# EDGAR Filing Document

**Accession Number:** 0001553197
**File Stem:** 0001193125-26-027708
**Filing Date:** 2026-1
**Character Count:** 136664
**Document Hash:** 0e39ee216d0b3c569995fe7aa7648e28
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-027708.hdr.sgml**: 20260129

**ACCESSION NUMBER**: 0001193125-26-027708

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260129

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22746
- **FILM NUMBER:** 26573944

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

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

  - **Telephone number:** 9499755000

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14449704567.85

**Total Liabilities:** $332596114.38

**Net Assets:** $14117108453.47

**Cash Not Reported:** $7409485.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1568.120000000000 | **1-Year:** -48005.440000000000 | **5-Year:** -146508.120000000000 | **10-Year:** -273428.860000000000 | **30-Year:** -254001.910000000000

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

- **3-Month:** 18.699604700000 | **1-Year:** 2031.570000000000 | **5-Year:** -1019914.330000000000 | **10-Year:** -27155.560000000000 | **30-Year:** -884.605499300000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120322 | 0.41%                | 0.21%                | 0.21%                |
| Class ID C000120323 | 0.41%                | 0.31%                | 0.10%                |
| Class ID C000120324 | 0.42%                | 0.21%                | 0.10%                |
| Class ID C000120325 | 0.42%                | 0.11%                | 0.10%                |
| Class ID C000120326 | 0.42%                | 0.21%                | 0.10%                |
| Class ID C000120327 | 0.52%                | 0.21%                | 0.10%                |
| Class ID C000120328 | 0.51%                | 0.20%                | 0.20%                |
| Class ID C000120329 | 0.51%                | 0.31%                | 0.10%                |
| Class ID C000120331 | 0.42%                | 0.10%                | 0.10%                |
| Class ID C000120332 | 0.52%                | 0.20%                | 0.10%                |
| Class ID C000120333 | 0.41%                | 0.31%                | 0.10%                |
| Class ID C000120334 | 0.41%                | 0.21%                | 0.21%                |
| Class ID C000120336 | 0.41%                | 0.21%                | 0.00%                |
| Class ID C000120337 | 0.42%                | 0.21%                | 0.10%                |
| Class ID C000148371 | 0.41%                | 0.21%                | 0.10%                |
| Class ID C000164814 | 0.52%                | 0.20%                | 0.20%                |
| Class ID C000179978 | 0.41%                | 0.31%                | 0.20%                |
| Class ID C000189425 | 0.41%                | 0.31%                | 0.10%                |
| Class ID C000189426 | 0.41%                | 0.20%                | 0.20%                |
| Class ID C000224603 | 0.41%                | 0.31%                | 0.21%                |
| Class ID C000224604 | 0.41%                | 0.31%                | 0.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1079149.87              | $70048045.89                               |
| Month 2  | $681859.04               | $183991.09                                 |
| Month 3  | $5147190.95              | $-41885216.65                              |

**Designated Index Information**

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

- **Index Identifier:** LBUTTRUU

### Schedule of Portfolio Investments

| Name                                                              | Title                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SEACO_20-1                                                        | SEACO 2020-1A B 144A 3.55% 10-17-40                                                                | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1806107 | PA      | $1745241.19    | 0.01%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                         | SEACO 2020-2A A 144A 2.26% 11-19-40                                                                | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11088796 | PA      | $10631017.23   | 0.08%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                 | SORT 2021-1A A1 144A 1.53% 03-15-61                                                                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3313930 | PA      | $2722662.01    | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                             | TCF 2020-1A A 144A 2.11% 09-20-45                                                                  | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1940483 | PA      | $1831552.35    | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                             | TCF 2020-1A B 144A 3.74% 09-20-45                                                                  | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3479971 | PA      | $3343820.43    | 0.02%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                      | TMCL 2020-2A B 144A 3.34% 09-20-45                                                                 | CUSIP: 88315LAH1<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |     3670727 | PA      | $3510113.97    | 0.02%             | 2045-09-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                   | TAL 2020-1A A 144A 2.05% 09-20-45                                                                  | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4764862 | PA      | $4553950.63    | 0.03%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                 | USRE 2021-1 A1 144A 1.91% 10-20-61                                                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3935000 | PA      | $3346190.21    | 0.02%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| WEF 2024-1A                                                       | WEF 2024-1A A2 144A 4.99% 09-20-32                                                                 | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      859344 | PA      | $864121.16     | 0.01%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-P1                                                     | WLAKE 2025-P1 A2 144A 4.65% 02-15-28                                                               | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2509000 | PA      | $2515473.22    | 0.02%             | 2028-02-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                           | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29                                              | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |   272680000 | PA      | $15559892.82   | 0.11%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | AMGEN INC SR UNSEC 4.875% 03-01-53                                                                 | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $9541558.20    | 0.07%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18032000 | PA      | $20565153.39   | 0.15%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 5.93% 05-01-60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5028000 | PA      | $4997650.99    | 0.04%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    27825000 | PA      | $27735431.33   | 0.20%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7549000 | PA      | $6773506.33    | 0.05%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD     | CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING PRP REG S SUB (H) 5.3% 12-31-79/07-05-27 | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | CN        |    10424000 | PA      | $10611089.95   | 0.08%             | 2079-12-31      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                   | CVS HEALTH CORP SR UNSEC 6.2% 09-15-55                                                             | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25923800.00   | 0.18%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                                 | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    29763000 | PA      | $29030413.52   | 0.21%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     5178000 | PA      | $3982249.64    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     2538000 | PA      | $1634893.31    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     6206000 | PA      | $4077670.92    | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      232000 | PA      | $188167.08     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4810744.40    | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    28099000 | PA      | $28784840.39   | 0.20%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $36440180.00   | 0.26%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                         | KEB HANA BANK 144A LIFE SR UNSEC 5.375% 04-23-27                                                   | CUSIP: 48723RAE5<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     7590000 | PA      | $7738551.48    | 0.05%             | 2027-04-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KOOKMIN BANK                                                      | KOOKMIN BANK 144A LIFE SR UNSEC 5.375% 05-08-27                                                    | CUSIP: 50050GAW8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    16990000 | PA      | $17334964.96   | 0.12%             | 2027-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                            | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.5% 07-02-34                                            | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    11000000 | PA      | $11255893.00   | 0.08%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                 | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.875% 01-15-36                                         | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     9868000 | PA      | $9907156.22    | 0.07%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17710000 | PA      | $18322783.71   | 0.13%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 4.356% 10-22-31/30                                                         | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6237000 | PA      | $6245083.15    | 0.04%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 4.892% 10-22-36/35                                                         | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30108900.00   | 0.21%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                       | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.1% 10-15-55                                          | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12591037.50   | 0.09%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | PETROLEOS MEXICANOS MXN SR UNSEC 7.47% 11-12-26                                                    | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |         300 | PA      | $1620.36       | 0.00%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 02-15-43                                 | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   192271192 | PA      | $146171127.80  | 1.04%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                                          | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         600 | PA      | $355.50        | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                    | EUROPEAN UNION 3.75% 10-12-45                                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |    22120000 | PA      | $25573985.66   | 0.18%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                   | ARRW 2022-1 A1A 144A 2.495% 12-25-56                                                               | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2091494 | PA      | $2040697.40    | 0.01%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                     | IRV 2025-200P A 144A FRN 03-14-47                                                                  | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28510787 | PA      | $29488108.27   | 0.21%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FASST 2025-PC1                                                    | FASST 2025-PC1 A1 144A 4.5% 05-25-75                                                               | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-CBDO         | CORP              | US        |    12862173 | PA      | $12507472.39   | 0.09%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                             | HGMT 2025-HGLR A 144A FRN 02-05-45                                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16143000 | PA      | $16949294.42   | 0.12%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                      | MCAS 2025-01 M1 144A FRN 05-25-55                                                                  | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3604433 | PA      | $3607619.44    | 0.03%             | 2055-05-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM8                                                     | OBX 2025-NQM8 A1 144A 5.472% 03-25-65                                                              | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-CBDO         | CORP              | US        |     4713352 | PA      | $4747636.46    | 0.03%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                     | SDR 2024-DSNY A 144A FRN 05-15-39                                                                  | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3539000 | PA      | $3543476.84    | 0.03%             | 2039-05-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                   | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |     1486321 | PA      | $1490950.47    | 0.01%             | 2045-05-25      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                               | TPMT 2020-4 A1 144A 1.75% 10-25-60                                                                 | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11996053 | PA      | $11022716.87   | 0.08%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                         | AESOP 2025-1A A 144A 4.8% 08-20-29                                                                 | CUSIP: 05377RKL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1881000 | PA      | $1914609.71    | 0.01%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-2-A                                  | AFRMT 2025-2A A 144A 4.67% 07-15-33                                                                | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31717000 | PA      | $31901561.22   | 0.23%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                     | CLAST 2025-1A A 144A 5.783% 02-15-50                                                               | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18602585 | PA      | $18960759.27   | 0.13%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-2A                                                      | EART 2025-2A B 4.92% 09-17-29                                                                      | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4440000 | PA      | $4485727.56    | 0.03%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                   | EQS 2025-1M A 144A 5.48% 09-26-33                                                                  | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17603080 | PA      | $17542349.52   | 0.12%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1                       | FNMNT 2025-1 A 4.85% 02-15-30                                                                      | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7826000 | PA      | $7994532.91    | 0.06%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1                                                      | FORDF 2025-1 A1 4.63% 04-15-30                                                                     | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     7790000 | PA      | $7909288.27    | 0.06%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GMREV 2024-2                                                      | GMREV 2024-2 A 144A 4.52% 03-11-37                                                                 | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9442000 | PA      | $9618792.01    | 0.07%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                            | HERTZ 2021-2A A 144A 1.68% 12-27-27                                                                | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8811000 | PA      | $8617149.19    | 0.06%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                            | HERTZ 2021-2A B 144A 2.12% 12-27-27                                                                | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5925000 | PA      | $5794863.30    | 0.04%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                            | HERTZ 2021-2A C 144A 2.52% 12-27-27                                                                | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      826000 | PA      | $807943.64     | 0.01%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-6                        | HERTZ 2025-6A A 144A 4.89% 05-25-32                                                                | CUSIP: 42806MDQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9949000 | PA      | $9965117.38    | 0.07%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-5                        | HERTZ 2025-5A A 144A 4.62% 05-25-30                                                                | CUSIP: 42806MDL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5368000 | PA      | $5375568.88    | 0.04%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                               | NSLT 2021-A APT1 144A 1.36% 04-20-62                                                               | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4345140 | PA      | $4105344.68    | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                   | NAVSL 2021-CA A 144A 1.06% 10-15-69                                                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3650885 | PA      | $3351399.02    | 0.02%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                        | NBCLO 2017-1A A1R CLO 144A FRN 07-25-30                                                            | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      418112 | PA      | $418542.45     | 0.00%             | 2030-07-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22469000 | PA      | $21903949.59   | 0.16%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                     | SPSS 2021-A A 144A 1.95% 09-15-75                                                                  | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5844625 | PA      | $5705528.65    | 0.04%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                     | SYNIT 2025-A1 A 4.78% 02-15-31                                                                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5677000 | PA      | $5784159.05    | 0.04%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-2A                                                     | SFAST 2025-2A A3 144A 4.44% 12-20-30                                                               | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6998000 | PA      | $7076076.69    | 0.05%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2025-2A                                                     | SFAST 2025-2A A2 144A 4.52% 11-20-28                                                               | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5279698 | PA      | $5288255.99    | 0.04%             | 2028-11-20      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.875% 02-15-47                                 | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   215150247 | PA      | $159135518.10  | 1.13%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-27                                 | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   109998341 | PA      | $108855427.70  | 0.77%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.5% 01-15-28                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   631254744 | PA      | $621514774.20  | 4.40%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-34                                 | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   196670900 | PA      | $199667010.00  | 1.41%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4657812.50    | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.5% 01-15-29                                   | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3025620 | PA      | $3140500.00    | 0.02%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.625% 10-15-29                                 | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   311736480 | PA      | $316558816.00  | 2.24%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 01-15-35                                 | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   102919000 | PA      | $105926200.00  | 0.75%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.71306% 04-09-27/04-09-28 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $871212.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.715% 04-09-27/04-09-28 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $868044.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.73% 04-19-27/04-19-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $352260.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX JPY 0.73% 04-21-27/04-21-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $261719.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.0897% 06-04-20/06-04-50 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $13416193.14   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR -0.452% 12-03-20/12-03-25 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-125220.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR -0.445% 12-03-20/12-03-25 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-124894.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.0175% 12-03-20/12-03-50 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $32694566.35   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.071% 01-14-21/01-14-51 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $32391874.35   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 0.068% 01-15-21/01-15-51 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $35022326.14   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 0.702% 03-03-22/03-03-52 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-13953551.19  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 0.672% 03-03-22/03-03-52 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-14129556.25  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 0.649% 03-03-22/03-03-52 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-16767267.17  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.87% 07-27-22/07-27-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $11650.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.98975% 03-06-25/03-06-26 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1134264.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    43200000 | PA      | $43436304.00   | 0.31%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                           | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    28000000 | PA      | $28308840.00   | 0.20%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    11615000 | PA      | $13315064.32   | 0.09%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                      | QATARENERGY 144A LIFE SR UNSEC 2.25% 07-12-31                                                      | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    17300000 | PA      | $15630394.30   | 0.11%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                      | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                                     | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    13495000 | PA      | $10482200.77   | 0.07%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                      | QATARENERGY 144A LIFE SR UNSEC 3.3% 07-12-51                                                       | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    12200000 | PA      | $8714313.60    | 0.06%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| SMRC AUTOMOTIVE HOLDINGS NETHERLANDS BV                           | MOTHERSON GLOBAL INVESTMENTS BV 144A LIFE SR SEC 1ST LIEN 5.625% 07-11-29                          | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |    14490000 | PA      | $14845686.03   | 0.11%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                        | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $6793545.00    | 0.05%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                        | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    17875000 | PA      | $18364363.88   | 0.13%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                        | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $2615668.40    | 0.02%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $4614356.50    | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                       | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $135826.80     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                                     | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $26217875.00   | 0.19%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                        | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $51287200.00   | 0.36%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46319400 | PA      | $45204840.00   | 0.32%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-35                                 | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   321935607 | PA      | $324752579.35  | 2.30%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 01-15-27                                 | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   245133320 | PA      | $247891031.80  | 1.76%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.75% 02-15-45                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   154481600 | PA      | $115414656.00  | 0.82%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-46                                   | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   132754158 | PA      | $102562922.49  | 0.73%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT) | UNITED KINGDOM INFLATION-LINKED GILT GBP REG S I/L 0.125% 08-10-41                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    11658563 | PA      | $11657715.24   | 0.08%             | 2041-08-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.625% 05-15-53                                                        | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3278000 | PA      | $2732264.14    | 0.02%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.0% 01-15-26                                   | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   111387286 | PA      | $111326367.29  | 0.79%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-40                                 | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67622850 | PA      | $68061330.00   | 0.48%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.75% 01-15-28                                  | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    94573180 | PA      | $95585414.00   | 0.68%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-41                                 | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    64517895 | PA      | $64301134.50   | 0.46%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.75% 02-15-42                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    71871000 | PA      | $57081300.00   | 0.40%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                            | UNITED STATES OF AMERICA 4.425% 05-01-31                                                           | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |    23500000 | PA      | $21402249.00   | 0.15%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                        | FLORIDA HURRICANE CATASTROPHE FUND 2.154% 07-01-30                                                 | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    15236000 | PA      | $14073249.42   | 0.10%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                 | SORT 2020-1 A1 144A 1.69% 07-15-60                                                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4629602 | PA      | $3978953.47    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                 | SORT 2020-1 A2 144A 1.99% 07-15-60                                                                 | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      735673 | PA      | $621521.91     | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                        | SEACO 2020-1A A 144A 2.17% 10-17-40                                                                | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13166803 | PA      | $12590926.45   | 0.09%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                        | VERIZON COMMUNICATIONS INC SR UNSEC 5.875% 11-30-55                                                | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    10173000 | PA      | $10275503.15   | 0.07%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                        | VERIZON COMMUNICATIONS INC SR UNSEC 5.75% 11-30-45                                                 | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4113000 | PA      | $4151037.02    | 0.03%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                        | VERIZON COMMUNICATIONS INC SR UNSEC 6.0% 11-30-65                                                  | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4630000 | PA      | $4686416.55    | 0.03%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                       | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     1616000 | PA      | $1084474.98    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                              | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30                                              | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     5490000 | PA      | $5356933.38    | 0.04%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                              | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50                                             | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     5775000 | PA      | $5147459.63    | 0.04%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                            | COLOMBIA GOVERNMENT INTERNATIONAL BOND 5.0% 06-15-45                                               | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      600000 | PA      | $449460.00     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                             | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 2.125% 09-22-31                                    | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    13860000 | PA      | $11936786.40   | 0.08%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                             | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.125% 09-21-51                                    | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    17300000 | PA      | $10838501.90   | 0.08%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPANESE GOVERNMENT CPI LINKED BOND JPY I/L 0.1% 03-10-29                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   117969600 | PA      | $768193.83     | 0.01%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.8% 06-20-55                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 28858000000 | PA      | $167090481.43  | 1.18%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | MEXICAN BONOS MXN 8.0% 11-07-47                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     4185438 | PA      | $20128794.21   | 0.14%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | MEXICAN BONOS MXN 5.75% 03-05-26                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     1793441 | PA      | $9750437.91    | 0.07%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.25% 10-31-30                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    20861000 | PA      | $22791601.99   | 0.16%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                | UNITED STATES OF AMERICA 4.95% 03-01-34                                                            | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    14400000 | PA      | $14402592.00   | 0.10%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                          | UNIVERSITY OF CALIFORNIA 1.316% 05-15-27                                                           | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7840000 | PA      | $7587481.44    | 0.05%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-26                                 | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   258808820 | PA      | $257454057.00  | 1.82%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.375% 02-15-44                                 | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    90725964 | PA      | $77560074.90   | 0.55%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 01-15-27                                 | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   402842160 | PA      | $398373026.80  | 2.82%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 2.045% 11-02-17/11-02-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $752143.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.6193% 04-06-20/04-06-50 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $15804276.99   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.1605% 05-19-23/05-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3523653.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                   | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |     4968714 | NS      | $496821745.86  | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                             | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-459197.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-203479.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1027445.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.175% 02-01-28/02-01-38 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $5690308.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 2.99% 02-02-28/02-02-38 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $2164259.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $241925.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.535% 01-23-25/01-23-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $340418.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.53% 01-23-25/01-23-27 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $174614.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.5485% 01-29-25/01-29-30 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1426112.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.529% 01-29-25/01-29-30 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1217999.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-991687.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $2341103.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1158817.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $11039133.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 4.28066% 06-03-24/03-31-26 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $818983.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX MXN 8.82% 11-22-24/03-22-30 CME                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2286903.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.60602% 04-06-20/04-06-50 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $7263491.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.616917% 04-06-20/04-06-50 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $6524605.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $14010175.08   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX JPY -0.01246731% 10-01-21/10-01-26 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $138325.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 2.5895% 07-27-22/07-27-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-12218.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $5731603.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $5696968.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.27% 02-16-23/02-16-26 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $183341.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.265% 02-16-23/02-16-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $89663.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.3035% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $59899.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2515% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $51197.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.4815% 02-17-23/02-17-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-710795.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2675% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $52343.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.501% 02-17-23/02-17-33 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1065000.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.3005% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $41210.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.288% 02-17-23/02-17-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $40476.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.45% 03-31-23/02-01-28 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $667415.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.47% 04-03-23/02-02-28 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $197562.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.055% 04-06-23/04-06-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $737859.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 2.92% 04-07-23/10-19-50 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3498327.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.232% 04-07-23/03-30-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $275504.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-292637.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3556140.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3325191.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-34963.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $147153.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3171332.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3129374.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $177080.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3164267.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $151649.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-440393.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3711060.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-83152.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $6601947.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-11912.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3212670.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-287153.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-207230.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.1135% 05-10-23/05-10-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3110871.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT ULTRA UXYH6 03-20-26                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        8225 | NC      | $-5657319.13   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 20YR FUT USH6 03-20-26                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        2828 | NC      | $883658.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 5YR FUT FVH6 03-31-26                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        1384 | NC      | $56245.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 2YR FUT TUH6 03-31-26                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       35015 | NC      | $753316.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | EUR FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $87617.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | GBP FWD SALE TO USD 12/16/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-81463.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD SALE TO USD 12/18/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-378759.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | MXN FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-677018.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-48                                   | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   343112365 | PA      | $257227078.00  | 1.82%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.875% 01-15-29                                 | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    87984288 | PA      | $86973814.80   | 0.62%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-49                                   | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    60149416 | PA      | $44447126.60   | 0.31%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 07-15-29                                  | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   279603354 | PA      | $270559960.20  | 1.92%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-30                                 | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   621807117 | PA      | $592732775.37  | 4.20%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 02-15-50                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   284464729 | PA      | $168700970.74  | 1.20%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-30                                 | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   853829940 | PA      | $811005328.00  | 5.74%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-31                                 | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1381209231 | PA      | $1296826292.18 | 9.19%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51                                 | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   497773824 | PA      | $277314372.57  | 1.96%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-26                                 | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   214480084 | PA      | $213189923.45  | 1.51%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-31                                 | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   242370000 | PA      | $226379200.00  | 1.60%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26                                 | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   342500615 | PA      | $339677611.69  | 2.41%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-32                                 | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   292641134 | PA      | $269744289.93  | 1.91%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-27                                 | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   676589066 | PA      | $664854212.91  | 4.71%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 07-15-32                                 | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   368903700 | PA      | $349579560.00  | 2.48%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.625% 10-15-27                                 | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   636276733 | PA      | $642739022.83  | 4.55%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.125% 01-15-33                                 | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   196270200 | PA      | $190351440.00  | 1.35%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   392268530 | PA      | $314274344.00  | 2.23%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.125% 07-31-28                                                        | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1732000 | PA      | $1759874.46    | 0.01%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28                                 | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    84833600 | PA      | $87789520.00   | 0.62%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.75% 01-15-34                                  | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   678356460 | PA      | $681827754.00  | 4.83%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   529096793 | PA      | $488546254.00  | 3.46%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 04-15-29                                 | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   367531500 | PA      | $377322750.00  | 2.67%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.965% 03-07-25/03-07-26 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $463690.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9425% 03-07-25/03-07-26 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $2268064.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9% 03-10-25/03-10-26 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $687555.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.92562% 03-11-25/03-11-26 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1026602.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9875% 03-14-25/03-14-26 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $92911.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.9875% 03-17-25/03-17-26 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $224619.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS PAYFIX USD CPURNSA 2.93% 03-21-25/03-21-26 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $441533.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.2862% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $82338.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 3.945% 05-14-25/05-14-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-95716.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.2892% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $79354.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.2967% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $71899.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 3.95% 05-14-25/05-14-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-42828.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3262% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $44248.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 4.045% 05-16-25/05-16-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $52597.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3207% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $49788.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3102% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $60363.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 4.0315% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $77991.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3267% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $43935.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX EUR 2.3327% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $37898.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NOK 4.0485% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $112384.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 2.2308% 06-26-25/06-26-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-500540.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS PAYFIX NOK 3.83% 06-26-25/06-26-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $541961.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX EUR 1.988% 06-27-25/06-27-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1445996.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-5440.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 4.061% 08-24-23/08-24-33 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-5565952.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.9519% 08-25-23/08-25-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-4528370.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.184% 01-10-24/01-10-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $22427.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2035% 01-10-24/01-10-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $24780.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.2045% 01-10-24/01-10-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $6550.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $2877787.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $2719680.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1971767.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.568% 03-01-24/03-01-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1168810.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.56% 03-01-24/03-01-26 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1175166.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.9005% 04-17-24/04-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1487772.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $4053695.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.47875% 08-05-24/08-05-54 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $6867994.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.616% 08-05-24/08-05-44 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-4816801.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.561% 08-09-24/08-09-44 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-4793947.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.415% 08-09-24/08-09-54 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $6634649.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 4.186% 02-18-25/02-18-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-8527573.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX GBP 3.785% 09-16-25/09-16-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $514562.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.326% 09-19-25/09-19-32 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1860355.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX GBP 3.788% 09-18-25/09-18-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $531791.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.4225% 09-22-25/09-22-32 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-179745.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX GBP 3.804% 09-19-25/09-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $394348.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX GBP 3.822% 09-19-25/09-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $433261.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX GBP 3.5975% 10-22-25/10-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $151464.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX CAD 2.321% 11-17-25/11-17-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $242498.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRZ5P P @ 95.6875 12-12-25                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       38880 | NC      | $243000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                     | CORRA 90DAY FUT CORZ6 03-16-27                                                                     | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |        6673 | NC      | $744328.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BOBL 5YR FUT OEZ5 12-08-25                                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        1089 | NC      | $-7439.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BUND 10YR FUT RXZ5 12-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        1766 | NC      | $698510.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-SCHATZ 2YR FUT DUZ5 12-08-25                                                                  | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        2272 | NC      | $-388665.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BUXL 30YR FUT UBZ5 12-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         880 | NC      | $-909416.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | FED FUND 30DAY FUT FFF6 01-30-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         320 | NC      | $-59733.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | ITA GB 10YR FUT IKZ5 12-08-25                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        2088 | NC      | $-6873128.59   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | JPN GB 10YR FUT JBZ5 12-15-25                                                                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |         573 | NC      | $5095949.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRH6 06-16-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         825 | NC      | $391021.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRM6 09-15-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        3920 | NC      | $-1696631.37   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT TYH6 03-20-26                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        5752 | NC      | $599855.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 30YR FUT ULTRA WNH6 03-20-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        2991 | NC      | $-1913876.43   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior