.20   | 0.03%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 2.956 05/13/2031                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11793000 | PA      | $10904988.63  | 0.07%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 1.04 02/04/2027                               | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17139135.30  | 0.12%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                | Japan Tobacco, Inc. 4.85 05/15/2028                                | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2550000 | PA      | $2588279.61   | 0.02%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                | Japan Tobacco, Inc. 5.25 06/15/2030                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   3600000 | PA      | $3704900.33   | 0.03%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                | Japan Tobacco, Inc. 5.85 06/15/2035                                | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2425000 | PA      | $2535790.85   | 0.02%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                       | LPL Financial Holdings, Inc.                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |    164500 | NS      | $61682565.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                           | Lloyds Banking Group PLC 7.953 11/15/2033                          | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  14000000 | PA      | $16041045.16  | 0.11%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                           | Lloyds Banking Group PLC 4.65 03/24/2026                           | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3100000 | PA      | $3097181.60   | 0.02%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                           | Lloyds Banking Group PLC 3.75 03/18/2028                           | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8025000 | PA      | $7927022.13   | 0.05%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Macy's, Inc.                                       | Macy's, Inc. 6.70 07/15/2034                                       | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2539000 | PA      | $2132285.71   | 0.01%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |  13228300 | NS      | $109496713.64 | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc. 4.45 03/01/2027                                         | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2182530.29   | 0.01%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc. 4.60 03/01/2028                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10025000 | PA      | $10106491.72  | 0.07%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc. 4.80 03/01/2030                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5141989.64   | 0.04%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                      | MetLife, Inc.                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |   1553290 | NS      | $124915581.80 | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                    | Microsoft Corp.                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    371600 | NS      | $184837556.00 | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                         | Microchip Technology, Inc.                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    477887 | NS      | $33628908.19  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                          | Molson Coors Beverage Co., Class B                                 | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    865514 | NS      | $41622568.26  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries, Ltd.                            | Daikin Industries, Ltd.                                            | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |    355000 | NS      | $41969896.88  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                          | Prosus NV 4.85 07/06/2027                                          | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  14200000 | PA      | $14216372.60  | 0.10%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                  | NatWest Group PLC 3.032 11/28/2035                                 | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  12365000 | PA      | $11155399.07  | 0.08%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                  | NatWest Group PLC 6.016 03/02/2034                                 | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  13000000 | PA      | $13755109.94  | 0.09%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                  | NatWest Group PLC 5.808 09/13/2029                                 | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  11800000 | PA      | $12254740.02  | 0.08%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.46965 12/27/2066                      | CUSIP: 63939RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5608268 | PA      | $5602279.10   | 0.04%             | 2066-12-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.21965 07/26/2066                      | CUSIP: 63940CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3664156 | PA      | $3630261.65   | 0.02%             | 2066-07-26      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.11965 02/25/2070                      | CUSIP: 63940EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4013927 | PA      | $3993793.94   | 0.03%             | 2070-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.56965 03/25/2066                      | CUSIP: 63940GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25314260 | PA      | $24903386.36  | 0.17%             | 2066-03-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.71965 03/25/2066                      | CUSIP: 63940LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17698559 | PA      | $17876113.99  | 0.12%             | 2066-03-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.56965 07/26/2066                      | CUSIP: 63940NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3837421 | PA      | $3847584.73   | 0.03%             | 2066-07-26      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.16965 03/25/2067                      | CUSIP: 63941DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  56072211 | PA      | $55359174.76  | 0.38%             | 2067-03-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 5.41965 02/27/2068                      | CUSIP: 63941RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2474813 | PA      | $2465078.26   | 0.02%             | 2068-02-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 4.96965 02/25/2070                      | CUSIP: 63942QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10807542 | PA      | $10587784.00  | 0.07%             | 2070-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                       | Neurocrine Biosciences, Inc.                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |    304000 | NS      | $38209760.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                         | News Corp., Class A                                                | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    502904 | NS      | $14946306.88  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 5.749 09/01/2025                              | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3980828.11   | 0.03%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 4.625 07/15/2027                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $10137102.00  | 0.07%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 4.90 03/15/2029                               | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  11975000 | PA      | $12166959.61  | 0.08%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc. 5.05 03/15/2030                               | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  14650000 | PA      | $14990941.98  | 0.10%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                             | Norfolk Southern Corp.                                             | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |    542800 | NS      | $138940516.00 | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien, Ltd.                                      | Nutrien, Ltd.                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |   1045100 | NS      | $60866624.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |   4450015 | NS      | $186945130.15 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibercop SpA                                       | Fibercop SpA 7.20 07/18/2036                                       | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   8688000 | PA      | $8467178.32   | 0.06%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                       | Fibercop SpA 7.721 06/04/2038                                      | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   5536000 | PA      | $5499231.00   | 0.04%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp. 2.80 04/01/2027                                       | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6189821.38   | 0.04%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp. 2.95 04/01/2030                                       | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4669236.30   | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp. 1.65 03/25/2026                                       | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  13990000 | PA      | $13703923.39  | 0.09%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.       | Taiwan Semiconductor Manufacturing Co., Ltd.                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |   3551000 | NS      | $128853211.01 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos 6.70 02/16/2032                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  38299000 | PA      | $35582750.66  | 0.24%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                             | Petroleo Brasileiro SA 7.25 03/17/2044                             | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   4300000 | PA      | $4371668.10   | 0.03%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos 6.375 01/23/2045                               | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  10725000 | PA      | $7596772.76   | 0.05%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos 6.75 09/21/2047                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  11625000 | PA      | $8419881.71   | 0.06%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos 7.69 01/23/2050                                | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  52680000 | PA      | $41437308.34  | 0.28%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc. 4.875 02/13/2029                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $10074675.60  | 0.07%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc. 5.125 02/13/2031                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $6102427.92   | 0.04%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV ADR                                                      | CUSIP: 74365P108<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |   3787311 | NS      | $42152771.43  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                          | Prosus NV 3.68 01/21/2030                                          | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   3750000 | PA      | $3535283.59   | 0.02%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV 3.061 07/13/2031                                         | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  38650000 | PA      | $34235147.32  | 0.23%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV 4.193 01/19/2032                                         | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  13680000 | PA      | $12813368.44  | 0.09%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV 4.987 01/19/2052                                         | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   6779000 | PA      | $5230653.49   | 0.04%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp.                                     | Ralliant Corp.                                                     | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    611667 | NS      | $29659716.63  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                          | RTX Corp.                                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |   1552900 | NS      | $226754458.00 | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                    | Regeneron Pharmaceuticals, Inc.                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |    200333 | NS      | $105174825.00 | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Oil Finance Trust                              | Rio Oil Finance Trust 9.75 01/06/2027                              | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8944510 | PA      | $9219965.45   | 0.06%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                              | Rio Oil Finance Trust 8.20 04/06/2028                              | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6491300 | PA      | $6767076.39   | 0.05%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                   | Roche Holding AG ADR                                               | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |   1454000 | NS      | $59265040.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US                      | SSC GOVERNMENT MM GVMXX                                            | CUSIP: N/A<br>LEI: 549300BZ5TGIFZUZDZ37       | Long             | STIV             | RF                | US        |  90406357 | NS      | $90406357.05  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                           | SBA Communications Corp. REIT, Class A                             | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |    595800 | NS      | $139917672.00 | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 5.17494 10/25/2064                          | CUSIP: 78442GLL8<br>LEI: 549300YK6GOQU7FJ5N55 | Long             | ABS-O            | CORP              | US        |  13012163 | PA      | $12972025.41  | 0.09%             | 2064-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 5.22494 01/25/2041                          | CUSIP: 78442GRA6<br>LEI: SCSW2GRYW6ZPGKE5DL61 | Long             | ABS-O            | CORP              | US        |   2964442 | PA      | $2923050.86   | 0.02%             | 2041-01-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 4.79494 01/25/2041                          | CUSIP: 78442GRX6<br>LEI: 5493007758ACJK074H95 | Long             | ABS-O            | CORP              | US        |   5980778 | PA      | $5761826.20   | 0.04%             | 2041-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 4.78494 01/25/2041                          | CUSIP: 78443HAF0<br>LEI: 5493008U32QWNGB0TW72 | Long             | ABS-O            | CORP              | US        |   3241156 | PA      | $3112601.35   | 0.02%             | 2041-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 5.21965 01/25/2076                          | CUSIP: 78447EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32415918 | PA      | $32176490.86  | 0.22%             | 2026-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 3.60 01/15/2037   | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |   2964100 | PA      | $2921542.85   | 0.02%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 6.15 09/15/2053   | CUSIP: 78450PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11253569 | PA      | $11810044.31  | 0.08%             | 2053-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.38 01/15/2053   | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12008254 | PA      | $12179494.57  | 0.08%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                          | Sanofi SA ADR                                                      | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |   2805365 | NS      | $135527183.15 | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp.                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |   3942700 | NS      | $359731948.00 | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp. 5.643 05/19/2029                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4664306.75   | 0.03%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp. 5.853 05/19/2034                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2655778.18   | 0.02%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corp.                           | The Charles Schwab Corp. 6.136 08/24/2034                          | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5491044.59   | 0.04%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Small Business Admin. - 504 Program                | Small Business Admin. - 504 Program 5.71 06/01/2027                | CUSIP: 83162CRB1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    132945 | PA      | $134012.00    | 0.00%             | 2027-06-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.24 03/15/2056   | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1183796 | PA      | $1203722.43   | 0.01%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.67 11/15/2052   | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8599573 | PA      | $8826788.53   | 0.06%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust (Private Loans)   | SMB Private Education Loan Trust (Private Loans) 5.13 04/15/2054   | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8453962 | PA      | $8547844.57   | 0.06%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                   | The Southern Co. 5.113 08/01/2027                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  11900000 | PA      | $12078721.70  | 0.08%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                   | The Southern Co. 4.00 01/15/2051                                   | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  19036000 | PA      | $18925996.29  | 0.13%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                   | The Southern Co. 3.75 09/15/2051                                   | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  19900000 | PA      | $19625798.70  | 0.13%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| The Southern Co.                                   | The Southern Co. 4.85 06/15/2028                                   | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  12475000 | PA      | $12689358.92  | 0.09%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corporation                  | FIXED INC CLEARING CORP.REPO                                       | CUSIP: N/A<br>LEI: 549300H47WTHXPU08X20       | Long             | RA               | CORP              | US        |  14618680 | PA      | $14618679.95  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                              | Sun Communities, Inc. REIT                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |   1108900 | NS      | $140264761.00 | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                     | Synopsys, Inc. 4.65 04/01/2028                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1565777.76   | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                     | Synopsys, Inc. 4.85 04/01/2030                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   7035000 | PA      | $7132574.75   | 0.05%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                     | Synopsys, Inc. 5.00 04/01/2032                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3621239.12   | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                                | T-Mobile U.S., Inc. 2.25 02/15/2026                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6694607.48   | 0.05%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile U.S., Inc.                                | T-Mobile U.S., Inc. 3.375 04/15/2029                               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6253958.10   | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                        | Teledyne Technologies, Inc.                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     96400 | NS      | $49386684.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 6.55 05/01/2037                       | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11361011.42  | 0.08%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. 6.75 06/15/2039                       | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   6160000 | PA      | $6385395.14   | 0.04%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust 4.88 03/15/2029                | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12823000 | PA      | $12944626.16  | 0.09%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                    | TC Energy Corp. 5.875 08/15/2076                                   | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   7465000 | PA      | $7476769.54   | 0.05%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                    | TC Energy Corp. 5.30 03/15/2077                                    | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |  29935000 | PA      | $29730885.21  | 0.20%             | 2077-03-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                    | TC Energy Corp. 5.50 09/15/2079                                    | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   9435000 | PA      | $9341945.99   | 0.06%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG 5.959 01/12/2034                                      | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  23275000 | PA      | $24501856.21  | 0.17%             | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG 9.25 05/13/2172                                       | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  22775000 | PA      | $26337260.53  | 0.18%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Unum Group                                         | Unum Group 6.75 12/15/2028                                         | CUSIP: 903192AA0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   8417000 | PA      | $8996593.78   | 0.06%             | 2028-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                          | Ultrapar Participacoes SA 5.25 10/06/2026                          | CUSIP: 90401CAA7<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | LU        |  12050000 | PA      | $12004101.55  | 0.08%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                          | Ultrapar Participacoes SA 5.25 06/06/2029                          | CUSIP: 90401CAC3<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | LU        |   2594000 | PA      | $2576495.69   | 0.02%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SPA                                      | UniCredit SPA 7.296 04/02/2034                                     | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  29960000 | PA      | $31689847.86  | 0.22%             | 2034-04-02      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UniCredit SPA                                      | UniCredit SPA 5.459 06/30/2035                                     | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   7325000 | PA      | $7282646.12   | 0.05%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                | Union Pacific Corp. 6.176 01/02/2031                               | CUSIP: 90783XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2015315 | PA      | $2092969.13   | 0.01%             | 2031-01-02      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Dept. of Veterans Affairs                          | Dept. of Veterans Affairs 6.50 08/01/2031                          | CUSIP: 911760RP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1566693 | PA      | $1577997.81   | 0.01%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation Indexed                    | U.S. Treasury Inflation Indexed 2.50 01/15/2029                    | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40338000 | PA      | $41969459.52  | 0.29%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation Indexed                    | U.S. Treasury Inflation Indexed 1.50 02/15/2053                    | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16029733 | PA      | $12689011.29  | 0.09%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.25 08/15/2054                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62702000 | PA      | $57259662.03  | 0.39%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.50 11/15/2054                            | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11017000 | PA      | $10498856.72  | 0.07%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.625 11/15/2044                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106247000 | PA      | $104005852.34 | 0.71%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation Indexed                    | U.S. Treasury Inflation Indexed 2.375 02/15/2055                   | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19985800 | PA      | $19310948.81  | 0.13%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 5.00 05/15/2045                            | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17685000 | PA      | $18165810.94  | 0.12%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 4.50 05/15/2027                            | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45162000 | PA      | $45756515.28  | 0.31%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation Indexed                    | U.S. Treasury Inflation Indexed 1.625 10/15/2029                   | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 170241470 | PA      | $172330850.37 | 1.18%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 3.75 04/30/2027                            | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71209000 | PA      | $71197873.59  | 0.49%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 3.75 05/15/2028                            | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 162931000 | PA      | $163172851.52 | 1.11%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Note/Bond                            | U.S. Treasury Note/Bond 3.875 05/31/2027                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44092000 | PA      | $44195340.63  | 0.30%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                           | UnitedHealth Group, Inc.                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    393672 | NS      | $122813853.84 | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                           | VF Corp.                                                           | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |   2227600 | NS      | $26174300.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                       | VMware, Inc. 4.65 05/15/2027                                       | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  14137000 | PA      | $14219472.15  | 0.10%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                       | VMware, Inc. 1.40 08/15/2026                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  19765000 | PA      | $19116342.15  | 0.13%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                 | Vodafone Group PLC 7.00 04/04/2079                                 | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  18300000 | PA      | $19093213.50  | 0.13%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                | Volkswagen Auto Loan Enhanced Trust 4.50 08/20/2029                | CUSIP: 92868MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21413000 | PA      | $21572096.45  | 0.15%             | 2029-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   2611542 | NS      | $209236745.04 | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 4.10 06/03/2026                                  | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3376000 | PA      | $3362509.64   | 0.02%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 4.30 07/22/2027                                  | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13145000 | PA      | $13147588.91  | 0.09%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 2.572 02/11/2031                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12005000 | PA      | $10997980.02  | 0.08%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 4.897 07/25/2033                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11002138.40  | 0.08%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 5.389 04/24/2034                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1944169.53   | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                       | Zimmer Biomet Holdings, Inc.                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    673500 | NS      | $61429935.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                       | British American Tobacco PLC 3.75 03/23/2171                       | CUSIP: BR5534960<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |  84228000 | PA      | $96706946.14  | 0.66%             | N/A             | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | S&P500 EMINI FUT  Sep25                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1925 | NC      | $-21289862.34 | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | EURO-BOBL FUTURE  Sep25                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -598 | NC      | $379482.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | US LONG BOND(CBT) Sep25                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       700 | NC      | $3226503.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                       | Glencore PLC                                                       | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |  18105400 | NS      | $70481325.65  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp, Ltd.                                    | Credicorp, Ltd.                                                    | CUSIP: G2519Y108<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |    402797 | NS      | $90033185.44  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC                 | Johnson Controls International PLC                                 | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |   1684114 | NS      | $177876120.68 | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                      | Medtronic PLC                                                      | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    623700 | NS      | $54367929.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                | TE Connectivity PLC                                                | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |    483136 | NS      | $81490549.12  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                           | Willis Towers Watson PLC                                           | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     29784 | NS      | $9128796.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XP, Inc.                                           | XP, Inc., Class A                                                  | CUSIP: G98239109<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |   5288300 | NS      | $106823660.00 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                       | LyondellBasell Industries NV, Class A                              | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |   1022400 | NS      | $59156064.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corporation                  | FIXED INC CLEARING CORP.REPO                                       | CUSIP: N/A<br>LEI: 549300H47WTHXPU08X20       | Long             | RA               | CORP              | US        | 205000000 | PA      | $205000000.00 | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-28

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

**Signature:** Shelly Chu

**Name of Signer:** Shelly Chu

**Title:** Treasurer