ba-20260616

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D. C. 20549

FORM 11-K

ANNUAL REPORT

Pursuant to Section 15 (d) of the

Securities Exchange Act of 1934

For the fiscal year ended December 31, 2025

Commission File No. 1-442

THE BOEING COMPANY 401(k) RETIREMENT PLAN

THE BOEING COMPANY

929 Long Bridge Drive

Arlington, Virginia 22202

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The Boeing Company 401(k) Retirement Plan

Employer ID No: 91-0425694

Plan Number: 002

Financial Statements as of December 31, 2025 and 2024 and for the Year Ended December 31, 2025, Supplemental Schedules as of and for the Year Ended December 31, 2025, and Report of Independent Registered Public Accounting Firm

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THE BOEING COMPANY 401(k) RETIREMENT PLAN

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						Page
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM						1
FINANCIAL STATEMENTS:
Statements of Net Assets Available for Benefits as of December 31, 2025 and 2024						2
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2025						3
Notes to Financial Statements as of December 31, 2025 and 2024 and for the Year Ended December 31, 2025						4
SUPPLEMENTAL SCHEDULES:
Form 5500, Schedule H, Line 4(i) - Schedule of Assets (Held at End of Year) as of December 31, 2025						18
Form 5500, Schedule H, Line 4(a) - Schedule of Delinquent Participant Contributions for the Year Ended December 31, 2025						207
Form 5500, Schedule G, Part III - Schedule of Nonexempt Transactions for the Year Ended December 31, 2025						208
SIGNATURE						209

NOTE: All other schedules required by Section 2520.103-10 of the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable.

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Plan Participants and Plan Administrator of

The Boeing Company 401(k) Retirement Plan

Arlington, Virginia

Opinion on the Financial Statements

We have audited the accompanying statements of net assets available for benefits of The Boeing Company 401(k) Retirement Plan, (the "Plan") as of December 31, 2025 and 2024, the related statement of changes in net assets available for benefits for the year ended December 31, 2025, and the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2025 and 2024, and the changes in net assets available for benefits for the year ended December 31, 2025, in conformity with accounting principles generally accepted in the United States of America.

Basis for Opinion

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

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

Report on Supplemental Schedules

The supplemental Schedule of Assets (Held at End of Year) as of December 31, 2025, the Schedule of Delinquent Participant Contributions for the year ended December 31, 2025, and the Schedule of Nonexempt Transactions for the year ended December 31, 2025 have been subjected to audit procedures performed in conjunction with the audit of the Plan's financial statements. The supplemental schedules are the responsibility of the Plan's management. Our audit procedures included determining whether the supplemental schedules reconcile to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedules. In forming our opinion on the supplemental schedules, we evaluated whether the supplemental schedules, including their form and content, are presented in compliance with the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, such schedules are fairly stated, in all material respects, in relation to the financial statements as a whole.

/s/ Deloitte & Touche LLP

Chicago, Illinois

June 16, 2026

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

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THE BOEING COMPANY 401(k) RETIREMENT PLAN

STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS

AS OF DECEMBER 31, 2025 AND 2024


(Dollars in millions)	2025		2024
ASSETS:
Investments — interest in Master Trust	$	79,581	$	73,154

Receivables:
Participant contributions	52		—
Employer contributions	58		50
Notes receivable from participants	719		706

Total receivables	829		756

NET ASSETS AVAILABLE FOR BENEFITS	$	80,410	$	73,910

See notes to financial statements.

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THE BOEING COMPANY 401(k) RETIREMENT PLAN

STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS

FOR THE YEAR ENDED DECEMBER 31, 2025


(Dollars in millions)

Net Master Trust activity	$	10,998
Interest income from notes receivable from participants	48
Contributions:

Employer — Boeing common stock	1,538
Participant	2,226
Total contributions	3,764

Benefits paid	8,310
NET INCREASE	6,500



NET ASSETS AVAILABLE FOR BENEFITS:
Beginning of year	73,910
End of year	$	80,410

See notes to financial statements.

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THE BOEING COMPANY 401(k) RETIREMENT PLAN

NOTES TO FINANCIAL STATEMENTS

AS OF DECEMBER 31, 2025 AND 2024 AND FOR THE YEAR ENDED DECEMBER 31, 2025

(Dollars in millions)

1. DESCRIPTION OF PLAN

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

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

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

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

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

Under the terms of the Plan, Boeing makes employer matching and Company contributions for eligible Members. Catch-up contributions are ineligible for an employer matching contribution for certain Members. During 2025 and 2024, Boeing’s contributions were made in the form of shares of Company common stock and immediately transferred to other investment funds in accordance with Members’ current investment elections.

Employer contributions receivables as of December 31, 2025 and 2024, included the following:


	2025		2024

Employer matching and Company contributions	$	41	$	—
Employer matching true-up contributions	11		29
Student loan matching contributions	6		21
Total receivables: Employer contributions	$	58	$	50

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

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

Investment Funds — Upon enrollment in the Plan, Members may direct the investment of their contributions and any employer contributions to the investment funds offered under the Plan. These investment funds consisted of common/collective trusts, separately managed U.S. equity accounts, separately managed non-U.S. equity accounts, a separately managed fixed-income account, custom target date funds, a stable value fund (composed of synthetic-guaranteed investment contracts (“synthetic GICs”)), and Boeing common stock, which is the Boeing Stock Fund, as of December 31, 2025 and 2024. The Boeing Stock Fund consists of Boeing common stock and cash held in the cash sweep fund. Members may elect that dividends received with respect to their investments in the Boeing Stock Fund be distributed to them in cash or reinvested in the Boeing Stock Fund (a dividend payout program). Investment funds are valued daily and Members may elect to change their investment allocations on a daily basis.

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

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

In addition, a Member may elect to withdraw all or part of his or her employer matching contribution account before the Member attains age 59 1/2, but only if the Member has attained his or her fifth anniversary of employment. If such a withdrawal is made, employer matching contributions will generally be suspended for six months following the withdrawal. Company contributions may be fully withdrawn upon termination of employment. Withdrawals of after-tax contributions and rollover contributions can be made at any time. Effective August 1, 2025, employer match or after-tax withdrawals cannot be made if a Member (excluding certain unions) has taken an employer match or after-tax withdrawal, respectively, during the preceding six-month period. Qualified reservist distributions, active military leave distributions, withdrawals upon disability, qualified birth and adoption withdrawals, domestic abuse withdrawals, emergency personal expense withdrawals, and qualified disaster recovery withdrawals are also available to eligible Members.

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

Notes Receivable from Participants — Members may borrow from their fund accounts a minimum of one thousand dollars up to a maximum equal to the lesser of fifty thousand dollars or 50% of their account balance (subject to restrictions for certain accounts and minus any current outstanding loan balance), reduced by the highest outstanding loan balance under all of the Company’s savings plans during the last 12 months. Members may generally have a maximum of two loans outstanding under the Plan at any time. Loans may be additionally limited in accordance with the Plan provisions and/or loan policies and procedures. The interest rate on new loans is set every month and is equal to the prime rate published in the Wall Street Journal as of the last business day of the calendar month immediately preceding the date of the loan. Interest rates on outstanding loans ranged from 3.25% to 9.50% at December 31, 2025, with loans maturing at various dates through December 2045.

Loan repayments are made through regular payroll deductions for a period of up to 60 months for general loans and over a longer period for loans used to finance the purchase of a principal residence. If a Member’s employment terminates for any reason, and the loan balances are not paid in full by the termination date, the

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Member may continue to make monthly loan repayments until the loan is scheduled to be paid off. A loan will generally be subject to default if a payment has not been made for 90 days, an outstanding loan balance remains 30 days after the scheduled payoff date, or the Member takes a full distribution of his or her net account balance before the loan is paid off. If the loan defaults, the loan balance will become taxable income to the Member.

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

Plan Amendments — Effective January 1, 2025, as specified in the Plan provisions, the Plan document was amended to update the list of eligible incentive plans, include a separate catch-up contribution election for all Members who are catch-up eligible, and reflect mandatory Roth catch-up contributions for certain Members who are catch-up eligible.

Effective January 1, 2026, the Plan document was amended to allow Members ages 60-63 to make catch-up contributions up to the increased limits permitted under SECURE 2.0 Act of 2022.

Subsequent Events — Subsequent events were evaluated through June 16, 2026, the date the financial statements were issued.

2. SUMMARY OF ACCOUNTING POLICIES

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

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

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

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

•Common stock, including Boeing common stock, preferred stock, and other investments (rights, warrants, exchange-traded funds, exchange-traded options, and other exchange-traded derivatives) traded in active markets on national and international exchanges are primarily valued using a market approach based on the closing market prices of identical instruments on the last trading day

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of the year. The other exchange-traded derivatives are included in other receivables and other liabilities on the Master Trust’s statements of net assets.

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

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

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

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

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

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

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

In accordance with the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) 946, Financial Services - Investment Companies, the synthetic GICs are included at contract value in participant-directed investments in the statements of net assets available for benefits. Contract value is the amount Members would receive if they were to initiate permitted transactions under the terms of the Plan and the terms of the synthetic GICs. The statement of changes in net assets available for benefits is presented on a contract-value basis.

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

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

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

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

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

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

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

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

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

Fixed income, equity, and derivative instruments are generally valued using valuations obtained from pricing vendors. Pricing vendor valuation methodologies and custodian pricing controls and related documentation are assessed for reasonableness on an annual basis. The pricing vendor due diligence process includes reviews of pricing controls and procedures, as well as discussions in order to maintain a current understanding of the valuation processes and related assumptions and inputs that may be used by the vendors to price instruments. The custodian due diligence process includes reviews of pricing controls and procedures that are carried out on the Master Trust's behalf. This includes various levels of tolerances checks on price changes, review of stale or unchanged prices, multi-price source comparisons, and vendor price challenges. Additionally, on a monthly basis, the custodian reconciles its valuations to valuations obtained from each investment manager and any exceptions are reported to Trust Investments for resolution, which may include escalation to the Valuation Committee.

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

Benefits — Benefits are recorded when paid.

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

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

3. SYNTHETIC GUARANTEED INVESTMENT CONTRACTS

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

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

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

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

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

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

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4. MASTER TRUST

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

The Plan’s interest in the Master Trust represented 100% of the Master Trust’s net assets at December 31, 2025 and 2024.

Although the Plan is the only participating plan in the Master Trust as of December 31, 2025, the Company intends to keep the Master Trust for potential future acquired plans and file a Form 5500 as a master trust.

The Master Trust’s statements of net assets as of December 31, 2025 and 2024, are as follows:


	2025		2024
ASSETS:
Investments — at fair value:
Common/collective trusts	$	49,406	$	45,742
Common and preferred stock	10,768		8,867
Government and agency securities	976		737
Corporate bonds	699		553
Mortgage and asset-backed securities	281		356
Boeing common stock	6,402		5,434
Mutual funds	175		133

Short-term investments	31		42
Other investments	10		15
Total investments — at fair value	68,748		61,879
Investments — at contract value:
Synthetic GICs/SVF	10,853		11,231
Total Master Trust investments	79,601		73,110
Cash and cash equivalents	111		180
Receivables:
Receivables for securities sold	86		166
Accrued investment income	45		38
Other	5		6
Total receivables	136		210
Total assets	79,848		73,500

LIABILITIES:
Payables for securities purchased	218		296
Accrued investment and administration expenses	30		26
Other	19		24
Total liabilities	267		346
NET ASSETS	$	79,581	$	73,154

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The statement of changes in net assets for the Master Trust for the year ended December 31, 2025 is as follows:


Net appreciation of investments	$	10,476
Interest income	461
Dividend income	170
Investment income	631
Net investment income	11,107
Amounts received from participating plan	4,032
Deductions:
Amounts paid to participating plan	8,603
Investment and administration expenses	109
Total deductions	8,712



Increase in net assets	6,427
Beginning of year	73,154
End of year	$	79,581

5. FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES

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

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

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

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

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The following tables set forth by level within the fair value hierarchy a summary of Master Trust investments by general types of assets and liabilities measured at fair value on a recurring basis as of December 31, 2025 and 2024. As required by ASC 820, assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.


	Quoted Prices in Active Market for Identical Asset (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Not Leveled*		Balance as of December 31, 2025
Investments:
Investments in the fair value hierarchy:
Common and preferred stock	$	10,763	$	—	$	5	$	—	$	10,768
Government and agency securities	—		967		9		—		976
Corporate bonds	—		699		—		—		699
Mortgage and asset-backed securities	—		272		9		—		281
Boeing common stock	6,402		—		—		—		6,402
Mutual funds	175		—		—		—		175
Short-term investments	—		31		—		—		31
Other investments	—		10		—		—		10
Total investments in the fair value hierarchy	17,340		1,979		23		—		19,342
Investments measured at net asset value:
Common/collective trusts	—		—		—		49,406		49,406


Total investments — at fair value	17,340		1,979		23		49,406		68,748
Investments measured at contract value:
Synthetic GICs/SVF	—		—		—		10,853		10,853
Cash and cash equivalents	—		—		—		111		111
Receivables:
Receivables for securities sold	—		—		—		86		86
Accrued investment income	—		—		—		45		45
Other	1		4		—		—		5
Total receivables	1		4		—		131		136
Total assets	17,341		1,983		23		60,501		79,848

Liabilities:
Payables for securities purchased	—		—		—		218		218
Accrued investment and administration expenses	—		—		—		30		30
Other	3		6		—		10		19
Total liabilities	3		6		—		258		267

NET ASSETS	$	17,338	$	1,977	$	23	$	60,243	$	79,581

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	Quoted Prices in Active Market for Identical Asset (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Not Leveled*		Balance as of December 31, 2024
Investments:
Investments in the fair value hierarchy:
Common and preferred stock	$	8,863	$	—	$	4	$	—	$	8,867
Government and agency securities	—		727		10		—		737
Corporate bonds	—		552		1		—		553
Mortgage and asset-backed securities	—		330		26		—		356
Boeing common stock	5,434		—		—		—		5,434
Mutual funds	133		—		—		—		133
Short-term investments	—		42		—		—		42
Other investments	—		15		—		—		15
Total investments in the fair value hierarchy	14,430		1,666		41		—		16,137
Investments measured at net asset value:
Common/collective trusts	—		—		—		45,742		45,742


Total investments — at fair value	14,430		1,666		41		45,742		61,879
Investments measured at contract value:
Synthetic GICs/SVF	—		—		—		11,231		11,231
Cash and cash equivalents	—		—		—		180		180
Receivables:
Receivables for securities sold	—		—		—		166		166
Accrued investment income	—		—		—		38		38
Other	1		5		—		—		6
Total receivables	1		5		—		204		210
Total assets	14,431		1,671		41		57,357		73,500

Liabilities:
Payables for securities purchased	—		—		—		296		296
Accrued investment and administration expenses	—		—		—		26		26
Other	1		10		—		13		24
Total liabilities	1		10		—		335		346

NET ASSETS	$	14,430	$	1,661	$	41	$	57,022	$	73,154

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

Master Trust net assets at fair value classified within Level 3 consisted of common and preferred stock, government and agency securities, corporate bonds, and mortgage and asset-backed securities. Such amounts were 0.03% and 0.06% of the Master Trust’s net assets as of December 31, 2025 and 2024, respectively.

Level 3 Transfers — The availability of observable market data is monitored to assess the appropriate classification of financial instruments within the fair value hierarchy. Changes in economic conditions or model-based valuation techniques may require the transfer of financial instruments from one fair value level to another. The significance of transfers between levels is evaluated based upon the nature of the financial instrument and size of the transfer relative to net assets. There were no significant transfers into or out of Level 3 for the years ended December 31, 2025 and 2024.

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6. DERIVATIVE FINANCIAL INSTRUMENTS

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

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

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

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

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

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

As of December 31, 2025 and 2024, the Master Trust has invested in derivative contracts. The fair value of these contracts is included in the Master Trust’s statements of net assets, as discussed in Note 4, and was not material.

Derivative contracts realized gains and losses and the change in unrealized gains and losses are reflected in the Master Trust’s statement of changes in net assets as net appreciation or depreciation of investments. The effect of derivative contracts realized gains and losses and the change in unrealized gains and losses for the year ended December 31, 2025 was not material.

The following table summarizes the gross notional value of derivative contracts outstanding as of December 31, 2025 and 2024. The gross notional amounts give an indication of the volume of the Master Trust’s derivative activity and significantly exceed the fair value of the derivative investments, which is more representative of the economic exposure associated with derivatives in the Master Trust.

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	Interest Rate		Credit		Foreign Currency		Equity		Future Settlement		Total
December 31, 2025
Forward contracts	$	—	$	—	$	471	$	—	$	—	$	471
Futures	3,262		—		11		304		—		3,577
Options	2		—		—		—		—		2
Swaps	997		9		—		—		—		1,006
TBAs	—		—		—		—		677		677
Total	$	4,261	$	9	$	482	$	304	$	677	$	5,733
December 31, 2024
Forward contracts	$	—	$	—	$	276	$	—	$	—	$	276
Futures	2,793		—		5		277		—		3,075
Options	53		—		16		—		—		69
Swaps	1,294		50		—		—		—		1,344
TBAs	—		—		—		—		725		725
Total	$	4,140	$	50	$	297	$	277	$	725	$	5,489

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

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

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

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

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

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

The Master Trust has liquidity risk if its assets decline by various, pre-specified rates over predetermined time periods. If this occurs, the Master Trust is required to post more collateral or may be required to pay off the open liability contracts given the counterparty’s right to terminate the contract. At December 31, 2025 and 2024, the Master Trust had an insignificant amount of contracts in a net liability position with contingent features with an insignificant amount posted in collateral against those positions.

7. RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500

The following is a reconciliation of net assets available for benefits per the financial statements as of December 31, 2025 and 2024, to Form 5500:

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	2025		2024
Net assets available for benefits per the financial statements	$	80,410	$	73,910
Amounts allocated to withdrawing Members	(73)		(76)
Net assets available for benefits per Form 5500	$	80,337	$	73,834

The following is a reconciliation of benefits paid per the financial statements for the year ended December 31, 2025, to total benefit payments per Form 5500:


Benefits paid per the financial statements	$	8,310
Amounts allocated to withdrawing Members — December 31, 2025	73
Amounts allocated to withdrawing Members — December 31, 2024	(76)
Amounts deemed distributions of Member loans as reflected in the Form 5500	(2)
Total benefit payments per Form 5500	$	8,305

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

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

8. RELATED PARTY AND PARTY-IN-INTEREST TRANSACTIONS

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

As of December 31, 2025 and 2024, the Plan held approximately 29 million and 31 million shares of common stock of the Company, with a cost basis of $5,274 and $5,291, respectively. During the years ended December 31, 2025 and 2024, purchases of shares by the Plan totaled $313 and $227, respectively, and sales of shares by the Plan totaled $1,998 and $2,105, respectively. Boeing contributed $1,538 in Company common stock to the Plan during the year ended December 31, 2025.

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

9. NONEXEMPT PARTY-IN-INTEREST TRANSACTIONS

The Boeing Distribution Services, Inc. Retirement Plan (“BDSI Plan”) was merged into the Plan effective December 31, 2024. Prior to this merger, participant contributions totaling seven thousand five hundred eighty-three dollars, from various pay periods in 2024, were remitted late to the BDSI Plan. The late contributions were not fully corrected by Boeing Distribution Services, Inc. (“BDSI”) prior to the merger. The late contributions were partially corrected by the Company in 2025 and are expected to be fully corrected in 2026. Impacted participant accounts were credited or will be credited with lost earnings calculated according to the guiding principles of the Department of Labor’s (“DOL’s”) Voluntary Fiduciary Correction Program (“VFCP”). In addition, both the Company and BDSI filed or will file Forms 5330 with the IRS and paid or will pay the required excise tax.

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Between December 12, 2024 and September 18, 2025, reportable nonexempt party-in-interest transactions occurred. Plan assets in excess of expenses were paid to a third-party provider. This was corrected according to the guiding principles of the DOL’s VFCP, which involved remitting the total principal amount of four thousand seven hundred dollars on April 2, 2026, and associated earnings in the amount of three hundred eleven dollars on April 9, 2026 to the Plan.

10. TAX STATUS

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

GAAP requires Plan management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the IRS. The Plan is subject to routine audits by taxing jurisdictions; however, there are currently no audits for any tax periods in progress. The Plan administrator believes it is no longer subject to income tax examinations for years prior to 2022.

11. PLAN TERMINATION

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

* * * * * *

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SUPPLEMENTAL SCHEDULES

THE BOEING COMPANY 401(k) RETIREMENT PLAN

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

AS OF DECEMBER 31, 2025


Security Name	Maturity Date	Rate		Cost	Current Value (in dollars)
10X GENOMICS INC CL A CL A				**	$	403,297
1166 AVE OF THE 5.6896% DUE 10-13-2037	10/13/2037	5.69	%	**	2,889,531
1345 TR 2025-AOA COML MTG PASSTHRU CTF CL A 5.28019% 06-15-2042	6/15/2042	5.35	%	**	2,507,778
1CMO BENCHMARK MORTGAGE TRUST SER 20-B21 CL A5 2.014% DUE 12-15-2053 BEO	12/17/2053	1.98	%	**	9,961,954
1ST INDL RLTY TR INC COM				**	1,826,455
1ST INVS AUTO 4.31% DUE 12-15-2028	12/15/2028	4.31	%	**	2,292,159
1ST PACIFIC CO USD0.01				**	59,726
1ST SOURCE CORP COM				**	43,493
361 DEGREES INTERN HKD0.10				**	64,621
3650R 2021-PF1 COML MTG TR COML MTG PASSTHRU CTF CL 2.372% 11-15-2054	11/15/2054	2.37	%	**	4,969,282
37 INTERACTIVE ENTERTAINMENT NETWORK TECHNOLOGY GROUP CO LTD 'A'CNY1				**	2,666,346
3M CO 4.8% 03-15-2030	3/15/2030	4.80	%	**	453,171
3M CO COM				**	5,579,005
3SBIO INC USD0.00001 REG'S'/144A				**	365,022
5N PLUS INC COM				**	523,553
5TH 3RD BK CIN OH 3.85% DUE 03-15-2026	3/15/2026	3.85	%	**	1,330,958
8X8 INC NEW COM				**	75,130
99 SPEED MART RETA NPV				**	122,994
A&D HOLON HOLDINGS CO LTD NPV				**	178,390
A.P. MOLLER-MAERSK SER'B'DKK1000				**	5,837,952
A10 NETWORKS INC COM				**	36,371
A2A SPA EUR0.52				**	1,991,175
AAC TECHNOLOGIES HOLDINGS INC				**	350,742
AAON INC COM PAR $0.004 COM PAR $0.004				**	10,208,121
AAYAN LEASING &INV KWD0.1				**	181,207
ABB LTD CHF0.12 (REGD)				**	15,340,053
ABBISKO CAYMAN LTD USD0.00001				**	180,520
ABBOTT LAB COM				**	16,951,486
ABBVIE INC 3.2% 11-21-2029	11/21/2029	3.20	%	**	8,439,944
ABBVIE INC 3.2% DUE 05-14-2026	5/14/2026	3.20	%	**	562,746
ABBVIE INC 4.05% DUE 11-21-2039 REG	11/21/2039	4.05	%	**	1,002,378
ABBVIE INC 4.25% DUE 11-14-2028	11/14/2028	4.25	%	**	252,840
ABBVIE INC 4.25% DUE 11-21-2049 REG	11/21/2049	4.25	%	**	1,310,135
ABBVIE INC 4.4% DUE 11-06-2042	11/6/2042	4.40	%	**	223,016
ABBVIE INC 4.45% DUE 05-14-2046	5/14/2046	4.45	%	**	174,289
ABBVIE INC 4.8% 03-15-2029	3/15/2029	4.80	%	**	1,629,189
ABBVIE INC 5.05% 03-15-2034	3/15/2034	5.05	%	**	5,682,212
ABBVIE INC 5.4% 03-15-2054	3/15/2054	5.40	%	**	175,610
ABBVIE INC COM USD0.01				**	42,180,853
ABBVIE INC FIXED 2.95% DUE 11-21-2026	11/21/2026	2.95	%	**	6,177,981
ABDULLAH AL OTHAIM SAR1				**	11,239
ABERCROMBIE & FITCH CO CL A CL A				**	48,963
ABM INDS INC COM				**	5,457

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Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

ABN AMRO BANK N.V. DR EACH REP SHS

7,006,645

ABN AMRO BK N V 4.197% DUE 07-07-2028

7/7/2028

4.20

3,539,680

ABN AMRO BK N V 6.339% DUE 09-18-2027

9/18/2027

6.34

4,467,799

ABSA GROUP LTD ZAR2

1,917,538

ABU DHABI COMM.BK. AED1

4,072,796

ABU DHABI ISLAM BK AED1

377,472

ABU DHABI NATL CO AED0.08

821,179

ABU DHABI SHIP AED1

130,337

ACADEMEDIA AB NPV

902,178

ACADIA HEALTHCARE CO INC COM

522,008

ACADIAN ASSET MANAGEMENT INC COM USD0.001

682,346

ACCEL ENTMT INC COM CL A-1 COM CL A-1

99,655

ACCELLERON INDUSTR CHF0.01

1,948,080

ACCENTURE CAP INC 4.25% 10-04-2031

10/4/2031

4.25

476,090

ACCENTURE CAP INC 4.5% 10-04-2034

10/4/2034

4.50

380,359

ACCENTURE PLC CLS A

28,045,399

ACCOR SA EUR3

604,207

ACERINOX SA EUR0.25

70,774

ACI WORLDWIDE INC COM STK

3,467,898

ACKERMANS NPV

725,867

ACOMO

540,643

ACTER GROUP CORPOR TWD5

621,410

ACTION CONSTR CMSTK

56,148

ACUITY INC

2,428,830

ADANI PORT AND SPECIAL ECONOMIC ZON LIMITED

80,931

ADAPTIVE BIOTECHNOLOGIES CORP COM USD0.0001

189,537

ADATA TECHNOLOGY TWD10

435,878

ADDTECH AB SER'B'NPV

48,832

ADDUS HOMECARE CORP COM STK

480,463

ADIDAS AG

5,264,905

ADIENT PLC ADIENT PLC LTD COM

5,387

ADITYA BIRLA INR5.00

151,796

ADMA BIOLOGICS INC COM

6,728,918

ADNOC MURBAN RSC LTD GLOBAL MEDIUM 5.125% 09-11-2054

9/11/2054

5.12

375,868

ADOBE INC COM

7,020,799

ADR ARCELORMITTAL N Y REGISTRY SHS NEW 2017 N Y REGISTRY SHS NEW 2017

1,835,970

ADR ARGENX SE SPONSORED ADS

1,008,299

ADR ASML HLDG NV NY REG 2012 (POST REV SPLIT)

9,545,291

ADR ASTRAZENECA PLC SPONSORED ADR UNITEDKINGDOM

5,020,481

ADR AUTOHOME INC SPONSORED ADR REPST CL A

1,989,020

ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004

2,155,889

ADR BARCLAYS PLC ADR

12,675,093

ADR BHP GROUP LTD SPONSORED ADR

741,162

ADR BP P L C SPONSORED ADR

8,892,512

ADR CEMEX SAB DE CV

1,515,106

ADR COCA-COLA FEMSA S.A.B DE C.V.

157,882

ADR COMPANIA DE MINAS BUENAVENTURA S A SPONSORED ADR REPSTG SER B SHS

1,503

ADR DINGDONG CAYMAN LTD SPN ADR

18,976

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Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

ADR DRDGOLD LTD SPONSORED ADR REPSTG 10 SHS

65,307

ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS

1,696,858

ADR FOMENTO ECONOMICO MEXICANO SAB DE CV

1,563,452

ADR FUTU HLDGS LTD SPONSORED ADS

2,431,129

ADR GAOTU TECHEDU INC

1,213

ADR GOLD FIELDS LTD NEW SPONSORED ADR

2,280,624

ADR GRAVITY CO LTD SPONSORED ADR NEW

109,432

ADR GRUPO CIBEST SA SPON ADS EACH REP 4 PRF SHS

15,966

ADR GSK PLC

21,696,375

ADR HARMONY GOLD MNG LTD SPONSORED ADR

1,305,102

ADR HDFC BK LTD ADR REPSTG 3 SHS

119,193

ADR HELLO GROUP INC ADR

43,125

ADR HONDA MTR LTD ADR REPRESENTING 3 ORDSHS

451,575

ADR HSBC HLDGS PLC SPONSORED ADR NEW

817,381

ADR HUYA INC ADS REPSTG CL A SHS

27,752

ADR ICICI BK LTD

1,372,648

ADR INTERCONTINENTAL HOTELS GROUP PLC NEW SPON ADS EACH REPR 1 ORD SHS

11,830

ADR JINKOSOLAR HLDG CO LTD

198,685

ADR JOYY INC ADS REPSTG COM CL A

709,252

ADR KANZHUN LTD SPONSORED ADS

4,206,004

ADR KB FINL GROUP INC SPONSORED ADR REPSTG 1 COM SH ADR

6,367

ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063

87,219

ADR NICE LTD SPONSORED ADR

1,434,365

ADR NOAH HLDGS LTD SPONSORED ADS

132,528

ADR NOKIA CORP SPONSORED ADR

2,714,864

ADR NOVABRIDGE BIOSCIENCES

13,007

ADR NOVARTIS AG

1,213,394

ADR POSCO HOLDINGS INC ADR EACH REP 1/4 ORD KRW5000 (BNY)

7,875

ADR PRUDENTIAL PLC ADR ISIN #US74435K2042

322,621

ADR PT BK RAKYAT ADR TO PUR SHS B

68,738

ADR QFIN HOLDINGS INC

10,406

ADR RECKITT BENCKISER GROUP PLC SPONSORED ADR

8,079,133

ADR RELX PLC SPONSORED ADR

889

ADR RLX TECHNOLOGY INC SPONSORED ADS

73,884

ADR RYANAIR HLDGS PLC SPONSORED ADR NEW

15,777,558

ADR SASOL LTD SPONSORED ADR

1,204

ADR SEA LTD ADR

727,277

ADR SHINHAN FINL GROUP CO LTD SPONSORED ADR

19,092

ADR SIBANYE STILLWATER LTD SPONSORED ADR

2,454,392

ADR SILICON MOTION TECHNOLOGY CORP SPONSORED ADR REPSTG SHS

2,443,943

ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS

1,284,152

ADR STRUCTURE THERAPEUTICS INC SPONSOREDADR

514,253

ADR TAIWAN SEMICONDUCTOR MANUFACTURING ADS REP 5 TWD10

34,372,998

ADR TAL ED GROUP ADS REPSTG COM SHS ADR

6,415

ADR TURKCELL ILETISIM HIZMET ADS EACH REPR 2.5 TRADABLE SHS TRY1

43,519

ADR UNILEVER PLC SPONSORED ADS EACH 1 ORD REV SPT

6,904,736

ADR UP FINTECH HLDG LTD SPONSORED ADR REPSTG CL A ORD SHS

103,678

ADR VALE S A ADR

2,219,765

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Security Name	Maturity Date	Rate		Cost	Current Value (in dollars)
ADR VIPSHOP HLDGS LTD SPONSORED ADR				**	4,459,596
ADR VODAFONE GROUP PLC NEW SPONSORED ADRNO PAR				**	256,697
ADR WOORI FINL GROUP INC				**	13,522
ADR WPP PLC ADR DR EACH REPR 5 SHS				**	6,401,100
ADR XUNLEI LTD SPONSORED ADS				**	40,853
ADR YIREN DIGITAL LTD				**	35,442
ADR YOUDAO INC SPONSORED ADS REPSTG SHS CL A				**	7,510
ADR ZEPP HEALTH CORPORATION SPON ADS EACH REP 16 ORD CL A (P/S)				**	38,686
ADT INC DEL COM				**	18,004
ADTALEM GLOBAL ED INC COM				**	235,912
ADVANCE RES INV REIT				**	165,118
ADVANCED DRAIN SYS INC DEL COM				**	1,099,694
ADVANCED ENERGY INDS INC COM				**	6,909
ADVANCED ENERGY SO TWD10				**	84,658
ADVANCED MICRO DEVICES 4.212% 09-24-2026	9/24/2026	4.21	%	**	1,240,911
ADVANCED MICRO DEVICES INC 4.319% 03-24-2028	3/24/2028	4.32	%	**	676,265
ADVANCED MICRO DEVICES INC 4.393% DUE 06-01-2052	6/1/2052	4.39	%	**	246,298
ADVANCED MICRO DEVICES INC COM				**	48,700,412
ADVANSIX INC COM				**	290,778
ADVANTEST CORP NPV				**	3,870,755
ADVENTIST HLTH 2.952% DUE 03-01-2029	3/1/2029	2.95	%	**	5,150,112
ADYEN NV EUR0.01				**	4,340,768
AECI ZAR1				**	19,961
AECON GROUP INC. COM NPV				**	91,279
AEGIS LOGISTICS INR1				**	20,934
AEP TEX INC 3.45% DUE 01-15-2050	1/15/2050	3.45	%	**	226,383
AEP TEX INC 4.15% DUE 05-01-2049	5/1/2049	4.15	%	**	192,690
AEP TEX INC 5.25% DUE 05-15-2052	5/15/2052	5.25	%	**	156,657
AEP TEX INC 5.45% 05-15-2029	5/15/2029	5.45	%	**	808,129
AEP TEXAS CENT CO FIXED 3.95% DUE 06-01-2028	6/1/2028	3.95	%	**	3,196,774
AEP TRANSM CO LLC 3.1% DUE 12-01-2026	12/1/2026	3.10	%	**	754,352
AERCAP HOLDINGS N.V. EUR0.01				**	6,575,151
AERCAP IRELAND CAP / GLOBA 3.3% DUE 01-30-2032 BEO	1/30/2032	3.30	%	**	1,414,699
AERCAP IRELAND CAP / GLOBA 3.0% DUE 10-29-2028	10/29/2028	3.00	%	**	5,096,451
AERCAP IRELAND CAP DESIGNATED 5.0% 11-15-2035	11/15/2035	5.00	%	**	227,795
AERCAP IRELAND CAP DESIGNATED GTD SR NT 4.375% 11-15-2030	11/15/2030	4.38	%	**	488,912
AERCAP IRELAND CAP/GLOBA 2.45% DUE 10-29-2026 BEO	10/29/2026	2.45	%	**	7,607,693
AERCAP IRELAND CAP/GLOBA 5.1% 01-19-2029	1/19/2029	5.10	%	**	429,612
AEROPORTO GUGLIELM NVP				**	27,029
AERSALE CORP COM				**	2,112
AES CORP 5.45% 06-01-2028	6/1/2028	5.45	%	**	613,785
AES CORP COM				**	875
AES CORP SR NT 1.375% 01-15-2026	1/15/2026	1.38	%	**	1,227,579
AETNA INC NEW 4.5% DUE 05-15-2042	5/15/2042	4.50	%	**	171,912
AETNA INC NEW 6.75% DUE 12-15-2037	12/15/2037	6.75	%	**	99,307
AFFIRM HLDGS INC CL A CL A				**	1,278,707
AFLAC INC 1.125% DUE 03-15-2026	3/15/2026	1.12	%	**	687,342
AFLAC INC COM				**	388,040

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

AGCO CORP DEL 5.45% 03-21-2027

3/21/2027

5.45

1,064,250

AGESA HAYAT VE EMEKLILIK AS

355,766

AGILENT TECHNOLOGIES INC COM

22,477,403

AGILITY PUBLIC WAR KWD0.100

164,142

AGILON HEALTH INC COM

82,437

AGIOS PHARMACEUTICALS INC COM

575,621

AGL CAP CORP 5.875% DUE 03-15-2041

3/15/2041

5.88

25,868

AGNICO EAGLE MINES LTD COM NPV

1,952,756

AGNICO-EAGLE MINES LTD COM NPV

256,160

AGORA INC ADS SPON ADS EACH REP 4 ORD SHS

29,219

AI HOLDINGS CORPOR NPV

108,252

AIA ENGINEERING INR2

20,249

AIA GROUP LTD NPV

12,131,537

AIB GROUP PLC ORD EUR0.625

11,336,695

AICA KOGYO CO NPV

67,332

AICHI CORPORATION NPV

19,215

AIG GLOBAL FDG SR FLTG RT 4.990643% DUE 09-25-2026

9/25/2026

5.02

1,917,495

AIMS APAC REIT MANAGEMENT LTD

1,241,641

AIN HOLDINGS INC

68,238

AIPHONE CO LTD NPV

39,483

AIR ARABIA AED1

320,267

AIR FRANCE-KLM EUR1 (POST CONSOLIDATION)

155,696

AIR LEASE CORP CL A CL A

30,060

AIR LIQUIDE(L') EUR5.50

19,954,806

AIR PRODS & CHEMS FIXED 2.7% DUE 05-15-2040

5/15/2040

2.70

127,876

AIR PRODUCTS & CHEMICALS INC 4.3% 06-11-2028

6/11/2028

4.30

1,227,697

AIRBNB INC CL A COM USD0.0001 CL A

641,820

AIRBUS SE EUR1

2,816,636

AIRPORTS OF THAILA THB1.00(NVDR)

1,541,130

AIRTEL AFRICA PLC ORD USD0.5

1,428,235

AIRTRIP CORP NPV

18,885

AISAN INDUSTRY CO NPV

430,617

AISIN CORPORATION NPV

492,816

AJANTA PHARMACEUTICAL INR2

23,136

AKATSUKI INC NPV

546,490

AKEBIA THERAPEUTICS INC COM

123,402

AKER SOLUTIONS ASA

179,413

AKIS GAYRIMENKUL Y TRY1 (B SHARES)

20,283

AKITA BANK NPV

46,222

AL BABTAIN POWER SAR10

866,773

AL NAHDI MED CO SAR10

20,946

AL RAJHI BANK SAR10

138,498

ALA TR 2025-OANA COML MTG PASS THRU CTF CL A 5.42363% 06-15-2040

6/15/2040

5.49

2,573,610

ALABAMA PWR CO 3.45% DUE 10-01-2049

10/1/2049

3.45

249,904

ALABAMA PWR CO 3.75% DUE 09-01-2027

9/1/2027

3.75

1,647,326

ALBA PLC FLT 15/12/2038

12/15/2038

2.17

190,790

ALBANY INTL CORP NEW CL A

2,336,205

ALBARAKA TURK NPV

57,698

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

ALBEMARLE CORP 4.65% 06-01-2027

6/1/2027

4.65

1,053,721

ALBEMARLE CORP COM

725,021

ALBERTA PROV CDA BD 3.3% DUE 03-15-2028 REG

3/15/2028

3.30

495,864

ALBERTA PROV CDA USD BD 1.3% DUE 07-22-2030 REG

7/22/2030

1.30

818,089

ALCONIX CORPORATIO NPV

17,664

ALDAR PROPERTIES AED1

1,669,988

ALDEYRA THERAPEUTICS INC FORMERLY ALDEXATHERAPEUTICS INC 03/17/2014 COM

223,538

ALECTOR INC COM

53,003

ALEXANDER & BALDWIN INC

102,705

ALEXANDERS INC COM REIT FUND

332,794

ALEXANDRIA REAL 4% DUE 02-01-2050

2/1/2050

4.00

224,631

ALEXANDRIA REAL ESTATE E 2.0% DUE 05-18-2032

5/18/2032

2.00

1,549,740

ALEXANDRIA REAL ESTATE EQUITIES 2.95% 03-15-2034

3/15/2034

2.95

364,466

ALEXANDRIA REAL ESTATE EQUITIES INC COM

124,210

ALFA FINANCIAL SOF ORD GBP0.001

134,277

ALGONQUIN POWER & UTILITIES CORP STEP UP06-15-2026

6/15/2026

5.36

2,300,839

ALGONQUIN PWR&UTIL COM NPV

123,760

ALIBABA GROUP HOLDING LTD

10,153,101

ALIGHT INC CL A

10,865

ALIGN TECHNOLOGY INC COM

458,144

ALIGNMENT HEALTHCARE INC COM

743,489

ALIMENTATION 3.55% DUE 07-26-2027

7/26/2027

3.55

4,617,808

ALIMENTATION COUCHE-TARD INC SR NT 144A 4.148% 09-29-2028

9/29/2028

4.15

3,650,191

ALIOR BANK SA PLN10.00

1,594,846

ALK-ABELLO A/S SER'B'DKK0.50

629,049

ALKANE RESOURCES LTD COMSTK

4,064

ALKERMES PLC SHS

237,690

ALKHALEEJ TAKAFUL QAR1

105,694

ALLEGIANT TRAVEL CO COM

727,779

ALLEGION PLC COMMON STOCK

485,621

ALLEGRO MICROSYSTEMS INC DEL COM

536,121

ALLIED GOLD CORP COM NPV (REV SPT)

114,718

ALLISON TRANSMISSION HOLDING

703,509

ALLOS S.A COM NPV

538,433

ALLSTATE CORP COM

2,285,903

ALLY AUTO 4.94% DUE 10-15-2029

10/15/2029

4.94

2,490,223

ALLY AUTO RECEIVABLES TR SR 24-1 CL A3 5.17% 12-15-2028

12/15/2028

5.08

525,048

ALLY AUTO RECEIVABLES TRUST SER 23-1 CL A3 5.46% DUE 05-15-2028

5/15/2028

5.46

1,052,063

ALLY FINANCIAL INC 5.737% 05-15-2029

5/15/2029

5.74

1,446,241

ALLY FINL INC 6.848% 01-03-2030

1/3/2030

6.85

849,203

ALLY FINL INC COM

7,126,110

ALMAJED FOR OUD CO SAR10

20,317

ALMASANE ALKOBRA SAR10

1,314,275

ALMIRALL SA EUR0.12

457,224

ALMONTY INDUSTRIES INC COM NPV (POST REV SPLIT)

3,007,276

ALNYLAM PHARMACEUTICALS INC COM

866,082

ALPARGATAS SA PRF NPV

97,616

ALPHA & OMEGA SEMICONDUCTOR LTD COM STK

186,749

Table of Contents


Security Name	Maturity Date	Rate		Cost	Current Value (in dollars)
ALPHA BANK S.A. EUR0.29				**	1,556,063
ALPHA METALLURGICAL RES INC COM				**	123,726
ALPHA SYSTEMS INC NPV				**	54,126
ALPHABET INC 1.1% DUE 08-15-2030	8/15/2030	1.10	%	**	342,295
ALPHABET INC 1.9% DUE 08-15-2040	8/15/2040	1.90	%	**	112,733
ALPHABET INC 3.875% 11-15-2028	11/15/2028	3.88	%	**	2,030,901
ALPHABET INC 4.1% 11-15-2030	11/15/2030	4.10	%	**	1,616,756
ALPHABET INC 4.375% 11-06-2064	11/6/2064	4.38	%	**	224,463
ALPHABET INC 4.375% DUE 11-15-2032	11/15/2032	4.38	%	**	271,319
ALPHABET INC 4.7% 11-15-2035	11/15/2035	4.70	%	**	1,192,633
ALPHABET INC 5.25% 15 MAY 2055	5/15/2055	5.25	%	**	201,989
ALPHABET INC 5.3% 05-15-2065	5/15/2065	5.30	%	**	268,921
ALPHABET INC 5.45% 11-15-2055	11/15/2055	5.45	%	**	231,270
ALPHABET INC CAP STK USD0.001 CL C				**	77,230,887
ALPHABET INC CAPITAL STOCK USD0.001 CL A				**	224,065,006
ALPHAMAB ONCOLOGY USD0.000002				**	1,259
ALS LIMITED NPV				**	1,453,526
ALSTOM EUR7.0				**	307,877
ALTRIA GROUP INC 3.875% DUE 09-16-2046	9/16/2046	3.88	%	**	135,755
ALTRIA GROUP INC 4.5% 08-06-2030	8/6/2030	4.50	%	**	2,583,130
ALTRIA GROUP INC 4.8% DUE 02-14-2029	2/14/2029	4.80	%	**	4,046,015
ALTRIA GROUP INC 4.875% 02-04-2028	2/4/2028	4.88	%	**	930,305
ALTRIA GROUP INC 6.2% 11-01-2028	11/1/2028	6.20	%	**	684,631
ALTRIA GROUP INC BNDS 2.625% 09-16-2026	9/16/2026	2.62	%	**	2,195,477
ALTRIA GROUP INC COM				**	3,057,767
ALTRIA GROUP INC FIXED 3.4% DUE 05-06-2030	5/6/2030	3.40	%	**	727,578
ALTRIA GROUP INC FIXED 4.4% DUE 02-14-2026	2/14/2026	4.40	%	**	5,207,837
ALUMINUM CORP CHN. 'H'CNY1				**	347,111
AMADA CO LTD				**	1,697,869
AMADEUS IT GROUP EUR0.01				**	10,414,854
AMATA CORP THB1(NVDR)				**	160,968
AMAZON COM INC 2.5% DUE 06-03-2050	6/3/2050	2.50	%	**	114,289
AMAZON COM INC 3.9% 11-20-2028	11/20/2028	3.90	%	**	3,015,534
AMAZON COM INC 4.1% 11-20-2030	11/20/2030	4.10	%	**	2,504,990
AMAZON COM INC 5.55% 11-20-2065	11/20/2065	5.55	%	**	146,038
AMAZON COM INC COM				**	248,816,805
AMAZON COM INC FIXED 3.875% DUE 08-22-2037	8/22/2037	3.88	%	**	505,550
AMAZON COM INC NT 3.1% 05-12-2051	5/12/2051	3.10	%	**	444,819
AMBARELLA INC SHS				**	1,100,924
AMBEA AB NPV				**	2,011,657
AMBEV SA COM NPV ABEV3				**	1,721,703
AMCOR FLEXIBLES NORTH AMER INC 4.8% 03-17-2028	3/17/2028	4.80	%	**	1,182,506
AMCOR FLEXIBLES NORTH AMER INC 5.1% 03-17-2030	3/17/2030	5.10	%	**	581,484
AMDOCS ORD GBP0.01				**	11,409,958
AMER ELEC PWR CO INC COM				**	5,997,734
AMER MED SYS EUR B 3% GTD SNR 08/03/2031EUR	3/8/2031	3.00	%	**	2,799,061
AMER SPORTS INC COM EUR0.030058				**	1,108,735
AMERANT BANCORP INC CL A CL A				**	1,058,047

Table of Contents


Security Name	Maturity Date	Rate		Cost	Current Value (in dollars)
AMEREN CORP 1.95% 03-15-2027	3/15/2027	1.95	%	**	4,910,334
AMEREN CORP 5.7% 12-01-2026	12/1/2026	5.70	%	**	6,522,754
AMEREN CORP COM				**	422,707
AMEREN ILL CO 3.7% 12-01-2047	12/1/2047	3.70	%	**	191,403
AMEREN ILL CO 3.8% DUE 05-15-2028	5/15/2028	3.80	%	**	5,197,577
AMEREN ILL CO 5.55% DUE 07-01-2054	7/1/2054	5.55	%	**	1,479,844
AMERESCO INC				**	187,280
AMERICAN AIRLINES INC COM USD1				**	74,335
AMERICAN AIRLS INC 3.0% 10-15-2028	10/15/2028	3.00	%	**	32,720
AMERICAN AIRLS PASS THRU 2016-2 AA 3.2% DUE 12-15-2029	12/15/2029	3.20	%	**	628,746
AMERICAN ASSETS TR INC COM				**	229,242
AMERICAN AXLE & MFG HLDGS INC COM				**	113,265
AMERICAN COASTAL INSURANCE CORPORATION				**	114,415
AMERICAN EAGLE OUTFITTERS INC NEW COM				**	33,068
AMERICAN ELEC PWR CO INC 5.2% 01-15-2029	1/15/2029	5.20	%	**	1,470,397
AMERICAN EXPRESS CO				**	59,952,987
AMERICAN EXPRESS CO 2.55% DUE 03-04-2027BEO	3/4/2027	2.55	%	**	985,694
AMERICAN EXPRESS CO 3.433% 05-20-2032	5/20/2032	3.43	%	**	945,507
AMERICAN EXPRESS CO 4.351% 07-20-2029	7/20/2029	4.35	%	**	4,544,479
AMERICAN EXPRESS CO 4.42% 08-03-2033	8/3/2033	4.42	%	**	4,025,513
AMERICAN EXPRESS CO 4.731% 04-25-2029	4/25/2029	4.73	%	**	4,006,720
AMERICAN EXPRESS CO 4.918% 07-20-2033	7/20/2033	4.92	%	**	3,769,805
AMERICAN EXPRESS CO 5.098% 02-16-2028	2/16/2028	5.10	%	**	8,807,933
AMERICAN EXPRESS CO 5.389% 07-28-2027	7/28/2027	5.39	%	**	1,197,200
AMERICAN EXPRESS CO 5.645% 04-23-2027	4/23/2027	5.64	%	**	1,125,395
AMERICAN EXPRESS CR ACCOUNT MASTER TR SER 23-3 CL A 5.23% 09-15-2028	9/15/2028	5.23	%	**	6,337,928
AMERICAN HEALTHCARE REIT INC COM				**	4,653,387
AMERICAN HOMES 4 RENT 5.25% 03-15-2035	3/15/2035	5.25	%	**	406,704
AMERICAN HOMES 4 RENT COMMON STOCK				**	493,923
AMERICAN HONDA FIN 4.95% 01-09-2026	1/9/2026	4.95	%	**	1,949,350
AMERICAN HONDA FIN CORP MED TERM NTS BOO4.9% DUE 03-12-2027	3/12/2027	4.90	%	**	1,016,126
AMERICAN HONDA FINANCE 4.4% 10-05-2026	10/5/2026	4.40	%	**	496,739
AMERICAN HONDA FINANCE 4.45% 10-22-2027	10/22/2027	4.45	%	**	962,417
AMERICAN HONDA FINANCE VAR RT 12-11-2026	12/11/2026	4.35	%	**	5,006,119
AMERICAN INTEGRITY INS GROUP INC COM				**	142,561
AMERICAN INTERNATIONAL GROUP INC COM				**	25,733,440
AMERICAN INTL GROUP INC 4.9% 05-07-2030	5/7/2030	4.85	%	**	799,928
AMERICAN MUN PWR OHIO INC REV 6.449% 02-15-2044 BEO TAXABLE	2/15/2044	6.45	%	**	5,262,220
AMERICAN STS WTR CO COM				**	14,496
AMERICAN TOWER CORP				**	3,151,833
AMERICAN TOWER CORP 3.65% DUE 03-15-2027	3/15/2027	3.65	%	**	1,292,325
AMERICAN TOWER CORP 5.0% 01-31-2030	1/31/2030	5.00	%	**	466,393
AMERICAN TOWER CORP 5.2% 02-15-2029	2/15/2029	5.20	%	**	2,339,425
AMERICAN TOWER CORP 5.25% 07-15-2028	7/15/2028	5.25	%	**	179,981
AMERICAN TOWER CORP NEW 1.875% DUE 10-15-2030	10/15/2030	1.88	%	**	669,665
AMERICAN TOWER CORP NEW 2.3% 09-15-2031	9/15/2031	2.30	%	**	4,446,750
AMERICAN TOWER CORP NEW 4.7% 12-15-2032	12/15/2032	4.70	%	**	1,337,021
AMERICAN TOWER CORP NEW 5.5% 03-15-2028	3/15/2028	5.50	%	**	1,535,421

Table of Contents


Security Name	Maturity Date	Rate		Cost	Current Value (in dollars)
AMERICAN TOWER CORP NEW 5.8% 11-15-2028	11/15/2028	5.80	%	**	291,339
AMERICAN TOWER CORP NEW 5.9% 11-15-2033	11/15/2033	5.90	%	**	2,460,758
AMERICAN VANGUARD CORP COM				**	127,324
AMERICAN WTR CAP CORP 5.7% 09-01-2055	9/1/2055	5.70	%	**	191,120
AMERICREDIT 1.41% DUE 08-18-2027	8/18/2027	1.41	%	**	2,055,331
AMERICREDIT 5.38% DUE 06-18-2029	6/18/2029	5.38	%	**	5,014,558
AMERICREDIT 5.81% DUE 05-18-2028	5/18/2028	5.81	%	**	1,010,686
AMERICREDIT AUTOMOBILE RECEIVABLES AUTO RECEIVABLES BACKED NT 5.62% 11-18-2027	11/18/2027	5.62	%	**	320,376
AMERICREDIT AUTOMOBILE RECEIVABLES AUTO RECEIVABLES BACKED NT 5.8% 12-18-2028	12/18/2028	5.80	%	**	5,769,250
AMERIPRISE FINL INC 4.5% 05-13-2032	5/13/2032	4.50	%	**	1,818,044
AMERIPRISE FINL INC COM				**	9,757,276
AMERIS BANCORP COM				**	1,293,561
AMERISAFE INC COM				**	18,590
AMERN AIRLINES INC 3.7% DUE 10-01-2026	10/1/2026	3.70	%	**	1,443,430
AMERN CR ACCEP 5.59% DUE 04-12-2029	4/12/2029	5.59	%	**	2,547
AMERN EXPRESS CO FLTG RT 5.016% DUE 04-25-2031	4/25/2031	5.02	%	**	618,837
AMERN EXPRESS CO FLTG RT 5.442% DUE 01-30-2036	1/30/2036	5.44	%	**	541,089
AMERN EXPRESS CO FLTG RT 5.667% DUE 04-25-2036	4/25/2036	5.67	%	**	635,143
AMERN EXPRESS CR 5.24% DUE 04-15-2031	4/15/2031	5.24	%	**	6,255,988
AMERN HONDA FIN 1.3% DUE 09-09-2026	9/9/2026	1.30	%	**	228,848
AMERN HONDA FIN 4.25% DUE 09-01-2028	9/1/2028	4.25	%	**	6,415,869
AMERN HONDA FIN CORP MED TERM NTS TRANCHE # TR 149 VAR DTD 4.52 07-09-2027	7/9/2027	4.87	%	**	1,122,584
AMERN TOWER CORP 2.9% DUE 01-15-2030	1/15/2030	2.90	%	**	1,467,990
AMERN TOWER CORP 3.125% DUE 01-15-2027	1/15/2027	3.12	%	**	3,070,807
AMERN TOWER CORP 3.55% DUE 07-15-2027	7/15/2027	3.55	%	**	3,513,341
AMERN TOWER CORP 3.8% DUE 08-15-2029	8/15/2029	3.80	%	**	1,176,397
AMERN TOWER CORP 4.9% DUE 03-15-2030	3/15/2030	4.90	%	**	2,509,303
AMERN TOWER CORP FIXED 1.45% DUE 09-15-2026	9/15/2026	1.45	%	**	2,439,771
AMERN WOODMARK CORP COM				**	385,924
AMETEK INC NEW COM				**	5,144,863
AMG CRITICAL MATER EUR0.02				**	1,801,003
AMGEN INC 1.65% DUE 08-15-2028 BEO	8/15/2028	1.65	%	**	423,322
AMGEN INC 2.6% DUE 08-19-2026	8/19/2026	2.60	%	**	2,178,075
AMGEN INC 4.05% DUE 08-18-2029	8/18/2029	4.05	%	**	3,471,171
AMGEN INC 5.25% 03-02-2030	3/2/2030	5.25	%	**	2,824,002
AMGEN INC 5.25% DUE 03-01-2033	3/2/2033	5.25	%	**	10,365,630
AMGEN INC 5.6% DUE 03-01-2043	3/2/2043	5.60	%	**	1,190,778
AMGEN INC 5.65% 03-02-2053	3/2/2053	5.65	%	**	472,035
AMGEN INC 5.75% DUE 03-02-2063	3/2/2063	5.75	%	**	529,094
AMGEN INC COM				**	3,973,543
AMGEN INC FIXED 5.15% 03-02-2028	3/2/2028	5.15	%	**	8,035,318
AMKOR TECHNOLOGY INC COM				**	88,554
AMMB HOLDINGS BHD MYR1				**	86,175
AMP LIMITED NPV				**	307,684
AMPHENOL CORP 3.9% 11-15-2028	11/15/2028	3.90	%	**	4,047,080
AMPHENOL CORP 5.3% 11-15-2055	11/15/2055	5.30	%	**	844,151
AMPHENOL CORP NEW 4.375% DUE 06-12-2028	6/12/2028	4.38	%	**	1,637,424
AMPHENOL CORP NEW CL A				**	28,130,607

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

AMPOL LTD NPV

892,157

AMPRIUS TECHNOLOGIES INC COM

1,029,306

AMRIZE FIN US LLC 4.95% 04-07-2030

4/7/2030

4.95

1,038,630

AMTRAN TECHNOLOGY TWD10

69,205

AMUNDI EUR2.5

990,268

AMYLYX PHARMACEUTICALS INC COM

3,805

ANA HOLDINGS INC NPV

319,291

ANADOLU SIGORTA TRY1 (B SHARES)

36,923

ANALOG DEVICES INC 4.25% 06-15-2028

6/15/2028

4.25

2,454,726

ANALOG DEVICES INC 5.3% 04-01-2054

4/1/2054

5.30

386,260

ANALOG DEVICES INC COM

26,788,865

ANAND RATHI WEALTH INR5

74,555

ANAPASS INC KRW500

24,678

ANAPTYSBIO INC COM

207,446

ANDERSONS INC COM

1,006,987

ANDREW W MELLON .947% DUE 08-01-2027

8/1/2027

0.95

9,458,805

ANE (CAYMAN) INC. USD0.00002

44,799

ANEKA TAMBANG TBK IDR100

715,650

ANEST IWATA CORP NPV

19,807

ANGI INC COM USD0.001 WI

392,154

ANGLO AMERICAN ORD USD0.623855311355311

1,645,852

ANGLOGOLD ASHANTI PLC ORD USD1

5,393,022

ANHEUSER-BUSCH COS LLC CORP 4.7% 02-01-2036

2/1/2036

4.70

1,051,464

ANHEUSER-BUSCH COS LLC CORP 4.9% 02-01-2046

2/1/2046

4.90

260,160

ANHEUSER-BUSCH INBEV WOR 8.2 DUE 01-15-2039

1/15/2039

8.20

284,313

ANHUI CONCH CEMENT 'H'CNY1

842,521

ANHUI HUILONG AGRICULTURAL MEANS OF 'A'CNY

465,724

ANI PHARMACEUTICALS INC COM

4,150,665

ANNALY CAPITAL MANAGEMENT INC COM NEW COM USD0.01(POST REV SPLT)

777,144

ANNEXON INC COM

186,543

ANRITSU CORP NPV

306,436

ANTARES HLDGS LP 2.75% 01-15-2027

1/15/2027

2.75

6,156,370

ANTERO MIDSTREAM CORPORATION COM USD1.00

425,412

ANTERO RES CORP COM

3,522,605

ANTHEM INC FIXED 2.25% DUE 05-15-2030

5/15/2030

2.25

170,055

ANTHEM INC NT 1.5% 03-15-2026

3/15/2026

1.50

5,615,679

AON NORTH AMER INC 5.125% 03-01-2027

3/1/2027

5.12

549,734

AON NORTH AMER INC 5.45% 03-01-2034

3/1/2034

5.45

832,984

AON NORTH AMER INC FIXED 5.15% 03-01-2029

3/1/2029

5.15

2,458,836

AON PLC

20,406,345

AOYAMA TRADING CO NPV

24,269

AP MEMORY TECHNOLO TWD5

570,328

APA CORP COM

24,751,074

APEX MINING CO PHP1

21,504

APG SGA SA CHF2.60

10,603

API GROUP CORPORATION COM USD0.0001

8,057,518

APOGEE ENTERPRISES INC COM

3,522,704

APOGEE THERAPEUTICS INC COM

341,396

Table of Contents


Security Name	Maturity Date	Rate		Cost	Current Value (in dollars)
APOLLO HOSPITALS ENTERPRISE COMSTK				**	1,075,657
APOLLO TYRES COMMON STK				**	502,473
APPFOLIO INC COM CL A COM CL A				**	5,348,624
APPIAN CORP CL A CL A				**	1,076,733
APPLE INC 1.65% DUE 05-11-2030	5/11/2030	1.65	%	**	6,409,208
APPLE INC 2.65% 02-08-2051	2/8/2051	2.65	%	**	211,126
APPLE INC 2.65% DUE 05-11-2050 REG	5/11/2050	2.65	%	**	677,827
APPLE INC 3.85% DUE 08-04-2046	8/4/2046	3.85	%	**	74,824
APPLE INC COM STK				**	356,951,575
APPLE INC FIXED 2.95% 09-11-2049	9/11/2049	2.95	%	**	234,610
APPLE INC FIXED 3.75% 11-13-2047	11/13/2047	3.75	%	**	596,572
APPLIED DIGITAL CORPORATION				**	11,482,054
APPLIED INDL TECHNOLOGIES INC COM				**	2,660,394
APPLIED MATERIALS INC COM				**	2,512,848
APPLIED MATLS INC 4.0% 01-15-2031	1/15/2031	4.00	%	**	1,165,334
APPLOVIN CORP 5.125% DUE 12-01-2029	12/1/2029	5.12	%	**	10,180,838
APPLOVIN CORP COM CL A COM CL A				**	13,162,400
APR CO LTD KRW100				**	1,163,379
APTIV PLC NEW ORD USD0.01				**	7,205,723
AQ GROUP AB NPV				**	1,018,279
ARAB NATIONAL BANK SAR10				**	1,510,800
ARABIAN DRILLING SAR10				**	661,958
ARABIAN INTERNET & SAR10				**	881,604
ARABIAN PIPE CO SAR1				**	286,465
ARAMARK COM				**	4,692,278
ARCADYAN TECHNOLOG TWD10				**	1,007,877
ARCBEST CORP COM USD0.01				**	946,516
ARCELLX INC COM				**	691,446
ARCELORMITTAL NPV				**	1,890,130
ARCH CAP FIN LLC 4.011% DUE 12-15-2026	12/15/2026	4.01	%	**	684,970
ARCHER-DANIELS-MIDLAND CO COM				**	123,604
ARCHOSAUR GAMES IN HKD0.00001				**	16,962
ARCTURUS THERAPEUTICS HLDGS INC COM				**	34,389
ARCUS BIOSCIENCES INC COM				**	980,986
ARDAGH METAL PACKAGING SA				**	116,440
ARDENT HEALTH INC				**	152,627
ARDENTEC CORP TWD10				**	43,586
AREIT 2022-CRE7 LLC SR SECD NT CL A 144A5.91736% 06-17-2039	6/17/2039	5.98	%	**	1,180,286
ARENA REIT STAPLED UNITS				**	292,302
ARES FIN CO IV LLC SR NT 144A 3.65% 02-01-2052	2/1/2052	3.65	%	**	1,048,425
ARES MANAGEMENT CORPORATION 5.6% 10-11-2054	10/11/2054	5.60	%	**	4,762,125
ARES MANAGEMENT LP COM SHS REPSTG LTD PARTNER				**	5,208,688
ARES STRATEGIC INC 5.15% DUE 01-15-2031	1/15/2031	5.15	%	**	589,380
ARES STRATEGIC INCOME FD NT 144A 5.45% 09-09-2028	9/9/2028	5.45	%	**	403,495
ARGAN EUR2				**	420,279
ARGAN INC COM				**	6,986,096
ARGENT SECS INC 2003-W3 ASSET BKD CTF M-1 FLTG 09-25-2033 REG	9/25/2033	4.97	%	**	290,797
ARGOSY RESEARCH TWD10				**	273,261
ARISTA NETWORKS INC COM NEW				**	6,154,479

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

ARISTOCRAT LEISURE NPV

8,294,753

ARITZIA INC SUB VTG SHS

453,733

ARIZONA PUB SVC CO 2.55% DUE 09-15-2026

9/15/2026

2.55%

4,270,428

ARIZONA PUB SVC CO 2.6% DUE 08-15-2029

8/15/2029

2.60%

3,503,979

ARIZONA PUB SVC CO NT 2.2% 12-15-2031

12/15/2031

2.20%

2,838,805

ARKO CORP COM

85,747

ARMSTRONG WORLD INDS INC NEW COM STK

303,658

AROUNDTOWN SA EUR0.01

214,586

ARROWHEAD PHARMACEUTICALS INC COM

346,489

ARTERIS INC COM

124,946

ARTHUR J GALLAGHER & CO 4.85% 12-15-2029

12/15/2029

4.85%

1,539,727

ARTHUR J GALLAGHER & CO 5.15% 02-15-2035

2/15/2035

5.15%

405,089

ARTIENCE CO LTD NPV

215,075

ARVINAS INC COM

282,209

ARZ TR 2024-BILT 5.772% 06-11-2039

6/11/2039

5.77%

1,028,437

ASAHI INTECC CO LT NPV

133,058

ASAHI KASEI CORP NPV

68,234

ASAHI KOGYOSHA CO NPV

17,659

ASANA INC CL A

747,620

ASANUMA CORP NPV

20,212

ASCENTAGE PHARMA G USD0.0001

318,192

ASCLETIS PHARMA USD0.0001

27,804

ASHOK LEYLAND LTD INR1

2,777,545

ASIA PILE HLDG CO NPV

139,430

ASIA VITAL COMPONE TWD10

336,405

ASIAN DEVELOPMENT BANK 4.875% 09-26-2028

9/26/2028

4.88%

5,494,472

ASICS CORP NPV

2,457,897

ASK AUTOMOTIVE LIM INR2

44,004

ASM INTL NV EUR0.04

1,798,762

ASMEDIA TECHNOLOGY SHS

192,549

ASML HOLDING NV EUR0.09

2,719,414

ASMPT LTD HKD0.10

627,879

ASPEED TECHNOLOGY TWD10

924,237

ASPEN AEROGELS INC COM

76,716

ASROCK INCORPORATI TWD10

1,191,833

ASSURED GUARANTY LTD COMMON STK

727,767

ASTEC INDS INC COM

71,435

ASTELLAS PHARMA NPV

2,455,598

ASTER DM HEALTHCAR INR10

233,242

ASTERA LABS INC COM

591,077

ASTRA AGRO LESTARI IDR500

14,507

ASTRA OTOPARTS

13,309

ASTRANA HEALTH INC COM USD0.001

459,134

ASTRAZENECA FINANCE LLC. 4.8% 02-26-2027

2/26/2027

4.80%

565,291

ASTRAZENECA PLC 6.45% DUE 09-15-2037

9/15/2037

6.45%

400,010

ASURANSI TUGU INDONESI

32,571

ASUSTEK COMPUTER TWD10

4,046,276

ASX LTD NPV

176,591

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

AT&T INC 1.65% DUE 02-01-2028

2/1/2028

1.65%

1,852,527

AT&T INC 1.7% DUE 03-25-2026 BEO

3/25/2026

1.70%

680,543

AT&T INC 2.3% DUE 06-01-2027

6/1/2027

2.30%

47,886

AT&T INC 2.55% DUE 12-01-2033

12/1/2033

2.55%

8,879,080

AT&T INC 3.5% DUE 06-01-2041

6/1/2041

3.50%

496,961

AT&T INC 3.5% DUE 09-15-2053 REG

9/15/2053

3.50%

6,720,937

AT&T INC 3.55% DUE 09-15-2055

9/15/2055

3.55%

1,043,658

AT&T INC 3.65% DUE 06-01-2051

6/1/2051

3.65%

176,387

AT&T INC 3.65% DUE 09-15-2059

9/15/2059

3.65%

3,518,489

AT&T INC 4.35% DUE 03-01-2029

3/1/2029

4.35%

542,064

AT&T INC 4.5% DUE 05-15-2035

5/15/2035

4.50%

620,724

AT&T INC COM

7,268,383

AT&T INC FIXED 4.3% 02-15-2030

2/15/2030

4.30%

513,064

ATALAYA MINING COPPER SA

186,970

ATCO LTD CLASS I NON-VOTING COM NPV

49,357

ATHENE GLOBAL FDG 5.516% DUE 03-25-2027

3/25/2027

5.52%

304,670

ATHENE GLOBAL FDG MEDIUM TERM SR TRANCHE# TR 00796 1.73% 10-02-2026

10/2/2026

1.73%

343,798

ATI INC COM

625,098

ATKORE INC

698,723

ATLANTA BRAVES HLDGS INC COM SER C

535,731

ATLANTICUS HLDGS CORP COM

98,350

ATLAS ENERGY SOLUTIONS INC NEW CL A

4,434,936

ATLASSIAN CORP CL A

1,750,139

ATMOS ENERGY CORP 1.5% DUE 01-15-2031

1/15/2031

1.50%

175,639

ATMOS ENERGY CORP 4.125% DUE 10-15-2044

10/15/2044

4.12%

352,780

ATMOS ENERGY CORP COM

3,358,802

ATOS SE EUR1(POST CONS)

6,835

ATOUR LIFESTYLE HLDGS LTD

848,006

ATRAE INC NPV

18,572

ATRICURE INC COM STK

4,055,573

ATRIUM HOTEL 6.09025% DUE 11-10-2029

11/10/2029

6.09%

1,327,841

ATTENDO AB NPV

2,114,645

AUCNET INC NPV

42,280

AUMOVIO SE NPV

1,614,646

AURA MINERALS INC. BDR EACH 3 REPR 1 COM

506,319

AURAS TECHNOLOGY TWD10

1,253,640

AURINIA PHARMACEUTICALS INC COM

1,014,755

AURIZON HOLDINGS NPV

88,262

AUROBINDO PHARMA INR1

75,234

AUSTAL LIMITED NPV

131,869

AUSTRALIAN CLINICA NPV

56,282

AUSTRALIAN GOVERNMENT 2.75% 21/06/2035

6/21/2035

2.75%

226,817

AUTOBACS SEVEN CO NPV

36,821

AUTODESK INC COM

2,156,729

AUTOMATIC DATA PROCESSING INC COM

1,170,911

AUTOZONE INC 3.125% 04-21-2026

4/21/2026

3.12%

500,523

AUTOZONE INC 3.75% DUE 04-18-2029

4/18/2029

3.75%

3,267,937

AUTOZONE INC 5.4% 07-15-2034

7/15/2034

5.40%

279,805

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

AUTOZONE INC COM

2,367,267

AUTOZONE INC SR NT 5.125% 06-15-2030

6/15/2030

5.12%

3,303,168

AVALONBAY CMNTYS 2.95% DUE 05-11-2026

5/11/2026

2.95%

2,238,773

AVALONBAY CMNTYS REIT

199,985

AVANT GROUP CORPORATION NPV

99,365

AVANTOR INC COM

596,046

AVEANNA HEALTHCARE HLDGS INC COM

236,767

AVERY DENNISON CORP COM

4,565,188

AVI LTD ZAR0.05

85,712

AVIENT CORPORATION

4,974,283

AVILEASE CAP LTD 4.75% DUE 11-12-2030

11/12/2030

4.75%

297,782

AVIS BUDGET RENT 5.2% DUE 10-20-2027

10/20/2027

5.20%

905,833

AVIS BUDGET RENT 5.24% DUE 08-20-2029

8/20/2029

5.24%

2,033,579

AVIS BUDGET RENT 5.25% DUE 04-20-2029

4/20/2029

5.25%

3,064,891

AVIS BUDGET RENT 5.78% DUE 04-20-2028

4/20/2028

5.78%

3,052,200

AVIS BUDGET RENT 5.81% DUE 12-20-2029

12/20/2029

5.81%

1,456,187

AVIS BUDGET RENTAL CAR FUNDING 5.46000003815% 02-20-2029

2/20/2029

5.46%

2,037,793

AVNET INC COM

990,448

AVOLON HLDGS FDG 2.125% DUE 02-21-2026

2/21/2026

2.12%

523,266

AVOLON HLDGS FDG 4.25% DUE 04-15-2026

4/15/2026

4.25%

499,885

AVOLON HLDGS FDG 4.375% DUE 05-01-2026

5/1/2026

4.38%

675,203

AVON TECHNOLOGIES PLC ORD GBP1

356,180

AXALTA COATING SYSTEMS LTD COM USD1.00

914,761

AXELL CORP NPV

16,184

AXIATA GROUP BERHAD MYR1

48,748

AXIOMTEK CO TWD10

77,911

AXIS CAPITAL HOLDINGS LTD COM USD0.0125

725,856

AXOGEN INC COM USD0.01

711,059

AXON ENTERPRISE INC COM

5,644,656

AXSOME THERAPEUTICS INC. COM

2,434,409

AYDEM YENILENEBILI TRY1

64,153

AYEN ENERJI AS TRY1

13,481

AYGAZ TRY1

93,205

AYVENS EUR1.5

11,944

AZAD ENGINERIN LTD INR2

80,250

B & M EUROPEAN VALUE RETAIL SA ORD GBP0.1

24,003

B A T CAP CORP 2.259% DUE 03-25-2028

3/25/2028

2.26%

3,724,923

B A T CAP CORP 4.39% 08-15-2037

8/15/2037

4.39%

276,942

B A T CAP CORP 4.54% 08-15-2047

8/15/2047

4.54%

44,959

B A T CAP CORP FIXED 3.557% DUE 08-15-2027

8/15/2027

3.56%

5,172,713

B A T INTL FIN PLC FIXED 1.668% DUE 03-25-2026

3/25/2026

1.67%

3,606,663

B2 GOLD CORP COMMON STOCK

251,122

B2 IMPACT ASA

153,490

B2GOLD CORP COM STK

5,890

BABCOCK & WILCOX ENTERPRISES INC COM NEWCOM NEW

1,945,049

BABCOCK INTL GROUP ORD GBP0.60

288,653

BAE SYS PLC 3.4% DUE 04-15-2030

4/15/2030

3.40%

561,062

BAFANG YUNJI INTL CO LTD

90,944

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

BAHNHOF AB SER'B'NPV

303,756

BAIC MOTOR CORPORATION LIMITED 'H'CNY1

31,739

BAIDU INC USD0.000000625 A CLASS

5,255,101

BAIN CAP CR CLO FLTG RT 0% DUE 04-23-2035

4/23/2035

4.85%

6,294,029

BAKER HUGHES CO

28,449,952

BAKER HUGHES LLC/CO-OBL 2.061% 12-15-2026

12/15/2026

2.06%

1,103,529

BALCHEM CORP COM

3,834

BALFOUR BEATTY GBP0.50

244,505

BALMER LAWRIE INVESTMENT LTD. FV INR 1 DEMAT EQUITY

48,845

BALT GAS & ELEC CO 3.2% DUE 09-15-2049

9/15/2049

3.20%

152,566

BALT GAS & ELEC CO 3.5% DUE 08-15-2046

8/15/2046

3.50%

19,314

BALT GAS & ELEC CO FIXED 2.9% DUE 06-15-2050

6/15/2050

2.90%

301,934

BAMLL COML MTG FLTG RT 4.84548% DUE 09-15-2038

9/15/2038

4.92%

4,821,102

BANC CALIF INC COM

10,648

BANCA IFIS EUR1

233,453

BANCA MEDIOLANUM BANCA MEDIOLANUM SPA

2,279,749

BANCA MONTE DEI PASCHI S .875% 08/10/2027

10/8/2027

0.88%

465,347

BANCA SISTEMA SPA EUR0.12

243,171

BANCO ABC BRASIL PRF NPV

33,303

BANCO ABC BRASIL SA RIGHTS 02/02/2026

376

BANCO BILBAO VIZCA EUR0.49

21,620,485

BANCO DE CHILE COM NPV

33,155

BANCO DEL BAJIO COM MXN2 SER'O'

14,165

BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA

193,252

BANCO SANTANDER EUR0.50(REGD)

2,523,998

BANCO SANTANDER S A 2.749% DUE 12-03-2030

12/3/2030

2.75%

181,969

BANCO SANTANDER S A 5.127% 11-06-2035

11/6/2035

5.13%

601,322

BANCO SANTANDER SA 4.175% 03-24-2028

3/24/2028

4.18%

3,401,508

BANCO SANTANDER SA 5.538% 03-14-2030

3/14/2030

5.54%

413,919

BANCO SANTANDER SA 5.588% 08-08-2028

8/8/2028

5.59%

1,244,021

BANCO SANTANDER SA FLTG RT 07-15-2028

7/15/2028

5.36%

8,155,015

BANCO SANTANDER SA SR NON PFD FIXED-FIXED RATE 1.722% 09-14-2027

9/14/2027

1.72%

4,128,978

BANCO SANTANDER SA SR NT NON PFD 2.958% 03-25-2031

3/25/2031

2.96%

9,463,554

BANDWIDTH INC CL A CL A

248,189

BANGKOK BANK THB10 (NVDR)

5,527,513

BANK 2017-BNK9 3.47% DUE 11-15-2054

11/15/2054

3.47%

1,292,399

BANK 2020-BNK30 1.65% DUE 12-15-2053

12/15/2053

1.65%

1,318,586

BANK AMER CORP 2.496% 02-13-2031

2/13/2031

2.50%

615,282

BANK AMER CORP 2.572% 10-20-2032

10/20/2032

2.57%

1,209,602

BANK AMER CORP 2.687% DUE 04-22-2032

4/22/2032

2.69%

13,778,674

BANK AMER CORP 3.194% 07-23-2030

7/23/2030

3.19%

1,555,171

BANK AMER CORP 3.419% 12-20-2028

12/20/2028

3.42%

4,906,535

BANK AMER CORP 3.559% 04-23-2027

4/23/2027

3.56%

5,528,399

BANK AMER CORP 3.593% 07-21-2028

7/21/2028

3.59%

13,348,999

BANK AMER CORP 3.705% 04-24-2028

4/24/2028

3.70%

764,595

BANK AMER CORP 4.376% 04-27-2028

4/27/2028

4.38%

205,839

BANK AMER CORP 4.45% DUE 03-03-2026

3/3/2026

4.45%

3,402,462

BANK AMER CORP 4.623% 05-09-2029

5/9/2029

4.62%

8,195,818

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

BANK AMER CORP 5.933% DUE 09-15-2027

9/15/2027

5.93%

506,483

BANK BJB LKD SHS (IDR250 'A' & 'B')

7,666

BANK HAPOALIM B.M. ILS1

783,053

BANK MILLENNIUM SA PLN1.00

128,009

BANK MONTREAL 0.949% 01-22-2027

1/22/2027

0.95%

2,983,045

BANK MONTREAL 5.266% 12-11-2026

12/11/2026

5.27%

3,180,373

BANK MONTREAL QUE 4.35% 09-22-2031

9/22/2031

4.35%

744,652

BANK MONTREAL QUE 5.3% 06-05-2026

6/5/2026

5.30%

892,230

BANK MONTREAL QUE FIXED 5.203% DUE 02-01-2028

2/1/2028

5.20%

2,610,181

BANK N S HALIFAX COM STK

117,462

BANK NEW YORK MELLON CORP 4.947% DUE 04-26-2027

4/26/2027

4.95%

1,553,018

BANK NOVA SCOTIA 4.043% 09-15-2028

9/15/2028

4.04%

815,178

BANK NT BUTTERFIELD COM BMD1(POST REV SPLIT)

622,750

BANK OF AMERICA CORP

21,577,115

BANK OF AMERICA CORP 1.734% 07-22-2027

7/22/2027

1.73%

10,104,494

BANK OF AMERICA CORP 2.299% 07-21-2032

7/21/2032

2.30%

4,694,219

BANK OF AMERICA CORP 2.884% 10-22-2030

10/22/2030

2.88%

2,565,629

BANK OF AMERICA CORP 4.979% 01-24-2029

1/24/2029

4.98%

9,275,890

BANK OF AMERICA CORP 5.162% 01-24-2031

1/24/2031

5.16%

8,487,350

BANK OF AMERICA CORP 5.511% 01-24-2036

1/24/2036

5.51%

1,359,170

BANK OF AMERICA CORPORATION 1.658% 03-11-2027

3/11/2027

1.66%

19,384,228

BANK OF AMERICA CORPORATION 2.087% 06-14-2029

6/14/2029

2.09%

4,167,033

BANK OF AMERICA CORPORATION 2.551% 02-04-2028

2/4/2028

2.55%

1,824,934

BANK OF AMERICA CORPORATION 2.651% 03-11-2032

3/11/2032

2.65%

4,045,885

BANK OF AMERICA CORPORATION 2.676% DUE 06-19-2041/06-19-2020 REG

6/19/2041

2.68%

851,109

BANK OF AMERICA CORPORATION 3.97% 03-05-2029

3/5/2029

3.97%

349,532

BANK OF AMERICA CORPORATION 4.078% 04-23-2040

4/23/2040

4.08%

1,253,255

BANK OF AMERICA CORPORATION 4.33% 03-15-2050

3/15/2050

4.33%

421,783

BANK OF AMERICA CORPORATION 5.202% 04-25-2029

4/25/2029

5.20%

9,523,555

BANK OF AMERICA CORPORATION 5.288% 04-25-2034

4/25/2034

5.29%

206,251

BANK OF AMERICA CORPORATION 5.468% 01-23-2035

1/23/2035

5.47%

9,416,217

BANK OF AMERICA CORPORATION 6.11% 01-29-2037

1/29/2037

6.11%

378,040

BANK OF CHINA LTD 'H'CNY1

29,796

BANK OF CHONGQING CO LTD COMMON STOCK

68,077

BANK OF IRELAND GR ORD EUR1.00

6,253,258

BANK OF MONTREAL 4.062% 09-22-2028

9/22/2028

4.06%

2,837,568

BANK OF MONTREAL 4.1% 12-15-2027

12/15/2027

4.10%

3,696,438

BANK OZK COM

2,534,782

BANK PEKAO SA PLN1.00

3,462,375

BANK SER 2017-BNK8 CL A-3 3.229% 11-15-2050

11/15/2050

3.23%

1,627,100

BANK ST PETERSBURG COM

1,279,571

BANK TABUNGAN NEG IDR500

47,092

BANK5 2024-5YR10 COML MTG PASS THRU CTF CL 5.30200004578% 10-15-2057

10/15/2057

5.30%

7,887,784

BANK5 2024-5YR10 COML MTG PASS THRU CTF CL B 6.14% 10-15-2057

10/15/2057

6.14%

2,058,605

BANK5 2025-5YR14 5.646% DUE 04-15-2058

4/15/2058

5.65%

5,703,576

BANK5 2025-5YR15 MTG PASS THRU CTF CL A-3 5.452% 07-15-2058

7/15/2058

5.45%

4,209,384

BANKINTER SA EUR0.30(REGD)

989,763

BANKUNITED INC

1,695,933

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

BANKWELL FINL GROUP INC COM

22,085

BANNER CORP COM NEW COM NEW

4,579,945

BANQUE SAUDI FRANS SAR10

220,447

BARCLAYS PLC 2.279% DUE 11-24-2027

11/24/2027

2.28%

6,636,379

BARCLAYS PLC 4.972% 05-16-2029

5/16/2029

4.97%

6,111,643

BARCLAYS PLC 5.335% 09-10-2035

9/10/2035

5.34%

122,208

BARCLAYS PLC 5.501% DUE 08-09-2028

8/9/2028

5.50%

1,859,722

BARCLAYS PLC 5.69% 03-12-2030

3/12/2030

5.69%

2,082,813

BARCLAYS PLC 5.785% 02-25-2036

2/25/2036

5.78%

733,577

BARCLAYS PLC 5.86% 08-11-2046

8/11/2046

5.86%

246,742

BARCLAYS PLC DUE 11-02-2028/05-02-2023 BEO

11/2/2028

7.38%

2,076,975

BARCLAYS PLC FIXED 2.645% DUE 06-24-2031

6/24/2031

2.64%

9,266,010

BARCLAYS PLC FLTG RT 4.837% DUE 09-10-2028

9/10/2028

4.84%

2,701,698

BARCLAYS PLC ORD GBP0.25

4,693,058

BARCLAYS PLC SR NT FIXED/FLTG 4.47% 11-11-2029

11/11/2029

4.47%

5,193,488

BARCO NPV

545,290

BARITO PACIFIC TBK IDR100

265,110

BARRETT BUSINESS SVCS INC COM

345,950

BASE CO LTD NPV

28,626

BASF - ORD SHS COMSTK

2,889,408

BASILEA PHARMACEU CHF1 (REGD)

957,915

BAT CAPITAL CORPORATION 6.343% DUE 08-02-2030

8/2/2030

6.34%

3,723,148

BAT CAPITAL CORPORATION 7.081% DUE 08-02-2053

8/2/2053

7.08%

284,324

BAT INTL FINANCE PLC 5.931% 02-02-2029

2/2/2029

5.93%

4,450,977

BATH & BODY WORKS INC COM USD0.5 WI

119,536

BAUSCH HEALTH COMP COM NPV

736,462

BAVARIAN NORDIC DKK10

619,551

BAWAG GROUP AG COMMON STOCK

721,657

BAXTER INTL INC 4.9% 12-15-2030

12/15/2030

4.90%

2,591,493

BAXTER INTL INC COM

3,294,602

BAYER US FIN II 4.375% DUE 12-15-2028

12/15/2028

4.38%

3,303,875

BAYERISCHE MOTOREN WERKE A G COM

1,523,669

BAYVIEW 5.67% DUE 08-15-2028

8/15/2028

5.67%

1,007,623

BAYVIEW MSR 3% DUE 11-25-2051

11/25/2051

3.00%

1,305,524

BBCMS MTG TR 1.617% DUE 10-15-2053

10/15/2053

1.62%

5,615,439

BBCMS MTG TR 2024-5C27 COML MTG PASS THRU CTF CL 6.014% 07-15-2057

7/15/2057

6.01%

295,375

BBCMS MTG TR 2024-5C31 COML MTG PASSTHRUCTF CL 5.137% 12-15-2057

12/15/2057

5.14%

2,155,038

BBCMS MTG TR 2025-5C36 COML MTG PASS THRU CTF CL 5.517% 08-15-2058

8/15/2058

5.52%

1,735,054

BCO DO BRASIL SA COM NPV

465,841

BCO EST R GDE SUL PRF CLASS 'B' NPV

50,895

BE SEMICONDUCTOR INDUSTRIES NV EUR0.01

1,776,762

BEACON FINANCIAL CORP. COM USD0.01

242,762

BEAR STEARNS ARM FLTG RT 4.28249% DUE 05-25-2034

5/25/2034

4.28%

2,835

BEAR STEARNS ASSET BACKED SECS I LLC ASSASSET BKD CTF CL I-A-1A 5.5 25 AUG 2036

8/25/2036

5.50%

19,072

BEAUTY FARM MED & HKD

92,606

BEAZLEY PLC (UK) ORD GBP0.05

1,065,925

BECTON DICKINSON & CO 4.693% 02-13-2028

2/13/2028

4.69%

1,665,167

BECTON DICKINSON & FIXED 6.7% DUE 12-01-2026

12/1/2026

6.70%

1,544,425

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

BED BATH & BEYOND INC

1,960

BEIERSDORF AG EUR1

9,413,634

BEIJING ENTERPRISE NPV

118,556

BEIJING JINGNENG CLEAN ENRGY CO LTD REGISTEREDSHARES

46,080

BEIJING URBAN CONSTRUCTION COMSTK

25,541

BELL FOOD GROUP AG CHF0.5 (REGD)

38,649

BELLEVUE GOLD LTD NPV

572,402

BELLRING BRANDS INC COM USD0.01

311,832

BENCHMARK 2020-B20 1.94539999962% DUE 10-15-2053

10/15/2053

1.95%

3,482,985

BENCHMARK 2021-B24 2.0103% DUE 03-15-2054

3/15/2054

2.01%

4,721,507

BENCHMARK 2021-B27 1.792% DUE 07-15-2054

7/15/2054

1.79%

6,891,121

BENCHMARK 2021-B27 2.163% DUE 07-15-2054

7/15/2054

2.16%

4,265,837

BENCHMARK 2021-B29 FLTG RT 2.284% DUE 09-15-2054

9/15/2054

2.28%

3,936,804

BENCHMARK 2021-B30 2.329% DUE 11-15-2054

11/15/2054

2.33%

3,557,192

BENCHMARK 2023-B38 MTG TR MTG PASS THRU CTF CL A-2 5.62599992752% 04-15-2056

4/15/2056

5.63%

5,101,572

BENCHMARK 2024-V10 5.2774% DUE 09-15-2057

9/15/2057

5.28%

5,149,652

BENCHMARK 2024-V12 5.73845% DUE 12-15-2057

12/15/2057

5.74%

3,663,857

BENCHMARK 2025-V14 5.6599% DUE 04-15-2057

4/15/2057

5.66%

7,285,113

BENCHMARK 2025-V18 MTG TR COML MTG PASSTHRU CTF CL 5.18365% 10-15-2058

10/15/2058

5.18%

3,298,296

BENCHMARK 2025-V19 5.249% DUE 01-15-2058

1/15/2058

5.25%

4,135,576

BENCHMARK ELECTRS INC COM

6,286

BEONE MEDICINES AG

1,356,815

BERKLEY W R CORP COM

242,755

BERKSHIRE HATHAWAY 3.25% DUE 04-15-2028

4/15/2028

3.25%

394,344

BERKSHIRE HATHAWAY ENERGY CO 3.7% 07-15-2030

7/15/2030

3.70%

1,879,367

BERKSHIRE HATHAWAY FIN CORP 2.85% DUE 10-15-2050

10/15/2050

2.85%

323,032

BERKSHIRE HATHAWAY FIN CORP 4.2% DUE 08-15-2048 REG

8/15/2048

4.20%

175,945

BERKSHIRE HATHAWAY FINANCE CORP 3.85% 03-15-2052

3/15/2052

3.85%

1,105,644

BERKSHIRE HATHAWAY INC COM USD0.0033 CLASS'B'

17,377,616

BERNER KTBK CHF20 (REGD)

366,439

BERRY GLOBAL INC 1.57% DUE 01-15-2026

1/15/2026

1.57%

14,175,797

BERRY GLOBAL INC 5.5% 04-15-2028

4/15/2028

5.50%

721,518

BEST BUY INC COM STK

1,153,472

BETAGRO PCL THB5 (NVDR)

138,702

BETSSON AB NPV B

562,374

BEZEQ ISRAEL TELCM ILS1

869,310

BGC GROUP INC SR NT 6.15% 04-02-2030

4/2/2030

6.15%

518,034

BHARAT BIJLEE INR5

128,228

BHARAT DYNAMICS INR 5 (POST SUB)

318,706

BHARAT PETROL CORP INR10

841,080

BHARTI AIRTEL LTD COMSTK

5,087,349

BHG SECURITIZATION 4.84% DUE 09-17-2036

9/17/2036

4.84%

2,350,215

BHI CO LTD KRW500

211,952

BHP BILLITON FIN USA LTD 5.25% 09-08-2026

9/8/2026

5.25%

565,109

BHP BILLITON FIN USA LTD 5.75% 09-05-2055

9/5/2055

5.75%

440,117

BHP GROUP LIMITED

136,599

BILFINGER SE BILFINGER SE

264,885

BILIBILI INC USD0.0001 Z CLASS

2,847,242

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

BILL HOLDINGS INC COM USD0.00001

1,054,095

BINJIANG SVC GROUP USD0.0001

12,210

BIOAGE LABS INC COM

185,022

BIOCON LTD INR5

778,339

BIOCRYST PHARMACEUTICALS INC COM

568,628

BIOGAIA AB SER'B'NPV

203,073

BIOGEN INC 5.75% 05-15-2035

5/15/2035

5.75%

131,824

BIOGEN INC 6.45% 05-15-2055

5/15/2055

6.45%

295,296

BIOGEN INC COMMON STOCK

195,701

BIO-TECHNE CORP COM

813,166

BIPROGY INC NPV

1,233,084

BIRKENSTOCK HOLDING PLC COM NPV

2,621,690

BIZLINK HOLDING IN TWD10

339,552

BK CIMB NIAGA LKD SHS (IDR5000 & IDR50)

29,080

BK LEUMI LE ISRAEL ILS1

70,793

BK NEW YORK MELLON 4.289% DUE 06-13-2033

6/13/2033

4.29%

3,186,669

BK NEW YORK MELLON FLTG RT 5.316% DUE 06-06-2036

6/6/2036

5.32%

5,190

BK NEW YORK MELLON VAR RT 4.729% DUE 04-20-2029

4/20/2029

4.73%

274,445

BK OF AMER CR CARD FIXED 4.98% DUE 11-15-2028

11/15/2028

4.98%

1,463,046

BK OF AMERICA CORP 3.261%-FRN SNR 28/01/31 EUR

1/28/2031

3.26%

354,195

BK OF INDIA INR10

104,873

BK OF MAHARASHTRA INR10

166,776

BK OF NOVA SCOTIA 0.01%-FRN GTD 14/09/29EUR

9/14/2029

0.01%

533,139

BK OF NOVA SCOTIA COM NPV

14,784,786

BK RAKYAT IDR50

366,812

BKV CORP COM

234,332

BLACK HILLS CORP COM

721,968

BLACK ROCK COFFEE BAR INC CL A CL A

485,273

BLACKROCK INC NEW COM

18,898,993

BLACKSTONE INC COM USD0.00001

20,455,544

BLACKSTONE REG FINANCE CO LLC 4.3% 11-03-2030

11/3/2030

4.30%

800,388

BLOCK INC

1,467,324

BLOOM ENERGY CORP CL A CL A

5,978,553

BLP COML MTG FLTG RT 5.37184% DUE 03-15-2041

3/15/2041

5.44%

857,183

BLUE BIRD TBK PT IDR100

88,013

BLUE OWL CAP INC COM CL A

9,247,337

BLUELINX HLDGS INC COM NEW COM NEW

299,164

BLUESCOPE STEEL NPV

3,069,753

BMO 2024-5C5 MTG TR COML MTG PASS THRU CTF CL 5.4621% 02-15-2057

2/15/2057

5.46%

2,055,480

BMO 2024-5C6 MTG TR MTG PASS THRU CTF CLA-3 5.31610012054% 09-15-2057

9/15/2057

5.32%

6,323,842

BMO 2024-5C6 MTG TR MTG PASS THRU CTF CLB 6.08629989624% 09-15-2057

9/15/2057

6.09%

1,029,816

BMO 2024-5C7 MTG TR COML MTG PASSTHRU CTF CL 5.09159994125% 11-15-2057

11/15/2057

5.09%

5,110,600

BMO MORTGAGE TRUST SR 24-5C7 CL A3 5.5657% 11-15-2057

11/15/2057

5.57%

4,535,557

BMW VEH LEASE TR 5% DUE 06-25-2027

6/25/2027

5.00%

4,877,778

BMW VEHICLE LEASE TRUST SR 25-1 CL A2A 4.43% 09-27-2027

9/27/2027

4.43%

1,469,326

BMW VEHICLE LEASE TRUST SR 25-2 CL A2A 3.94% 11-26-2027

11/26/2027

3.94%

5,649,123

BNK FINANCIAL GROUP INC

1,200,999

BNP PARIBAS EUR2

34,192,335

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

BNP PARIBAS SR NON VAR RT 5.085% DUE 05-09-2031

5/9/2031

5.08%

1,001,128

BOARDWALK R/EST IN TRUST UNITS

1,707,127

BOC HONG KONG HLDG NPV

268,422

BOE TECH GP (STOCK CONNECT)

3,565,015

BOE VARITRONIX LTD HKD0.25

67,227

*BOEING CO COM USD5.00

6,401,994,458

BOISE CASCADE CO COM

1,711,347

BOK FINL CORP COM NEW

243,909

BOLIDEN AB NPV

2,611,487

BONAVA AB COMMON STOCK

48,815

BONOS DE TESORERIA 5.35% GTD SNR BDS 12/08/40

8/12/2040

5.35%

158,486

BOOKING HLDGS INC COM

3,802,284

BOOT BARN HLDGS INC COM

3,654,517

BORAL FIN PTY LTD 3.75% 05-01-2028

5/1/2028

3.75%

127,074

BORG WARNER INC COM

8,498,586

BORGWARNER INC 4.95% 08-15-2029

8/15/2029

4.95%

737,313

BORYUNG CORPORATION KRW2500.00

108,435

BOSCH HOME COMFORT INDIA LTD

65,570

BOSTON BEER INC CL A CL A

1,366

BOSTON SCIENTIFIC CORP COM

15,465,389

BOYD GAMING CORP COM

21,821

BP CAP MKTS AMER 1.749% DUE 08-10-2030

8/10/2030

1.75%

332,833

BP CAP MKTS AMER 2.939% DUE 06-04-2051

6/4/2051

2.94%

399,374

BP CAP MKTS AMER INC 3.0% DUE 02-24-2050

2/24/2050

3.00%

615,495

BP CAP MKTS AMER INC 5.227% 11-17-2034

11/17/2034

5.23%

206,773

BPCE S A MEDIUM 1% DUE 01-20-2026

1/20/2026

1.00%

1,572,593

BPCE SR NON PFD VAR RT 2.045% DUE 10-19-2027

10/19/2027

2.04%

1,382,187

BPER BANCA NPV

4,223

BRAVURA SOLUTIONS NPV

16,535

BRAZE INC CL A CL A

27,809

BREAD FINANCIAL HOLDINGS INC COM USD0.01

1,650,943

BRIDGEBIO PHARMA INC COM

2,737,654

BRIDGECREST 5.65% DUE 04-16-2029

4/16/2029

5.65%

3,534,843

BRIDGECREST 5.94% DUE 02-15-2030

2/15/2030

5.94%

3,528,463

BRIDGECREST 6.8% DUE 08-15-2029

8/15/2029

6.80%

486,821

BRIDGECREST 7.1% DUE 08-15-2029

8/15/2029

7.10%

2,544,243

BRIDGECREST LENDING AUTO 25-2 CL C 5.17% 03-17-2031Q

3/17/2031

5.17%

577,405

BRIDGECREST LENDING AUTO SECURITIZATION SER 25-1 CL B 4.92% 03-15-2029

3/15/2029

4.92%

2,641,683

BRIDGEWATER BANCSHARES INC COM

56,096

BRIGHT HORIZONS FA COM USD0.001

927,709

BRIGHTVIEW HLDGS INC COM

4,845,680

BRILLIANCE CHINA USD0.01

151,937

BRISTOL MYERS FIXED 4.25% DUE 10-26-2049

10/26/2049

4.25%

61,478

BRISTOL MYERS FIXED 4.35% DUE 11-15-2047

11/15/2047

4.35%

907,564

BRISTOL MYERS SQUIBB CO COM

11,262,726

BRISTOL-MYERS SQUIBB CO 5.1% 02-22-2031

2/22/2031

5.10%

312,611

BRISTOL-MYERS SQUIBB CO 5.2% 02-22-2034

2/22/2034

5.20%

599,109

BRIT COLUMBIA(PROV 4.15% BDS 18/06/2034 CAD1

6/18/2034

4.15%

150,766

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

BRITANNIA INDUSTRIES COMMON STOCK NR1(POST SUBDIVISION)

2,133,477

BRITISH AMERICAN TOBACCO ORD GBP0.25

13,796,579

BRITISH COLUMBIA PROV CDA 4.8% 06-11-2035

6/11/2035

4.80%

4,702,281

BRITISH COLUMBIA(PROVINCE OF)CANADA 1.3% 01-29-2031

1/29/2031

1.30%

4,928,036

BRITISH LAND CO ORD GBP0.25

501,424

BRITISH TELECOMMUNICATIONS P L C NT STEPUP 12-15-2030 12-12-2000

12/15/2030

9.62%

183,261

BRIXMOR OPER 2.5% DUE 08-16-2031

8/16/2031

2.50%

180,027

BRIXMOR OPER PARTNERSHIP LP SR NT 2.25% 04-01-2028

4/1/2028

2.25%

240,096

BROADCOM INC 2.45% 02-15-2031

2/15/2031

2.45%

663,685

BROADCOM INC 3.419% 04-15-2033

4/15/2033

3.42%

2,361,844

BROADCOM INC 3.459% 09-15-2026

9/15/2026

3.46%

5,358,080

BROADCOM INC 3.469% 04-15-2034

4/15/2034

3.47%

7,094,314

BROADCOM INC 4.11% DUE 09-15-2028 REG

9/15/2028

4.11%

902,669

BROADCOM INC 4.15% 02-15-2028

2/15/2028

4.15%

1,579,761

BROADCOM INC 4.2% 10-15-2030

10/15/2030

4.20%

545,194

BROADCOM INC 4.3% DUE 11-15-2032 BEO

11/15/2032

4.30%

1,481,850

BROADCOM INC 4.55% 02-15-2032

2/15/2032

4.55%

702,885

BROADCOM INC 4.6% 07-15-2030

7/15/2030

4.60%

1,876,000

BROADCOM INC 4.8% 04-15-2028

4/15/2028

4.80%

351,261

BROADCOM INC 4.8% 10-15-2034

10/15/2034

4.80%

150,577

BROADCOM INC 5.05% 07-12-2029

7/12/2029

5.05%

5,403,976

BROADCOM INC COM

202,910,816

BROADCOM INC FIXED 4.15% DUE 11-15-2030

11/15/2030

4.15%

2,721,303

BROADCOM INC SR NT 144A 4% 04-15-2029

4/15/2029

4.00%

832,051

BROADCOM INC SR NT 4.8% 02-15-2036

2/15/2036

4.80%

292,685

BROADCOM INC SR NT 5.15% 11-15-2031

11/15/2031

5.15%

322,092

BROADCOM INC SR NT 5.2% 07-15-2035

7/15/2035

5.20%

518,747

BROOKDALE SR LIVING INC COM STK

911,949

BROOKFIELD ASSET MANAGEMENT LTD 5.795% 04-24-2035

4/24/2035

5.80%

314,597

BROOKFIELD CAP FIN LLC SR NT 6.087% 06-14-2033

6/14/2033

6.09%

1,820,262

BROOKFIELD EXCHANGEABLE SUB VTG SHS CL

22,728

BROOKFIELD FIN INC 3.5% DUE 03-30-2051

3/30/2051

3.50%

1,741,257

BROOKFIELD FIN INC 5.968% 03-04-2054

3/4/2054

5.97%

80,947

BROOKFIELD RENB CL A EXCHANGEABLE SUB VTG

288,072

BROTHER INDUSTRIES NPV

1,444,033

BROWN & BROWN INC 2.375% DUE 03-15-2031

3/15/2031

2.38%

381,440

BROWN & BROWN INC 4.7% 06-23-2028

6/23/2028

4.70%

5,447,153

BROWN & BROWN INC 4.9% 06-23-2030

6/23/2030

4.90%

507,515

BROWN & BROWN INC 6.25% 06-23-2055

6/23/2055

6.25%

276,537

BRUKER CORP

306,922

BRUNSWICK CORP COM

12,438,541

BSTN SCIENTIFIC 2.65% DUE 06-01-2030

6/1/2030

2.65%

53,676

BUILD-A-BEAR WORKSHOP INC COM STK

520,734

BUILDERS FIRSTSOURCE INC COM STK

472,368

BUKIT ASAM TBK IDR500 SER'B'

48,223

BUMBLE INC COM CL A COM CL A

337,394

BUMI RESOURCES TBK IDR500

186,360

BUMITAMA AGRI LTD NPV

630,490

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

BUMRUNGRAD HOPTL THB1(NVDR)

769,378

BUNGE GLOBAL SA F COMMON STOCK

76,876

BUNGE LTD FIN CORP 2.0% 04-21-2026

4/21/2026

2.00%

3,975,258

BUNGE LTD FIN CORP FIXED 2.75% 05-14-2031

5/14/2031

2.75%

643,294

BUNGE LTD FINANCE CORP 4.2% 09-17-2029

9/17/2029

4.20%

2,943,432

BUNGE LTD FINANCE CORP 5.15% 08-04-2035

8/4/2035

5.15%

483,763

BURBERRY GROUP ORD GBP0.0005

1,346,754

BURCKHARDT COMPRES CHF

247,867

BUREAU VERITAS EUR0.12

19,855

BURFORD CAPITAL LTD ORD NPV (DI)

5,650,552

BURGAN BANK COM STK

46,008

BURKHALTER HOLDING CHF0.04

102,993

BURL NORTHN SANTA 4.375% DUE 09-01-2042

9/1/2042

4.38%

854,056

BURL NORTHN SANTA 5.75% DUE 05-01-2040

5/1/2040

5.75%

84,759

BURLINGTN NORTH SANTA FE 5.55% 03-15-2056

3/15/2056

5.55%

217,799

BURLINGTON NORTHN SANTA FE LLC 5.2% 04-15-2054

4/15/2054

5.20%

264,347

BURLINGTON STORES INC COM

857,018

BUSINESS BRAIN SHO NPV

40,882

BUSINESS ENGINEERI NPV

65,265

BUSINESS FIRST BANCSHARES INC COM

26,375

BUTTERFLY NETWORK INC CL A CL A

4,289,178

BUY TO OPEN REPO W/BOFA SECU 3.9% FROM 12-31-2025 TO 01-02-2026

13,000,000

BUY TO OPEN REPO W/DBSI/FIXE 3.87% FROM 12-31-2025 TO 01-05-2026

102,400,000

BWAY 2021-1450 MTG FLTG RT 5.04467% DUE 09-15-2036

9/15/2036

5.11%

1,952,683

BX 2021-21M MTG TR FLTG RT 4.52448% DUE 10-15-2036

10/15/2036

4.59%

594,677

BX COML MORTAGE TR 2025-BCAT 5.73% 08-15-2042

8/15/2042

5.13%

1,918,957

BX COML MTG TR 2.843% DUE 03-09-2044

3/9/2044

2.84%

3,718,089

BX COML MTG TR 2021-CIP 4.71548% 12-15-2038

12/15/2038

4.79%

2,991,219

BX COML MTG TR 2024-AIRC COML MTG PASSTHRU CTF CL A 5.37143% 08-15-2039

8/15/2039

5.44%

2,560,579

BX COML MTG TR 2024-GPA3 MTG PASS THRU CTF CL A 144A 4.97301% 12-15-2039

12/15/2039

5.04%

1,011,350

BX COML MTG TR 2024-MDHS COML MTG PASSTHRU CTF CL A 5.32149% 05-15-2041

5/15/2041

5.39%

731,751

BX COML MTG TR FLTG RT 4.48298% DUE 10-15-2038

10/15/2038

4.55%

774,277

BX COML MTG TR FLTG RT 5.1218% DUE 02-15-2039

2/15/2039

5.19%

3,562,819

BX TR 2021-ACNT FLTG RT 5.04448% DUE 11-15-2038

11/15/2038

5.11%

389,611

BX TR 2021-LGCY COML MTG PASS THRU CTF CL A 4.30048% 10-15-2036

10/15/2036

4.37%

1,995,805

BX TR 2021-SDMF FLTG RT 4.53248% DUE 09-15-2034

9/15/2034

4.60%

5,640,406

BX TR 2022-LBA6 FLTG RT 4.68019% DUE 01-15-2039

1/15/2039

4.75%

5,806,411

BX TR 2024-BIO MTG PASSTHRU CTF CL A 144A 5.32219% 02-15-2041

2/15/2041

5.39%

3,668,025

BX TR 2025-LUNR COML MTG PASSTHRU CTF CLB 5.53019% 06-15-2040

6/15/2040

5.53%

888,789

BX TR 2025-OMG 5.031% 10-15-2042

10/15/2042

5.10%

2,001,247

BXCOMMERCIAL MTG FLTG RT 5.44161% DUE 12-09-2040

12/9/2040

5.51%

1,720,014

BXSC COML MTG TR 2022-WSS COML MTG PASS THRU CTF CL B 5.773% 03-15-2035

3/15/2035

5.84%

2,983,953

BYD COMPANY LTD 'H'CNY1

493,686

C H ROBINSON WORLDWIDE INC COM NEW COM NEW

9,299,162

C&A MODAS SA COM NPV

236,350

C. UYEMURA & CO NPV

823,044

CABOT CORP COM

1,094,879

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CAC HOLDINGS CORP

106,246

CACTUS INC CL A CL A

948,728

CADENCE BK COM

315,217

CADENCE DESIGN SYS 4.3% DUE 09-10-2029

9/10/2029

4.30%

186,085

CADENCE DESIGN SYS 4.7% 09-10-2034

9/10/2034

4.70%

235,369

CADENCE DESIGN SYS INC 4.2% 09-10-2027

9/10/2027

4.20%

779,361

CADENCE DESIGN SYS INC COM

19,286,499

CAIRO COMSTK

11,148

CAIXABANK SA EUR1

10,433,784

CAL MAINE FOODS INC COM NEW STK

89,914

CALAVO GROWERS INC COM

164,495

CALFRAC WELL SVCS LTD COM NPV

225,683

CALIFORNIA WTR SVC GROUP COM

1,213

CALIX NETWORKS INC COMMON STOCK

1,490,244

CALLAWAY GOLF COMPANY

84,024

CAMDEN PPTY TR SH BEN INT

4,690,399

CAMPING WORLD HLDGS INC CL A CL A

892,582

CANADA(GOVT OF) 3% BDS 01/06/2034 CAD1000

6/1/2034

3.00%

2,210,549

CANADA(GOVT OF) 3.25% BDS 01/12/2034 CAD1

12/1/2034

3.25%

1,665,438

CANADA(GOVT OF) I/L 1.5% BDS 01/12/44 CAD1000

12/1/2044

2.14%

495,473

CANADIAN IMPERIAL BANK 4.857% 03-30-2029

3/30/2029

4.86%

6,493,423

CANADIAN IMPERIAL BANK 4.243% 09-08-2028

9/8/2028

4.24%

4,282,002

CANADIAN IMPERIAL BANK OF COMMERCE 5.001% DUE 04-28-2028

4/28/2028

5.00%

2,454,796

CANADIAN IMPERIAL BK 5.245% DUE 01-13-2031

1/13/2031

5.24%

825,582

CANADIAN IMPERIAL BK COMM TORONTO BRH 5.926% 10-02-2026

10/2/2026

5.93%

3,131,204

CANADIAN IMPERIAL BK COMM TORONTO BRH 4.508% 09-11-2027

9/11/2027

4.51%

2,175,433

CANADIAN IMPERIAL BK COMM TORONTO ONT COM STK

77,472

CANADIAN NAT RES LTD NT 5% 12-15-2029

12/15/2029

5.00%

1,359,461

CANADIAN NATL RY CO COM

10,341,687

CANADIAN PAC RY CO NEW 3.0% DUE 12-02-2041 BEO

12/2/2041

3.00%

374,796

CANARA BANK INR2

2,280,155

CANFIN HOMES LTD

428,573

CANNY ELEVATOR CO 'A'CNY1 (STOCK CONNECT)

270,901

CANSINO BIOLOGICS H

526,705

CANTOR FITZGERALD L P SR NT 144A 4.5% 04-14-2027

4/14/2027

4.50%

2,995,745

CANYON CLO 2018-1 LTD / CANYON CLO 5.0038% 07-15-2031

7/15/2031

5.24%

313,968

CAP 1 FINL CORP 3.75% DUE 03-09-2027

3/9/2027

3.75%

1,553,545

CAP 1 FINL CORP 3.8% DUE 01-31-2028

1/31/2028

3.80%

607,743

CAP 1 FINL CORP 7.149% DUE 10-29-2027

10/29/2027

7.15%

1,894,233

CAP 1 MULTI-ASSET 2.06% DUE 08-15-2028

8/15/2028

2.06%

3,868,087

CAP 1 PRIME AUTO 3.17% DUE 04-15-2027

4/15/2027

3.17%

448,420

CAP 1 PRIME AUTO 3.69% DUE 12-15-2027

12/15/2027

3.69%

1,245,550

CAP PWR US HLDGS 5.257% DUE 06-01-2028

6/1/2028

5.26%

1,319,600

CAPGEMINI EUR8

11,248,856

CAPITAL BANCORP INC MD COM

31,917

CAPITAL ONE FINANCIAL CORP 4.493% 09-11-2031

9/11/2031

4.49%

1,548,850

CAPITAL ONE FINANCIAL CORP 5.468% DUE 02-01-2029

2/1/2029

5.47%

6,430,468

CAPITAL ONE FINANCIAL CORP 6.312% 06-08-2029

6/8/2029

6.31%

1,697,499

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CAPITAL ONE FINL CORP 1.878% 11-02-2027

11/2/2027

1.88%

2,055,719

CAPITAL ONE FINL CORP 5.197% 09-11-2036

9/11/2036

5.20%

1,191,465

CAPITAL ONE FINL CORP 5.7% 02-01-2030

2/1/2030

5.70%

1,577,257

CAPITAL ONE FINL CORP 6.051% 02-01-2035

2/1/2035

6.05%

585,464

CAPITAL ONE FINL CORP COM

8,584,149

CAPITAL ONE FINL CORP SR NT FIXED / FLTG5.268% 05-10-2033

5/10/2033

5.27%

513,541

CAPITAL ONE MULTI-ASSET EXECUTION TR SER25-1 CL A 3.82% 09-16-2030

9/15/2030

3.82%

5,805,164

CAPITAL ONE MULTI-ASSET EXECUTION TR SR 23-A1CLS A 4.42% 05-15-2028

5/15/2028

4.42%

11,335,779

CAPITAL SOUTHWEST CORP COM STK

11,806

CAPITOL FED FINL INC COM .

11,781

CAPLIN POINT LABORATORIES

433,576

CAPRICORN METALS L NPV

820,653

CAPSTONE COPPER COM NPV

1,595,464

CARDINAL HEALTH INC 4.7% 11-15-2026

11/15/2026

4.70%

809,196

CARDINAL HEALTH INC 5.125% 02-15-2029

2/15/2029

5.12%

628,077

CARDINAL HEALTH INC 5.15% 09-15-2035

9/15/2035

5.15%

213,881

CARDINAL HLTH INC

3,362,597

CARDINAL HLTH INC 4.368% DUE 06-15-2047

6/15/2047

4.37%

161,842

CARDINAL HLTH INC 5% DUE 11-15-2029

11/15/2029

5.00%

678,352

CARE PROPERTY INV NPV SICAFI

21,270

CAREDX INC COM

459,602

CARETRUST REIT INC COM

2,687,592

CARGURUS INC CL A CL A

1,907,874

CARIS LIFE SCIENCES INC COM

253,801

CARLISLE COMPANIES INC COM

5,146,547

CARLSBERG SER'B'DKK20

9,585,179

CARLYLE GROUP INC COM

18,669,480

CARMAX AUTO OWNER 1.95% DUE 09-15-2027

9/15/2027

1.95%

1,492,209

CARMAX AUTO OWNER 4.65% DUE 11-15-2030

11/15/2030

4.65%

2,090,422

CARMAX AUTO OWNER FIXED 1.7% DUE 08-16-2027

8/16/2027

1.70%

549,367

CARMAX AUTO OWNER FIXED 6% DUE 07-17-2028

7/17/2028

6.00%

2,898,192

CARMAX AUTO OWNER TR 2024-2 ASSET BACKEDNT CL A-3 5.5% 01-16-2029

1/16/2029

5.50%

6,082,423

CARMAX AUTO OWNER TR SR 24-1 CL A3 4.92% 10-16-2028

10/16/2028

4.92%

306,604

CARMAX AUTO OWNER TR SR 25-1 CL A3 4.84% 01-15-2030

1/15/2030

4.84%

11,162,421

CARMAX AUTO OWNER TR SR 25-2 CL A3 4.48% 03-15-2030

3/15/2030

4.48%

333,641

CARMAX AUTO OWNER TRUST SER 23-3 CL A3 6% 05-15-2028

5/15/2028

5.28%

1,433,257

CARMAX AUTO OWNER TRUST SER 22-4 CL A3 5.34% DUE 08-16-2027 REG

8/16/2027

5.34%

722,173

CARMAX INC COM

13,254

CARMAX OWNER TR 4.65% DUE 01-16-2029

1/16/2029

4.65%

965,390

CARMAX SELECT 5.35% DUE 01-15-2030

1/15/2030

5.35%

740,668

CARMILA EUR6

718,604

CARNIVAL CORP COM PAIRED

1,604,266

CARPENTER TECHNOLOGY CORP COM

902,331

CARRIER GLOBAL CORPORATION COM USD0.01 WI

6,352,530

CARVANA AUTO 4.04% DUE 11-11-2030

11/11/2030

4.04%

5,955,930

CARVANA AUTO 4.24% DUE 08-11-2031

8/11/2031

4.24%

4,420,014

CARVANA AUTO 5.21% DUE 06-10-2030

6/10/2030

5.21%

2,865,485

CARVANA AUTO RECEIVABLES TR 2021-N1 ASSET BACKED CTF CL C 1.3% 01-10-2028

1/10/2028

1.30%

121,598

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CARVANA AUTO RECEIVABLES TR 2021-N4 ASSET BACKED NT CL C 1.72% 09-11-2028

9/11/2028

1.72%

113,033

CARVANA AUTO RECEIVABLES TR 2022-P3 SR 22-P3 CL A3 4.61% DUE 11-10-2027 BEO

11/10/2027

4.61%

98,839

CARVANA CO CL A CL A

1,677,530

CASELLA WASTE SYS INC CL A COM STK

7,682,120

CASEYS GEN STORES INC COM

2,199,233

CASSA DEPOSITI E PRESTITI S P A 5.75% 05-05-2026

5/5/2026

5.75%

5,328,655

CASTLE BIOSCIENCES INC COM

119,151

CASTROL INDIA INR5

85,112

CATERPILLAR FINL SERV CRP 4.4% 03-03-2028

3/3/2028

4.40%

869,606

CATERPILLAR FINL SVCS CORP 4.8% 01-08-2030

1/8/2030

4.80%

225,485

CATERPILLAR FINL VAR RT 4.183239% DUE 07-07-2027

7/7/2027

4.54%

3,461,807

CATERPILLAR INC 2.6% DUE 04-09-2030 BEO

4/9/2030

2.60%

1,069,915

CATERPILLAR INC COM

17,471,389

CATHAY FINL HLDG TWD10

571,748

CAVA GROUP INC COM

6,554,206

CBL & ASSOCIATES PROPERTIES

117,364

CBOE GLOBAL MARKETS INC

487,442

CBRE SVCS INC 5.5% 06-15-2035

6/15/2035

5.50%

620,981

CCK CONSOLIDATED NPV

68,369

CCL PRODUCTS(INDIA)LTD INR2

202,120

CD 2016-CD2 MTG TR 3.348% DUE 11-10-2049

11/10/2049

3.35%

972,258

CD 2017-CD6 MTG TR 3.19% DUE 11-13-2050

11/13/2050

3.19%

2,865,424

CD PROJEKT SA PLN1.00

901,605

CDN APARTMENT PROP TRUST UNITS

1,713,382

CDN IMPERIAL BK COMM TORONTO BRH COVEREDBD SER CBL59 144A 4.876% 01-14-2030

1/14/2030

4.88%

8,283,083

CDN IMPERIAL BK FLTG RT 4.862% 01-13-2028

1/13/2028

4.86%

4,592,482

CDN UTILITIES CLASS'A'COM NON-VTG NPV

87,284

CDW LLC/CDW FIN FIXED 2.67% DUE 12-01-2026

12/1/2026

2.67%

5,086,925

CEAT LTD INR10

751,369

CELCUITY INC COM

107,320

CELESTICA INC COM NPV

1,188,943

CELESTICA INC NPV

1,629,075

CELLDEX THERAPEUTICS INC NEW SHS

210,843

CELSIUS HLDGS INC COM NEW COM NEW

7,893,718

CEMBRA MONEY BANK CHF1 (REGD)

39,753

CENCORA INC 5.125% 02-15-2034

2/15/2034

5.12%

924,677

CENCORA INC 5.15% 02-15-2035

2/15/2035

5.15%

486,503

CENOVUS ENERGY INC 2.65% 01-15-2032

1/15/2032

2.65%

267,009

CENOVUS ENERGY INC 4.65% 03-20-2031

3/20/2031

4.65%

199,506

CENT ASIA METALS COMSTK

1,180,994

CENTENE CORP DEL 3% DUE 10-15-2030

10/15/2030

3.00%

894,538

CENTENE CORP DEL COM

1,876,234

CENTERPOINT ENERGY 2.4% DUE 09-01-2026

9/1/2026

2.40%

2,331,400

CENTERPOINT ENERGY 3.95% 03-01-2048

3/1/2048

3.95%

25,579

CENTERPOINT ENERGY 5.85 DUE 01-15-2041

1/15/2041

5.85%

83,378

CENTERPOINT ENERGY HOUSTON ELEC LLC 4.8%DUE 03-15-2030

3/15/2030

4.80%

1,289,329

CENTERPOINT ENERGY RES CORP 1.75% DUE 10-01-2030

10/1/2030

1.75%

267,507

CENTERPOINT ENERGY RES CORP 5.25% 03-01-2028

3/1/2028

5.25%

65,608

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CENTERRA GOLD INC COM NPV

2,006,979

CENTERSPACE

687,216

CENTRAL DEPOSITORY INR10

443,700

CENTRAL SEC PATROL NPV

50,509

CENTRICA ORD GBP0.061728395

2,014,269

CENTRUS ENERGY CORP CL A COM

165,562

CENTURION CORP LTD NPV

203,188

CENTURY ALUM CO COM

124,984

CENTURY CMNTYS INC COM

621,632

CENTURY IRON & STE TWD10

128,754

CERES POWER HLDGS ORD GBP0.10

7,153

CES ENERGY SOLUTIO COM NPV

3,565,662

CESC INR1

66,939

CEWE STIFTUNG & CO NPV

111,790

CF INDUSTRIES INC 5.3% 11-26-2035

11/26/2035

5.30%

988,366

CF JPMCB LIQUIDITY FD

335,292,792

CG ONCOLOGY INC COM

247,044

CGN NEW ENERGY HOL HKD0.0001

22,394

CHAM SWISS PROPERTIES AG

61,173

CHAMPION HOMES INC

4,702,087

CHANG HWA COMMERC TWD10

321,194

CHANGJIANG & JING A CNY1

422,613

CHANNEL WELL TECHN TWD10

346,551

CHARLES RIV LABORATORIES INTL INC COM

7,110,664

CHARLES SCHWAB CORP 6.196% 11-17-2029

11/17/2029

6.20%

484,582

CHAROEN POK PHAND TWD10

50,222

CHAROEN POKPHAND INDONESI PT

6,167

CHARTER 2.3% DUE 02-01-2032

2/1/2032

2.30%

5,490,933

CHARTER 3.5% DUE 06-01-2041

6/1/2041

3.50%

598,932

CHARTER 6.384% DUE 10-23-2035

10/23/2035

6.38%

227,314

CHARTER 6.484% DUE 10-23-2045

10/23/2045

6.48%

527,535

CHARTER COMMUNICATIONS INC NEW CL A CL A

417,083

CHARTER COMMUNICATIONS OPER LLC 5.85% 12-01-2035

12/1/2035

5.85%

500,026

CHARTER COMMUNICATIONS OPER LLC/CAP 06-01-2029

6/1/2029

6.10%

2,219,203

CHARTER COMMUNICATIONS OPER LLC/CHARTE 2.8% DUE 04-01-2031/04-17-2020 REG

4/1/2031

2.80%

2,356,157

CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.2% DUE 03-15-2028 BEO

3/15/2028

4.20%

1,740,740

CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.8% DUE 03-01-2050

3/1/2050

4.80%

444,768

CHARTER FIXED 2.25% DUE 01-15-2029

1/15/2029

2.25%

4,749,952

CHARTER HALL GROUP NPV (STAPLED)

196,616

CHARTER HALL LONG NPV (STAPLED)

44,514

CHARTER HALL RETAI UNITS NPV

888,101

CHARTER HALL SOCIA NPV

340,230

CHASE AUTO OWNER TR 2023-A ASSET BACKED NT CL A-3 144A 5.68% 01-25-2029

1/25/2029

5.68%

970,497

CHASE HOME LENDING 3.25% DUE 09-25-2063

9/25/2063

3.25%

380,283

CHASE HOME LENDING MTG TR 2025-5 MTG PASS THRU CTF CL A-11 5.19728 04-25-2056

4/25/2056

5.37%

2,717,602

CHASE ISSUANCE TRUST SER 23-A CL A 5.16% 09-15-2028

9/15/2028

5.16%

8,257,013

CHATHAM LODGING TR COM

68,236

CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01

15,538,238

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CHEERWIN GRP LTD USD0.0000002

53,881

CHEGG INC COM

96,524

CHEIL WORLDWIDE KRW200

41,707

CHEMED CORP NEW COM

3,427,159

CHEMRING GROUP ORD GBP0.01(POST SUBD)

92,833

CHENBRO MICOM CO

159,927

CHENIERE CORPUS CHRISTI HLDGS LLC 3.7% 11-15-2029

11/15/2029

3.70%

3,245,085

CHENIERE CORPUS CHRISTI HLDGS LLC 5.125% 06-30-2027

6/30/2027

5.12%

4,917,450

CHENIERE ENERGY 5.65% DUE 04-15-2034

4/15/2034

5.65%

1,256,900

CHENIERE ENERGY FIXED 4% DUE 03-01-2031

3/1/2031

4.00%

383,092

CHENIERE ENERGY FIXED 4.5% DUE 10-01-2029

10/1/2029

4.50%

10,829,787

CHENIERE ENERGY INC COM NEW

2,287,970

CHENNAI PETRO CP INR10(DEMAT)

76,680

CHERVON HLDGS LTD NPV

2,773

CHES FDG II LLC 5.52% DUE 05-15-2036

5/15/2036

5.52%

520,110

CHESTER CNTY PA HLTH & ED FACS AUTH HLTHSYS REV 3.314 06-01-2051 BEO TAXABLE

6/1/2051

3.31%

259,535

CHEVRON CORP COM

20,869,196

CHEVRON U S A INC 4.05% 08-13-2028

8/13/2028

4.05%

226,811

CHEVRON U S A INC 4.3% 10-15-2030

10/15/2030

4.30%

735,680

CHEVRON U S A INC 4.475% 02-26-2028

2/26/2028

4.48%

907,108

CHEVRON USA INC 4.687% 04-15-2030

4/15/2030

4.69%

442,332

CHEWY INC CLASS A

453,512

CHIME FINL INC CL A CL A

2,993,468

CHIN WELL HOLDS BERHAD MYR0.50

3,105

CHINA AIRLINES TWD10

94,505

CHINA CONSTRUCTION BANK HCNY1

3,722,737

CHINA DTNG CO RNWB 'H'CNY1

17,732

CHINA EAST EDUCATI HKD0.0001

14,076

CHINA EVERBRIGHT ENVIRONMENT GROUP LTD

21,674

CHINA FEIHE LTD USD0.000000025

18,257

CHINA FOODS LTD HKD0.10

161,701

CHINA GOLD INTL RE COM NPV

487,824

CHINA HONGQIAO GRO USD0.01

963,911

CHINA INTL MARINE COMSTK

23,905

CHINA LESSO GROUP HKD0.05

19,672

CHINA LIFE INSURANCE CO H CNY1

98,496

CHINA MEDICAL SYS USD0.005

217,113

CHINA MERCHANTS BK COM STK

579,996

CHINA MERCHANTS PO NPV

66,135

CHINA NONFERRO MNG NPV

1,430,751

CHINA OILFIELD SERVICES H CNY1

10,777

CHINA ORIENTAL GP HKD0.10

220,479

CHINA OVERSEAS LAND & INVESTMNT HKD0.10

1,469,182

CHINA PACIFIC INSU 'H'CNY1

27,134

CHINA RES BEER HLD NPV

1,423,261

CHINA SUNTIEN GREE 'H'CNY1

27,841

CHINA TAIPING INSU NPV

391,401

CHINA TOBACCO INTL (HK) CO LTD NPV

264,683

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CHINA TOURISM GROU CNY1 H

802,328

CHINA WATER AFFAIR HKD0.01

21,379

CHINA XLX FERTILSE NPV

61,283

CHINA YUCHAI INTL LTD COM

866,307

CHINA YUHUA EDUCAT HKD0.00001

191,142

CHIPMOS TECHNOLOGI TWD10

256,605

CHIPOTLE MEXICAN GRILL INC COM STK

14,956,177

CHIYODA INTEGRE CO NPV

65,171

CHOICE INTL INR10

121,364

CHONGQING MACHINER 'H'CNY1

70,616

CHORD ENERGY CORPORATION COM USD0.01

1,272,678

CHORUS AVIATION IN COM VTG & VARIABLE VTG (R/S

97,927

CHOW SANG SANG HLD HKD0.25

566,470

CHROMA ATE INC TWD10

1,479,926

CHUBB INA HLDGS INC 4.9% 08-15-2035

8/15/2035

4.90%

2,781,362

CHUBB LTD ORD CHF24.15

23,174,910

CHUGAI PHARMACY CO. LTD NPV

3,970,439

CHUNGHWA PRECISION TWD10

509,063

CIA DE SANEAMENTO UNITS (1 COM & 4 PRF)

558,733

CIA ENERG MG-CEMIG PRF BRL5.00

144,503

CIA SANEAMENTO MIN COM NPV

188,352

CICOR TECHNOLOGIES CHF10(REGD)

843,033

CIE DE ST-GOBAIN EUR4

11,507,314

CIENA CORP COM NEW

6,952,020

CIGNA CORP 1.25% 03-15-2026

3/15/2026

1.25%

456,376

CIGNA CORP 2.375% DUE 03-15-2031 BEO

3/15/2031

2.38%

798,071

CIGNA CORP NEW 3.4% DUE 03-01-2027 BEO

3/1/2027

3.40%

1,699,371

CIGNA CORP NEW CORP 4.375% 10-15-2028

10/15/2028

4.38%

6,680,861

CIGNA CORP NEW FIXED 3.2% DUE 03-15-2040

3/15/2040

3.20%

197,892

CIGNA GROUP 4.5% 09-15-2030

9/15/2030

4.50%

866,694

CIGNA GROUP 5.125% 05-15-2031

5/15/2031

5.12%

931,159

CIGNA GROUP 5.25% 01-15-2036

1/15/2036

5.25%

1,275,404

CIGNA GROUP 6.0% 01-15-2056

1/15/2056

6.00%

216,880

CIKARANG LISTRINDO IDR200

55,660

CIM TR 2023-R2 FLTG RT 5.5% DUE 08-25-2064

8/25/2064

5.50%

7,334,952

CIMC ENRIC HLDG LT HKD0.01

349,663

CIN FINL CORP 6.92% DUE 05-15-2028

5/15/2028

6.92%

213,079

CINEMARK HLDGS INC COM

984,121

CINTAS CORP COM

4,272,574

CIPHER MNG INC COM

535,183

CIPLA LTD INR2

471,166

CIR SPA- COMPAGNIE INDUSTRIALI RIUNITE

73,730

CIRRUS LOGIC INC COM

1,834,617

CISCO SYS INC 4.55% 02-24-2028

2/24/2028

4.55%

669,890

CISCO SYS INC 4.75% 02-24-2030

2/24/2030

4.75%

226,404

CISCO SYS INC 5.3% 02-26-2054

2/26/2054

5.30%

365,806

CISCO SYSTEMS INC

1,671,551

CIT HOME EQUITY LN TR 2002-1 ASSET BKD CTF CL AF-5 02-25-2033 BEO

2/25/2033

7.21%

47,931

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CITI TRENDS INC COM ORD USD1

198,283

CITIBANK CR CARD 6.15% DUE 06-15-2039

6/15/2039

6.15%

4,219,722

CITIBANK N A 4.876% 11-19-2027

11/19/2027

4.88%

6,720,645

CITIBANK N A 4.914% 05-29-2030

5/29/2030

4.91%

2,527,144

CITIBANK N A 5.803% 09-29-2028

9/29/2028

5.80%

3,325,902

CITIBANK NA FLTG 04-30-2026

4/30/2026

4.52%

2,101,559

CITIC TEL INT HLDGS HKD0.10

55,851

CITIGROUP COML MTG 2.646% DUE 07-10-2049

7/10/2049

2.65%

1,063,694

CITIGROUP COML MTG TR 2016-C2 COML MTG PASSTHRU CTF CL D 3.25% 08-10-2049

8/10/2049

3.25%

1,502,355

CITIGROUP INC 1.122% DUE 01-28-2027

1/28/2027

1.12%

1,197,272

CITIGROUP INC 1.462% DUE 06-09-2027 BEO

6/9/2027

1.46%

11,160,992

CITIGROUP INC 2.561% DUE 05-01-2032 BEO

5/1/2032

2.56%

1,553,014

CITIGROUP INC 2.572% 06-03-2031

6/3/2031

2.57%

5,235,510

CITIGROUP INC 3.668% 07-24-2028

7/24/2028

3.67%

298,129

CITIGROUP INC 3.7% DUE 01-12-2026

1/12/2026

3.70%

754,909

CITIGROUP INC 3.887% 01-10-2028

1/10/2028

3.89%

5,535,194

CITIGROUP INC 4.412% 03-31-2031

3/31/2031

4.41%

300,171

CITIGROUP INC 4.45% DUE 09-29-2027

9/29/2027

4.45%

5,546,199

CITIGROUP INC 4.503% 09-11-2031

9/11/2031

4.50%

10,861,870

CITIGROUP INC 4.542% 09-19-2030

9/19/2030

4.54%

5,920,984

CITIGROUP INC 4.6% DUE 03-09-2026

3/9/2026

4.60%

810,736

CITIGROUP INC 4.643% 05-07-2028

5/7/2028

4.64%

15,646,423

CITIGROUP INC 4.786% 03-04-2029

3/4/2029

4.79%

9,102,160

CITIGROUP INC 5.174% 09-11-2036

9/11/2036

5.17%

783,900

CITIGROUP INC 5.174% 02-13-2030

2/13/2030

5.17%

5,617,962

CITIGROUP INC 5.316% 09-26-2020 REG

3/26/2041

5.32%

682,640

CITIGROUP INC 5.449% 06-11-2035

6/11/2035

5.45%

518,611

CITIGROUP INC 5.612% 03-04-2056

3/4/2056

5.61%

249,761

CITIGROUP INC COM NEW COM NEW

67,880,090

CITIGROUP INC FLTG RT 4.952% DUE 05-07-2031

5/7/2031

4.95%

6,664,597

CITIGROUP INC NEW 2.976% 11-05-2030

11/5/2030

2.98%

3,745,659

CITIGROUP INC SR NT 3.057% 01-25-2033

1/25/2033

3.06%

1,252,694

CITIGROUP MTG LN TR 2004-RES1 MTG PASSTHRU CTF M-1 VAR 11-25-2034 REG

11/25/2034

4.82%

178,733

CITIZEN WATCH CO NPV

259,685

CITIZENS AUTO 5.83% DUE 02-15-2028

2/15/2028

5.83%

1,077,348

CITIZENS AUTO 5.84% DUE 01-18-2028

1/18/2028

5.84%

1,387,922

CITIZENS FINL GROUP INC 5.967% 07-23-2032

7/23/2032

5.72%

1,259,965

CITIZENS FINL GROUP INC COM

11,769,615

CITY UNION BK COMMON STK

84,131

CIVISTA BANCSHARES INC COM NO PAR COM NOPAR

9,821

CJ ENM CO LTD

11,076

CK HUTCHISON HLDGS HKD1

350,347

CLAS OHLSON AB SER'B'NPV

168,274

CLEAN HBRS INC COM

6,023,791

CLEAR SECURE INC CL A CL A

2,442,515

CLEARWATER ANALYTICS HLDGS INC CL A CL A

3,391,513

CLEARWATER PAPER CORP COM STK

188,616

CLEARWAY ENERGY INC CL C CL C

797,142

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CLECO SECURITIZATION II LLC 5.346% 06-01-2047

6/1/2047

5.35%

150,932

CLEV ELEC ILLUM CO 4.55% DUE 11-15-2030

11/15/2030

4.55%

184,166

CLEVELAND CLIFFS USD0.125

283,462

CLOUDFLARE INC COM

979,047

CLP HOLDINGS LTD NPV

630,410

CLSA (SHANGHAI PUTAILAI NEW ENERGY TECHNO) P-NOTE 02/09/2030

977,834

CLSA(SHENZHEN SUNLORD ELECTRONICS CO LTD) P-NOTE 31/12/2049

835,862

CMC MARKETS ORD GBP0.25

68,984

CME GROUP INC 4.4% 03-15-2030

3/15/2030

4.40%

782,610

CME GROUP INC COM STK

5,581,209

CME_OIS CHASUS33 02/01/2029 BRL P 1DBZDIO / R 13.4% SWU02JCH4

547

CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.75% SWU02GPZ6

3,361

CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.775 SWU02GP78

4,744

CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.79% SWU02GP60

926

CME_OIS MSNYUS33 06/24/2027 USD P 1DSOFR / R 3.9% SWU027CQ0

167,021

CME_OIS MSNYUS33 06/24/2030 USD P 1DSOFR / R 3.7% SWU027CS6

109,763

CME_OIS MSNYUS33 06/24/2035 USD P 3.7% / R 1DSOFR SWU027CR8

56,926

CME_OIS MSNYUS33 06/24/2055 USD P 3.5% / R 1DSOFR SWU027CT4

407,513

CME_OIS MSNYUS33 12/21/2052 USD P 1.75% / R 1DSOFR SWU01JI06

4,150,181

CME_OIS MSNYUS33 29/03/2032 MXN P 1DMXIBTIEF / R 7.91% SWU02GP45

286

CMO ADJBL RATE MTG TR DUE 09-25-2035 BEO

9/25/2035

5.28%

126,940

CMO BANK 2017-BNK4 MTG PASS THRU CTF CL A-SB 3.419% DUE 05-15-2050 REG

5/15/2050

3.42%

159,958

CMO BANK 2019-BNK22 COML MTG PASS THRU CTF CL A-4 2.978% DUE 11-15-2062 REG

11/15/2062

2.98%

3,694,443

CMO BANK 2022-BNK39 CL A4 2.854% DUE 02-15-2055 BEO

2/15/2055

2.93%

1,861,751

CMO BANK 2024-BNK48 SR 24-BNK48 CL AS 5.053% 09-15-2034

10/15/2057

5.05%

3,565,055

CMO BANK5 SR 23-5YR1 CL A3 6.26% 03-15-2056

4/15/2056

6.26%

6,223,042

CMO BARCLAYS COMMERCIAL MORTGAGE SR 22-C17 CL A5 4.441% 09-15-2055

9/15/2055

4.44%

3,200,183

CMO BARCLAYS COMMERCIAL MORTGAGE SEC SR 25-5C37 CL A3 5.015% DUE 09-15-2058 REG

9/15/2058

5.02%

3,481,007

CMO BARCLAYS COMMERCIAL MORTGAGE SECURITIES SR 25-C35 CL A5 5.586% 07-15-2058

7/15/2058

5.59%

2,421,211

CMO BARCLAYS COMMERCIAL MORTGAGE SR 25-C32 CL A5 FRN 02-15-2062

2/15/2062

5.72%

6,394,369

CMO BARCLAYS COMMERCIAL MORTGAGE SR 25-C39 CL AS 5.29694% 12-15-2058

12/15/2058

5.30%

3,100,704

CMO BARCLAYS COMMERCIAL MTGE SECURITIES SR 25-5C33 CL A4 5.839% 03-15-2058

3/15/2058

5.84%

258,105

CMO BBCMS MTG TR 2018-C2 MTG PASS THRU CTF CL A-3 4.052% DUE 12-15-2051 REG

12/15/2051

4.05%

7,082,978

CMO BBCMS MTG TR SER 24-5C31 CL A3 5.6% 12-15-2057

12/15/2057

5.61%

1,788,894

CMO BBMCS MORTGAGE TRUST SER 23-C19 CL A2A 5.756% 04-15-2056

4/15/2056

5.76%

3,303,768

CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG

5/25/2035

5.40%

182,646

CMO BEAR STEARNS ARM TR 2000-2 MTG PASS THRU CTF CL A-1 VAR RATE 11-25-2030 BEO

11/25/2030

4.79%

5,689

CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 02-25-2033/04-25-2006 BEO

2/25/2033

6.12%

CMO BEAR STEARNS ARM TR 2004-10 MTG DUE 01-25-2035

1/25/2035

5.13%

13,026

CMO BEAR STEARNS ARM TR DUE 02-25-2034 REG

2/25/2034

5.57%

54,854

CMO BEAR STEARNS STRUCTURED PRODS INC TR200 DUE 12-25-2046 REG

12/26/2046

3.88%

685,748

CMO BEAR STEARNS STRUCTURED PRODS INC TR200 MTG PASSTHRU CTF CL I-A-1 VAR DUE

1/26/2036

4.98%

13,516

CMO BENCHMARK 2018-B4 MTG TRSE 2018-B4 CL A3 3.886% DUE 07-15-2051

7/15/2051

3.89%

5,962,643

CMO BENCHMARK 2019-B11 MTG TR SER 2019-B11 CLS A4 3.2805% 05-15-2052

5/15/2052

3.28%

7,553,350

CMO BENCHMARK 2020-B16 MTG TR 2.475% 12-15-2057

2/15/2053

2.48%

4,975,916

CMO BENCHMARK 2022-B32 MTG TR CL A5 2.9089% DUE 01-15-2055 BEO

1/15/2055

3.00%

1,766,195

CMO BENCHMARK MORTGAGE TRUST SR 24-V11 CL A3 5.909% 11-15-2057

11/15/2057

5.91%

6,856,491

CMO BENCHMARK SER 19-B14 CL A5 3.0486% DUE 12-15-2061

12/15/2062

3.05%

8,532,616

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CMO BMO MORTGAGE TRUST SER 24-5C5 CLS A3 5.8574% 02-15-2057

2/15/2057

5.86%

7,837,634

CMO BMO MORTGAGE TRUST SR 24-5C8 CL A3 VAR RT 12-15-2057

12/15/2057

5.63%

4,697,771

CMO BMO MRTG TR SR 25-5C9 CL A3 5.7785% 12-15-2057

4/15/2058

5.78%

4,918,904

CMO BMO MTG TR SR 25-SC10 CL A3 5.57840%05-15-2058

5/15/2058

5.58%

5,105,844

CMO CHASE MTG FIN TR SER 2007-A1 PASSTHRU CTF CL 1-A1 4.366 03-25-37 REG

2/25/2037

6.65%

3,912

CMO CITIGROUP COML MTG TR 2016-C3 COML MTG CTF CL A-3 2.86% 11-15-2049

11/15/2049

2.90%

5,414,664

CMO CITIGROUP COML MTG TR 2016-P3 BNDS 3.495% 04-15-2049

4/15/2049

3.33%

996,859

CMO CITIGROUP COML MTG TR 2016-P5 2.684%DUE 10-10-2049 REG

10/10/2049

2.68%

6,575,025

CMO CITIGROUP COML MTG TR 2017-B1 COML MTG CTF CL A-AB 3.243% 08-15-2050

8/15/2050

3.24%

570,233

CMO CITIGROUP COML MTG TR SER 2016-P6 CLS A4 3.458% 12-10-2049

12/10/2049

3.46%

1,429,150

CMO CITIGROUP MTG LN TR SER 2005-6 CL A1FLT RT DUE 09-25-2035/12-25-2021 BEO

9/25/2035

5.75%

2,282

CMO COMM 2019-GC44 MTG TR SER 19-GC44 CLS A3 2.688% DUE 08-15-2057 REG

8/15/2057

2.69%

5,356,122

CMO CREDIT SUISSE 1ST BSTN MTG SECS CORPSER 2004-8 CL 6A1 4.5 DUE 12-25-2019 REG

3/25/2060

4.50%

10,548

CMO CWMBS INC SER 2005-11 CL 3-A-1 FLT RT DUE 04-25-2035 REG

4/25/2035

3.64%

231,464

CMO FREMF 2016-K53 MTG TR MTG PASSTHRU CTF CL B 144A DUE 03-25-2049 BEO

3/25/2049

4.13%

164,128

CMO GS MTG SECS CORP 2003-2F CL IIIA-1 6% DUE 03-25-2032 BEO

3/25/2032

6.00%

831

CMO GS MTG SECS TR 2017-GS7 COML MTG PASSTHRU CTF CL A-4 0 DUE 08-10-2050 REG

8/10/2050

3.43%

4,167,098

CMO GS MTG SECS TR SER 2016-GS3 CL AAB 2.777% 10-10-2049

10/10/2049

2.78%

15,772

CMO HARBORVIEW MTG LN TR 2003-1 CL A FLTG RT 05-19-2033

5/19/2033

4.92%

1,606

CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG

6/20/2035

4.53%

71,429

CMO J P MORGAN CHASE CML MTG SECS TR 2016-N PTHRU CTF CL A 144A 10-06-38 BEO

9/6/2038

2.95%

2,620,719

CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG

2/25/2035

5.23%

29,384

CMO JJPMDB COML MTG SECS SER 17-C5 CL A4 3.4141% DUE 03-15-2050 REG

3/15/2050

3.41%

5,032,300

CMO JPMCC COML MTG SECS TR 2016-JP2 2.5589% DUE 08-15-2049 BEO

8/15/2049

2.56%

3,598,999

CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-2050

9/15/2050

3.38%

243,261

CMO JPMDB COML MTG SECS SR 2017-C7 CL A-5 3.4092% DUE 10-15-2050

10/15/2050

3.41%

5,748,906

CMO JPMDB COML MTG SECS TR 2020-COR7 SR 20-COR7 CL A-4 1.9152% 05-13-2053

5/13/2053

1.92%

7,434,818

CMO MASTR ADJ RATE MTGS TR 2003-6 MTG PASSTHRU CTF CL 3-A-1 DUE 12-25-2033 REG

12/25/2033

4.14%

11,695

CMO MELLON RESDNTL FDG CORP 2000-TBC2 MTG PASSTHRU CTF CL A-1 VAR 05-25-30

6/15/2030

4.34%

28,013

CMO MERRILL LYNCH MTG INVS INC 2004-A CLA-1 FLTG DUE 04-25-2029 REG

4/25/2029

4.31%

1,053

CMO MERRILL LYNCH MTG INVS INC SER 2003-C CL A1 6-25-28

6/25/2028

4.51%

14,231

CMO MERRILL LYNCH MTG INVS INC SER 2005-A5 CL A3 DUE 06-25-2035 REG

6/25/2035

4.80%

769,505

CMO MORGAN STANLEY BAML TRUST SR 25-SC1 CL A3 5.635% 03-15-2030

3/15/2058

5.64%

3,265,922

CMO MORGAN STANLEY BK AMER MERRILL TR 2017-C33 CL A-3 3.295% 05-15-2050

5/15/2050

3.30%

6,549,383

CMO MORGAN STANLEY CAP I TR 2018-H3 CL A-SB 4.12% 07-15-2051

7/15/2051

4.12%

2,176,388

CMO MORGAN STANLEY CAP I TR SER 2019-L2 CL A4 4.071% 03-15-2052

3/15/2052

4.07%

1,277,602

CMO MORGAN STANLEY MTG LN TR 2004-2AR DUE 01-25-2035 REG

1/25/2035

4.17%

21,318

CMO MSWF COMMERCIAL MORTGAGE TRUST SR 23-2 CL A5 VAR RT 12-15-2056

12/15/2056

6.01%

3,782,116

CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG

3/25/2032

6.50%

500

CMO SER 12-CR4 CL A3 2.853% DUE 10-15-2045 REG

10/15/2045

2.85%

129,134

CMO SMRT 2022-MINI COML MTG PASSTHRU CTFCL A 144A DUE 01-15-2039 BEO

1/15/2039

4.75%

409,999

CMO STRUCTU ASST MTG INVTS II INC 2004-AR1 FLT MTG PASS CTF CL IA1 3-19-34

3/19/2034

4.55%

26,123

CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 2-A1 DUE 04-25-2034 REG

4/25/2034

5.08%

52,411

CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 3-A2 DUE 04-25-2034 REG

4/25/2034

6.05%

184

CMO STRUCTURED AST MTG INVTS II INC DUE 05-19-2035 REG

5/19/2035

4.53%

1,367,597

CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG

7/19/2035

4.35%

190,967

CMO STRUCTURED AST SECS CORP 2004-1 MTG PASSTHRU CTF CL 4-A1 DUE 02-25-2034 REG

2/25/2034

6.14%

1,188

CMO STRUCTURED AST SECS CORP FOR FUTURE IS 2003-31A CL 2-A7 10-25-2033 REG

10/25/2033

5.76%

475,744

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CMO STRUCTURED AST SECS CORP FOR FUTURE IS DUE 06-25-2033 REG

6/25/2033

6.25%

10,651

CMO STRUCTURED AST SECS CORP SER 2003-22A CL 3-A 4.42 DUE 6-25-2033 REG

6/25/2033

5.86%

24,432

CMO UBS COML MTG TR SER 2017-C3 CL ASB 3.215% 08-15-2050

8/15/2050

3.22%

1,535,529

CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1A VAR DUE 01-25-2045 REG

1/25/2045

4.47%

302,154

CMO WAMU MTG PASS-THRU CTFS TR 2002-AR2 MTG PASSTHRU CTF CL A VAR DUE 02-27-2034

2/27/2034

4.12%

282,659

CMO WELLS FARGO COML MTG SER 2017-C39 CL ASB 3.212% 09-15-2050

9/15/2050

3.21%

568,019

CMO WELLS FARGO COML MTG TR 2016-NXS5 CL A-6 01-15-2059

1/15/2059

3.64%

1,780,546

CMO WELLS FARGO COML MTG TR SR 25-5C3 CL A3 6.096% 01-15-2058

1/15/2058

6.10%

5,074,091

CMO WELLS FARGO COMMERCIAL MORTGAGE TRU SER 24-5C1 CL A3 5.928% 07-15-2057

7/15/2057

5.93%

7,122,851

CMOC GROUP LIMITED

3,531,943

CMOMORGAN STANLEY BK AMER MERRILL SER 2016-C31 CL A-SB 2.952% 12-15-2025

11/15/2049

2.95%

16,335

CNA FNCL CORP COM

81,206

CNH EQUIP TR 2022-B ASSET BACKED NT CL A-3 3.89% 08-16-2027

11/15/2027

3.89%

1,238,189

CNH INDL CAP LLC 5.1% 04-20-2029

4/20/2029

5.10%

705,714

CNH INDUSTRIAL NV COM STK

9,810,311

CNX RESOURCES CORPORATION COM

145,499

COAL INDIA LTD

6,178,730

COASTAL FINL CORP WA COM NEW COM NEW

2,369,721

COBANK ACB FXD RATE RESET NON CUM PERP 7.25% 12-31-2049

12/31/2049

7.25%

2,876,784

COCA COAL FEMSA SAB DE CV

74,215

COCA COLA CO 5.3% 05-13-2054

5/13/2054

5.30%

197,015

COCA COLA CO 5.4% 05-13-2064

5/13/2064

5.40%

360,939

COCA COLA CO COM

4,943,825

COCA COLA CO FIXED 2.5% DUE 06-01-2040

6/1/2040

2.50%

223,688

COCA-COLA EUROPACIFIC PARTNERS

5,210,352

COCA-COLA FEMSA S A B DE C V 1.85% DUE 09-01-2032/09-01-2020 REG

9/1/2032

1.85%

312,502

CODAN LTD NPV

1,405,890

COEUR MNG INC COM NEW COM NEW

566,780

COFORGE LIMITED FV INR 2 DEMAT EQUITY

450,020

COGECO INC SUB-VTG SHS NPV

14,005

COGENT BIOSCIENCES INC COM NEW COM USD

400,275

COGNA EDUCACAO SA COM NPV

369,310

COGNEX CORP COM

248,010

COGNIZANT TECH SOLUTIONS CORP CL A

2,895,040

COHERENT CORP COM

4,267,443

COHORT ORD GBP0.10

182,689

COLGATE-PALM (IND) INR1.00

106,349

COLLEGE AVE STUDENT LNS 2021-B LLC ASSETBACKED NT CL A-2 144A 1.76% 06-25-2052

6/25/2052

1.76%

1,100,477

COLOMBIA REP 7.5% 02-02-2034

2/2/2034

7.50%

208,400

COLOPL INC NPV

140,952

COLT CZ GROUP SE CZK0.10

324,964

COLUMBIA BKG SYS INC COM

7,747,964

COLUMBUS MCKINNON CORP N Y COM

190,613

COM ALCOA CORPORATION COM USD0.01

746,776

COM7 PCL THB0.25(NVDR)

219,361

COMCAST CORP NEW 2.8% DUE 01-15-2051/05-28-2020 REG

1/15/2051

2.80%

442,748

COMCAST CORP NEW 2.887% 11-01-2051 BEO

11/1/2051

2.89%

241,855

COMCAST CORP NEW 3.45% DUE 02-01-2050

2/1/2050

3.45%

670,532

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

COMCAST CORP NEW 3.75% DUE 04-01-2040

4/1/2040

3.75%

190,086

COMCAST CORP NEW 3.9% DUE 03-01-2038

3/1/2038

3.90%

794,506

COMCAST CORP NEW 3.999% 11-01-2049

11/1/2049

4.00%

413,708

COMCAST CORP NEW 4% DUE 03-01-2048

3/1/2048

4.00%

452,778

COMCAST CORP NEW 4.2% DUE 08-15-2034

8/15/2034

4.20%

143,487

COMCAST CORP NEW 4.25% DUE 01-15-2033

1/15/2033

4.25%

97,983

COMCAST CORP NEW FIXED 3.4% DUE 04-01-2030

4/1/2030

3.40%

844,475

COMCAST CORP NEW FIXED 3.969% DUE 11-01-2047

11/1/2047

3.97%

187,871

COMCAST CORP NEW SR NT 144A 5.168% 01-15-2037

1/15/2037

5.17%

872,599

COMCAST CORP NEW-CL A

30,042,678

COMFORT SYS USA INC COM

15,010,103

COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-2033

4/10/2033

3.82%

7,111,177

COMM 2024-CBM MTG TR COML MTG PASSTHRU CTF CL 5.867% 12-10-2041

12/10/2041

5.87%

235,539

COMMERCE.COM INC SERIES 1

107,392

COMMERCIAL METALS CO COM

2,814,278

COMMONSPIRIT HEALTH 4.975% 09-01-2035

9/1/2035

4.98%

4,556,370

COMMONSPIRIT HEALTH 6.073% 11-01-2027

11/1/2027

6.07%

103,382

COMMONSPIRIT HLTH 2.782% DUE 10-01-2030

10/1/2030

2.78%

605,430

COMMONSPIRIT HLTH 4.352% DUE 09-01-2030

9/1/2030

4.35%

498,288

COMMONWEALTH EDISON CO 2.95% 08-15-2027

8/15/2027

2.95%

2,366,950

COMMONWEALTH EDISON CO 4.0% DUE 03-01-2048 REG

3/1/2048

4.00%

179,363

COMMUNITY FINANCIAL SYSTEM INC

3,913,215

COMMUNITY HEALTH SYS INC NEW COM

3,120

COMMUNITY HEALTHCARE TR INC REIT

6,240

COMMUNITY TR BANCORP INC COM

27,911

COMMUNITY WEST BANCSHARES NEW COM

27,158

COMP.FIN.RICHEMONT CHF1 (REGD)

17,877,564

COMPASS GROUP ORD GBP0.1105

15,418,931

COMPASS INC CL A CL A

2,159,736

COMPASS THERAPEUTICS INC COM

11,642

COMPEQ MFG TWD10

1,093,359

COMPUTERSHARE LTD NPV

186,820

COMSTOCK INC FORMERLY COMSTOCK MNG COM PAR $0.000666 NEW

1,096,484

COMSYS HOLDINGS CORPORATION NPV

278,914

COMTURE CORPORATIO NPV

19,637

COMWLTH BK 5.071% DUE 09-14-2028

9/14/2028

5.07%

8,688,866

COMWLTH EDISON CO 5.95% DUE 06-01-2055

6/1/2055

5.95%

364,820

CONAGRA BRANDS INC 5.75% 08-01-2035

8/1/2035

5.75%

511,784

CONAGRA BRANDS INC COM USD5

4,257,585

CONDUENT INC COM

76,381

CONE TR 2024-DFW1 MTG PASSTHRU CTF CL A 144A 5.32192% 08-15-2041

8/15/2041

5.39%

908,582

CONFLUENT INC CL A CL A

36,318

CONNECTICUT LIGHT & POWER CO 1ST MTG BD 4.65% 01-01-2029

1/1/2029

4.65%

225,308

CONOCOPHILLIPS CO 5.55% 03-15-2054

3/15/2054

5.55%

1,280,395

CONOCOPHILLIPS COM

30,022,599

CONOCOPHILLIPS COMPANY 5.5% 01-15-2055

1/15/2055

5.50%

479,771

CONS EDISON CO N Y 3.875% DUE 06-15-2047

6/15/2047

3.88%

70,038

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CONS EDISON CO N Y 4.2% DUE 03-15-2042

3/15/2042

4.20%

102,898

CONSOLIDATED EDISON CO N Y INC 4.125% 05-15-2049 REG

5/15/2049

4.12%

119,498

CONSOLIDATED EDISON CO N Y INC 5.75% 11-15-2055

11/15/2055

5.75%

205,293

CONSTELLATION BRANDS INC 2.25% DUE 08-01-2031 BEO

8/1/2031

2.25%

1,225,628

CONSTELLATION BRANDS INC CL A CL A

6,451,423

CONSTELLATION ENERGY CORPORATION COM NPV WI

16,467,328

CONSTELLATION ENERGY GENERATION LLC 5.6%DUE 03-01-2028

3/1/2028

5.60%

2,022,627

CONSTELLATION ENERGY GENERATION LLC 5.8%DUE 03-01-2033

3/1/2033

5.80%

298,220

CONSTELLATION ENERGY GENERATION LLC 6.5%10-01-2053

10/1/2053

6.50%

792,201

CONSTELLIUM SE (FRANCE) EUR0.02 CLASS A

79,660

CONSTRUTORA TENDA COM NPV

224,098

CONSUMERS 2023 SECURE FUND 5.21% 09-01-2030

9/1/2030

5.21%

1,856,333

CONSUMERS ENERGY 4.05% DUE 05-15-2048

5/15/2048

4.05%

201,994

CONSUMERS ENERGY CO 4.5% 01-15-2031

1/15/2031

4.50%

2,417,381

CONSUMERS ENERGY CO 4.9% 02-15-2029

2/15/2029

4.90%

1,672,455

CONSUMERS ENERGY COMPANY 4.6% 05-30-2029

5/30/2029

4.60%

513,564

CONSUMERS ENERGY FIXED 3.75% 02-15-2050

2/15/2050

3.75%

112,745

CONSUN PHARMACEUTI HKD0.1

468,185

CONTEMPORARY AMPER CNY1 H SHS

1,415,803

CONTINENTAL AG ORD NPV

2,567,190

CONTROLADORA NEMAK NPV 144A/REG S

49,829

CONVATEC GROUP PLC ORD GBP0.1 (WI)

1,061,322

COOPERATIEVE 3.75% DUE 07-21-2026

7/21/2026

3.75%

498,867

COOPERATIEVE 4.8% DUE 01-09-2029

1/9/2029

4.80%

1,645,115

COOPER-STANDARD HOLDING COM

242,417

COPA HOLDINGS SA COM STK

55,963

COPART INC COM

15,612,198

COPT DEFENSE PROPERTIES COM STK USD0.01

104,667

COPT DEFENSE PROPERTIES LP 4.5% 10-15-2030

10/15/2030

4.50%

99,632

CORE & MAIN INC COM CL A COM CL A

1,971,222

CORE NATURAL RESOURCES INC COM USD0.01

118,161

CORE SCIENTIFIC INC NEW COM

1,258,159

COREBRIDGE FINL INC COM

13,702,218

COREBRIDGE FINL INC SR NT 3.65% 04-05-2027

4/5/2027

3.65%

4,331,361

CORECIVIC INC COM

138,108

COREWEAVE INC COM CL A COM CL A

54,424

CORNING INC 3.9% DUE 11-15-2049

11/15/2049

3.90%

231,923

COROMANDEL INTL LTD

621,751

CORONATION FUND MA ZAR0.0001

152,807

CORP COMERCI SAB DE CV

17,269

CORPORACION ANDINA DE FOMENTO 2.25% 02-08-2027

2/8/2027

2.25%

1,050,665

CORPORACION ANDINA DE FOMENTO 5.0% 01-24-2029

1/24/2029

5.00%

1,344,998

CORPORACION NPV

256,767

CORPORATE OFFICE PPTYS L P 2.25% DUE 03-15-2026

3/15/2026

2.25%

79,648

CORPORATE OFFICE PPTYS L P GTD SR NT 2.75% 04-15-2031

4/15/2031

2.75%

2,533,723

CORTEVA INC COM USD0.01 WI

6,221,993

CORVEL CORP COM

105,633

COSCO SHIPPING PORTS LTD

44,607

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

COSCO SHIPPING INT HKD0.10

23,858

COSMO ENERGY HOLDINGS CO LTD COMSTK

628,601

COSTAIN GROUP ORD GBP0.01

82,311

COSTAMARE INC COM STK

282,357

COSTCO WHOLESALE CORP NEW COM

52,367,321

COTERRA ENERGY INC 4.375% 03-15-2029

3/15/2029

4.38%

2,076,462

COTERRA ENERGY INC COM

88,304

COTY INC COM CL A COM CL A

173,515

COUNTRYWIDE AST-BACKED CERTIFICATES SER 2007-13 RATE 02-25-2036 REG

10/25/2047

4.65%

1,399,411

COUPANG INC

341,512

COURSERA INC COM

192,825

COUSINS PPTYS INC

209,695

COVENANT LOGISTICS GROUP INC CL A

271,952

COVEO SOLUTIONS IN SUB VTG SHS

99,487

CPI EUROPE AG

127,630

CR ACCEP AUTO LN 4.68% DUE 09-15-2034

9/15/2034

4.68%

935,268

CR ACCEP AUTO LN 4.87% DUE 01-15-2036

1/15/2036

4.87%

1,353,343

CR ACCEP AUTO LN 5.95% DUE 06-15-2034

6/15/2034

5.95%

1,730,114

CR ACCEP AUTO LN 6.03% DUE 05-15-2034

5/15/2034

6.03%

2,134,085

CR ACCEP AUTO LN 6.48% DUE 03-15-2033

3/15/2033

6.48%

141,348

CR ACCEP AUTO LN 7.02% DUE 05-16-2033

5/16/2033

7.02%

2,015,319

CR ACCEP AUTO LN 7.71% DUE 07-15-2033

7/15/2033

7.71%

1,528,180

CR AGRICOLE S A FLTG RT 4.818% DUE 09-25-2033

9/25/2033

4.82%

340,043

CRAFTSMAN AUTO LTD INR100

408,090

CRANE CO NEW COM

790,283

CRANEWARE PLC ORD GBP0.01

333,008

CREDIT AGRICOLE SA EUR3

205,766

CREDIT SAISON CO NPV

638,938

CREDIT SUISSE AG NEW YORK 1.25% 08-07-2026

8/7/2026

1.25%

246,223

CREDITACCESS GRAME INR10

7,071

CREDITO EMILIANO EUR1

31,405

CREDO TECHNOLOGY GROUP HOLDING LTD

2,874,778

CREEK & RIVER NPV

58,959

CRH AMER FIN INC 5.0% 02-09-2036

2/9/2036

5.00%

306,656

CRH ORD EUR 0.32

10,353,034

CRH SMW FIN DESIGNATED ACTIVITY CO 5.2% 05-21-2029

5/21/2029

5.20%

3,367,483

CRICUT INC CL A COM CL A COM

81,274

CRINETICS PHARMACEUTICALS INC COM

1,452,313

CROSSROADS AST TR 4.91% DUE 02-20-2032

2/20/2032

4.91%

395,308

CROWDSTRIKE HLDGS INC CL A CL A

16,666,293

CROWN CASTLE INC 5.6% 06-01-2029

6/1/2029

5.60%

493,069

CROWN CASTLE INC COM

716,825

CROWN CASTLE INTL 2.25% DUE 01-15-2031

1/15/2031

2.25%

4,487,921

CROWN CASTLE INTL 3.65% DUE 09-01-2027

9/1/2027

3.65%

1,216,719

CROWN CASTLE TOWERS LLC/CROWN PPN BOND 4.241% 07-15-2028

7/15/2048

4.24%

8,175,404

CROWN HLDGS INC COM

5,702,170

CRVNA 2022-P2 B NEW ISSUE 5.08% 04-10-2028

4/10/2028

5.08%

2,401,986

CS DISCO INC COM

70,616

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

CS WIND CORP KRW500

63,936

CSAIL COML MTG SR 2018-CX11 CL ASB 4.0339% 04-15-2051

4/15/2051

4.03%

1,293,794

CSAIL 2017-C8 CL A-SB 3.18574% 06-15-2050

6/15/2050

3.19%

2,375,447

CSE GLOBAL LTD SGD0.05

236,906

CSG SYS INTL INC COM

9,740

CSL FIN PLC GTD SR NT 144A 3.85% 04-27-2027

4/27/2027

3.85%

686,297

CSL LTD NPV

166,480

CSMC 2021-RPL2 TR FLTG RT 1.11456% DUE 01-25-2060

1/25/2060

1.11%

204,709

CSMC 2022-RPL4 TR MTG BACKED NT CL A-1 144A 3.90435% 04-25-2062

4/25/2062

3.90%

3,009,708

CSPC PHARMACEUTICAL GROUP LTD HKD0.10

64,984

CSSC (HK) SHIPPING NPV

8,634

CSTONE REG S

60,260

CSWF 2021-SOP2 FLTG RT 4.86155% DUE 06-15-2034

6/15/2034

4.93%

870,093

CSWF 2021-SOP2 MTG PASSTHRU CTF CL B 144A 5.16155% 06-15-2034

6/15/2034

5.23%

3,788,017

CSX CORP 4.5% 11-15-2052

11/15/2052

4.50%

519,244

CSX CORP 4.75% DUE 11-15-2048

11/15/2048

4.75%

222,983

CTS CO LTD NPV

30,087

CTT CORREIOS DE PORTUGAL SA EUR 0.17

1,487,663

CUBESMART

3,664,410

CULLEN / FROST BANKERS INC COM

8,050,882

CUMMINS INC

14,496,780

CUMMINS INC 4.9% 02-20-2029

2/20/2029

4.90%

210,540

CUMMINS INDIA INR2

227,395

CURTISS WRIGHT CORP COM

1,414,559

CURY CONST E INCO COM NPV

309,375

CUSTOMERS BANCORP INC COM

2,495,439

CVS HEALTH CORP 1.75% DUE 08-21-2030

8/21/2030

1.75%

1,164,650

CVS HEALTH CORP 4.78% DUE 03-25-2038

3/25/2038

4.78%

284,054

CVS HEALTH CORP 5.125% DUE 07-20-2045

7/20/2045

5.12%

642,907

CVS HEALTH CORP 5.25% 02-21-2033

2/21/2033

5.25%

825,143

CVS HEALTH CORP 5.4% 06-01-2029

6/1/2029

5.40%

2,269,622

CVS HEALTH CORP 5.875% 06-01-2053

6/1/2053

5.88%

175,474

CVS HEALTH CORP COM

10,908,984

CWABS INC 2004-6 ASSET BKD CTF CL 1-A-1 FLTG RATE 12-25-2034 REG

12/25/2034

4.39%

1,185,901

CWABS INC FLTG RT 4.28707% DUE 10-25-2034

10/25/2034

4.35%

3,677,174

CYBERAGENT INC

368,762

CYBER-ARK SOFTWARE LTD COM ILS0.01

93,673

CYFROWY POLSAT SA PLN0.04

27,874

CYRELA BRAZIL RLTY S A EMPREENDIMENTOS ECOM NPV

1,075,125

CYTEK BIOSCIENCES INC COM

232,229

CYTOKINETICS INC COMMON STOCK

1,855,813

D R HORTON INC 1.3% 10-15-2026

10/15/2026

1.30%

51,921

D R HORTON INC COM

2,529,599

D2L INC SUB VTG SHS

32,525

DAE CHANG FORGING KRW500

78,727

DAECHANG CO LTD KRW500

47,280

DAEDONG CORP

94,993

DAESANG CORPN KRW1000

11,149

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

DAEWOO ENGINEERING & CONSTRUCTION KRW5000

14,290

DAEWOONG PHARM CO KRW2500

83,725

DAH SING BANKING G NPV

121,731

DAH SING FINANCIAL NPV

112,665

DAI-DAN CO LTD NPV

625,536

DAIDO STEEL CO NPV

35,716

DAIHATSU INFINEARTH MFG CO LTD

137,469

DAIHEN CORP NPV

554,487

DAI-ICHI LIFE HOLD NPV

1,754,688

DAIICHI SANKYO COM NPV

401,559

DAIKIN INDUSTRIES NPV

11,696,092

DAIMLER TRUCK HOLD NPV

2,809,709

DAISHI HOKUETSU NPV

373,907

DAISHIN SECURITIES 1ST PRF KRW5000

80,630

DAIWA HOUSE INDS NPV

43,111

DAIWA OFFICE INVESTMENT CORP REIT

164,857

DAIWABO HOLDINGS NPV

64,865

DALLAS FT WORTH TEX INTL ARPT REV 4.087%11-01-2051

11/1/2051

4.09%

123,013

DALLAS TEX TAXABLE-CAP APPREC-SER B DUE 02-15-2027 BEO TAXABLE ZCP

2/15/2027

—%

2,778,431

DALMIA BHARAT LTD INR2.00

54,197

DAMAI ENTERTAINMENT HOLDINGS LTD HKD0.25

8,544

DANA INC COM

1,787,560

DANAHER CORP SR NT 2.8% 12-10-2051

12/10/2051

2.80%

303,663

DANIELI & C DI RISP EUR1(NON CNV)

1,129,765

DANSKE BANK A/S DKK10

563,296

DANSKE BK A/S 0% CP 02-06-2026

2/6/2026

—%

2,113,541

DANSKE BK A/S VAR RT 5.019% DUE 03-04-2031

3/4/2031

5.02%

429,275

DARDEN RESTAURANTS INC 4.35% 10-15-2027

10/15/2027

4.35%

2,517,022

DARDEN RESTAURANTS INC COM

1,119,946

DARLING INGREDIENTS INC COMSTK

658,440

DARWIN PRECISIONS TWD10

24,361

DASSAULT SYSTEMES EUR0.10

3,254,423

DATA PATTERNS IND INR2

186,710

DATADOG INC COM USD0.00001 CL A

8,512,974

DATATEC ZAR0.01

518,887

DAVE INC COM USD0.0001 CL A (POST REV SPLIT)

9,751,561

DAY ONE BIOPHARMACEUTICALS INC COM USD0.0001

239,440

DAYFORCE INC

1,251,104

DB HITEK CO., LTD

1,068,376

DBAPPSECURITY CO A CNY1

863,724

DBJPM 2020-C9 MTG PASS THRU CTF CL A-3 1.882% 08-15-2053

8/15/2053

1.88%

4,671,228

DBS GROUP HLDGS NPV

9,499,684

DC COML MTG TR 6.3143% DUE 09-12-2040

9/12/2040

6.31%

5,870,283

DECKERS OUTDOOR CORP COM

925,877

DEEP VALUE DRILLER NOK0.10

85,367

DEERE & CO COM

11,918,126

DEERE & COMPANY 5.7% 19/01/2055

1/19/2055

5.70%

124,678

DEERE JOHN CAP 4.25% DUE 06-05-2028

6/5/2028

4.25%

2,053,436

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

DEERE JOHN CAP 4.85% DUE 03-05-2027

3/5/2027

4.85%

452,683

DEERE JOHN CAP CORP MEDIUM TERM NTS-BOOK4.95% 07-14-2028

7/14/2028

4.95%

398,581

DELEK GROUP ILS1

327,855

DELEK US HLDGS INC NEW COM

111,462

DELL INTL L L C / 4.5% DUE 02-15-2031

2/15/2031

4.50%

1,604,213

DELL INTL L L C / 4.75% 04-01-2028

4/1/2028

4.75%

1,552,238

DELL INTL L L C / EMC CORP 5.0% 04-01-2030

4/1/2030

5.00%

246,119

DELL INTL L L C/EMC CORP 4.15% 02-15-2029

2/15/2029

4.15%

2,099,304

DELL INTL L L C/EMC CORP 4.9% 10-01-2026

10/1/2026

4.90%

146,685

DELL INTL L L C/EMC CORP 5.3% 04-01-2032

4/1/2032

5.30%

592,131

DELL TECHNOLOGIES INC COM USD0.01 CL C WI COMMON STOCK

1,500,364

DELTA AIR LINES INC DEL COM NEW COM NEW

1,111,788

DELTA ELECTRONIC TWD10

7,692,844

DELTA ELECTRONICS THB0.1 (NVDR)

118,061

DELUXE CORP COM STK USD1

4,718,508

DEME GROUP NV NPV

321,645

DENSO CORP NPV

10,009,034

DENTSPLY SIRONA INC COM

3,218,345

DERAYAH FINANCIAL COMPANY

110,822

DEUTSCHE BANK AG NPV(REGD)

12,893,523

DEUTSCHE BK AG N Y 07-10-2025 4.41% CD 07-10-2026

7/10/2026

4.41%

2,022,674

DEUTSCHE BK AG N Y 3.547% DUE 09-18-2031

9/18/2031

3.55%

7,625,609

DEUTSCHE BK AG N Y 4.469% DUE 12-10-2031

12/10/2031

4.47%

883,420

DEUTSCHE BK AG N Y 5.373% 01-10-2029

1/10/2029

5.37%

5,531,917

DEUTSCHE BK AG N Y BRANCH 2.311% 11-16-2027

11/16/2027

2.31%

7,643,661

DEUTSCHE BK AG N Y BRANCH 4.95% 08-04-2031

8/4/2031

4.95%

1,486,118

DEUTSCHE BK AG N Y BRANCH 5.403% 09-11-2035

9/11/2035

5.40%

490,460

DEUTSCHE BK AG N Y BRANCH 6.819% 11-20-2029

11/20/2029

6.82%

963,058

DEUTSCHE BK AG N Y BRANCH DUE 11-16-2027BEO

11/16/2027

5.09%

1,054,465

DEUTSCHE BK AG N Y BRH 1.686% DUE 03-19-2026 BEO

3/19/2026

1.69%

895,659

DEUTSCHE BK AG N Y BRH 2.552% 01-07-2028

1/7/2028

2.55%

850,756

DEUTSCHE BK AG NY 5.706% 02-08-2028

2/8/2028

5.71%

1,107,203

DEUTSCHE BOERSE AG NPV(REGD)

12,839,871

DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)

43,942

DEUTZ AG NPV

1,028,730

DEVON ENERGY CORP 5.6 DUE 07-15-2041

7/15/2041

5.60%

174,634

DEVON ENERGY CORP 5.75% 09-15-2054

9/15/2054

5.75%

476,004

DEVON ENERGY CORP FIXED 5% DUE 06-15-2045

6/15/2045

5.00%

148,406

DEVON ENERGY CORP NEW COM

5,086,369

DEVON ENERGY CORPORATION 5.2% 09-15-2034

9/15/2034

5.20%

808,632

DEXCOM INC COM

5,652,335

DEXIA 24/01/2030 4.75% 01-24-2030

1/24/2030

4.75%

4,111,014

DEXUS PROPERTY GROUP NPV

117,380

DEYAAR DEVELOPMENT AED1

538,389

DFI TWD10

40,636

DFS FURNITURE PLC ORD GBP 0.1000

19,886

DHARMA SATYA NUSANTARA TBK COM STK

75,786

DHT HOLDINGS INC SHS NEW

443,980

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

DIAGEO CAP PLC 5.3% DUE 10-24-2027

10/24/2027

5.30%

1,683,526

DIAGEO INVT CORP 5.625% 04-15-2035

4/15/2035

5.62%

317,945

DIAGEO PLC SPONSORED ADR NEW

3,208,985

DIAMONDBACK ENERGY INC 3.5% DUE 12-01-2029

12/1/2029

3.50%

4,711,512

DIAMONDBACK ENERGY INC 5.15% 01-30-2030

1/30/2030

5.15%

3,598,852

DIAMONDBACK ENERGY INC 5.2% 04-18-2027

4/18/2027

5.20%

1,074,409

DIAMONDBACK ENERGY INC 5.75% 04-18-2054

4/18/2054

5.75%

284,636

DIAMONDBACK ENERGY INC COM

1,349,362

DIANTHUS THERAPEUTICS INC COM

100,594

DIGI INTL INC COM

1,039

DIGITAL CORE REIT NPV (REIT)

383,112

DIGITAL DAESUNG CO KRW500

18,078

DIGITAL HEARTS HOLDINGS CO.LTD.

20,877

DIGITAL RLTY TR INC COM

1,123,349

DIGITALOCEAN HLDGS INC COM

3,453,669

DILLARDS INC CL A COM

859,184

DIOS FASTIGHETER NPV

330,472

DIRECIONAL ENGENHA COM NPV

339,096

DISC MEDICINE INC COM

267,056

DISCO CORPORATION NPV

1,259,989

DISCOVER BK NEW 3.45% DUE 07-27-2026

7/27/2026

3.45%

299,099

DISCOVER CARD EXECUTION NT TR SER 23-A2 CL A 4.93% 06-15-2028

6/15/2028

4.93%

1,105,560

DISCOVERY LIMITED ZAR0.001

1,340,854

DISNEY WALT CO 2.75% DUE 09-01-2049

9/1/2049

2.75%

376,156

DISTRIBUIDORA INTL DE ALIMENTACION EUR5

269,109

DISTRICT COLUMBIA UNIV REV 5.751% 04-01-2035

4/1/2035

5.75%

53,333

DL E&C CO LTD KRW5000

116,262

D-LINK TWD10

92,444

DNB ASA NOK

1,738,143

DNOW INC COM USD0.01

641,923

DOCTORS CO AN INTERINSURANCE SURPLUS NT 144A 4.5% 01-18-2032

1/18/2032

4.50%

89,927

DOCUSIGN INC COM

169,153

DOF GROUP ASA NOK2.50

213,412

DOGAN SIRKETLER TRY1

74,673

DOGU ARAS ENERJI TRY1

135,559

DOHA BANK QAR1.00

69,885

DOLE PLC COM USD0.01

812,788

DOLLAR GEN CORP NEW COM

3,208,918

DOLLARAMA INC COM STK NPV

29,931

DOLP TR 2021-NYC 2.956% DUE 05-10-2041

5/10/2041

2.96%

1,618,459

DOMINICAN REP 5.3% 01-21-2041

1/21/2041

5.30%

226,250

DOMINICAN REP BD USD 144A 7.05% 02-03-2031

2/3/2031

7.05%

536,575

DOMINICAN REPUBLIC 4.875% DUE 09-23-2032 REG

9/23/2032

4.88%

192,250

DOMINICAN REPUBLIC 6.6% 06-01-2036

6/1/2036

6.60%

157,890

DOMINION ENERGY FIXED 4.25% DUE 06-01-2028

6/1/2028

4.25%

479,730

DOMINION ENERGY INC 3.3% DUE 04-15-2041

4/15/2041

3.30%

418,671

DOMINION ENERGY INC 5.0% 06-15-2030

6/15/2030

5.00%

1,125,954

DOMINION ENERGY INC 7.0% 06-01-2054

6/1/2054

7.00%

1,840,677

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

DOMINION ENERGY INC COM STK NPV

42,346,626

DOMINION RES INC 2.85% DUE 08-15-2026

8/15/2026

2.85%

615,351

DOMINOS PIZZA INC COM

43,349

DOMO INC CL B CL B

219,838

DONALDSON INC COM

23,938

DONEGAL GROUP INC CL A NEW CLA

155,165

DONGBU INSURANCE CO LTD KRW500

214,776

DONGFANG ELECT COR 'H'CNY1

1,733,153

DONGFENG MOTOR GRO 'H'CNY1

4,533

DONGGUAN AOHAI TECHNOLOGY CO LTD A CNY1

357,573

DONGJIANG ENVIRONM 'H'CNY1.00

23,217

DONGJIN SEMICHEM C KRW500

121,560

DONGKUK HOLDINGS CO LTD KRW5000

62,597

DONGSUNG FINETEC C KRW500

610,315

DONGYANG COMSTK

23,494

DONGYUE GROUP LTD HKD0.1

436,498

DOORDASH INC CL A COM USD0.00001 CLASS A

6,487,293

DOOSAN CORPORATION 1ST PFD KRW5000

65,905

DOOSAN CORPORATION KRW5000

91,082

DORIAN LPG LIMITED COM USD0.01

414

DORMAKABA HOLDING CHF0.01 'B'(REGD)

103,235

DORMAN PRODS INC COM

817,366

DOSHISHA CO LTD NPV

534,754

DOUBLEUGAMES CO KRW500

11,162

DOVER CORP COM USD1.00

1,521,896

DOW INC COM USD0.01 WI

3,080,970

DOWDUPONT INC 5.319% DUE 11-15-2038

11/15/2038

5.32%

231,010

DOWNER EDI LTD NPV

299,490

DOXIMITY INC COM USD0.001 CL A

444,483

DPM METALS INC COM NPV

2,494,293

DR AUTO 4.5% DUE 09-15-2028

9/15/2028

4.50%

951,243

DR AUTO 4.52% DUE 07-16-2029

7/16/2029

4.52%

5,522,278

DR AUTO 4.65% DUE 09-15-2032

9/15/2032

4.65%

3,915,680

DR AUTO 4.67% DUE 05-17-2032

5/17/2032

4.67%

905,788

DR AUTO 4.78% DUE 09-15-2032

9/15/2032

4.78%

539,775

DR AUTO 4.79% DUE 09-15-2032

9/15/2032

4.79%

6,300,524

DR AUTO 4.99% DUE 09-15-2032

9/15/2032

4.99%

238,011

DR PEPPER SNAPPLE 2.55% DUE 09-15-2026

9/15/2026

2.55%

52,441

DR. ING. H.C. F. NON-VTG PRF NPV

26,361

DRAFTKINGS INC NEW CL A

828,522

DRAX GROUP ORD GBP0.1155172

2,004,229

DREAM FINDERS HOMES INC COM CL A COM CL A

4,584,784

DRIVE AUTO RECEIVABLES TR SR 24-1 CL B 5.31%01-16-2029

1/16/2029

5.31%

317,447

DRIVE AUTO RECEIVABLES TRUST SR 24-2 CL D 4.94% 05-17-2032

5/17/2032

4.94%

1,764,747

DRIVEN BRANDS HLDGS INC COM

2,653

DROPBOX INC CL A CL A

2,888,198

DSM FIRMENICH AG EUR0.01

64,846

DSV A S DKK1

111,229

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

DT AUTO OWNER TR 2023-1 ASSET BACKED NT CL C 144A 5.55% 10-16-2028

10/16/2028

5.55%

721,403

DT AUTO OWNER TR 5.79% DUE 02-15-2029

2/15/2029

5.79%

2,149,044

DT MIDSTREAM INC COM USD0.01 WI

562,257

DTE ELEC CO 4.25% 05-14-2027

5/14/2027

4.25%

565,866

DTE ELEC CO 5.2% DUE 04-01-2033

4/1/2033

5.20%

208,196

DTE ELEC CO 5.25% 05-15-2035

5/15/2035

5.25%

3,913,905

DTE ELEC CO GEN & REF MTG BD SER 2022 3%03-01-2032

3/1/2032

3.00%

3,792,781

DTE ELEC SECURITIZATION FDG II LLC 6.09%09-01-2037

9/1/2037

6.09%

5,415,436

DTE ENERGY CO 2.85% DUE 10-01-2026

10/1/2026

2.85%

1,997,388

DTE ENERGY CO 4.875% 06-01-2028

6/1/2028

4.88%

2,635,672

DTE ENERGY CO 5.1% 03-01-2029

3/1/2029

5.10%

1,444,994

DTE ENERGY CO 5.2% 04-01-2030

4/1/2030

5.20%

103,244

DTE ENERGY CO COM

44,885

DTS CORP JPY50

25,875

DUBAI INVESTMENTS AED1

36,314

DUBAI ISLAMIC BK AED1

2,367,862

DUERR AG ORD NPV

1,265,769

DUKE ENERGY 3.95% DUE 11-15-2028

11/15/2028

3.95%

1,243,524

DUKE ENERGY 4.15% DUE 12-01-2044

12/1/2044

4.15%

183,807

DUKE ENERGY 6.1% DUE 06-01-2037

6/1/2037

6.10%

323,623

DUKE ENERGY CAROLINAS LLC 4.85% 03-15-2030

3/15/2030

4.85%

2,374,747

DUKE ENERGY CAROLINAS LLC 5.25% 03-15-2035

3/15/2035

5.25%

5,176,572

DUKE ENERGY CAROLINAS LLC 5.4% DUE 01-15-2054

1/15/2054

5.40%

427,700

DUKE ENERGY CORP 2.65% DUE 09-01-2026

9/1/2026

2.65%

2,371,947

DUKE ENERGY CORP 3.75% 04-01-2031

4/1/2031

3.75%

952,817

DUKE ENERGY CORP 4.3% DUE 03-15-2028

3/15/2028

4.30%

1,985,073

DUKE ENERGY CORP 5% DUE 08-15-2052

8/15/2052

5.00%

257,019

DUKE ENERGY CORP 5.7% 09-15-2055

9/15/2055

5.70%

355,866

DUKE ENERGY CORP FIXED 2.45% DUE 06-01-2030

6/1/2030

2.45%

824,172

DUKE ENERGY CORP NEW 4.85% 01-05-2029

1/5/2029

4.85%

2,870,434

DUKE ENERGY CORP NEW COM NEW COM NEW

22,681,190

DUKE ENERGY CORP NEW SR NT 3.3% 06-15-2041

6/15/2041

3.30%

541,392

DUKE ENERGY FIXED 3.7% DUE 12-01-2047

12/1/2047

3.70%

303,170

DUKE ENERGY FLA FIXED 2.4% DUE 12-15-2031

12/15/2031

2.40%

1,035,309

DUKE ENERGY FLA FIXED 3.8% DUE 07-15-2028

7/15/2028

3.80%

4,296,519

DUKE ENERGY IND LLC 5.9% 05-15-2055

5/15/2055

5.90%

189,200

DUKE ENERGY PROGRESS LLC 2.5% DUE 08-15-2050

8/15/2050

2.50%

234,112

DUKE ENERGY PROGRESS LLC 4.35% 03-06-2027

3/6/2027

4.35%

1,414,387

DUKE ENERGY PROGRESS LLC 5.55% 03-15-2055

3/15/2055

5.55%

346,406

DUNELM GROUP LTD W/I

238,245

DUOLINGO INC CL A COM CL A COM

177,606

DUPONT DE NEMOURS INC COMMON STOCK

694,937

DUTCH BROS INC CL A CL A

2,117,539

DWS GROUP SE NPV

442,398

DXC TECHNOLOGY CO COM

285,880

DYNACOR GROUP INC COM

39,826

DYNATRACE INC COM

164,302

E L F BEAUTY INC COM

163,714

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

E.I.D.-PARRY(INDIA INR1

156,139

E1 CORPORATION KRW5000

22,841

EAGLE MATLS INC COM

902,158

EAST WEST BANCORP INC COM

1,660,787

EASTERN ENERGY GAS HLDGS LLC 6.2% 01-15-2055

1/15/2055

6.20%

114,129

EASTERN ENERGY GAS HOLDINGS LLC 5.8% 01-15-2035

1/15/2035

5.80%

4,442,223

EASTMAN CHEM CO 5.0% 08-01-2029

8/1/2029

5.00%

1,192,229

EASTN GAS TRANSM & FIXED 3.9% DUE 11-15-2049

11/15/2049

3.90%

69,401

EASTN GAS TRANSM & FIXED 4.8% DUE 11-01-2043

11/1/2043

4.80%

265,790

EASYJET ORD GBP0.27285714

627,671

EATON CORP PLC COM USD0.50

30,677,609

EBASE CO LTD NPV

20,021

EBAY INC COM USD0.001

29,004

ECHOSTAR CORPORATION

469,149

ECLERX SERVICES INR10

180,332

ECOLAB INC 1.65% 02-01-2027

2/1/2027

1.65%

1,563,838

ECOLAB INC 4.3% 06-15-2028

6/15/2028

4.30%

1,022,982

ECOPETROL S A 8.375% 01-19-2036

1/19/2036

8.38%

925,755

ECORODOVIAS INFRA COM NPV

73,894

EDAN INSTRUMENTS I A CNY1

186,583

EDENRED EUR2

3,887,615

EDISON INTL 5.25% 11-15-2028

11/15/2028

5.25%

1,064,549

EDISON INTL 6.95% DUE 11-15-2029

11/15/2029

6.95%

1,811,129

EDISON INTL COM

1,178,853

EDITAS MEDICINE INC COM

155,775

EDWARDS LIFESCIENCES CORP COM

25,393,418

EEKA FASHION HLDGS HKD0.01

20,424

EFMT 2022-4 FLTG RT 5.9% DUE 09-25-2067

9/25/2067

5.90%

2,661,644

EGAIN CORPORATION COM NEW

16,464

EHIME BANK NPV

34,221

EIDP INC 4.5% 05-15-2026

5/15/2026

4.50%

1,134,909

EIFFAGE EUR4

391,295

EISAI CO LTD NPV

4,266,229

EL PUERTO DE LIVER SER'C1'NPV(NON VTG)

26,766

ELAN MICROELECTRON TWD10

588,342

ELASTIC N V COM USD0.01

499,715

ELBIT SYSTEMS LTD ILS1

482,173

ELDORADO GOLD CORP COM NPV (POST REV SPLIT)

3,418,822

ELECTR ARTS COM

336,736

ELECTRIC POWER DEVELOPMENT CO LTD NPV

1,789,901

ELECTRICAL INDUSTRIES COMPANY SAR10

399,071

ELECTRICITY GENRTG THB10(NVDR)

92,633

ELEVANCE HEALTH INC

32,595,191

ELEVANCE HEALTH INC 4.0% 09-15-2028

9/15/2028

4.00%

898,836

ELEVANCE HEALTH INC 4.6% 09-15-2032

9/15/2032

4.60%

4,449,595

ELEVANCE HEALTH INC 5.15% 06-15-2029

6/15/2029

5.15%

1,538,290

ELI LILLY & CO 4.55% 02-12-2028

2/12/2028

4.55%

565,659

ELI LILLY & CO 4.75% 02-12-2030

2/12/2030

4.75%

438,408

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

ELI LILLY & CO 4.95% 02-27-2063

2/27/2063

4.95%

135,874

ELI LILLY & CO 5.5% 02-12-2055

2/12/2055

5.50%

301,765

ELI LILLY & CO 5.6% 10-15-2055

10/15/2055

5.55%

50,535

ELI LILLY & CO 5.65% 10-15-2065

10/15/2065

5.65%

192,198

ELI LILLY & CO COM NPV

81,178,252

ELI LILLY AND COMPANY 4.7% 02-09-2034

2/9/2034

4.70%

2,792,594

ELI LILLY AND COMPANY 5.0% 02-09-2054

2/9/2054

5.00%

1,024,773

ELITE MATERIAL TWD10

418,835

ELM TR 2024-ELM COML MTG PASSTHRU CTF 144A 6.19505% 06-10-2039

6/10/2039

6.20%

1,507,808

ELMOS SEMICONDUCT NPV

246,071

EMAAR DEVELOPMENT AED1

1,837,362

EMAAR PROPERTIES AED1

2,147,107

E-MART INC. KRW5000

114,736

EMBASSY DEVELOPMENTS LTD

34,027

EMCOR GROUP INC COM

5,273,018

EMERA INC COM NPV

217,119

EMERA US FIN LP 4.75% DUE 06-15-2046

6/15/2046

4.75%

522,566

EMERALD RESOURCES NPV

309,967

EMERSON ELECTRIC CO COM

544,019

EMIRATES CENTRAL C AED0.1

99,663

EMIRATES NBD BANK AED1

2,328,628

EMIRATES TELECOMMUNICATIONS GROUP COMPA NY PJSC ETISALAT GROUP

3,366,842

EMLAK KONUT GAYRIM TRY1 (B SHARES)

171,763

EMPEROR WATCH AND NPV

45,014

EMPIRE CO CLASS'A'N/VTG COM NPV

4,796,543

EMPIRE DIST BONDCO LLC 5.091% 01-01-2037

1/1/2037

5.09%

7,006,963

EMPLOYERS HLDGS INC COM

351,965

EN INC NPV

47,190

ENACT HLDGS INC COM

176,596

ENBRIDGE INC 1.6% DUE 10-04-2026 BEO

10/4/2026

1.60%

1,148,918

ENBRIDGE INC 4.6% 06-20-2028

6/20/2028

4.60%

2,049,624

ENBRIDGE INC 5.25% 04-05-2027

4/5/2027

5.25%

137,893

ENBRIDGE INC 5.625% 04-05-2034

4/5/2034

5.62%

784,139

ENBRIDGE INC 5.7% 03-08-2033

3/8/2033

5.70%

1,054,934

ENBRIDGE INC 5.95% 04-05-2054

4/5/2054

5.95%

599,214

ENBRIDGE INC 6.2% 11-15-2030

11/15/2030

6.20%

4,891,357

ENBRIDGE INC 6.7% 11-15-2053

11/15/2053

6.70%

429,597

ENCANA CORP 6.5% DUE 08-15-2034

8/15/2034

6.50%

107,594

ENCOMPASS HEALTH CORP COM USD0.01

1,420,896

ENDEAVOUR MINING P ORD USD0.01

1,557,098

ENDESA SA EUR1.2

761,773

ENDUR ASA NOK0.50

723,309

ENDURANCE TECH INR10

307,632

ENEA SA PLN1.00

428,569

ENEL SPA EUR1

2,518,167

ENEOS HOLDINGS INC

710,480

ENERFLEX LTD COM NPV

236,646

ENERGY RECOVERY INC COM

270,690

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

ENERGY TRANSFER 3.75% DUE 05-15-2030

5/15/2030

3.75%

3,366,736

ENERGY TRANSFER 4.95% DUE 06-15-2028

6/15/2028

4.95%

991,413

ENERGY TRANSFER 6.25% DUE 04-15-2049

4/15/2049

6.25%

1,389,885

ENERGY TRANSFER FIXED 5.3% DUE 04-15-2047

4/15/2047

5.30%

177,930

ENERGY TRANSFER FIXED 5.5% DUE 06-01-2027

6/1/2027

5.50%

3,790,692

ENERGY TRANSFER L P 5.7% 04-01-2035

4/1/2035

5.70%

2,073,964

ENERGY TRANSFER L P 6.1% 12-01-2028

12/1/2028

6.10%

5,398,002

ENERGY TRANSFER L P 6.2% 04-01-2055

4/1/2055

6.20%

196,698

ENERGY TRANSFER L P 6.4% 12-01-2030

12/1/2030

6.40%

535,201

ENERGY TRANSFER L P 6.55% 12-01-2033

12/1/2033

6.55%

3,375,882

ENERGY TRANSFER LP 5.25% 07-01-2029

7/1/2029

5.25%

3,624,560

ENERGY TRANSFER LP 5.55% 05-15-2034

5/15/2034

5.55%

555,853

ENERGY TRANSFER OPER L P 5.0% 05-15-2050

5/15/2050

5.00%

319,090

ENERGY TRANSFER PARTNERS L P 4.2% 04-15-2027

4/15/2027

4.20%

2,657,359

ENERJISA ENERJI TRY0.01

248,265

ENERPAC TOOL GROUP CORP CL A COM CL A COM

7,518,749

ENERSYS COM

8,590,745

ENF TECHNOLOGY CO KRW500

11,452

ENGHOUSE SYSTEMS COM NPV

531,833

ENGIE COMSTK

14,413,571

ENHABIT INC COM

87,572

ENI SPA EUR1

8,299,910

ENLIVEN THERAPEUTICS INC COM

17,941

ENNOCONN CORPORATI TWD10

410,321

ENNOSTAR INC TWD10

276,484

ENOVA INTL INC COM

232,499

ENOVIS CORPORATION COM USD0.001

1,149,836

ENPRO INC

3,212

ENSIGN ENERGY SVS COM NPV

49,846

ENSIGN GROUP INC COM STK

1,609,434

ENTEGRIS INC COM

778,133

ENTERGY ARK LLC 2.65% DUE 06-15-2051

6/15/2051

2.65%

388,085

ENTERGY ARK LLC 5.45% 06-01-2034

6/1/2034

5.45%

4,501,174

ENTERGY CORP NEW COM

7,207,229

ENTERGY LA LLC 2.4% DUE 10-01-2026

10/1/2026

2.40%

79,211

ENTERGY LA LLC 3.12% 09-01-2027

9/1/2027

3.12%

93,841

ENTERGY LA LLC 4.0% 03-15-2033

3/15/2033

4.00%

159,370

ENTERGY LA LLC 5.7% 03-15-2054

3/15/2054

5.70%

199,371

ENTERGY MISS LLC 3.85% DUE 06-01-2049

6/1/2049

3.85%

352,093

ENTERGY MISSISSIPPI LLC 5.0% 09-01-2033

9/1/2033

5.00%

1,425,848

ENTERGY TEX INC 3.55% DUE 09-30-2049

9/30/2049

3.55%

214,770

ENTERGY TEX INC 5.25% 04-15-2035

4/15/2035

5.25%

2,157,664

ENTERGY TEX RESTORATION FDG II LLC 3.697% 12-15-2036

12/15/2036

3.70%

688,652

ENTERGY TEXAS INC 5.55% 09-15-2054

9/15/2054

5.55%

340,846

ENTERGY TEXAS INC 5.8% 09-01-2053

9/1/2053

5.80%

220,186

ENTERPRISE FINL SVCS CORP COM STK

13,068

ENTERPRISE FLEET FNC 2017-2 ASSET BACKEDNT CL A-2 144A 4.5% 04-20-2028

4/20/2028

4.50%

1,206,099

ENTERPRISE PRODS 2.8% DUE 01-31-2030

1/31/2030

2.80%

1,635,157

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

ENTERPRISE PRODS OPER LLC 4.3% 06-20-2028

6/20/2028

4.30%

1,635,418

ENTERPRISE PRODS OPER LLC 4.6% 01-11-2027

1/11/2027

4.60%

2,718,527

ENTERPRISE PRODS OPER LLC 5.2% 01-15-2036

1/15/2036

5.20%

280,423

ENTERPRISE PRODS OPER LLC 5.55% 02-16-2055

2/16/2055

5.55%

320,900

ENTERPRISE PRODUCTS OPER L P 3.125% DUE 07-31-2029

7/31/2029

3.12%

3,711,593

ENTRADA THERAPEUTICS INC COM

38,930

EOG RES INC 5% 07-15-2032

7/15/2032

5.00%

3,149,210

EOG RES INC 5.35% 01-15-2036

1/15/2036

5.35%

3,522,123

EOG RESOURCES INC COM

11,571,892

EPIROC AB SER'A'NPV

55,972

EQ NEW FV RE 1

309,648

EQT AB SR NT 144A 5.85% 05-08-2035

5/8/2035

5.85%

719,274

EQT CORP 3.9% DUE 10-01-2027

10/1/2027

3.90%

2,719,928

EQT CORP 4.5% 01-15-2029

1/15/2029

4.50%

3,128,784

EQT CORP 4.75% 01-15-2031

1/15/2031

4.75%

1,873,956

EQT CORP 6.375% 04-01-2029

4/1/2029

6.38%

2,965,351

EQT CORP 7% DUE 02-01-2030

2/1/2030

7.00%

1,436,882

EQT CORP SR NT 6.5% 07-01-2027

7/1/2027

6.50%

784,939

EQT CORP SR NT 7.5% 06-01-2030

6/1/2030

7.50%

4,865,598

EQT CORPORATION 5.0% DUE 01-15-2029 BEO

1/15/2029

5.00%

3,400,977

EQUIFAX INC COM

15,056,893

EQUINIX EUROPE 2 FING CORP LLC 4.6% 11-15-2030

11/15/2030

4.60%

4,065,802

EQUINIX INC 1.45% DUE 05-15-2026 BEO

5/15/2026

1.45%

2,589,015

EQUINIX INC 1.55% DUE 03-15-2028

3/15/2028

1.55%

437,409

EQUINIX INC 1.8% DUE 07-15-2027

7/15/2027

1.80%

2,097,620

EQUINIX INC 2.15% DUE 07-15-2030

7/15/2030

2.15%

1,332,694

EQUINIX INC 2.5% DUE 05-15-2031 BEO

5/15/2031

2.50%

453,035

EQUINIX INC 2.9% 11-18-2026

11/18/2026

2.90%

5,431,414

EQUINIX INC FIXED 3.2% 11-18-2029

11/18/2029

3.20%

3,459,583

EQUINIX INC SR NT 2% 05-15-2028

5/15/2028

2.00%

781,729

EQUINOX GOLD CORP COM NPV(POST REV SPLIT)

6,501

EQUITABLE HLDGS INC COM

1,857,206

ERAJAYA TBK IDR100

18,224

ERICSSON

32,307,341

ERICSSON(LM)TEL SER'B'NPV

218,775

ERSAN ALISVERIS HI TRY1

18,285

ERSTE GROUP BANK AG NPV

1,493,234

ESAB CORPORATION COM USD0.001 WI

5,660,852

ESCO TECHNOLOGIES INC

1,785,278

ESCORTS KUBOTA LTD INR10

282,629

ESPEC Y50

19,264

ESPRINET EUR0.15

162,400

ESR-REIT NPV REIT (POST-SPLT)

107,262

ESSENT GROUP LTD COM STK

7,080,174

ESSENTIAL UTILS INC COM

731,180

ESSEX PORTFOLIO L FIXED 1.65% DUE 01-15-2031

1/15/2031

1.65%

279,585

ESSEX PORTFOLIO L FIXED 2.65% DUE 03-15-2032

3/15/2032

2.65%

267,885

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

ESSEX PORTFOLIO L P 5.375% 04-01-2035

4/1/2035

5.38%

309,203

ESSEX PPTY TR REIT

21,458

ESSILORLUXOTTICA EUR 0.18

118,235

ESSILORLUXOTTICA EUR0.18

644,985

ETHAN ALLEN INTERIORS INC COM

296,052

ETIHAD ETISALAT CO SAR10

2,781,597

ETSY INC COM

1,620,068

EUGENE TECHNOLOGY KRW500

19,368

EUROFINS SCIENTIFI EUR0.01

128,323

EURONET WORLDWIDE INC COM

5,624,529

EURONEXT EUR1.60

4,300,630

EVA PRECISION INDL HKD0.10

72,726

EVERBRIGHT SECURIT 'H'CNY1

106,906

EVERCORE INC

846,542

EVEREST GROUP LTD

4,981,319

EVEREST MEDICINES LTD

149,659

EVERGREEN MARINE C TWD10

4,045,448

EVERGY KANS CENT INC 4.7% 03-13-2028

3/13/2028

4.70%

624,577

EVERGY KANS CENT INC 5.25% 03-15-2035

3/15/2035

5.25%

2,946,764

EVERGY METRO INC 5.4% 04-01-2034

4/1/2034

5.40%

6,459,085

EVERSOURCE ENERGY 2.9% 03-01-2027

3/1/2027

2.90%

2,275,270

EVERSOURCE ENERGY 4.45%12-15-2030

12/15/2030

4.45%

1,238,028

EVERSOURCE ENERGY 4.75% 05-15-2026

5/15/2026

4.75%

3,814,714

EVERSOURCE ENERGY 5.0% 01-01-2027

1/1/2027

5.00%

1,015,299

EVERSOURCE ENERGY 5.125% DUE 05-15-2033

5/15/2033

5.12%

556,447

EVERSOURCE ENERGY COM

1,038,431

EVERTEC INC COM

82,616

EVOLENT HEALTH INC CL A CL A

294,244

EVOLUTION MINING NPV

1,814,491

EVRAZ PLC ORD US0.5

336,084

EXACT SCIENCES CORP COM

784,449

EXAIL TECHNOLOGIES

61,451

EXCELERATE ENERGY INC CL A COM CL A COM

5,549,636

EXEDY CORP NPV

1,059,402

EXELIXIS INC COM STK

2,635,717

EXELON CORP 4.05% DUE 04-15-2030

4/15/2030

4.05%

338,129

EXELON CORP 5.15% 03-15-2028

3/15/2028

5.15%

1,993,764

EXELON CORP 5.15% 03-15-2029

3/15/2029

5.15%

1,364,320

EXELON CORP 5.6% DUE 03-15-2053

3/15/2053

5.60%

272,253

EXELON CORP 6.5% 03-15-2055

3/15/2055

6.50%

83,364

EXELON CORP COM

8,203,202

EXELON GENERATION 5.75% DUE 10-01-2041

10/1/2041

5.75%

51,100

EXELON GENERATION SR NT 6.25 DUE 10-01-2039

10/1/2039

6.25%

304,070

EXEO GROUP INC NPV

1,115,906

EXETER AUTOMOBILE 4.28% DUE 07-15-2030

7/15/2030

4.28%

6,524,036

EXETER AUTOMOBILE 4.39% DUE 09-17-2029

9/17/2029

4.39%

1,406,121

EXETER AUTOMOBILE 4.64% DUE 01-15-2030

1/15/2030

4.64%

3,414,510

EXETER AUTOMOBILE 4.68% DUE 03-15-2032

3/15/2032

4.68%

336,114

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

EXETER AUTOMOBILE 4.91% DUE 08-15-2029

8/15/2029

4.91%

4,351,160

EXETER AUTOMOBILE 5.48% DUE 08-15-2030

8/15/2030

5.48%

3,903,187

EXETER AUTOMOBILE 5.57% DUE 09-15-2028

9/15/2028

5.57%

578,486

EXETER AUTOMOBILE 5.61% DUE 04-17-2028

4/17/2028

5.61%

507,502

EXETER AUTOMOBILE 5.92% DUE 02-15-2030

2/15/2030

5.92%

1,581,283

EXETER AUTOMOBILE 6.21% DUE 06-15-2028

6/15/2028

6.21%

1,087,041

EXETER AUTOMOBILE 6.32% DUE 05-15-2028

5/15/2028

6.32%

1,546,375

EXETER AUTOMOBILE FIXED 4.57% DUE 06-16-2031

6/16/2031

4.57%

1,499,355

EXETER AUTOMOBILE RECEIVABLES SER 24-1A CL C 5.410% 05-15-2030

5/15/2030

5.41%

626,504

EXETER AUTOMOBILE RECEIVABLES TR 4.38% 06-15-2028

6/15/2028

4.38%

4,303,957

EXETER AUTOMOBILE RECEIVABLES TR AUTO RECEIVABLES BKD NT CL 5.82% 02-15-2028

2/15/2028

5.82%

47,825

EXETER AUTOMOBILE RECEIVABLES TR SER 24-3A CL C 5.7% 07-16-2029

7/16/2029

5.70%

4,051,269

EXETER AUTOMOBILE RECEIVABLES TR SER 25-4A CL A2 4.53% 03-15-2028

3/15/2028

4.53%

1,497,071

EXETER AUTOMOBILE RECEIVABLES TRUST SR 23-2A CL C 5.75% 07-17-2028

7/17/2028

5.75%

2,338,065

EXETER AUTOMOBILE RECEIVABLES TRUST SR 25-3A CL C 5.09% 10-15-2031

10/15/2031

5.09%

391,044

EXETER SELECT 4.69% DUE 04-15-2030

4/15/2030

4.69%

4,079,786

EXLSERVICE COM INC COM STK

2,327,622

EXP WORLD HOLDINGS INC

410,490

EXPAND ENERGY CORP

1,143,881

EXPAND ENERGY CORPORATION 5.375% 03-15-2030

3/15/2030

5.38%

4,952,259

EXPEDIA GROUP INC COM USD0.001

847,097

EXPERIAN ORD USD0.10

12,494,319

EXTENDED STAY AMER TR 2025-ESH 5.45% 10-15-2042

10/15/2042

5.05%

1,201,874

EXTENDED STAY AMER TR 2025-ESH 5.75% 10-15-2042

10/15/2042

5.35%

2,503,904

EXTRA SPACE FIXED 5.7% 04-01-2028

4/1/2028

5.70%

310,033

EXTRA SPACE STORAGE INC 2.35% 03-15-2032

3/15/2032

2.35%

482,105

EXTRA SPACE STORAGE L P 4.95% 01-15-2033

1/15/2033

4.95%

202,375

EXTRA SPACE STORAGE L P 5.4% 06-15-2035

6/15/2035

5.40%

3,338,448

EXTRA SPACE STORAGE L P SR NT 2.2% 10-15-2030

10/15/2030

2.20%

113,232

EXXON MOBIL CORP 3.095% DUE 08-16-2049

8/16/2049

3.10%

294,697

EXXON MOBIL CORP 3.452% DUE 04-15-2051 REG

4/15/2051

3.45%

734,237

EXXON MOBIL CORP 4.114% DUE 03-01-2046

3/1/2046

4.11%

125,812

EXXON MOBIL CORP COM

28,152,580

EXZEO GROUP INC COM

1,731,450

F&G ANNUITIES & LIFE INC COM

309,604

F.C.C. CO LTD NPV

92,309

F5 INC COM STK NPV

36,633,128

FABRINET COM USD0.01

3,325,365

FACC AG NVP

46,650

FACTSET RESH SYS INC COM STK

831,394

FAIRFAX FINANCIAL HLDGS LTD 5.625% 08-16-2032

8/16/2032

5.62%

4,962,514

FAIRFAX FINANCIAL HLDGS LTD 6.1% 03-15-2055

3/15/2055

6.10%

804,864

FAIRFAX FINL HLDGS 2.75% SNR 29/03/2028 EUR

3/29/2028

2.75%

116,720

FAIRFAX FINL HLDGS LTD 6.5% 05-20-2055

5/20/2055

6.50%

6,368,958

FALABELLA SA COM NPV

276,473

FANNIE MAE 1997-89 CL-ZA 7.0% DUE 12-20-2027

12/20/2027

7.00%

11,241

FANNIE MAE BS9278 4.65% 08-01-2028

8/1/2028

4.65%

1,774,226

FANNIE MAE BV2859 3% 03-01-2052

3/1/2052

3.00%

52,808

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FANNIE MAE BZ0819 POOL #BZ0819 4.62% 04-01-2029

4/1/2029

4.62%

2,228,869

FANNIE MAE BZ3405 4.32% 03-01-2030

3/1/2030

4.32%

902,646

FANNIE MAE FN BY9041 6% 08-01-2053

8/1/2053

6.00%

1,015,637

FANNIE MAE FNR 2013-34 PF 5.7851% 08-25-2042

8/25/2042

4.34%

730,351

FANNIE MAE POOL #BS7923 4.1% 03-01-2028

3/1/2028

4.10%

4,019,719

FANNIE MAE POOL #BZ0592 5.05% 03-01-2029

3/1/2029

5.05%

3,086,654

FANNIE MAE POOL #BZ3406 4.32% 03-01-2030

3/1/2030

4.32%

1,121,744

FANNIE MAE POOL #CB8226 6.5% 03-01-2054

3/1/2054

6.50%

398,970

FANNIE MAE POOL #FN BZ2693 5.29% 01-01-2036

1/1/2036

5.29%

342,195

FANNIE MAE POOL FN DA5981 6.50% 6.5% 01-01-2054

1/1/2054

6.50%

40,632

FANNIE MAE POOL#BZ3735 4.36% 05-01-2030

5/1/2030

4.36%

4,038,287

FANNIE MAE REMIC SER 15-88 CL AC 3.0% 04-25-2043

4/25/2043

3.00%

2,293,827

FANNIE MAE REMIC SR 015-60 CL-AF FLTG RATE 08-25-2045

8/25/2045

4.29%

482,549

FANNIE MAE REMICS SR 24-86 CL FA FLTG 12-25-2054

12/25/2054

5.32%

1,421,833

FANNIE MAE SR 05-99 CL KZ 5.5% 12-25-2035

12/25/2035

5.50%

976,866

FANNIE MAE SR 12-104 CL QC 2.5% 05-25-2042

5/25/2042

2.50%

197,544

FANNIE MAE SR 24-100 CL V 5.5% 12-25-2035

12/25/2035

5.50%

6,384,538

FANNIE MAE SR 24-88 CL FD FLTG RT 12-25-2054

12/25/2054

5.07%

591,129

FANNIE MAE SR 24-88 CL J 5.5% 10-25-2050

10/25/2050

5.50%

3,383,063

FANNIE POOL #BX6719 5.5% 02-01-2053

2/1/2053

5.50%

281,113

FANNIEMAE-ACES SER 22-M1G CL A1 VAR 01-25-2031

9/25/2031

1.53%

2,679,527

FANUC CORP NPV

54,340

FAR EAST HORIZON NPV

28,923

FARMERS NATL BANC CORP COM

34,366

FAST RETAILING CO LTD NPV

108,980

FASTENAL CO COM

125,767

FASTLY INC CL A CL A

29,074

FB FINL CORP COM

7,569,605

FED AGRIC MTG CORP MEDIUM TERM NTS TRANCHE # TR 00292 2.6% 10-17-2034

10/17/2034

2.60%

436,859

FED FARM CR BKS CONS SYSTEMWIDE BDS DTD .7% 01-27-2027

1/27/2027

0.70%

5,818,704

FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.28% 06-03-2030

6/3/2030

1.28%

195,148

FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.3% 02-03-2031

2/3/2031

1.30%

3,388,154

FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.48% 02-18-2031

2/18/2031

1.48%

279,324

FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.48% 11-26-2032

11/26/2032

1.48%

8,424,827

FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.99% 03-17-2031

3/17/2031

1.99%

168,084

FED HOME LN BANKS 4% DUE 02-01-2053

2/1/2053

4.00%

4,282,828

FED HOME LN MTG 1% DUE 05-15-2041

5/15/2041

1.00%

2,385,314

FED HOME LN MTG 2.5% DUE 01-01-2052

1/1/2052

2.50%

7,062,432

FED HOME LN MTG 2.5% DUE 02-01-2051

2/1/2051

2.50%

1,187,661

FED HOME LN MTG 2.5% DUE 07-01-2050

7/1/2050

2.50%

1,112,188

FED HOME LN MTG 2.5% DUE 10-01-2035

10/1/2035

2.50%

1,277,983

FED HOME LN MTG 2.5% DUE 10-01-2050

10/1/2050

2.50%

1,517,278

FED HOME LN MTG 3% DUE 02-01-2050

2/1/2050

3.00%

2,526,243

FED HOME LN MTG 3% DUE 03-01-2052

3/1/2052

3.00%

469,044

FED HOME LN MTG 3.5% DUE 04-01-2050

4/1/2050

3.50%

3,941,985

FED HOME LN MTG 3.5% DUE 09-01-2032

9/1/2032

3.50%

255,592

FED HOME LN MTG 4% DUE 04-01-2052

4/1/2052

4.00%

2,720,392

FED HOME LN MTG 5.5% DUE 09-01-2053

9/1/2053

5.50%

23,599,265

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FED HOME LN MTG 6% DUE 07-01-2053

7/1/2053

6.00%

393,357

FED HOME LN MTG CORP G14239 4 DUE 09-01-2026

9/1/2026

4.00%

956

FED HOME LOAN MTG SR 3981 CL ME 3.0% 01-15-2027

1/15/2027

3.00%

11,242

FED NATL MTG ASSOC 5% DUE 05-01-2053

5/1/2053

5.00%

195,681

FEDERAL BANK

600,373

FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 1.37% 11-04-2030

11/4/2030

1.37%

93,806

FEDERAL FARM CREDIT 2.17% 10-29-2029

10/29/2029

2.17%

2,371,103

FEDERAL FARM CREDIT BANK 4.41% 01-28-2027

1/28/2027

4.41%

2,533,329

FEDERAL HOME LN BKS 1.5% 09-30-2033

9/30/2033

1.50%

297,730

FEDERAL HOME LN BKS 2.0% 02-25-2036

2/25/2036

2.00%

119,319

FEDERAL HOME LN BKS 2.1% 02-25-2039

2/25/2039

2.10%

366,054

FEDERAL HOME LN BKS 2.18% 11-06-2029

11/6/2029

2.18%

3,307,039

FEDERAL HOME LN BKS 2.5% 05-19-2036

5/19/2036

2.50%

248,205

FEDERAL HOME LN BKS 4.0% 10-07-2027

10/7/2027

4.00%

2,087,791

FEDERAL HOME LN BKS 4.05% 10-08-2027

10/8/2027

4.05%

1,290,089

FEDERAL HOME LN BKS 4.07% 11-09-2027

11/9/2027

4.07%

1,919,112

FEDERAL HOME LN BKS CONS BD DTD 01/27/2021 1.61% 01-27-2033

1/27/2033

1.61%

1,940,821

FEDERAL HOME LN BKS CONS BD DTD 02/05/2021 1.8% 02-05-2036

2/5/2036

1.80%

545,998

FEDERAL HOME LN BKS CONS BD DTD 02/12/2021 .55% 02-12-2026

2/12/2026

0.55%

4,982,576

FEDERAL HOME LN BKS CONS BD DTD 03/03/2021 .9% 03-03-2026

3/3/2026

0.90%

1,891,510

FEDERAL HOME LN BKS CONS BD DTD 03/04/2021 .8% 03-04-2026

3/4/2026

0.80%

9,390,546

FEDERAL HOME LN BKS CONS BD DTD 06/23/2021 2.375% 06-23-2036

6/23/2036

2.38%

489,397

FEDERAL HOME LN BKS CONS BD DTD 07/30/2021 1.11% 07-27-2026

7/27/2026

1.11%

1,970,131

FEDERAL HOME LN BKS CONS BD DTD 09/29/2025 4.125% 09-17-2027

9/17/2027

4.12%

1,290,276

FEDERAL HOME LN BKS CONS BD DTD 1.57% 06-30-2032

6/30/2032

1.57%

2,543,013

FEDERAL HOME LN MTG CORP POOL #QD3960 2.0% 01-01-2052

1/1/2052

2.00%

372,335

FEDERAL HOME LN MTG CORP 2% 01-01-2042

1/1/2042

2.00%

312,062

FEDERAL HOME LN MTG CORP 2% 11-01-2051

11/1/2051

2.00%

415,983

FEDERAL HOME LN MTG CORP 2.5% 01-01-2052

1/1/2052

2.50%

417,891

FEDERAL HOME LN MTG CORP 2.5% 04-01-2037

4/1/2037

2.50%

2,068,321

FEDERAL HOME LN MTG CORP 3% 04-01-2052

4/1/2052

3.00%

413,323

FEDERAL HOME LN MTG CORP 3.5% 05-01-2052

5/1/2052

3.50%

191,059

FEDERAL HOME LN MTG CORP 5.5% 01-01-2053

1/1/2053

5.50%

478,969

FEDERAL HOME LN MTG CORP 5.5% 07-01-2053

7/1/2053

5.50%

229,853

FEDERAL HOME LN MTG CORP 6% 12-01-2052

12/1/2052

6.00%

950,720

FEDERAL HOME LN MTG CORP 6.5% 01-01-2053

1/1/2053

6.50%

405,823

FEDERAL HOME LN MTG CORP MULTICLASS PREASSIGN SER 3019 CL FN 08-15-2035 REG

8/15/2035

4.40%

471,845

FEDERAL HOME LN MTG CORP MULTICLASS SER 004639 CL KB STEP UP 04-15-2053

4/15/2053

3.25%

1,007,479

FEDERAL HOME LN MTG CORP MULTICLASS SER 3384 CL FL FLTG RT 11-15-2037

11/15/2037

4.63%

742,990

FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-25 CL EF VAR 04-25-2038 REG

4/25/2038

4.94%

444,374

FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-6 CL BF VAR 02-25-2038 REG

2/25/2038

4.49%

658,647

FEDERAL HOME LN MTG CORP MULTICLASS SR 2410 CL PF VAR 02-15-2032 REG

2/15/2032

5.08%

223,031

FEDERAL HOME LN MTG CORP MULTICLASS SR 3055 CL CF VAR 10-15-2035 REG

10/15/2035

4.51%

93,523

FEDERAL HOME LN MTG CORP MULTICLASS SR 3150 CL FA VAR 05-15-2036 REG

5/15/2036

4.45%

556,054

FEDERAL HOME LN MTG CORP MULTICLASS VAR SR 2012-17 CL FG 03-25-2042 REG

3/25/2042

4.49%

808,387

FEDERAL HOME LN MTG CORP POOL #2B0646 FLTG RT DUE 07-01-2042 BEO

7/1/2042

6.52%

16,598

FEDERAL HOME LN MTG CORP POOL #410792 5.88% 02-01-2030 BEO

2/1/2030

5.88%

2,441

FEDERAL HOME LN MTG CORP POOL #841076 3.007% 11-01-2048 BEO

11/1/2048

3.01%

2,781,944

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FEDERAL HOME LN MTG CORP POOL #841077 5.046% 11-01-2047 BEO

11/1/2047

5.16%

646,147

FEDERAL HOME LN MTG CORP POOL #841081 3.118% 02-01-2050 BEO

2/1/2050

3.27%

1,323,047

FEDERAL HOME LN MTG CORP POOL #849407 6.279% 09-01-2037 BEO

9/1/2037

6.26%

63,220

FEDERAL HOME LN MTG CORP POOL #84-9790 FLTG RT DUE 03-01-2045

3/1/2045

6.28%

368,499

FEDERAL HOME LN MTG CORP POOL #A39803 5.5% 11-01-2035 BEO

11/1/2035

5.50%

4,308

FEDERAL HOME LN MTG CORP POOL #A47038 5%09-01-2035 BEO

9/1/2035

5.00%

21,292

FEDERAL HOME LN MTG CORP POOL #A62378 6%06-01-2037 BEO

6/1/2037

6.00%

4,711

FEDERAL HOME LN MTG CORP POOL #A63809 6%08-01-2037 BEO

8/1/2037

6.00%

15,805

FEDERAL HOME LN MTG CORP POOL #A69654 6%12-01-2037 BEO

12/1/2037

6.00%

6,319

FEDERAL HOME LN MTG CORP POOL #A71410 6%01-01-2038 BEO

1/1/2038

6.00%

129

FEDERAL HOME LN MTG CORP POOL #A85726 5%04-01-2039 BEO

4/1/2039

5.00%

32,056

FEDERAL HOME LN MTG CORP POOL #A91235 4.5% 02-01-2040 BEO

2/1/2040

4.50%

79,708

FEDERAL HOME LN MTG CORP POOL #A93318 5%08-01-2040 BEO

8/1/2040

5.00%

58,848

FEDERAL HOME LN MTG CORP POOL #A93625 5%08-01-2040 BEO

8/1/2040

5.00%

124,189

FEDERAL HOME LN MTG CORP POOL #A93652 5%09-01-2040 BEO

9/1/2040

5.00%

8,434

FEDERAL HOME LN MTG CORP POOL #A93713 5%09-01-2040 BEO

9/1/2040

5.00%

138,711

FEDERAL HOME LN MTG CORP POOL #A94069 5%09-01-2040 BEO

9/1/2040

5.00%

48,965

FEDERAL HOME LN MTG CORP POOL #A94898 4.5% 11-01-2040 BEO

11/1/2040

4.50%

92,870

FEDERAL HOME LN MTG CORP POOL #A95085 4%11-01-2040 BEO

11/1/2040

4.00%

81,148

FEDERAL HOME LN MTG CORP POOL #A95519 4.5% 12-01-2040 BEO

12/1/2040

4.50%

30,453

FEDERAL HOME LN MTG CORP POOL #A95561 4%12-01-2040 BEO

12/1/2040

4.00%

138,591

FEDERAL HOME LN MTG CORP POOL #A95575 4%12-01-2040 BEO

12/1/2040

4.00%

117,663

FEDERAL HOME LN MTG CORP POOL #A97040 4%02-01-2041 BEO

2/1/2041

4.00%

83,888

FEDERAL HOME LN MTG CORP POOL #C01623 5.5% 09-01-2033 BEO

9/1/2033

5.50%

69,148

FEDERAL HOME LN MTG CORP POOL #C03517 4.5% 09-01-2040 BEO

9/1/2040

4.50%

63,054

FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO

9/1/2040

4.00%

569,376

FEDERAL HOME LN MTG CORP POOL #C03545 5%08-01-2040 BEO

9/1/2040

4.00%

62,860

FEDERAL HOME LN MTG CORP POOL #C03613 4%11-01-2040 BEO

11/1/2040

4.00%

72,910

FEDERAL HOME LN MTG CORP POOL #C03792 3.5% 04-01-2042 BEO

4/1/2042

3.50%

293,934

FEDERAL HOME LN MTG CORP POOL #C04240 3.5% 09-01-2042 BEO

9/1/2042

3.50%

168,747

FEDERAL HOME LN MTG CORP POOL #C04422 3%12-01-2042 BEO

12/1/2042

3.00%

206,093

FEDERAL HOME LN MTG CORP POOL #C09022 3%01-01-2043 BEO

1/1/2043

3.00%

891,614

FEDERAL HOME LN MTG CORP POOL #C09055 4%12-01-2043 BEO

12/1/2043

4.00%

130,259

FEDERAL HOME LN MTG CORP POOL #C10542 7%06-01-2028 BEO

6/1/2028

7.00%

544

FEDERAL HOME LN MTG CORP POOL #C12585 7%07-01-2028 BEO

7/1/2028

7.00%

FEDERAL HOME LN MTG CORP POOL #C14084 7%08-01-2028 BEO

8/1/2028

7.00%

594

FEDERAL HOME LN MTG CORP POOL #C91161 5%02-01-2028 BEO

2/1/2028

5.00%

1,246

FEDERAL HOME LN MTG CORP POOL #C91362 4.5% 03-01-2031 BEO

3/1/2031

4.50%

65,661

FEDERAL HOME LN MTG CORP POOL #C91581 3%11-01-2032 BEO

11/1/2032

3.00%

419,250

FEDERAL HOME LN MTG CORP POOL #C91589 3.5% 11-01-2032 BEO

11/1/2032

3.50%

81,242

FEDERAL HOME LN MTG CORP POOL #C91925 3.5% 04-01-2037 BEO

4/1/2037

3.50%

365,564

FEDERAL HOME LN MTG CORP POOL #C91928 3.5% 05-01-2037 BEO

5/1/2037

3.50%

58,998

FEDERAL HOME LN MTG CORP POOL #C91942 4%06-01-2037 BEO

6/1/2037

4.00%

4,703

FEDERAL HOME LN MTG CORP POOL #C91960 3.5% 11-01-2037 BEO

11/1/2037

3.50%

274,818

FEDERAL HOME LN MTG CORP POOL #D70703 7%04-01-2026 BEO

4/1/2026

7.00%

284

FEDERAL HOME LN MTG CORP POOL #D75787 8%11-01-2026 BEO

11/1/2026

8.00%

191

FEDERAL HOME LN MTG CORP POOL #D80177 7%05-01-2027 BEO

5/1/2027

7.00%

774

FEDERAL HOME LN MTG CORP POOL #FR SD8265 4.0% 11-01-2052

11/1/2052

4.00%

1,992,488

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FEDERAL HOME LN MTG CORP POOL #G00704 7%12-01-2026 BEO

12/1/2026

7.00%

FEDERAL HOME LN MTG CORP POOL #G01665 5.5% 03-01-2034 BEO

3/1/2034

5.50%

89,378

FEDERAL HOME LN MTG CORP POOL #G02031 5.5% 02-01-2036 BEO

2/1/2036

5.50%

28,092

FEDERAL HOME LN MTG CORP POOL #G02427 5.5% 12-01-2036 BEO

12/1/2036

5.50%

89,248

FEDERAL HOME LN MTG CORP POOL #G03073 5.5% 07-01-2037 BEO

7/1/2037

5.50%

48,931

FEDERAL HOME LN MTG CORP POOL #G03233 6%08-01-2037 BEO

8/1/2037

6.00%

2,398

FEDERAL HOME LN MTG CORP POOL #G03695 5.5% 11-01-2037 BEO

11/1/2037

5.50%

24,765

FEDERAL HOME LN MTG CORP POOL #G03812 5.5% 02-01-2038 BEO

2/1/2038

5.50%

34,352

FEDERAL HOME LN MTG CORP POOL #G03819 6%01-01-2038 BEO

1/1/2038

6.00%

14,151

FEDERAL HOME LN MTG CORP POOL #G04448 5.5% 07-01-2038 BEO

7/1/2038

5.50%

13,934

FEDERAL HOME LN MTG CORP POOL #G04585 5.5% 02-01-2038 BEO

2/1/2038

5.50%

24,578

FEDERAL HOME LN MTG CORP POOL #G04588 5.5% 08-01-2038 BEO

8/1/2038

5.50%

14,873

FEDERAL HOME LN MTG CORP POOL #G04636 5%12-01-2035 BEO

12/1/2035

5.00%

17,123

FEDERAL HOME LN MTG CORP POOL #G04688 5.5% 09-01-2038 BEO

9/1/2038

5.50%

14,002

FEDERAL HOME LN MTG CORP POOL #G05179 5.5% 01-01-2039 BEO

1/1/2039

5.50%

17,572

FEDERAL HOME LN MTG CORP POOL #G05527 4%07-01-2039 BEO

7/1/2039

4.00%

11,277

FEDERAL HOME LN MTG CORP POOL #G05676 4%11-01-2039 BEO

11/1/2039

4.00%

204,216

FEDERAL HOME LN MTG CORP POOL #G05726 5%08-01-2039 BEO

8/1/2039

5.00%

49,556

FEDERAL HOME LN MTG CORP POOL #G05741 4.5% 12-01-2039 BEO

12/1/2039

4.50%

106,977

FEDERAL HOME LN MTG CORP POOL #G05927 4.5% 07-01-2040 BEO

7/1/2040

4.50%

244,503

FEDERAL HOME LN MTG CORP POOL #G06021 5.5% 01-01-2040 BEO

1/1/2040

5.50%

39,300

FEDERAL HOME LN MTG CORP POOL #G06087 5%09-01-2040 BEO

9/1/2040

5.00%

11,119

FEDERAL HOME LN MTG CORP POOL #G06601 4.5% 12-01-2040 BEO

12/1/2040

4.50%

470,324

FEDERAL HOME LN MTG CORP POOL #G07032 3%06-01-2042 BEO

6/1/2042

3.00%

248,217

FEDERAL HOME LN MTG CORP POOL #G07129 3.5% 09-01-2042 BEO

9/1/2042

3.50%

239,772

FEDERAL HOME LN MTG CORP POOL #G07434 3.5% 07-01-2043 BEO

7/1/2043

3.50%

475,365

FEDERAL HOME LN MTG CORP POOL #G08273 5.5% 06-01-2038 BEO

6/1/2038

5.50%

10,358

FEDERAL HOME LN MTG CORP POOL #G08368 4.5% 10-01-2039 BEO

10/1/2039

4.50%

90,233

FEDERAL HOME LN MTG CORP POOL #G08457 4.5% 08-01-2041 BEO

8/1/2041

4.50%

147,674

FEDERAL HOME LN MTG CORP POOL #G08521 3%01-01-2043 BEO

1/1/2043

3.00%

148,366

FEDERAL HOME LN MTG CORP POOL #G08540 3%08-01-2043 BEO

8/1/2043

3.00%

247,648

FEDERAL HOME LN MTG CORP POOL #G08567 4%01-01-2044 BEO

1/1/2044

4.00%

279,670

FEDERAL HOME LN MTG CORP POOL #G08624 4%01-01-2045 BEO

1/1/2045

4.00%

371,466

FEDERAL HOME LN MTG CORP POOL #G08653 3%07-01-2045 BEO

7/1/2045

3.00%

437,687

FEDERAL HOME LN MTG CORP POOL #G08672 4%10-01-2045 BEO

10/1/2045

4.00%

218,893

FEDERAL HOME LN MTG CORP POOL #G08681 3.5% 12-01-2045 BEO

12/1/2045

3.50%

802,860

FEDERAL HOME LN MTG CORP POOL #G08732 3%11-01-2046 BEO

11/1/2046

3.00%

850,927

FEDERAL HOME LN MTG CORP POOL #G08734 4%11-01-2046 BEO

11/1/2046

4.00%

440,228

FEDERAL HOME LN MTG CORP POOL #G08741 3%01-01-2047 BEO

1/1/2047

3.00%

555,716

FEDERAL HOME LN MTG CORP POOL #G08764 4.5% 05-01-2047 BEO

5/1/2047

4.50%

110,875

FEDERAL HOME LN MTG CORP POOL #G08770 3.5% 07-01-2047 BEO

7/1/2047

3.50%

1,374,367

FEDERAL HOME LN MTG CORP POOL #G08772 4.5% 07-01-2047 BEO

7/1/2047

4.50%

67,105

FEDERAL HOME LN MTG CORP POOL #G08785 4%10-01-2047 BEO

10/1/2047

4.00%

132,793

FEDERAL HOME LN MTG CORP POOL #G08786 4.5% 10-01-2047 BEO

10/1/2047

4.50%

117,424

FEDERAL HOME LN MTG CORP POOL #G08790 4.5% 11-01-2047 BEO

11/1/2047

4.50%

101,831

FEDERAL HOME LN MTG CORP POOL #G08792 3.5% 12-01-2047 BEO

12/1/2047

3.50%

1,452,582

FEDERAL HOME LN MTG CORP POOL #G08809 4%04-01-2048 BEO

4/1/2048

4.00%

52,440

FEDERAL HOME LN MTG CORP POOL #G08827 4.5% 07-01-2048 BEO

7/1/2048

4.50%

438,895

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FEDERAL HOME LN MTG CORP POOL #G08832 4.5% 08-01-2048 BEO

8/1/2048

4.50%

187,412

FEDERAL HOME LN MTG CORP POOL #G08862 4%02-01-2049 BEO

2/1/2049

4.00%

2,116,368

FEDERAL HOME LN MTG CORP POOL #G14375 4%07-01-2026 BEO

7/1/2026

4.00%

FEDERAL HOME LN MTG CORP POOL #G14517 2.5% 07-01-2027 BEO

7/1/2027

2.50%

413,497

FEDERAL HOME LN MTG CORP POOL #G14956 2.5% 05-01-2028 BEO

5/1/2028

2.50%

67,819

FEDERAL HOME LN MTG CORP POOL #G15100 2.5% 07-01-2028 BEO

7/1/2028

2.50%

408,358

FEDERAL HOME LN MTG CORP POOL #G15252 3%12-01-2029 BEO

12/1/2029

3.00%

119,437

FEDERAL HOME LN MTG CORP POOL #G15403 3.5% 04-01-2030 BEO

4/1/2030

3.50%

282,164

FEDERAL HOME LN MTG CORP POOL #G15441 3%03-01-2030 BEO

3/1/2030

3.00%

110,598

FEDERAL HOME LN MTG CORP POOL #G15653 3%10-01-2028 BEO

10/1/2028

3.00%

4,095,566

FEDERAL HOME LN MTG CORP POOL #G16015 3%01-01-2032 BEO

1/1/2032

3.00%

135,572

FEDERAL HOME LN MTG CORP POOL #G16177 2%01-01-2032 BEO

1/1/2032

2.00%

342,368

FEDERAL HOME LN MTG CORP POOL #G16763 4%02-01-2034 BEO

2/1/2034

4.00%

924,187

FEDERAL HOME LN MTG CORP POOL #G16789 4%02-01-2034 BEO

2/1/2034

4.00%

1,077,667

FEDERAL HOME LN MTG CORP POOL #G16792 4%03-01-2034 BEO

3/1/2034

4.00%

902,733

FEDERAL HOME LN MTG CORP POOL #G18475 2.5% 08-01-2028 BEO

8/1/2028

2.50%

23,157

FEDERAL HOME LN MTG CORP POOL #G18552 3%05-01-2030 BEO

5/1/2030

3.00%

188,797

FEDERAL HOME LN MTG CORP POOL #G18659 3%09-01-2032 BEO

9/1/2032

3.00%

280,247

FEDERAL HOME LN MTG CORP POOL #G20028 7.5% 12-01-2036 BEO

12/1/2036

7.50%

93,887

FEDERAL HOME LN MTG CORP POOL #G30591 6%02-01-2028 BEO

2/1/2028

6.00%

2,982

FEDERAL HOME LN MTG CORP POOL #G31156 5.5% 02-01-2029 BEO

2/1/2029

5.50%

480,617

FEDERAL HOME LN MTG CORP POOL #G60985 3%05-01-2047 BEO

5/1/2047

3.00%

2,042,000

FEDERAL HOME LN MTG CORP POOL #G61047 4.5% 07-01-2047 BEO

7/1/2047

4.50%

100,381

FEDERAL HOME LN MTG CORP POOL #G61502 5%02-01-2048 BEO

2/1/2048

5.00%

85,842

FEDERAL HOME LN MTG CORP POOL #G61638 4%07-01-2048 BEO

7/1/2048

4.00%

301,697

FEDERAL HOME LN MTG CORP POOL #G61657 5%12-01-2047 BEO

12/1/2047

5.00%

249,628

FEDERAL HOME LN MTG CORP POOL #G61713 3.5% 01-01-2045 BEO

1/1/2045

3.50%

270,993

FEDERAL HOME LN MTG CORP POOL #G61739 3%09-01-2048 BEO

9/1/2048

3.00%

1,327,339

FEDERAL HOME LN MTG CORP POOL #G61909 4.5% 12-01-2037 BEO

12/1/2037

4.50%

508,914

FEDERAL HOME LN MTG CORP POOL #J15658 4%06-01-2026 BEO

6/1/2026

4.00%

1,450

FEDERAL HOME LN MTG CORP POOL #J15719 4%06-01-2026 BEO

6/1/2026

4.00%

7,832

FEDERAL HOME LN MTG CORP POOL #J16059 4%07-01-2026 BEO

7/1/2026

4.00%

2,294

FEDERAL HOME LN MTG CORP POOL #J25735 3%09-01-2028 BEO

9/1/2028

3.00%

45,087

FEDERAL HOME LN MTG CORP POOL #J27464 3.5% 02-01-2029 BEO

2/1/2029

3.50%

89,121

FEDERAL HOME LN MTG CORP POOL #J31736 3.5% 05-01-2030 BEO

5/1/2030

3.50%

154,801

FEDERAL HOME LN MTG CORP POOL #Q04673 4%11-01-2041 BEO

11/1/2041

4.00%

203,907

FEDERAL HOME LN MTG CORP POOL #Q04674 4%12-01-2041 BEO

12/1/2041

4.00%

2,405

FEDERAL HOME LN MTG CORP POOL #Q10448 3.5% 08-01-2042 BEO

8/1/2042

3.50%

109,684

FEDERAL HOME LN MTG CORP POOL #Q19853 3.5% 06-01-2043 BEO

6/1/2043

3.50%

185,870

FEDERAL HOME LN MTG CORP POOL #Q25703 4.5% 04-01-2044 BEO

4/1/2044

4.50%

212,985

FEDERAL HOME LN MTG CORP POOL #Q25705 4.5% 04-01-2044 BEO

4/1/2044

4.50%

86,609

FEDERAL HOME LN MTG CORP POOL #Q56364 4%05-01-2048 BEO

5/1/2048

4.00%

355,376

FEDERAL HOME LN MTG CORP POOL #QC3242 3%06-01-2051 BEO

6/1/2051

3.00%

219,681

FEDERAL HOME LN MTG CORP POOL #QD6056 3%02-01-2052 BEO

2/1/2052

3.00%

362,280

FEDERAL HOME LN MTG CORP POOL #QF8222 6.5% 02-01-2053 BEO

2/1/2053

6.50%

215,428

FEDERAL HOME LN MTG CORP POOL #QF8298 6.5% 03-01-2053 BEO

3/1/2053

6.50%

108,760

FEDERAL HOME LN MTG CORP POOL #RA3882 2.0% DUE 11-01-2050 REG

11/1/2050

2.00%

699,489

FEDERAL HOME LN MTG CORP POOL #RA-3913 2.5% 11-01-2050

11/1/2050

2.50%

4,169,168

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FEDERAL HOME LN MTG CORP POOL #RA4142 2.5% 12-01-2050 BEO

12/1/2050

2.50%

3,030,613

FEDERAL HOME LN MTG CORP POOL #RA5373 2%DUE 06-01-2051 REG

6/1/2051

2.00%

836,859

FEDERAL HOME LN MTG CORP POOL #RB5114 2.0% DUE 05-01-2041

6/1/2041

2.00%

233,137

FEDERAL HOME LN MTG CORP POOL #RB-5131 2.0% 09-01-2041

10/1/2041

2.00%

1,877,141

FEDERAL HOME LN MTG CORP POOL #RB-5141 2% DUE 01-01-2042 REG

1/1/2042

2.00%

189,501

FEDERAL HOME LN MTG CORP POOL #RB5153 2%04-01-2042 BEO

4/1/2042

2.00%

590,712

FEDERAL HOME LN MTG CORP POOL #RBS5145 2.0% 01-01-2042

2/1/2042

2.00%

3,434,996

FEDERAL HOME LN MTG CORP POOL #RE0014 3.0% 09-01-2050

9/1/2050

3.00%

1,578,042

FEDERAL HOME LN MTG CORP POOL #RJ0137 5.0%12-01-2053

12/1/2053

5.00%

11,772,000

FEDERAL HOME LN MTG CORP POOL #S0-6179 3% 09-15-2042 BEO

9/15/2042

3.00%

1,397,297

FEDERAL HOME LN MTG CORP POOL #S0-6228 3% 09-15-2042 BEO

9/15/2042

3.00%

1,080,595

FEDERAL HOME LN MTG CORP POOL #SB0258 4% 06-01-2034

6/1/2034

4.00%

404,438

FEDERAL HOME LN MTG CORP POOL #SC0093 2.0% 10-01-2040

10/1/2040

2.00%

299,320

FEDERAL HOME LN MTG CORP POOL #SC0319 2%04-01-2042 BEO

4/1/2042

2.00%

792,603

FEDERAL HOME LN MTG CORP POOL #SD-0573 2.0% DUE 04-01-2051 REG

4/1/2051

2.00%

189,003

FEDERAL HOME LN MTG CORP POOL #SD-0615 4.5% 01-01-2051

1/1/2051

4.50%

561,612

FEDERAL HOME LN MTG CORP POOL #SD0987 4.5% 01-01-2050 BEO

1/1/2050

4.50%

775,873

FEDERAL HOME LN MTG CORP POOL #SD1439 2%02-01-2052 BEO

2/1/2052

2.00%

1,122,382

FEDERAL HOME LN MTG CORP POOL #SD1610 4.5% 09-01-2052 BEO

9/1/2052

4.50%

26,424,863

FEDERAL HOME LN MTG CORP POOL #SD2394 4.5% 11-01-2052 BEO

11/1/2052

4.50%

558,484

FEDERAL HOME LN MTG CORP POOL #SD3642 6%09-01-2053 BEO

9/1/2053

6.00%

790,678

FEDERAL HOME LN MTG CORP POOL #SD3737 6%09-01-2053 BEO

9/1/2053

6.00%

563,913

FEDERAL HOME LN MTG CORP POOL #SD3853 5.5% 08-01-2053 BEO

8/1/2053

5.50%

19,762,901

FEDERAL HOME LN MTG CORP POOL #SD3942 4.5% 01-01-2053 BEO

1/1/2053

4.50%

2,936,399

FEDERAL HOME LN MTG CORP POOL #SD3953 3%02-01-2052 BEO

2/1/2052

3.00%

4,016,541

FEDERAL HOME LN MTG CORP POOL #SD4030 6.5% 10-01-2053 BEO

10/1/2053

6.50%

2,251,951

FEDERAL HOME LN MTG CORP POOL #SD4115 4.5% 10-01-2052 BEO

10/1/2052

4.50%

2,133,085

FEDERAL HOME LN MTG CORP POOL #SD4365 5.5% 09-01-2053 BEO

9/1/2053

5.50%

495,333

FEDERAL HOME LN MTG CORP POOL #SD7554 2.5% 04-01-2052 BEO

4/1/2052

2.50%

6,129,735

FEDERAL HOME LN MTG CORP POOL #SD7555 3%08-01-2052 BEO

8/1/2052

3.00%

5,331,923

FEDERAL HOME LN MTG CORP POOL #SD7560 4.0% 02-01-2053

2/1/2053

4.00%

1,697,883

FEDERAL HOME LN MTG CORP POOL #SD8090 2.0% DUE 08-01-2050

9/1/2050

2.00%

1,415,675

FEDERAL HOME LN MTG CORP POOL #SD8141 2.5% DUE 03-01-2051 REG

4/1/2051

2.50%

10,517,430

FEDERAL HOME LN MTG CORP POOL #SD8151 2.5% DUE 06-01-2051 BEO

6/1/2051

2.50%

4,727,599

FEDERAL HOME LN MTG CORP POOL #SD8155 2.0% 07-01-2051

7/1/2051

2.00%

1,150,267

FEDERAL HOME LN MTG CORP POOL #SD8156 2.5% DUE 07-01-2051 BEO

7/1/2051

2.50%

664,900

FEDERAL HOME LN MTG CORP POOL #SD8238 4.5% DUE 07-01-2052 REG

8/1/2052

4.50%

1,663,525

FEDERAL HOME LN MTG CORP POOL #SD8244 4%DUE 09-01-2052 BEO

9/1/2052

4.00%

23,161,752

FEDERAL HOME LN MTG CORP POOL #SD8258 5%DUE 10-01-2052 BEO

10/1/2052

5.00%

1,998,986

FEDERAL HOME LN MTG CORP POOL #SD8264 3.5% DUE 10-01-2052 BEO

11/1/2052

3.50%

2,835,268

FEDERAL HOME LN MTG CORP POOL #SD8267 5%DUE 11-01-2052 BEO

11/1/2052

5.00%

4,034,347

FEDERAL HOME LN MTG CORP POOL #SD8284 3%01-01-2053 BEO

1/1/2053

3.00%

689,458

FEDERAL HOME LN MTG CORP POOL #SD8290 6%01-01-2053 BEO

1/1/2053

6.00%

6,869,073

FEDERAL HOME LN MTG CORP POOL #T45022 2.5% 01-01-2028 BEO

1/1/2028

2.50%

249,289

FEDERAL HOME LN MTG CORP POOL #T45023 2.5% 02-01-2028 BEO

2/1/2028

2.50%

128,827

FEDERAL HOME LN MTG CORP POOL #U79041 3%10-01-2029 BEO

10/1/2029

3.00%

1,220,553

FEDERAL HOME LN MTG CORP POOL #U79065 3.5% 04-01-2030 BEO

4/1/2030

3.50%

131,948

FEDERAL HOME LN MTG CORP POOL #U80439 3.5% 07-01-2033 BEO

7/1/2033

3.50%

37,706

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FEDERAL HOME LN MTG CORP POOL #U9-0690 3.5 DUE 06-01-2042

6/1/2042

3.50%

48,737

FEDERAL HOME LN MTG CORP POOL #U92272 4.5% 12-01-2043 BEO

12/1/2043

4.50%

181,328

FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO

12/1/2043

4.50%

1,341,674

FEDERAL HOME LN MTG CORP POOL #U99084 4.5% 02-01-2044 BEO

2/1/2044

4.50%

1,038,448

FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO

3/1/2044

4.50%

318,333

FEDERAL HOME LN MTG CORP POOL #ZA2257 3.5% 04-01-2032 BEO

4/1/2032

3.50%

550,961

FEDERAL HOME LN MTG CORP POOL #ZA2489 3.5% 01-01-2038 BEO

1/1/2038

3.50%

564,064

FEDERAL HOME LN MTG CORP POOL #ZA3714 3%06-01-2029 BEO

6/1/2029

3.00%

432,710

FEDERAL HOME LN MTG CORP POOL #ZA5796 4.5% 11-01-2038 BEO

11/1/2038

4.50%

270,026

FEDERAL HOME LN MTG CORP POOL #ZK4886 2.5% 01-01-2028 BEO

1/1/2028

2.50%

656,125

FEDERAL HOME LN MTG CORP POOL #ZK5602 2.5% 06-01-2028 BEO

6/1/2028

2.50%

557,936

FEDERAL HOME LN MTG CORP POOL #ZM5659 3.5% 02-01-2048 BEO

2/1/2048

3.50%

677,015

FEDERAL HOME LN MTG CORP POOL #ZM6968 4%06-01-2048 BEO

6/1/2048

4.00%

47,413

FEDERAL HOME LN MTG CORP POOL #ZS8682 3%01-01-2033 BEO

1/1/2033

3.00%

2,454,077

FEDERAL HOME LN MTG CORP POOL #ZS9316 3.5% 01-01-2038 BEO

1/1/2038

3.50%

1,895,449

FEDERAL HOME LN MTG CORP POOL #ZT0536 3.5% 03-01-2048 BEO

3/1/2048

3.50%

3,088,500

FEDERAL HOME LN MTG CORP POOL #ZT1257 3%01-01-2046 BEO

1/1/2046

3.00%

290,535

FEDERAL HOME LN MTG CORP POOL #ZT1561 3%04-01-2031 BEO

4/1/2031

3.00%

1,586,488

FEDERAL HOME LN MTG CORP POOL #ZT1985 3.5% DUE 02-01-2031 BEO

2/1/2031

3.50%

1,560,033

FEDERAL HOME LN MTG CORP POOL# QF5465 5.0% 12-01-2052

12/1/2052

5.00%

443,484

FEDERAL HOME LN MTG CORP POOL#RB5064 2.0% 06-01-2040

6/1/2040

2.00%

505,174

FEDERAL HOME LN MTG CORP Q15062 3 DUE 02-01-2043

2/1/2043

3.00%

738,309

FEDERAL HOME LN MTG CORP Q5-2319 3.5% 11-01-2047

11/1/2047

3.50%

511,915

FEDERAL HOME LN MTG CORP REMIC SER 2794 CL PH 5.5% 05-15-2034

5/15/2034

5.50%

1,413,297

FEDERAL HOME LN MTG CORP REMIC SER 4042 CL EB 6.5 08-15-2039

8/15/2039

6.50%

308,076

FEDERAL HOME LN MTG CORP SER 004569 CL G3.5% DUE 06-15-2042 REG

6/15/2042

3.50%

102,897

FEDERAL HOME LN MTG CORP SER 004638 CL FA FLTG 07-15-2040

7/15/2040

4.58%

39,289

FEDERAL HOME LN MTG CORP SER 004752 CL PL 3% 09-15-2046

9/15/2046

3.00%

983,836

FEDERAL HOME LN MTG CORP SER 004879 CL DF 4.22183% 08-15-2034

8/15/2034

4.50%

703,610

FEDERAL HOME LN MTG CORP SER 004941 CL MB 3% 07-25-2049

7/25/2049

3.00%

862,474

FEDERAL HOME LN MTG CORP SER 004949 CL CB 3% 05-25-2037

5/25/2037

3.00%

43,821

FEDERAL HOME LN MTG CORP SER 004989 CL FA 4.48913% 08-15-2040

8/15/2040

4.49%

988,561

FEDERAL HOME LN MTG CORP SER 004989 CL FB 4.48913% 10-15-2040

10/15/2040

4.49%

763,386

FEDERAL HOME LN MTG CORP SER 005000 CL MA 2% 06-25-2044

6/25/2044

2.00%

658,778

FEDERAL HOME LN MTG CORP SER 005006 CL KA 2% 06-25-2045

6/25/2045

2.00%

1,913,768

FEDERAL HOME LN MTG CORP SER 00KJ47 CL A2 5.42999982834% 06-25-2031

6/25/2031

5.43%

3,130,011

FEDERAL HOME LN MTG CORP SER 00Q034 CL APT2 2.94236% 07-25-2054

7/25/2054

2.94%

4,691,119

FEDERAL HOME LN MTG CORP SER 2519 CL NU 5.0% 11-15-2032

11/15/2032

5.00%

433,945

FEDERAL HOME LN MTG CORP SER 3221 CL FW 09-15-2036

9/15/2036

4.52%

317,990

FEDERAL HOME LN MTG CORP SER 3231 CL FA FRN 10-15-2036

10/15/2036

4.50%

224,605

FEDERAL HOME LN MTG CORP SER 3326 CL FG 4.17183% 06-15-2037

6/15/2037

4.45%

659,589

FEDERAL HOME LN MTG CORP SER 3361 CL PF FRN 08-15-2035

8/15/2035

4.55%

647,602

FEDERAL HOME LN MTG CORP SER 3370 CL FC 4.46183% 10-15-2037

10/15/2037

4.74%

684,796

FEDERAL HOME LN MTG CORP SER 3404 CL FB FRN 01-15-2038

1/15/2038

5.10%

517,294

FEDERAL HOME LN MTG CORP SER 3616 CL FG FRN 03-15-2032

3/15/2032

4.75%

104,699

FEDERAL HOME LN MTG CORP SER 3725 CL PD 2.5% 01-15-2040

1/15/2040

2.50%

9,258

FEDERAL HOME LN MTG CORP SER 3741 CL HF FLTG 11-15-2039

11/15/2039

4.55%

49,204

FEDERAL HOME LN MTG CORP SER 3786 CL NA 4.5 DUE 07-15-2040 REG

7/15/2040

4.50%

101,408

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FEDERAL HOME LN MTG CORP SER 3925 CL DE 2.0% 07-15-2040

7/15/2040

2.00%

50,231

FEDERAL HOME LN MTG CORP SER 3954 CL GF 4.32183% 11-15-2041

11/15/2041

4.60%

376,197

FEDERAL HOME LN MTG CORP SER 4024 CL C 3.0% 03-15-2027

3/15/2027

3.00%

36,616

FEDERAL HOME LN MTG CORP SER 4120 CL KA 1.75% 10-15-2032

10/15/2032

1.75%

511,891

FEDERAL HOME LN MTG CORP SER 4125 CL PH 3 08-15-2041

8/15/2041

3.00%

579,936

FEDERAL HOME LN MTG CORP SER 4205 CL PC 1.75% 01-15-2033

1/15/2033

1.75%

377,666

FEDERAL HOME LN MTG CORP SER 4205 CL PE 2% 01-15-2033

1/15/2033

2.00%

378,715

FEDERAL HOME LN MTG CORP SER 4229 CL MA 3.5 05-15-2041 REG

5/15/2041

3.50%

346,202

FEDERAL HOME LN MTG CORP SER 4231 CL B 2.5% 07-15-2028

7/15/2028

2.50%

603,226

FEDERAL HOME LN MTG CORP SER 4247 CL AK 4.5 12-15-2042

12/15/2042

4.50%

110,349

FEDERAL HOME LN MTG CORP SER 4341 CL MA 4% 11-15-2031

11/15/2031

4.00%

1,597,314

FEDERAL HOME LN MTG CORP SER 4374 CL CE 3.5% 12-15-2043

12/15/2043

3.50%

296,208

FEDERAL HOME LN MTG CORP SER 4508 CL CF FLTG 09-15-2045

9/15/2045

4.50%

2,030,250

FEDERAL HOME LN MTG CORP SER 4559 CL AF FLTG 03-15-2042 REG

3/15/2042

4.64%

263,093

FEDERAL HOME LN MTG CORP SER 4559 CL LA 2% 03-15-2031

3/15/2031

2.00%

10,451,249

FEDERAL HOME LN MTG CORP SER 4637 CL WF FLTG RT 07-15-2041

7/15/2041

4.64%

964,518

FEDERAL HOME LN MTG CORP SER 4678 CL AF FLTG RT 12-15-2042

12/15/2042

4.54%

780,972

FEDERAL HOME LN MTG CORP SER 5565 CL FA FLTG RT 08-25-2055

8/25/2055

5.02%

3,606,742

FEDERAL HOME LN MTG CORP SL 4365 CL FH FRN 01-15-2040 REG

1/15/2040

4.60%

2,972,840

FEDERAL HOME LN MTG CORP SR 3867 CL FB FLTG RT 05-15-2041

5/15/2041

4.54%

485,275

FEDERAL HOME LN MTG CORP SR 4097 CL KF FLTG 09-15-2031

9/15/2031

4.40%

39,624

FEDERAL HOME LN MTG CORP SR 4162 CL DA 1.5% 02-15-2028

2/15/2028

1.50%

1,513,110

FEDERAL HOME LN MTG CORP SR 4387 CL NA 1.5% 09-15-2029

9/15/2029

1.50%

66,703

FEDERAL HOME LN MTG CORP SR 5353 CL A 6.5% 08-25-2045

8/25/2045

6.50%

2,240,685

FEDERAL HOME LN MTG CORP SR 5427 CL DA 5.5% 05-25-2045

5/25/2045

5.50%

1,893,041

FEDERAL HOME LOAN BANK 1.8% 01-25-2036

1/25/2036

1.80%

3,141,491

FEDERAL HOME LOAN BANK 2.0% 02-25-2036

2/25/2036

2.00%

449,106

FEDERAL HOME LOAN BANK 4.0% 10-13-2027

10/13/2027

4.00%

1,254,112

FEDERAL HOME LOAN BANKS DISC NTS 01-12-2026

1/12/2026

—%

34,558,941

FEDERAL HOME LOAN BANKS 2.27% 08-19-2036

8/19/2036

2.27%

403,380

FEDERAL HOME LOAN BANKS 2.5% 11-01-2051

11/1/2051

2.50%

7,487,682

FEDERAL HOME LOAN BANKS 3% 01-01-2052

1/1/2052

3.00%

2,251,081

FEDERAL HOME LOAN BANKS DISC NT 01-02-2026

1/2/2026

—%

31,993,760

FEDERAL HOME LOAN BANKS DISC NT 01-23-2026

1/23/2026

—%

45,976,642

FEDERAL HOME LOAN MORTGAGE CORP POOL #SD2612 4.5% 10-01-2052

10/1/2052

4.50%

1,712,334

FEDERAL HOME LOAN MORTGAGE CORP #FR SD8288 5.0% 01-01-2053

1/1/2053

5.00%

2,837,782

FEDERAL HOME LOAN MORTGAGE CORP 1.5% 11-01-2050

11/1/2050

1.50%

1,614,953

FEDERAL HOME LOAN MORTGAGE CORP 2% 01-01-2042

1/1/2042

2.00%

2,303,882

FEDERAL HOME LOAN MORTGAGE CORP 2% 02-01-2042

2/1/2042

2.00%

516,602

FEDERAL HOME LOAN MORTGAGE CORP 2% 03-01-2041

3/1/2041

2.00%

936,694

FEDERAL HOME LOAN MORTGAGE CORP 2% 04-01-2042

4/1/2042

2.00%

1,703,610

FEDERAL HOME LOAN MORTGAGE CORP 2% 04-01-2051

4/1/2051

2.00%

3,545,236

FEDERAL HOME LOAN MORTGAGE CORP 2% 05-01-2051

5/1/2051

2.00%

2,703,767

FEDERAL HOME LOAN MORTGAGE CORP 2% 07-01-2041

7/1/2041

2.00%

283,272

FEDERAL HOME LOAN MORTGAGE CORP 2% 08-01-2041

8/1/2041

2.00%

478,105

FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-2040

9/1/2040

2.00%

398,727

FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-2041

9/1/2041

2.00%

2,154,958

FEDERAL HOME LOAN MORTGAGE CORP 2% 12-01-2041

12/1/2041

2.00%

5,024,547

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03-01-2042

3/1/2042

2.50%

395,785

FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08-01-2051

8/1/2051

2.50%

1,422,933

FEDERAL HOME LOAN MORTGAGE CORP 3% 02-01-2051

2/1/2051

3.00%

243,292

FEDERAL HOME LOAN MORTGAGE CORP 3% 03-01-2052

3/1/2052

3.00%

132,715

FEDERAL HOME LOAN MORTGAGE CORP 3% 04-01-2052

4/1/2052

3.00%

723,441

FEDERAL HOME LOAN MORTGAGE CORP 3% 05-01-2042

5/1/2042

3.00%

4,534,550

FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02-01-2034

2/1/2034

3.50%

2,888,212

FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12-01-2050

12/1/2050

3.50%

727,169

FEDERAL HOME LOAN MORTGAGE CORP 4% 07-01-2050

7/1/2050

4.00%

325,202

FEDERAL HOME LOAN MORTGAGE CORP 4% 08-01-2053

8/1/2053

4.00%

179,553

FEDERAL HOME LOAN MORTGAGE CORP 4% 11-01-2039

11/1/2039

4.00%

11,046,050

FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03-01-2047

3/1/2047

4.50%

282,515

FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12-01-2052

12/1/2052

4.50%

6,358,670

FEDERAL HOME LOAN MORTGAGE CORP 5% 01-01-2053

1/1/2053

5.00%

461,344

FEDERAL HOME LOAN MORTGAGE CORP 5% 01-01-2055

1/1/2055

5.00%

26,998

FEDERAL HOME LOAN MORTGAGE CORP 5% 02-01-2053

2/1/2053

5.00%

15,914,181

FEDERAL HOME LOAN MORTGAGE CORP 5% 06-01-2053

6/1/2053

5.00%

49,809,698

FEDERAL HOME LOAN MORTGAGE CORP 5% 07-01-2052

7/1/2052

5.00%

1,864,008

FEDERAL HOME LOAN MORTGAGE CORP 5% 09-01-2035

9/1/2035

5.00%

3,990,191

FEDERAL HOME LOAN MORTGAGE CORP 5% 09-01-2052

9/1/2052

5.00%

371,768

FEDERAL HOME LOAN MORTGAGE CORP 5% 11-01-2053

11/1/2053

5.00%

1,592,962

FEDERAL HOME LOAN MORTGAGE CORP 5% 11-01-2054

11/1/2054

5.00%

6,920,407

FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053

1/1/2053

5.50%

1,079,411

FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-2053

2/1/2053

5.50%

10,106,910

FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-2055

2/1/2055

5.50%

6,089,322

FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-25-2050

2/25/2050

5.50%

3,123,541

FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04-01-2053

4/1/2053

5.50%

444,821

FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05-01-2053

5/1/2053

5.50%

2,181,836

FEDERAL HOME LOAN MORTGAGE CORP 5.5% 06-01-2053

6/1/2053

5.50%

1,078,484

FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08-01-2053

8/1/2053

5.50%

1,352,955

FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12-01-2052

12/1/2052

5.50%

392,815

FEDERAL HOME LOAN MORTGAGE CORP 6% 02-01-2055

2/1/2055

6.00%

9,802,209

FEDERAL HOME LOAN MORTGAGE CORP 6% 03-01-2053

3/1/2053

6.00%

521,460

FEDERAL HOME LOAN MORTGAGE CORP 6% 03-01-2055

3/1/2055

6.00%

39,217,342

FEDERAL HOME LOAN MORTGAGE CORP 6% 04-01-2054

4/1/2054

6.00%

255,387

FEDERAL HOME LOAN MORTGAGE CORP 6% 10-01-2053

10/1/2053

6.00%

429,041

FEDERAL HOME LOAN MORTGAGE CORP 6% 12-01-2052

12/1/2052

6.00%

1,094,320

FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02-01-2053

2/1/2053

6.50%

563,044

FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04-01-2054

4/1/2054

6.50%

791,761

FEDERAL HOME LOAN MORTGAGE CORP POOL #QB5093 2.5% 11-01-2050 BEO

11/1/2050

2.50%

222,390

FEDERAL HOME LOAN MORTGAGE CORP POOL #SD0935 3% DUE 04-01-2052 REG

4/1/2052

3.00%

5,058,031

FEDERAL HOME LOAN MORTGAGE CORP POOL #SD1218 4.0% DUE 07-01-2049 REG

7/1/2049

4.00%

419,681

FEDERAL HOME LOAN MORTGAGE CORP POOL #SD2511 5.5% DUE 04-01-2053

4/1/2053

5.50%

384,119

FEDERAL HOME LOAN MORTGAGE CORP SER 00K509 CL A2 4.85% 09-25-2028

9/25/2028

4.85%

5,022,504

FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051

2/1/2051

2.00%

1,207,422

FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051

3/1/2051

2.00%

2,676,993

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FEDERAL NATIONAL MORTGAGE ASSOC 2% 05-01-2051

5/1/2051

2.00%

3,540,158

FEDERAL NATIONAL MORTGAGE ASSOC 2% 11-01-2051

11/1/2051

2.00%

822,661

FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01-01-2052

1/1/2052

2.50%

4,075,874

FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2036

2/1/2036

2.50%

1,573,428

FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2052

2/1/2052

2.50%

1,433,250

FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-2041

4/1/2041

2.50%

625,696

FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-2052

4/1/2052

2.50%

1,948,386

FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 07-01-2051

7/1/2051

2.50%

355,251

FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 08-01-2051

8/1/2051

2.50%

294,162

FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 10-01-2050

10/1/2050

2.50%

5,372,810

FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2041

11/1/2041

2.50%

1,397,256

FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2050

11/1/2050

2.50%

308,789

FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 12-01-2051

12/1/2051

2.50%

1,127,609

FEDERAL NATIONAL MORTGAGE ASSOC 3% 01-01-2052

1/1/2052

3.00%

3,061,909

FEDERAL NATIONAL MORTGAGE ASSOC 3% 05-01-2052

5/1/2052

3.00%

36,208

FEDERAL NATIONAL MORTGAGE ASSOC 3% 06-01-2052

6/1/2052

3.00%

2,224,516

FEDERAL NATIONAL MORTGAGE ASSOC 3% 07-01-2052

7/1/2052

3.00%

1,386,346

FEDERAL NATIONAL MORTGAGE ASSOC 3% 10-01-2051

10/1/2051

3.00%

2,189,566

FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 03-01-2052

3/1/2052

3.50%

1,020,604

FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 04-01-2052

4/1/2052

3.50%

272,305

FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 05-01-2052

5/1/2052

3.50%

639,088

FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-2050

4/1/2050

4.00%

1,452,367

FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-2052

4/1/2052

4.00%

340,445

FEDERAL NATIONAL MORTGAGE ASSOC 4.81% 12-01-2029

12/1/2029

4.81%

3,844,399

FEDERAL NATIONAL MORTGAGE ASSOC 4.89728%10-25-2053

10/25/2053

5.07%

1,752,664

FEDERAL NATIONAL MORTGAGE ASSOC 5% 07-01-2052

7/1/2052

5.00%

438,256

FEDERAL NATIONAL MORTGAGE ASSOC 5% 10-01-2053

10/1/2053

5.00%

1,746,625

FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 05-01-2053

5/1/2053

5.50%

814,353

FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 09-01-2053

9/1/2053

5.50%

2,530,643

FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 11-01-2052

11/1/2052

5.50%

2,064,521

FEDERAL NATIONAL MORTGAGE ASSOC 6% 09-01-2054

9/1/2054

6.00%

89,486

FEDERAL NATIONAL MORTGAGE ASSOC 6% 12-01-2052

12/1/2052

6.00%

1,247,042

FEDERAL NATIONAL MORTGAGE ASSOC 6.5% 01-01-2053

1/1/2053

6.50%

589,369

FEDERAL NATIONAL MORTGAGE ASSOC 6.5% 02-01-2054

2/1/2054

6.50%

279,698

FEDERAL NATIONAL MORTGAGE ASSOC DISC NT 01-15-2026

1/15/2026

—%

2,088,681

FEDERAL NATIONAL MORTGAGE ASSOC FR SER 11-124 CL JF FLTG RT DUE 02-25-2041

2/25/2041

4.39%

90,052

FEDERAL NATIONAL MORTGAGE ASSOC POOL #BZ3505 4.25% 04-01-2030

4/1/2030

4.25%

8,045,798

FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AL 2.944% 07-25-2039

7/25/2039

2.94%

102,337

FEDERAL NATL MTG ASSN GTD MTG POOL #AH0210 4.5% 12-01-2040 BEO

12/1/2040

4.50%

274,031

FEDERAL NATL MTG ASSN GTD MTG POOL #AH0864 4% 12-01-2040 BEO

12/1/2040

4.00%

2,973

FEDERAL NATL MTG ASSN GTD MTG POOL #AH0943 4% DUE 12-01-2040 BEO

12/1/2040

4.00%

319,459

FEDERAL NATL MTG ASSN GTD MTG POOL #AH1115 4.5% 01-01-2041 BEO

1/1/2041

4.50%

563,844

FEDERAL NATL MTG ASSN GTD MTG POOL #AH1266 4% 01-01-2041 BEO

1/1/2041

4.00%

74,174

FEDERAL NATL MTG ASSN GTD MTG POOL #AH1508 4.5% 12-01-2040 BEO

12/1/2040

4.50%

270,207

FEDERAL NATL MTG ASSN GTD MTG POOL #AH1559 4% 12-01-2040 BEO

12/1/2040

4.00%

163,868

FEDERAL NATL MTG ASSN GTD MTG POOL #AH1560 4% 01-01-2041 BEO

1/1/2041

4.00%

260,195

FEDERAL NATL MTG ASSN GTD MTG POOL #AH1565 4.5% 12-01-2040 BEO

12/1/2040

4.50%

99,799

FEDERAL NATL MTG ASSN GTD MTG POOL #AH2442 4% 01-01-2041 BEO

1/1/2041

4.00%

13,379

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FEDERAL NATL MTG ASSN GTD MTG POOL #AH3203 4% DUE 01-01-2041 BEO

1/1/2041

4.00%

18,107

FEDERAL NATL MTG ASSN GTD MTG POOL #AH4404 4% 01-01-2041 BEO

1/1/2041

4.00%

266,356

FEDERAL NATL MTG ASSN GTD MTG POOL #AH6958 ADJ RT DUE 02-01-2041 BEO

2/1/2041

6.64%

27,881

FEDERAL NATL MTG ASSN GTD MTG POOL #AI1051 4% DUE 06-01-2026 REG

6/1/2026

4.00%

1,923

FEDERAL NATL MTG ASSN GTD MTG POOL #AI1892 5% 05-01-2041 BEO

5/1/2041

5.00%

186,539

FEDERAL NATL MTG ASSN GTD MTG POOL #AI7778 4% 07-01-2041 BEO

7/1/2041

4.00%

2,338

FEDERAL NATL MTG ASSN GTD MTG POOL #AI8630 4% 07-01-2042 BEO

7/1/2042

4.00%

13,186

FEDERAL NATL MTG ASSN GTD MTG POOL #AI9940 5% 09-01-2041 BEO

9/1/2041

5.00%

173,236

FEDERAL NATL MTG ASSN GTD MTG POOL #AJ1884 FIXED 3.5% 02-01-2042 BEO

2/1/2042

3.50%

302,406

FEDERAL NATL MTG ASSN GTD MTG POOL #AJ2288 4% 09-01-2041 BEO

9/1/2041

4.00%

118,733

FEDERAL NATL MTG ASSN GTD MTG POOL #AJ4051 4% 10-01-2041 BEO

10/1/2041

4.00%

1,354

FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9317 4% 01-01-2042 BEO

1/1/2042

4.00%

329,973

FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9982 3.5% 08-01-2042 BEO

8/1/2042

3.50%

653,320

FEDERAL NATL MTG ASSN GTD MTG POOL #AK0968 3% 02-01-2027 BEO

2/1/2027

3.00%

19,249

FEDERAL NATL MTG ASSN GTD MTG POOL #AK1140 3% 02-01-2027 BEO

2/1/2027

3.00%

13,366

FEDERAL NATL MTG ASSN GTD MTG POOL #AK1608 3% 01-01-2027 BEO

1/1/2027

3.00%

11,321

FEDERAL NATL MTG ASSN GTD MTG POOL #AK5551 FIXED 4% 04-01-2042 BEO

4/1/2042

4.00%

898,185

FEDERAL NATL MTG ASSN GTD MTG POOL #AK6966 3% 03-01-2027 BEO

3/1/2027

3.00%

18,952

FEDERAL NATL MTG ASSN GTD MTG POOL #AL0007 5% 12-01-2034 BEO

12/1/2034

5.00%

149,657

FEDERAL NATL MTG ASSN GTD MTG POOL #AL0009 5.5% 12-01-2034 BEO

12/1/2034

5.50%

137,154

FEDERAL NATL MTG ASSN GTD MTG POOL #AL0379 8% 12-01-2036 BEO

12/1/2036

8.00%

20,000

FEDERAL NATL MTG ASSN GTD MTG POOL #AL0533 ADJ RT DUE 07-01-2041 BEO

7/1/2041

6.50%

82,352

FEDERAL NATL MTG ASSN GTD MTG POOL #AL0998 4.5% 10-01-2041 BEO

10/1/2041

4.50%

104,409

FEDERAL NATL MTG ASSN GTD MTG POOL #AL1945 3.5% 06-01-2042 BEO

6/1/2042

3.50%

135,665

FEDERAL NATL MTG ASSN GTD MTG POOL #AL2151 3.5% 03-01-2042 BEO

3/1/2042

3.50%

301,106

FEDERAL NATL MTG ASSN GTD MTG POOL #AL2389 3.5% 09-01-2042 BEO

9/1/2042

3.50%

284,598

FEDERAL NATL MTG ASSN GTD MTG POOL #AL2465 3.0% 10-01-2027

10/1/2027

3.00%

436,463

FEDERAL NATL MTG ASSN GTD MTG POOL #AL3626 4% 09-01-2042 BEO

9/1/2042

4.00%

3,748

FEDERAL NATL MTG ASSN GTD MTG POOL #AL3797 2.5% 06-01-2028 BEO

6/1/2028

2.50%

248,129

FEDERAL NATL MTG ASSN GTD MTG POOL #AL4043 3% 09-01-2028 BEO

9/1/2028

3.00%

363,932

FEDERAL NATL MTG ASSN GTD MTG POOL #AL4324 6.5% 05-01-2040 BEO

5/1/2040

6.50%

615,613

FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO

1/1/2044

4.50%

190,114

FEDERAL NATL MTG ASSN GTD MTG POOL #AL4895 3.5% 12-01-2028 BEO

12/1/2028

3.50%

91,678

FEDERAL NATL MTG ASSN GTD MTG POOL #AL4936 3% 03-01-2029 BEO

3/1/2029

3.00%

130,673

FEDERAL NATL MTG ASSN GTD MTG POOL #AL5232 3.5% 03-01-2029 BEO

3/1/2029

3.50%

300,693

FEDERAL NATL MTG ASSN GTD MTG POOL #AL5674 4.5% 08-01-2044 BEO

8/1/2044

4.50%

535,385

FEDERAL NATL MTG ASSN GTD MTG POOL #AL5760 4% 09-01-2043 BEO

9/1/2043

4.00%

11,975

FEDERAL NATL MTG ASSN GTD MTG POOL #AL6185 3% 10-01-2029 BEO

10/1/2029

3.00%

334,927

FEDERAL NATL MTG ASSN GTD MTG POOL #AL6605 3% 04-01-2030 BEO

4/1/2030

3.00%

89,463

FEDERAL NATL MTG ASSN GTD MTG POOL #AL6851 2.5% 10-01-2043 BEO

10/1/2043

2.50%

231,130

FEDERAL NATL MTG ASSN GTD MTG POOL #AL7204 5% 10-01-2043 BEO

10/1/2043

5.00%

20,212

FEDERAL NATL MTG ASSN GTD MTG POOL #AL7320 3% 09-01-2030 BEO

9/1/2030

3.00%

116,248

FEDERAL NATL MTG ASSN GTD MTG POOL #AL7430 3.5% DUE 08-01-2030 REG

8/1/2030

3.50%

290,217

FEDERAL NATL MTG ASSN GTD MTG POOL #AL9397 3% 10-01-2046 BEO

10/1/2046

3.00%

630,511

FEDERAL NATL MTG ASSN GTD MTG POOL #AL9546 3.5% 11-01-2046 BEO

11/1/2046

3.50%

353,478

FEDERAL NATL MTG ASSN SR 2011-59 CL NZ 5.5 DUE 07-25-2041

7/25/2041

5.50%

859,909

FEDERAL RLTY INVT TR COM USD0.01

135,878

FEDERAL RLTY INVT TR 3.5% DUE 06-01-2030

6/1/2030

3.50%

865,075

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FEDERAL SIGNAL CORP COM

4,219,807

FEDEX CORP 3.25% DUE 04-01-2026

4/1/2026

3.25%

1,493,527

FEDEX CORP 4.4% 01-15-2047

1/15/2047

4.40%

204,128

FEDEX CORP COM

18,902,998

FERGUSON ENTERPRISES INC USD0.0001

980,240

FERROGLOBE PLC COM NPV

213,704

FFNMA SER 2015-38 CL-PG 3.0% 08-25-2044

8/25/2044

3.00%

930,277

FHLMC CMO SER 2248 CL FB FLTG DUE 09-15-2030 REG

9/15/2030

4.60%

545

FHLMC FR SD8363 6% 09-01-2053

9/1/2053

6.00%

220,707

FHLMC GOLD #A53630 A53630 6 10-01-2036

10/1/2036

6.00%

67,067

FHLMC GOLD #G00473 7.5% DUE 05-01-2026

3/1/2026

7.50%

FHLMC GOLD 3% MBS 01/06/2029 USD'V6-0564' V60564 3 06-01-2029

6/1/2029

3.00%

104,416

FHLMC GOLD 3% MBS 01/10/2046 USD'G6-7701' G67701 3 10-01-2046

10/1/2046

3.00%

1,161,956

FHLMC GOLD 3% MBS 01/10/2046 USD'Q4-3413' Q43413 3 10-01-2046

10/1/2046

3.00%

220,374

FHLMC GOLD 3.5% MBS 01/01/2046 USD'Q3-8490' Q38490 3.5 01-01-2046

1/1/2046

3.50%

1,041,431

FHLMC GOLD 4.5% MBS 01/02/2048 USD'V8-3956' V83956 4.5 02-01-2048

2/1/2048

4.50%

284,601

FHLMC GOLD A47999 5 08-01-2035

8/1/2035

5.00%

84,569

FHLMC GOLD A62077 6 06-01-2037

6/1/2037

6.00%

12,276

FHLMC GOLD A9-5825 4.0% DUE 12-01-2040

12/1/2040

4.00%

113,177

FHLMC GOLD A95831 4.5 12-01-2040

12/1/2040

4.50%

225,390

FHLMC GOLD C00522 7.0% 05-01-2027

5/1/2027

7.00%

311

FHLMC GOLD C00632 7 07-01-2028

7/1/2028

7.00%

429

FHLMC GOLD C00987 7.5 05-01-2030

5/1/2030

7.50%

158

FHLMC GOLD C01116 7.5 01-01-2031

1/1/2031

7.50%

5,068

FHLMC GOLD C04272 3 10-01-2042

10/1/2042

3.00%

504,574

FHLMC GOLD C80379 7.0% 02-01-2026

2/1/2026

7.00%

FHLMC GOLD C80407 7.0% 06-01-2026

6/1/2026

7.00%

FHLMC GOLD C91908 3 01-01-2037

1/1/2037

3.00%

210,730

FHLMC GOLD G02408 5.5 12-01-2036

12/1/2036

5.50%

41,528

FHLMC GOLD G06506 4 12-01-2040

12/1/2040

4.00%

395,311

FHLMC GOLD G06507 4 02-01-2041

2/1/2041

4.00%

73,047

FHLMC GOLD G0-7388 3.5 05-01-2043

5/1/2043

3.50%

467,465

FHLMC GOLD G07762 4.5 06-01-2044

6/1/2044

4.50%

201,078

FHLMC GOLD G08372 4.5 11-01-2039

11/1/2039

4.50%

88,274

FHLMC GOLD G08553 3 10-01-2043

10/1/2043

3.00%

35,097

FHLMC GOLD G08793 4 12-01-2047

12/1/2047

4.00%

64,996

FHLMC GOLD G67720 4.5 03-01-2049

3/1/2049

4.50%

913,806

FHLMC GOLD GROUP #C00636 7.5 MTG PARTN CTF DUE 07-01-2028 REG

7/1/2028

7.50%

381

FHLMC GOLD J23935 3 05-01-2028

5/1/2028

3.00%

22,582

FHLMC GOLD J2-7964 3 04-01-2029

4/1/2029

3.00%

47,333

FHLMC GOLD J28196 3 05-01-2029

5/1/2029

3.00%

388,672

FHLMC GOLD J29007 3 08-01-2029

8/1/2029

3.00%

64,850

FHLMC GOLD POOL #G00675 7.5% DUE 03-01-2027

3/1/2027

7.50%

465

FHLMC GOLD POOL #G00869 7.5% DUE 01-01-2028

1/1/2028

7.50%

663

FHLMC GOLD POOL #Q11288 3.5 09-01-2042

9/1/2042

3.50%

114,397

FHLMC GOLD POOL #Q1-1788 3 DUE 10-01-2042

10/1/2042

3.00%

58,517

FHLMC GOLD POOL #Q12052 Q12052 3.5 10-01-2042

10/1/2042

3.50%

125,226

FHLMC GOLD POOL C00984 8 05-01-2030

5/1/2030

8.00%

176

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FHLMC GOLD POOL G0-0529 7.5% DUE 08-01-2026

8/1/2026

7.50%

FHLMC GOLD POOL G01091 7 12-01-2029

12/1/2029

7.00%

3,078

FHLMC GOLD POOL G67713 4.0% DUE 06-01-2048

6/1/2048

4.00%

3,762,631

FHLMC GOLD POOL Q44963 3.5% 12-01-2046

12/1/2046

3.50%

403,366

FHLMC GOLD POOL# U91254 4 DUE 04-01-2043

4/1/2043

4.00%

263,201

FHLMC GOLD POOL#Q17792 3.5 DUE 05-01-2043

5/1/2043

3.50%

636,563

FHLMC GOLD Q08998 3.5 06-01-2042

6/1/2042

3.50%

223,684

FHLMC GOLD Q12520 3 10-01-2042

10/1/2042

3.00%

30,314

FHLMC GOLD Q14326 2.5 01-01-2043

1/1/2043

2.50%

292,332

FHLMC GOLD Q44452 3 11-01-2046

11/1/2046

3.00%

394,268

FHLMC GOLD Q45458 4 08-01-2046

8/1/2046

4.00%

110,331

FHLMC GOLD Q48338 4.5 05-01-2047

5/1/2047

4.50%

17,053

FHLMC GOLD Q49494 4.5% 07-01-2047

7/1/2047

4.50%

114,372

FHLMC GOLD U90291 4 10-01-2042

10/1/2042

4.00%

42,870

FHLMC GOLD U90316 4 10-01-2042

10/1/2042

4.00%

457,559

FHLMC GOLD U91619 4 06-01-2043

6/1/2043

4.00%

270,642

FHLMC GOLD V60298 3.0% 10-01-2028

10/1/2028

3.00%

47,896

FHLMC GOLD V60869 2.5 07-01-2030

7/1/2030

2.50%

294,389

FHLMC GOLDPOOL #Q10241 3.5 08-01-2042

8/1/2042

3.50%

108,902

FHLMC GROUP #C00516 8.0 MTG PARTN CTF DUE 05-01-2027 REG

5/1/2027

8.00%

237

FHLMC GROUP #G00825 7.0 MTG PARTN CTF DUE 11-01-2027 REG

12/1/2027

7.00%

FHLMC MULTICLASS SER 4102 CL EG 1.25% 09-15-2027

9/15/2027

1.25%

17,818

FHLMC MULTICLASS 2005-S001 CTF CL 2A2 VAR RATE 09-25-2045

9/25/2045

4.00%

161,264

FHLMC MULTICLASS 3.5 07-15-2041

7/15/2041

3.50%

7,056

FHLMC MULTICLASS 3122 CL FE FLTG 03-15-2036

3/15/2036

4.40%

446,881

FHLMC MULTICLASS 5.0% DUE 07-15-2033 REG

7/15/2033

5.00%

132,235

FHLMC MULTICLASS FHLMC #80-0146 10-15-2037

10/15/2037

4.49%

892,446

FHLMC MULTICLASS FREDDIE MAC SER 2017-SR01 CL A3G 3.089% 11-25-2027

11/25/2027

3.09%

2,690,314

FHLMC MULTICLASS PREASSIGN 00320 4.5 09-15-2034

9/15/2034

4.50%

166,587

FHLMC MULTICLASS PREASSIGN 00366 5 08-15-2035

8/15/2035

5.00%

130,997

FHLMC MULTICLASS SER 004281 CL LG 4 01-15-2043

1/15/2043

4.00%

515,590

FHLMC MULTICLASS SER 004293 CL KG 3.0% DUE 08-15-2043 REG

8/15/2043

3.00%

263,075

FHLMC MULTICLASS SER 004302 CL HF 01-15-2038

1/15/2038

4.48%

173,227

FHLMC MULTICLASS SER 004579 CL FD 01-15-2038

1/15/2038

4.49%

98,941

FHLMC MULTICLASS SER 004582 CL PA 3 11-15-2045

11/15/2045

3.00%

4,237,504

FHLMC MULTICLASS SER 004711 CL HA 3 12-15-2043

12/15/2043

3.00%

8,964

FHLMC MULTICLASS SER 004774 CL LP 3.5% 09-15-2046

9/15/2046

3.50%

271,968

FHLMC MULTICLASS SER 004864 CL TZ 4 12-15-2048

12/15/2048

4.00%

483,745

FHLMC MULTICLASS SER 004877 CL CA 3 04-15-2034

4/15/2034

3.00%

791,524

FHLMC MULTICLASS SER 004936 CL AP 2.5 09-25-2048

9/25/2048

2.50%

2,879,517

FHLMC MULTICLASS SER 005048 CL B 1% 05-25-2033

5/25/2033

1.00%

669,137

FHLMC MULTICLASS SER 18-4 CL MA 3.5% FIXED UE 11-25-2057 REG

3/25/2058

3.50%

183,911

FHLMC MULTICLASS SER 19-1 CL MT 3.5% 07-25-2058 REG

7/25/2058

3.50%

534,111

FHLMC MULTICLASS SER 2113 CL MW 6.5 01-15-2029

1/15/2029

6.50%

16,039

FHLMC MULTICLASS SER 2135 CL OH 6.5 03-15-2029

3/15/2029

6.50%

17,780

FHLMC MULTICLASS SER 2175 CL TH 6 07-15-2029

7/15/2029

6.00%

12,397

FHLMC MULTICLASS SER 2319 CL PZ 6.5 05-15-2031

5/15/2031

6.50%

74,030

FHLMC MULTICLASS SER 2338 CL ZC 6.5 07-15-2031

7/15/2031

6.50%

29,825

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FHLMC MULTICLASS SER 2430 CL WF 6.5 03-15-2032 REG

3/15/2032

6.50%

12,761

FHLMC MULTICLASS SER 2663 CL Z 5.5 08-15-2033

8/15/2033

5.50%

228,567

FHLMC MULTICLASS SER 2792 CL MB 5.5% 05-15-2034

5/15/2034

5.50%

1,650,065

FHLMC MULTICLASS SER 2980 CL QA 6 05-15-2035

5/15/2035

6.00%

16,268

FHLMC MULTICLASS SER 3047 CL CJ 5.5 10-15-2035

10/15/2035

5.50%

1,654,058

FHLMC MULTICLASS SER 3108 CL FP 12-15-2035

12/15/2035

4.40%

495,753

FHLMC MULTICLASS SER 3117 CL FE FLT RT 02-15-2036

2/15/2036

4.40%

161,607

FHLMC MULTICLASS SER 3153 CL UF 05-15-2036

5/15/2036

4.53%

1,530,656

FHLMC MULTICLASS SER 3187 CL Z 5 07-15-2036

7/15/2036

5.00%

32,127

FHLMC MULTICLASS SER 3531 CL FA 05-15-2039

5/15/2039

4.80%

395,604

FHLMC MULTICLASS SER 3564 CL AL FLT RT 08-15-2036

8/15/2036

5.04%

30,460

FHLMC MULTICLASS SER 3578 CL VZ 5.5 08-15-2036

8/15/2036

5.50%

156,974

FHLMC MULTICLASS SER 3648 CL CY 4.5% DUE 03-15-2030

3/15/2030

4.50%

19,962

FHLMC MULTICLASS SER 3653 CL HJ 5 04-15-2040

4/15/2040

5.00%

36,489

FHLMC MULTICLASS SER 3662 CL PJ 5 DUE 04-15-2040

4/15/2040

5.00%

38,221

FHLMC MULTICLASS SER 3677 CL PB 4.5 DUE 05-15-2040 REG

5/15/2040

4.50%

34,421

FHLMC MULTICLASS SER 3746 CL KL 3.25 04-15-2040

4/15/2040

3.25%

233,489

FHLMC MULTICLASS SER 3939 CL BZ 4.5 06-15-2041

6/15/2041

4.50%

426,124

FHLMC MULTICLASS SER 3956 CL EB 3.25 11-15-2041

11/15/2041

3.25%

471,213

FHLMC MULTICLASS SER 3966 CL VZ 4 12-15-2041

12/15/2041

4.00%

221,085

FHLMC MULTICLASS SER 4016 CL CA 2% 07-15-2041

7/15/2041

2.00%

46,027

FHLMC MULTICLASS SER 4059 CL DA 2.0% 02-15-2041 REG

2/15/2041

2.00%

38,659

FHLMC MULTICLASS SER 406 CL F43 FLTG RT 10-25-2053

10/25/2053

4.67%

4,635,407

FHLMC MULTICLASS SER 4100 CL EC 1.5 DUE 08-15-2027 REG

8/15/2027

1.50%

16,195

FHLMC MULTICLASS SER 4118 CL PD 1.5 05-15-2042

5/15/2042

1.50%

92,557

FHLMC MULTICLASS SER 4148 CL JB 1.5 12-15-2027

12/15/2027

1.50%

21,683

FHLMC MULTICLASS SER 4150 CL FN FLTG 07-15-2041

7/15/2041

4.40%

470,610

FHLMC MULTICLASS SER 4170 CL TC 1.625 02-15-2028

2/15/2028

1.62%

22,042

FHLMC MULTICLASS SER 4171 CL NG 2 06-15-2042

6/15/2042

2.00%

268,621

FHLMC MULTICLASS SER 4176 CL HA 4 DUE 12-15-2042

12/15/2042

4.00%

97,640

FHLMC MULTICLASS SER 4188 CL AG 2 04-15-2028

4/15/2028

2.00%

4,828

FHLMC MULTICLASS SER 4198 CL QP 4.0% 01-15-2033

1/15/2033

4.00%

200,902

FHLMC MULTICLASS SER 4203 CL DG 2.25% DUE 04-15-2033 REG

4/15/2033

2.25%

98,093

FHLMC MULTICLASS SER 4261 CL DA 2.5% DUE06-15-2032

6/15/2032

2.50%

3,645

FHLMC MULTICLASS SER 4268 CL BP 4.25 08-15-2042

8/15/2042

4.25%

800,118

FHLMC MULTICLASS SER 4281 CL MP 3.75% 12-15-2043

12/15/2043

3.75%

187,563

FHLMC MULTICLASS SER 4331 CL EA 4 03-15-2043

3/15/2043

4.00%

139,283

FHLMC MULTICLASS SER 4338 CL A 2.5% 05-15-2044

5/15/2044

2.50%

375,190

FHLMC MULTICLASS SER 4373 CL PA 3 02-15-2043

2/15/2043

3.00%

223,038

FHLMC MULTICLASS SER 4374 CL GA 3.0% 09-15-2036

9/15/2036

3.00%

551,962

FHLMC MULTICLASS SER 4457 CL BA 3.0% DUE07-15-2039

7/15/2039

3.00%

282,964

FHLMC MULTICLASS SER 4458 CL CB 2.0% 2.0% DUE 11-15-2028 REG

11/15/2028

2.00%

14,800

FHLMC MULTICLASS SER 4472 CL WL 3 05-15-2045

5/15/2045

3.00%

4,239,182

FHLMC MULTICLASS SER 4480 CL EA 3.5 11-15-2043

11/15/2043

3.50%

299,832

FHLMC MULTICLASS SER 4482 CL CA 3.0% 04-15-2034

4/15/2034

3.00%

425,413

FHLMC MULTICLASS SER 4631 CL AE 3.5 05-15-2044

5/15/2044

3.50%

791,362

FHLMC MULTICLASS SER 4631 CL VA 3.5% 02-15-2028

2/15/2028

3.50%

446,533

FHLMC MULTICLASS SER T-34 CL A1V 07-25-2031

7/25/2031

4.23%

1,758,282

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-2044

7/25/2044

5.43%

179,824

FHLMC MULTICLASS SER-4777 CL-CB 3.5% 10-15-2045 REG

10/15/2045

3.50%

905,473

FHLMC MULTICLASS SR 18-1 CL A1 3.5% 06-25-2028

6/25/2028

3.50%

506,312

FHLMC MULTICLASS SR 3814 CL B 3 02-15-2026

2/15/2026

3.00%

4,423

FHLMC MULTICLASS SR 4569 CL JA FLTG 3.0% 03-15-2042

3/15/2042

3.00%

489,617

FHLMC MULTICLASS SR 5400 CL AP 5.5% 02-25-2054

2/25/2054

5.50%

1,622,032

FHLMC MULTICLASS SR 5501 CL EA 6.0% 07-25-2049

7/25/2049

6.00%

2,460,628

FHLMC MULTICLASS SR 5534 CL DA 5.0% 04-25-2052

4/25/2052

5.00%

2,679,616

FHLMC MULTICLASS SR K506 CL A2 4.65% 08-25-2028

8/25/2028

4.65%

3,864,701

FHLMC MULTICLASS TRANCHE 00045 2.952 02-25-2027

2/25/2027

2.95%

460,456

FHLMC MULTICLASS TRANCHE 00112 3.176 11-25-2028

11/25/2028

3.18%

375,366

FHLMC MULTICLASSSER 3613 CL HJ 5.5 DUE 12-15-2039 REG

12/15/2039

5.50%

110,637

FHLMC POOL #1B8062 ADJ RT 03-01-2041

3/1/2041

6.84%

13,310

FHLMC POOL #1G1381 ADJ RT 12-01-2036

12/1/2036

6.66%

9,492

FHLMC POOL #1J1467 ADJ RT 12-01-2036

12/1/2036

6.22%

25,853

FHLMC POOL #1J1492 ADJ RT 11-01-2036

11/1/2036

6.24%

10,108

FHLMC POOL #2B4296 ADJ RT 06-01-2045

6/1/2045

6.26%

495,627

FHLMC POOL #3132D9KK9 6.0% 01-01-2030

1/1/2030

6.00%

1,188,333

FHLMC POOL #3132DV6Q3 2 07-01-2050

7/1/2050

2.00%

1,078,234

FHLMC POOL #C00650 7 09-01-2028

9/1/2028

7.00%

304

FHLMC POOL #G08788 3.5 11-01-2047

11/1/2047

3.50%

135,743

FHLMC POOL #Q25818 4.5 04-01-2044

4/1/2044

4.50%

755,769

FHLMC POOL #Q25819 4.5 04-01-2044

4/1/2044

4.50%

722,982

FHLMC POOL #QA7477 3.0% DUE 03-01-2050

3/1/2050

3.00%

1,864,412

FHLMC POOL #QC-9154 3% DUE 10-01-2051 REG

10/1/2051

3.00%

338,097

FHLMC POOL #QE0992 3.0% 04-01-2052

4/1/2052

3.00%

663,717

FHLMC POOL #QE3984 3.0% 05-01-2052

5/1/2052

3.00%

1,147,674

FHLMC POOL #QG2979 3.0% 05-01-2053

5/1/2053

3.00%

60,740

FHLMC POOL #RA1293 3.0% DUE 09-01-2049

9/1/2049

3.00%

852,712

FHLMC POOL #RA6486 3.0% 12-01-2051

12/1/2051

3.00%

4,642,140

FHLMC POOL #RA9079 6.5% 05-01-2053

5/1/2053

6.50%

215,449

FHLMC POOL #RA-9080 6.5% 05-01-2053

5/1/2053

6.50%

245,480

FHLMC POOL #RA-9081 6.5% 05-01-2053

5/1/2053

6.50%

416,540

FHLMC POOL #RA9437 5.5% 07-01-2053

7/1/2053

5.50%

388,158

FHLMC POOL #SC0405 3.5% 11-01-2038

11/1/2038

3.50%

376,588

FHLMC POOL #SD0849 2.5% DUE 01-01-2052

1/1/2052

2.50%

492,945

FHLMC POOL #SD1967 4.0% 10-01-2052

10/1/2052

4.00%

10,263,577

FHLMC POOL #SD2269 3% 01-01-2052

1/1/2052

3.00%

3,085,660

FHLMC POOL #SD2723 5.5% 03-01-2053

3/1/2053

5.50%

600,261

FHLMC POOL #SD5143 6.0% 04-01-2054

4/1/2054

6.00%

1,394,698

FHLMC POOL #SD5384 5.5% 07-01-2053

7/1/2053

5.50%

429,427

FHLMC POOL #SD5691 6.0% 06-01-2054

6/1/2054

6.00%

1,045,883

FHLMC POOL #SD5709 6.0% 07-01-2054

7/1/2054

6.00%

663,583

FHLMC POOL #SD5876 6.0% 05-01-2054

5/1/2054

6.00%

1,034,131

FHLMC POOL #SD7509 3.0% DUE 11-01-2049 REG

11/1/2049

3.00%

608,789

FHLMC POOL #SD8006 4.0% 08-01-2049

8/1/2049

4.00%

8,135,413

FHLMC POOL #SD-8113 2.0% 11-01-2050

12/1/2050

2.00%

270,570

FHLMC POOL #SD-8121 2.0% DUE 12-01-2050 REG

1/1/2051

2.00%

3,251,320

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FHLMC POOL #SD8335 3.0% 04-01-2053

4/1/2053

3.00%

95,089

FHLMC POOL 846661 ADJ RT DUE 02-01-2029

2/1/2029

6.03%

FHLMC POOL SD5416 5.5% 04-01-2054

4/1/2054

5.50%

345,345

FHLMC POOL# SD2688 5.5% 04-01-2053

4/1/2053

5.50%

801,448

FHLMC POOL# SD2866 4.0% 07-01-2049

7/1/2049

4.00%

378,268

FHLMC POOL#SD2981 6.5% 05-01-2053

5/1/2053

6.50%

418,443

FHLMC PRIN STRIP PRIN PMT ON 6.25% DEB 2032 07-15-2032 (UNDDATE)

7/15/2032

—%

2,321,022

FHLMC SER 3645 CL KP 5 02-15-2040

2/15/2040

5.00%

143,573

FHLMC SR 5407 CL A 5.5% 11-25-2050

11/25/2050

5.50%

2,142,563

FHLMC SR 5440 CL F FLTG 08-25-2054

8/25/2054

4.92%

1,332,957

FHLMC SR 5482 CL FC FLTG RT 12-25-2054

12/25/2054

5.17%

688,983

FHLMC SR 5490 CL LA 5.0% 12-31-2049

4/25/2052

5.00%

4,480,495

FHLMC SUPER 30Y FIXED 5% 10-01-2054

10/1/2054

5.00%

2,060,854

FHLMC UMBS 30Y FIXED 2% 02-01-2051

2/1/2051

2.00%

1,339,346

FHLMC UMBS 30Y FIXED 2% 03-01-2051

3/1/2051

2.00%

655,906

FHLMC UMBS 30Y FIXED 2% 11-01-2051

11/1/2051

2.00%

255,465

FHLMC UMBS 30Y FIXED 2.5% 08-01-2051

8/1/2051

2.50%

1,764,277

FHLMC UMBS 30Y FIXED 3% 02-01-2052

2/1/2052

3.00%

16,390

FHLMC UMBS 30Y FIXED 3% 06-01-2052

6/1/2052

3.00%

640,533

FHLMC UMBS 30Y FIXED 3% 10-01-2052

10/1/2052

3.00%

551,893

FHLMC UMBS 30Y FIXED 5% 04-01-2053

4/1/2053

5.00%

1,128,574

FHLMC UMBS 30Y FIXED 6% 04-01-2054

4/1/2054

6.00%

436,661

FHLMC UMBS 30Y FIXED 6.5% 02-01-2054

2/1/2054

6.50%

787,952

FHLMC UMBS 30Y FIXED 6.5% 04-01-2053

4/1/2053

6.50%

634,426

FHLMC UMBS 30Y FIXED 6.5% 04-01-2054

4/1/2054

6.50%

862,736

FHLMC UMBS 30Y FXD 2.5% DUE 02-01-2052

2/1/2052

2.50%

565,598

FHLMC UMBS 30Y FXD 5% DUE 02-01-2053

2/1/2053

5.00%

4,426,804

FIDELIS INSURANCE HOLDINGS LIMITED

600,094

FIDELITY NATIONAL INFORMATION SERVICES INC 1.15% 03-01-2026

3/1/2026

1.15%

2,093,806

FIDELITY NATL FINL INC NEW FORMERLY FIDELITY COMMON STOCK

9,130,887

FIDELITY NATL INFORMATION SVCS INC COM STK

10,285,748

FIDELITY NATL INFORMATION SVCS INC SR NT1.65% 03-01-2028

3/1/2028

1.65%

1,440,480

FIEM INDUSTRIES LT INR10

367,405

FIERA MILANO NPV

565,597

FIFTH THIRD BANCORP 5.631% 01-29-2032

1/29/2032

5.63%

136,551

FIFTH THIRD BANCORP 6.339% 07-27-2029

7/27/2029

6.34%

1,300,944

FIGS INC COM USD0.0001 CL A

902,029

FINCANTIERI SPA NPV

25,497

FIRST ABU DHABI BK AED1

1,004,425

FIRST AMERN FINL CORP COM STK

115,384

FIRST BANCORP P R COM NEW COM NEW

820,846

FIRST INTERNET BANCORP COM STK

45,497

FIRST RESOURCES LT NPV

1,604,067

FIRST TRACTOR CO 'H'CNY1

27,926

FIRSTCASH HLDGS INC COM

5,024,614

FIRSTENERGY CORP 2.65% DUE 03-01-2030

3/1/2030

2.65%

1,372,073

FIRSTENERGY CORP 3.9% 07-15-2027

7/15/2027

3.90%

4,572,463

FIRSTENERGY CORP COM

72,259

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FIRSTENERGY CORP FIXED 2.25% DUE 09-01-2030

9/1/2030

2.25%

1,617,192

FIRSTENERGY TRANSMISSION LLC 4.55% 01-15-2030

1/15/2030

4.55%

862,187

FIRSTENERGY TRANSMISSION LLC 5.0% 01-15-2035

1/15/2035

5.00%

471,855

FIRSTENERGY TRANSMISSION LLC SR NT 144A 4.55% 04-01-2049

4/1/2049

4.55%

140,985

FIRSTGROUP ORD GBP0.05

1,614,586

FIRSTKEY HOMES 2021-SFR1 TR 1.788% 08-17-2038

8/17/2038

1.79%

2,702,414

FIRSTKEY HOMES 2021-SFR1 TR 2.389% 08-17-2038

8/17/2038

2.39%

1,277,908

FIRSTSERVICE CORP COM NPV

1,370,316

FISERV INC 3.5% DUE 07-01-2029

7/1/2029

3.50%

7,161,606

FISERV INC 5.15% 08-12-2034

8/12/2034

5.15%

3,381,264

FISERV INC 5.15% 03-15-2027

3/15/2027

5.15%

532,603

FISERV INC 5.375% 08-21-2028

8/21/2028

5.38%

2,307,979

FISERV INC 5.45% DUE 03-02-2028

3/2/2028

5.45%

1,682,900

FISERV INC 5.6% DUE 03-02-2033

3/2/2033

5.60%

516,773

FISERV INC COM

5,270,158

FIVE 2023-V1 MTG TR COML MTG PASS THRU CTF CL 5.1719% 02-10-2056

2/10/2056

5.17%

3,018,638

FIVE BELOW INC COM USD0.01

5,744,603

FIVE STAR BANCORP COM NPV

2,147

FL PWR & LT CO 3.8% DUE 12-15-2042

12/15/2042

3.80%

98,851

FL PWR & LT CO 3.95% 03-01-2048

3/1/2048

3.95%

160,308

FL PWR & LT CO 4.05% DUE 06-01-2042

6/1/2042

4.05%

196,958

FLAGSHIP CR AUTO 1.46% DUE 09-15-2027

9/15/2027

1.46%

383,987

FLATEXDEGIRO SE NPV (REG)

346,901

FLEX LTD COM USD0.01

4,958,730

FLOOR & DECOR HLDGS INC CL A CL A

1,805,084

FLORIDA POWER & LIGHT COMPANY 5.05% DUE 04-01-2028

4/1/2028

5.05%

102,562

FLORIDA POWER & LIGHT COMPANY 5.6% 02-15-2066

2/15/2066

5.60%

237,055

FLORIDA PWR & LT CO 4.4% 05-15-2028

5/15/2028

4.40%

1,022,925

FLORIDA PWR & LT CO 5.8% 03-15-2065

3/15/2065

5.80%

183,715

FLORIDA ST BRD ADMIN FIN CORP REV 5.526%07-01-2034 BEO TAXABLE

7/1/2034

5.53%

4,100,626

FLOWSERVE CORP COM

5,040,179

FLUENCE ENERGY INC CL A CL A

1,061,375

FLUOR CORP NEW COM

2,551,578

FLUSHING FINL CORP COM

48,483

FLYWIRE CORP COM VTG COM VTG

1,012,709

FMC CORP 3.45% DUE 10-01-2029

10/1/2029

3.45%

2,276,289

FMC CORP COM (NEW)

688,285

FNMA POOL #QA6364 3.5% 01-01-2050

1/1/2050

3.50%

373,245

FNMA . POOL #AO6482 ADJ RT DUE 07-01-2042 BEO

7/1/2042

6.42%

9,560

FNMA 0.87% DUE 08-05-2030

8/5/2030

0.88%

189,842

FNMA 01/04/2051 POOL #BR7745 2% DUE 04-01-2051 BEO

4/1/2051

2.00%

204,301

FNMA 1.55% DUE 08-24-2035

8/24/2035

1.55%

501,239

FNMA 2.0% DUE 02-25-2043 REG

2/25/2043

2.00%

143,868

FNMA 2.5% 11-01-2041

11/1/2041

2.50%

370,317

FNMA 2.5% DUE 02-01-2036

2/1/2036

2.50%

768,478

FNMA 2.5% MBS 01/05/2051 USD'BR1001F' POOL #BR1001 2.5% DUE 05-01-2051 BEO

5/1/2051

2.50%

234,374

FNMA 2004-W1 CL-2A1 6.5% DUE 12-25-2043

12/25/2043

6.50%

44,388

FNMA 3% DUE 05-01-2052

5/1/2052

3.00%

17,834,985

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA 3% DUE 10-01-2050

10/1/2050

3.00%

504,440

FNMA 3% DUE 12-01-2051

12/1/2051

3.00%

829,673

FNMA 3.5% MBS 01/07/2049 USD'CA3861F' POOL #CA3861 3.5% DUE 07-01-2049 BEO

7/1/2049

3.50%

1,582,532

FNMA 4% MBS 01/10/2048 USD'CA2472F' POOL#CA2472 4% DUE 10-01-2048 BEO

10/1/2048

4.00%

498,276

FNMA 4.5% DUE 03-25-2037 BEO

3/25/2037

4.50%

562,172

FNMA 4.5% MBS 01/04/2049 USD'BN5404F' POOL #BN5404 4.5% DUE 04-01-2049 BEO

4/1/2049

4.50%

433,890

FNMA 4.5% MBS 01/07/2029 USD'BO1834F' POOL #BO1834 4.5% DUE 07-01-2029 BEO

7/1/2029

4.50%

297,809

FNMA AR9203 3.5 DUE 03-01-2043

3/1/2043

3.50%

380,699

FNMA BS9323 4.855% 08-01-2028

8/1/2028

4.86%

1,533,839

FNMA CMO SER 2002-86 CL PG 6 09-25-2032 BEO

12/25/2032

6.00%

33,895

FNMA DTD 11/03/2000 6.625 11-15-2030

11/15/2030

6.62%

2,533,273

FNMA DTD 12/27/2001 ZCP NT 0 DUE 03-17-2031

3/17/2031

—%

698,100

FNMA FLTG RT SER 16-62 CL FH 09-25-2046

9/25/2046

4.39%

1,417,131

FNMA FLTG RT SER 19-14 CL FA 04-25-2049 REG

4/25/2049

4.39%

1,426,103

FNMA FN#BL6037 2.02% 05-01-2030

5/1/2030

2.02%

2,822,984

FNMA FNMA # FS5270 5.5% 07-01-2053

7/1/2053

5.50%

803,638

FNMA FNMA # MA5190 5.5% 11-01-2053

11/1/2053

5.50%

5,703,771

FNMA FNMA 11-25-2046

11/25/2046

4.54%

472,345

FNMA FNR 2006-127 CL-FD FLTG RT 07-25-2036

7/25/2036

4.27%

491,829

FNMA FNR 2007-58 FLTG RT 06-25-2037

6/25/2037

4.24%

445,801

FNMA FNR 2011-75 ME 3 08-25-2026

8/25/2026

3.00%

157

FNMA FNR 2012-37 BF FLTG RT 12-25-2035

12/25/2035

4.49%

412,222

FNMA FNR 2024-97 MA 5.5% 25/12/2050 5.5 12-25-2050

12/25/2050

5.50%

4,389,874

FNMA FR CMO 25/02/2037 USD1000'DF' 2007-4 02-25-2037

2/25/2037

4.43%

123,493

FNMA FR CMO 25/06/2037 USD1000 'EF' '2007-54 06-25-2037

6/25/2037

4.33%

1,257,177

FNMA FR CMO 25/10/2037 USD1000 A7 10-25-2037

10/25/2037

6.06%

5,948

FNMA POOL #190353 5% 08-01-2034 BEO

8/1/2034

5.00%

1,570

FNMA POOL #190357 5% 03-01-2035 BEO

3/1/2035

5.00%

1,240

FNMA POOL #190360 5% 08-01-2035 BEO

8/1/2035

5.00%

981

FNMA POOL #190377 5% 11-01-2036 BEO

11/1/2036

5.00%

43,024

FNMA POOL #253947 8% DUE 08-01-2031 REG

8/1/2031

8.00%

8,732

FNMA POOL #254223 7.5% DUE 02-01-2032 REG

2/1/2032

7.50%

FNMA POOL #256901 6.5% 09-01-2037 BEO

9/1/2037

6.50%

959

FNMA POOL #256937 6.5% 10-01-2037 BEO

10/1/2037

6.50%

1,660

FNMA POOL #257239 5.5% 06-01-2028 BEO

6/1/2028

5.50%

8,766

FNMA POOL #313947 7% 01-01-2028 BEO

1/1/2028

7.00%

FNMA POOL #347547 ADJ RT DUE 08-01-2026 BEO

8/1/2026

6.12%

FNMA POOL #347633 6.125% 07-01-2026 BEO

7/1/2026

6.12%

998

FNMA POOL #371073 7.5% 02-01-2027 BEO

2/1/2027

7.50%

408

FNMA POOL #396439 7.5% 11-01-2027 BEO

11/1/2027

7.50%

1,796

FNMA POOL #397256 7.5% 10-01-2027 BEO

10/1/2027

7.50%

FNMA POOL #401788 7.5 GTD MTG PASS THRU CTF DUE 10-01-2027 REG

10/1/2027

7.50%

FNMA POOL #479545 7% DUE 08-01-2029 REG

8/1/2029

7.00%

232

FNMA POOL #503573 7% DUE 10-01-2029 REG

10/1/2029

7.00%

823

FNMA POOL #509662 7% DUE 08-01-2029 REG

8/1/2029

7.00%

193

FNMA POOL #511384 7% 09-01-2029 BEO

9/1/2029

7.00%

366

FNMA POOL #515518 7% DUE 10-01-2029 REG

10/1/2029

7.00%

1,416

FNMA POOL #523486 8% DUE 08-01-2030 REG

8/1/2030

8.00%

260

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #534194 8% DUE 04-01-2030 REG

4/1/2030

8.00%

321

FNMA POOL #545204 ADJ RT DUE 05-01-2036 REG

5/1/2036

4.41%

1,961

FNMA POOL #545278 7.5% DUE 11-01-2031 REG

11/1/2031

7.50%

11,045

FNMA POOL #554482 7.5% 10-01-2030 BEO

10/1/2030

7.50%

13,791

FNMA POOL #593848 8% 07-01-2031 BEO

7/1/2031

8.00%

10,325

FNMA POOL #602065 7% DUE 09-01-2031 REG

9/1/2031

7.00%

12,076

FNMA POOL #60680 ADJ RT DUE 02-01-2028 REG

2/1/2028

4.50%

948

FNMA POOL #609504 7% DUE 10-01-2031 REG

10/1/2031

7.00%

35,481

FNMA POOL #725946 5.5% 11-01-2034 BEO

11/1/2034

5.50%

21,603

FNMA POOL #735061 6% 11-01-2034 BEO

10/1/2035

5.00%

242,470

FNMA POOL #735382 5% 04-01-2035 BEO

4/1/2035

5.00%

156,233

FNMA POOL #735500 5.5% 05-01-2035 BEO

5/1/2035

5.50%

231,155

FNMA POOL #735501 6% 05-01-2035 BEO

5/1/2035

6.00%

56,564

FNMA POOL #735503 6% 04-01-2035 BEO

4/1/2035

6.00%

67,408

FNMA POOL #735561 FLTG DUE 04-01-2034

4/1/2034

6.16%

17,270

FNMA POOL #735580 5% 06-01-2035 BEO

6/1/2035

5.00%

73,049

FNMA POOL #735676 5% 07-01-2035 BEO

7/1/2035

5.00%

51,234

FNMA POOL #735893 5% 10-01-2035 BEO

10/1/2035

5.00%

22,071

FNMA POOL #735989 5.5% 02-01-2035 BEO

2/1/2035

5.50%

302,984

FNMA POOL #745140 5% 11-01-2035 BEO

11/1/2035

5.00%

302,899

FNMA POOL #745327 6% DUE 03-01-2036 REG

3/1/2036

6.00%

37,677

FNMA POOL #745412 5.5% 12-01-2035 BEO

12/1/2035

5.50%

174,399

FNMA POOL #745885 6% 10-01-2036 BEO

10/1/2036

6.00%

111,995

FNMA POOL #745948 6.5% DUE 10-01-2036 BEO

10/1/2036

6.50%

12,106

FNMA POOL #813599 ADJ RT DUE 01-01-2036 BEO

1/1/2036

5.80%

19,966

FNMA POOL #831561 6.5% 05-01-2036 BEO

5/1/2036

6.50%

4,201

FNMA POOL #833600 6.5% DUE 11-01-2035 REG

11/1/2035

6.50%

2,017

FNMA POOL #836464 ADJ RT DUE 10-01-2035 BEO

10/1/2035

6.13%

10,904

FNMA POOL #836852 ADJ RT DUE 10-01-2035 BEO

10/1/2035

5.97%

5,400

FNMA POOL #843823 ADJ RT DUE 11-01-2035 BEO

11/1/2035

5.95%

4,939

FNMA POOL #843997 5.783% 11-01-2035 BEO

11/1/2035

5.86%

2,401

FNMA POOL #844052 4.065 11-01-2035 BEO

11/1/2035

5.88%

1,218

FNMA POOL #844148 5.86% 11-01-2035 BEO

11/1/2035

5.95%

2,347

FNMA POOL #844237 ADJ RT DUE 11-01-2035 BEO

11/1/2035

5.62%

1,680

FNMA POOL #844789 5.809% 11-01-2035 BEO

11/1/2035

5.90%

2,538

FNMA POOL #866888 ADJ RT DUE 01-01-2036 BEO

1/1/2036

6.16%

4,433

FNMA POOL #879067 ADJ RT DUE 04-01-2036 BEO

4/1/2036

6.61%

94,726

FNMA POOL #880870 6.5% 03-01-2036 BEO

3/1/2036

6.50%

9,170

FNMA POOL #884773 ADJ RT DUE 10-01-2036 BEO

10/1/2036

6.36%

21,397

FNMA POOL #888637 6% 09-01-2037 BEO

9/1/2037

6.00%

19,147

FNMA POOL #888890 6.5% DUE 10-01-2037 BEO

10/1/2037

6.50%

34,935

FNMA POOL #888893 5.5% 08-01-2037 BEO

8/1/2037

5.50%

8,112

FNMA POOL #889072 6.5% 12-01-2037 BEO

12/1/2037

6.50%

40,294

FNMA POOL #889190 6% 03-01-2038 BEO

3/1/2038

6.00%

16,691

FNMA POOL #889579 6% DUE 05-01-2038 REG

5/1/2038

6.00%

261,142

FNMA POOL #890236 4.5% 08-01-2040 BEO

8/1/2040

4.50%

15,713

FNMA POOL #890268 6.5% 10-01-2038 BEO

10/1/2038

6.50%

58,781

FNMA POOL #890594 3% 01-01-2029 BEO

1/1/2029

3.00%

35,109

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #890604 4.5% 10-01-2044 BEO

10/1/2044

4.50%

628,861

FNMA POOL #890827 3.5% 12-01-2037 BEO

9/1/2047

3.00%

109,152

FNMA POOL #890843 3% 09-01-2047 BEO

9/1/2047

3.00%

2,404,121

FNMA POOL #891654 6.5% DUE 06-01-2036 REG

6/1/2036

6.50%

67,594

FNMA POOL #902425 ADJ RT DUE 11-01-2036

11/1/2036

6.15%

8,811

FNMA POOL #903261 6% 10-01-2036 BEO

10/1/2036

6.00%

756

FNMA POOL #906666 6.5% 12-01-2036 BEO

12/1/2036

6.50%

1,333

FNMA POOL #908172 6.5% DUE 01-01-2037 REG

1/1/2037

6.50%

413

FNMA POOL #914875 6.5% DUE 04-01-2037 REG

4/1/2037

6.50%

62,917

FNMA POOL #918653 6% 06-01-2037 BEO

6/1/2037

6.00%

697

FNMA POOL #928746 6.5% DUE 09-01-2037 REG

9/1/2037

6.50%

4,173

FNMA POOL #929298 5% 03-01-2038 BEO

3/1/2038

5.00%

4,662

FNMA POOL #931307 4.5% 06-01-2039 BEO

6/1/2039

4.50%

73,446

FNMA POOL #931991 4.5% 09-01-2039 BEO

9/1/2039

4.50%

63,136

FNMA POOL #932058 4.5% 10-01-2039 BEO

10/1/2039

4.50%

66,693

FNMA POOL #932426 4.5% 01-01-2040 BEO

1/1/2040

4.50%

380,614

FNMA POOL #932495 4.5% 02-01-2040 BEO

2/1/2040

4.50%

31,658

FNMA POOL #932669 4.5% 03-01-2040 BEO

3/1/2040

4.50%

2,017

FNMA POOL #932850 4% 12-01-2040 BEO

12/1/2040

4.00%

47,299

FNMA POOL #933409 5% 03-01-2038 BEO

3/1/2038

5.00%

3,205

FNMA POOL #933638 ADJ RT DUE 08-01-2038 BEO

8/1/2038

6.38%

25,297

FNMA POOL #942798 6.5% DUE 08-01-2037 REG

8/1/2037

6.50%

12,687

FNMA POOL #943699 6.5% DUE 08-01-2037 REG

8/1/2037

6.50%

6,066

FNMA POOL #946065 6.5% 09-01-2037 BEO

9/1/2037

6.50%

7,102

FNMA POOL #948849 6% 08-01-2037 BEO

8/1/2037

6.00%

15,012

FNMA POOL #955762 6.5% 10-01-2037 BEO

10/1/2037

6.50%

2,748

FNMA POOL #962062 5% 03-01-2038 BEO

3/1/2038

5.00%

5,465

FNMA POOL #962444 5% DUE 04-01-2038 BEO

4/1/2038

5.00%

7,918

FNMA POOL #971053 4.5% 02-01-2039 BEO

2/1/2039

4.50%

8,126

FNMA POOL #972571 5% 03-01-2038 BEO

3/1/2038

5.00%

11,208

FNMA POOL #972572 5% DUE 03-01-2038 REG

3/1/2038

5.00%

754

FNMA POOL #973161 6.5% 02-01-2038 BEO

2/1/2038

6.50%

42,138

FNMA POOL #975184 5% 03-01-2038 BEO

3/1/2038

5.00%

5,914

FNMA POOL #975441 5% DUE 03-01-2038 REG

3/1/2038

5.00%

1,265

FNMA POOL #979973 5% 09-01-2036 BEO

9/1/2036

5.00%

1,657

FNMA POOL #987325 ADJ RT DUE 09-01-2038 BEO

9/1/2038

6.62%

49,014

FNMA POOL #995067 6% 09-01-2036 BEO

9/1/2036

6.00%

356,449

FNMA POOL #995149 6.5% 10-01-2038 BEO

10/1/2038

6.50%

38,728

FNMA POOL #995899 6% 02-01-2038 BEO

2/1/2038

6.00%

29,125

FNMA POOL #AA0472 4% 03-01-2039 BEO

3/1/2039

4.00%

29,540

FNMA POOL #AA2700 5% 01-01-2039 BEO

1/1/2039

5.00%

2,326

FNMA POOL #AB3701 4.5% 10-01-2041 BEO

10/1/2041

4.50%

216,748

FNMA POOL #AB4058 4% 12-01-2041 BEO

12/1/2041

4.00%

146,930

FNMA POOL #AB4590 3.5% DUE 03-01-2042 BEO

3/1/2042

3.50%

305,563

FNMA POOL #AB4689 3.5% 03-01-2042 BEO

3/1/2042

3.50%

243,803

FNMA POOL #AB4941 3.5% 04-01-2042 BEO

4/1/2042

3.50%

652,566

FNMA POOL #AB5236 3% 05-01-2027 BEO

5/1/2027

3.00%

18,089

FNMA POOL #AB5546 3.5% DUE 06-01-2042 BEO

6/1/2042

3.50%

301,812

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #AB5593 3.5% 07-01-2042 BEO

7/1/2042

3.50%

145,336

FNMA POOL #AB6229 3.5% 09-01-2042 BEO

9/1/2042

3.50%

616,460

FNMA POOL #AB6238 3.5% 09-01-2042 BEO

9/1/2042

3.50%

143,125

FNMA POOL #AB6390 3% 10-01-2042 BEO

10/1/2042

3.00%

92,337

FNMA POOL #AB6694 3% 10-01-2042 BEO

10/1/2042

3.00%

125,654

FNMA POOL #AB6832 3.5% 11-01-2042 BEO

11/1/2042

3.50%

430,950

FNMA POOL #AB7272 3 12-01-2042 REG

12/1/2042

3.00%

354,821

FNMA POOL #AB7410 3% 12-01-2042 BEO

12/1/2042

3.00%

651,982

FNMA POOL #AB7426 3% 12-01-2042 BEO

12/1/2042

3.00%

269,330

FNMA POOL #AB7568 3% 01-01-2043 BEO

1/1/2043

3.00%

413,606

FNMA POOL #AB7570 3% 01-01-2043 BEO

1/1/2043

3.00%

647,578

FNMA POOL #AB7741 3% 01-01-2043 BEO

1/1/2043

3.00%

460,473

FNMA POOL #AB8680 2% 03-01-2028 BEO

3/1/2028

2.00%

200,567

FNMA POOL #AB9347 3% 05-01-2043 BEO

5/1/2043

3.00%

572,184

FNMA POOL #AB9361 3.5% DUE 05-01-2043 BEO

5/1/2043

3.50%

159,926

FNMA POOL #AB9461 3% 05-01-2043 BEO

5/1/2043

3.00%

552,192

FNMA POOL #AB9516 2.5% 05-01-2028 BEO

5/1/2028

2.50%

21,663

FNMA POOL #AB9615 4% 06-01-2033 BEO

6/1/2033

4.00%

41,832

FNMA POOL #AB9663 3% 06-01-2043 BEO

6/1/2043

3.00%

79,310

FNMA POOL #AB9825 2.5% 07-01-2028 BEO

7/1/2028

2.50%

8,327

FNMA POOL #AC1889 4% 09-01-2039 BEO

9/1/2039

4.00%

71,265

FNMA POOL #AC2953 4.5% 09-01-2039 BEO

9/1/2039

4.50%

23,395

FNMA POOL #AC3237 5% 10-01-2039 BEO

10/1/2039

5.00%

294,263

FNMA POOL #AC9526 5.5% DUE 01-01-2040 BEO

1/1/2040

5.50%

196,373

FNMA POOL #AD0121 4.5% 09-01-2029 BEO

9/1/2029

4.50%

133,397

FNMA POOL #AD0249 5.5% 04-01-2037 BEO

4/1/2037

5.50%

97,316

FNMA POOL #AD0296 FLTG 12-01-2036

12/1/2036

6.00%

23,138

FNMA POOL #AD0329 6.5 DUE 09-01-2028 BEO

9/1/2028

6.50%

1,787

FNMA POOL #AD0752 7% 01-01-2039 BEO

1/1/2039

7.00%

22,361

FNMA POOL #AD0979 7.5% 10-01-2035 BEO

10/1/2035

7.50%

12,783

FNMA POOL #AD4178 4.5% 06-01-2040 BEO

6/1/2040

4.50%

438,952

FNMA POOL #AD9143 4.5% 08-01-2040 BEO

8/1/2040

4.50%

6,906

FNMA POOL #AD9153 4.5% 08-01-2040 BEO

8/1/2040

4.50%

49,166

FNMA POOL #AD9713 5% 08-01-2040 BEO

8/1/2040

5.00%

27,918

FNMA POOL #AE0113 4% 07-01-2040 BEO

7/1/2040

4.00%

88,222

FNMA POOL #AE0478 4% 11-01-2040 BEO

11/1/2040

4.00%

1,318

FNMA POOL #AE0521 6% 08-01-2037 BEO

8/1/2037

6.00%

41,072

FNMA POOL #AE0654 6.347% DUE 12-01-2040 BEO

12/1/2040

6.35%

470,293

FNMA POOL #AE0967 3.5% 06-01-2039 BEO

6/1/2039

3.50%

203,148

FNMA POOL #AE1807 4% 10-01-2040 BEO

10/1/2040

4.00%

2,172

FNMA POOL #AE1840 5% 08-01-2040 BEO

8/1/2040

5.00%

8,164

FNMA POOL #AE1862 5% 08-01-2040 BEO

8/1/2040

5.00%

45,393

FNMA POOL #AE4456 4% 02-01-2041 BEO

2/1/2041

4.00%

16,615

FNMA POOL #AE4664 4% 10-01-2040 BEO

10/1/2040

4.00%

15,501

FNMA POOL #AE6090 4% 10-01-2040 BEO

10/1/2040

4.00%

61,121

FNMA POOL #AE6191 4% 11-01-2040 BEO

11/1/2040

4.00%

10,325

FNMA POOL #AE7314 4% 11-01-2040 BEO

11/1/2040

4.00%

559

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #AE8446 4% 11-01-2040 BEO

11/1/2040

4.00%

777

FNMA POOL #AE9387 4% 12-01-2040 BEO

12/1/2040

4.00%

499

FNMA POOL #AH2683 4% 01-01-2041 BEO

1/1/2041

4.00%

311,563

FNMA POOL #AL8558 6% 07-01-2041 BEO

7/1/2041

6.00%

89,348

FNMA POOL #AN0360 3.95% DUE 12-01-2045 BEO

12/1/2045

3.95%

3,854,155

FNMA POOL #AN1371 2.68% DUE 06-01-2028 BEO

6/1/2028

2.68%

1,945,852

FNMA POOL #AN1461 2.59% 05-01-2026

5/1/2026

2.59%

1,489,849

FNMA POOL #AN1613 2.55% 07-01-2026 BEO

7/1/2026

2.55%

1,534,941

FNMA POOL #AN5171 3.29% 04-01-2027

4/1/2027

3.29%

5,133,361

FNMA POOL #AN6585 2.84% 09-01-2027

9/1/2027

2.84%

1,428,768

FNMA POOL #AN8612 3.29% 03-01-2028

3/1/2028

3.29%

4,175,987

FNMA POOL #AN8717 3.02% 03-01-2028

3/1/2028

3.02%

215,478

FNMA POOL #AN9215 3.43% 05-01-2028

5/1/2028

3.43%

485,515

FNMA POOL #AN9814 3.63% DUE 08-01-2028 BEO

8/1/2028

3.63%

2,056,835

FNMA POOL #AO0454 3.5% 08-01-2042 BEO

8/1/2042

3.50%

167,518

FNMA POOL #AO0527 3% 05-01-2027 BEO

5/1/2027

3.00%

11,301

FNMA POOL #AO2801 3% DUE 06-01-2027 BEO

6/1/2027

3.00%

65,219

FNMA POOL #AO2802 3% 06-01-2027 BEO

6/1/2027

3.00%

118,448

FNMA POOL #AO4135 3.5% 06-01-2042 BEO

6/1/2042

3.50%

348,164

FNMA POOL #AO4688 3% DUE 07-01-2043 BEO

7/1/2043

3.00%

678,175

FNMA POOL #AO6757 4% 06-01-2042 BEO

6/1/2042

4.00%

65,981

FNMA POOL #AO7348 4% 08-01-2042 BEO

8/1/2042

4.00%

77,948

FNMA POOL #AP0006 ADJ RT DUE 07-01-2042 BEO

7/1/2042

6.42%

13,469

FNMA POOL #AP0645 3.5% 07-01-2032 BEO

7/1/2032

3.50%

13,801

FNMA POOL #AP2611 3.5% 09-01-2042 BEO

9/1/2042

3.50%

106,927

FNMA POOL #AP3308 3.5% 09-01-2042 BEO

9/1/2042

3.50%

117,327

FNMA POOL #AP3902 3% 10-01-2042 BEO

10/1/2042

3.00%

102,957

FNMA POOL #AP4710 3.5% 08-01-2042 BEO

8/1/2042

3.50%

227,986

FNMA POOL #AP5143 3% 09-01-2042 BEO

9/1/2042

3.00%

124,694

FNMA POOL #AP6027 3% 04-01-2043 BEO

4/1/2043

3.00%

98,529

FNMA POOL #AP6032 3% 04-01-2043 BEO

4/1/2043

3.00%

111,131

FNMA POOL #AP6053 2.5% 07-01-2028 BEO

7/1/2028

2.50%

13,889

FNMA POOL #AP6054 3% 07-01-2043 BEO

7/1/2043

3.00%

14,811

FNMA POOL #AP7126 2.5% 10-01-2027 BEO

10/1/2027

2.50%

22,096

FNMA POOL #AP8057 3.5% 09-01-2042 BEO

9/1/2042

3.50%

166,654

FNMA POOL #AP8903 3.5% 10-01-2042 BEO

10/1/2042

3.50%

112,744

FNMA POOL #AP9539 3% DUE 10-01-2042 BEO

10/1/2042

3.00%

79,368

FNMA POOL #AP9766 4% 10-01-2042 BEO

10/1/2042

4.00%

310,087

FNMA POOL #AQ0556 3% 11-01-2042 BEO

11/1/2042

3.00%

559,590

FNMA POOL #AQ1534 3.5% 10-01-2032 BEO

10/1/2032

3.50%

47,215

FNMA POOL #AQ1607 3.5% 11-01-2032 BEO

11/1/2032

3.50%

39,603

FNMA POOL #AQ1802 3.5% 10-01-2042 BEO

10/1/2042

3.50%

68,074

FNMA POOL #AQ7192 3% DUE 07-01-2043 REG

7/1/2043

3.00%

43,416

FNMA POOL #AQ8359 3% 01-01-2043 BEO

1/1/2043

3.00%

179,965

FNMA POOL #AR2638 3.5% 02-01-2043 BEO

2/1/2043

3.50%

179,603

FNMA POOL #AR3368 2.5% DUE 02-01-2028 REG

2/1/2028

2.50%

23,590

FNMA POOL #AR4343 3% 06-01-2043 BEO

6/1/2043

3.00%

75,058

FNMA POOL #AR4410 2.5% 02-01-2028 BEO

2/1/2028

2.50%

493,126

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #AR7214 3% DUE 06-01-2043 REG

6/1/2043

3.00%

467,084

FNMA POOL #AR7399 3% 06-01-2043 BEO

6/1/2043

3.00%

35,393

FNMA POOL #AR7961 3.5% DUE 03-01-2033 REG

3/1/2033

3.50%

47,675

FNMA POOL #AR8749 3% 03-01-2043 BEO

3/1/2043

3.00%

562,472

FNMA POOL #AR9215 3% DUE 03-01-2043 REG

3/1/2043

3.00%

367,399

FNMA POOL #AS0038 3% DUE 07-01-2043 BEO

7/1/2043

3.00%

370,949

FNMA POOL #AS0047 2.5% 07-01-2028 BEO

1/1/2045

3.00%

60,466

FNMA POOL #AS0070 4% DUE 08-01-2043 REG

8/1/2043

4.00%

126,463

FNMA POOL #AS0302 3% 08-01-2043 BEO

8/1/2043

3.00%

32,893

FNMA POOL #AS0522 3.5% 09-01-2043 BEO

9/1/2043

3.50%

56,221

FNMA POOL #AS0838 5% 10-01-2043 BEO

10/1/2043

5.00%

34,265

FNMA POOL #AS1364 3% 12-01-2043 BEO

12/1/2043

3.00%

25,418

FNMA POOL #AS1745 3% 02-01-2029 BEO

2/1/2029

3.00%

210,644

FNMA POOL #AS1774 4% 02-01-2044 BEO

2/1/2044

4.00%

24,612

FNMA POOL #AS2117 4.0% 04-01-2044

4/1/2044

4.00%

1,881

FNMA POOL #AS2369 3.5% 05-01-2029 BEO

5/1/2029

3.50%

132,971

FNMA POOL #AS3282 3% 10-01-2043 BEO

10/1/2043

3.00%

49,912

FNMA POOL #AS3293 4% 09-01-2044 BEO

9/1/2044

4.00%

173,373

FNMA POOL #AS4302 4% 01-01-2045 BEO

1/1/2045

4.00%

192,676

FNMA POOL #AS4354 4.5% 01-01-2045 BEO

1/1/2045

4.50%

504,877

FNMA POOL #AS4427 4.5% 02-01-2045 BEO

2/1/2045

4.50%

493,346

FNMA POOL #AS4431 4.5% 02-01-2045 BEO

2/1/2045

4.50%

311,995

FNMA POOL #AS5068 3.5% 06-01-2045 BEO

6/1/2045

3.50%

21,871

FNMA POOL #AS5103 3% 06-01-2030 BEO

6/1/2030

3.00%

219,611

FNMA POOL #AS5133 3.5% 06-01-2045 BEO

6/1/2045

3.50%

550,578

FNMA POOL #AS5598 4% 08-01-2045 BEO

8/1/2045

4.00%

381,806

FNMA POOL #AS5722 3.5% 09-01-2045 BEO

9/1/2045

3.50%

2,323,498

FNMA POOL #AS6065 3.5% 10-01-2045 BEO

10/1/2045

3.50%

62,725

FNMA POOL #AS6067 3.5% 10-01-2045 BEO

10/1/2045

3.50%

3,195,486

FNMA POOL #AS6286 4% 12-01-2045 BEO

12/1/2045

4.00%

438,794

FNMA POOL #AS6304 4% DUE 12-01-2045 BEO

12/1/2045

4.00%

599,010

FNMA POOL #AS6315 4% 12-01-2045 BEO

12/1/2045

4.00%

20,788

FNMA POOL #AS6328 3.5% 12-01-2045 BEO

12/1/2045

4.00%

727,175

FNMA POOL #AS6386 3% 12-01-2045 BEO

12/1/2045

3.00%

72,260

FNMA POOL #AS6395 3.5% 12-01-2045 BEO

12/1/2045

3.50%

30,214

FNMA POOL #AS6452 3.5% 01-01-2046 BEO

1/1/2046

3.50%

120,500

FNMA POOL #AS6489 4% DUE 01-01-2046 BEO

1/1/2046

4.00%

474,397

FNMA POOL #AS6534 3.5% 01-01-2046 BEO

1/1/2046

3.50%

1,161,521

FNMA POOL #AS7125 2.5% 05-01-2046 BEO

4/1/2045

4.00%

256,524

FNMA POOL #AS7155 3% 05-01-2046 BEO

5/1/2046

3.00%

187,645

FNMA POOL #AS7530 2.5% 07-01-2046 BEO

7/1/2046

2.50%

459,622

FNMA POOL #AS7533 3% 07-01-2046 BEO

7/1/2046

3.00%

988,004

FNMA POOL #AS7693 2% DUE 08-01-2031 BEO

8/1/2031

2.00%

375,075

FNMA POOL #AS7844 3% 09-01-2046 BEO

9/1/2046

3.00%

491,864

FNMA POOL #AS7877 2.5% 09-01-2046 BEO

9/1/2046

2.50%

545,295

FNMA POOL #AS8143 4% 10-01-2046 BEO

10/1/2046

4.00%

50,871

FNMA POOL #AS8249 3% 11-01-2036 BEO

11/1/2036

3.00%

603,180

FNMA POOL #AS8257 2% 11-01-2026 BEO

11/1/2026

2.00%

236,672

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #AS8269 3% 11-01-2046 BEO

11/1/2046

3.00%

3,312,266

FNMA POOL #AS8740 3.5% 02-01-2037 BEO

2/1/2037

3.50%

116,858

FNMA POOL #AS8980 4.5% 03-01-2047 BEO

3/1/2047

4.50%

657,054

FNMA POOL #AS9588 4% 05-01-2047 BEO

5/1/2047

4.00%

1,197,833

FNMA POOL #AS9610 4.5% 05-01-2047 BEO

5/1/2047

4.50%

1,761,558

FNMA POOL #AT0874 POOL #AT0874 3% DUE 07-01-2043 REG

7/1/2043

3.00%

26,829

FNMA POOL #AT1572 3% DUE 05-01-2043 REG

5/1/2043

3.00%

507,608

FNMA POOL #AT2005 2.5% 04-01-2028 BEO

4/1/2028

2.50%

92,435

FNMA POOL #AT2043 3% DUE 04-01-2043 REG

4/1/2043

3.00%

18,766

FNMA POOL #AT2722 3% DUE 05-01-2043 REG

5/1/2043

3.00%

260,341

FNMA POOL #AT2725 3% 05-01-2043 BEO

5/1/2043

3.00%

2,868,904

FNMA POOL #AT3179 3% 05-01-2043 BEO

5/1/2043

3.00%

147,760

FNMA POOL #AT3487 3.5% DUE 04-01-2043 REG

4/1/2043

3.50%

473,051

FNMA POOL #AT5803 3% 06-01-2043 BEO

6/1/2043

3.00%

17,019

FNMA POOL #AT5915 4 DUE 06-01-2043 REG

6/1/2043

4.00%

101,288

FNMA POOL #AT5994 3% 05-01-2043 BEO

5/1/2043

3.00%

54,091

FNMA POOL #AT6764 3% 07-01-2043 BEO

7/1/2043

3.00%

12,049

FNMA POOL #AT7213 2.5% DUE 06-01-2028 BEO

6/1/2028

2.50%

3,991

FNMA POOL #AT7620 3% DUE 06-01-2043 REG

6/1/2043

3.00%

525,052

FNMA POOL #AT8000 3% 06-01-2043 BEO

6/1/2043

3.00%

37,121

FNMA POOL #AT8326 3% DUE 06-01-2043 BEO

6/1/2043

3.00%

421,905

FNMA POOL #AT8419 3 DUE 06-01-2043 REG

6/1/2043

3.00%

84,195

FNMA POOL #AT8489 3% DUE 08-01-2043 REG

8/1/2043

3.00%

786,070

FNMA POOL #AT8968 2.5% 07-01-2028 BEO

7/1/2028

2.50%

5,671

FNMA POOL #AT9250 3% 07-01-2043 BEO

7/1/2043

3.00%

483,663

FNMA POOL #AT9311 FIXED 2.5% 07-01-2028 BEO

7/1/2028

2.50%

16,175

FNMA POOL #AT9521 2.5% 07-01-2028 BEO

7/1/2028

2.50%

21,840

FNMA POOL #AU0317 3% 06-01-2043 BEO

6/1/2043

3.00%

44,684

FNMA POOL #AU0909 2% 07-01-2028 BEO

7/1/2028

2.00%

36,897

FNMA POOL #AU0923 3.5% 07-01-2043 BEO

7/1/2043

3.50%

133,303

FNMA POOL #AU1629 3% DUE 07-01-2043 REG

7/1/2043

3.00%

43,069

FNMA POOL #AU1632 3% DUE 07-01-2043 REG

7/1/2043

3.00%

1,060,254

FNMA POOL #AU1811 2.5% 08-01-2028 BEO

8/1/2028

2.50%

16,695

FNMA POOL #AU2032 3% 07-01-2043 BEO

7/1/2043

3.00%

58,636

FNMA POOL #AU2909 3% 08-01-2028 BEO

8/1/2028

3.00%

86,272

FNMA POOL #AU3034 2.5% 08-01-2028 BEO

8/1/2028

2.50%

6,709

FNMA POOL #AU3176 3% DUE 08-01-2043 REG

8/1/2043

3.00%

48,582

FNMA POOL #AU3191 2.5% DUE 08-01-2028 REG

8/1/2028

2.50%

30,535

FNMA POOL #AU3195 3% 08-01-2043 BEO

8/1/2043

3.00%

41,920

FNMA POOL #AU3334 2.5% DUE 07-01-2028 REG

7/1/2028

2.50%

28,726

FNMA POOL #AU3789 2.5% DUE 08-01-2028 REG

8/1/2028

2.50%

18,136

FNMA POOL #AU3811 3% DUE 08-01-2043 REG

8/1/2043

3.00%

35,038

FNMA POOL #AU4585 3% 08-01-2043 BEO

8/1/2043

3.00%

16,107

FNMA POOL #AU5161 3 DUE 08-01-2043 REG

8/1/2043

3.00%

655,647

FNMA POOL #AU5190 2.5% 08-01-2028 BEO

8/1/2028

2.50%

32,017

FNMA POOL #AU5202 3% 08-01-2043 BEO

8/1/2043

3.00%

29,856

FNMA POOL #AU5904 3.5% 09-01-2033 BEO

9/1/2033

3.50%

120,143

FNMA POOL #AU6735 3% 10-01-2043 BEO

10/1/2043

3.00%

349,454

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #AU8066 3% 09-01-2043 BEO

9/1/2043

3.00%

43,539

FNMA POOL #AV0702 4% 12-01-2043 BEO

12/1/2043

4.00%

66,123

FNMA POOL #AV0802 2.5% 08-01-2028 BEO

8/1/2028

2.50%

5,361

FNMA POOL #AV4736 4% 12-01-2043 BEO

12/1/2043

4.00%

74,298

FNMA POOL #AV5425 4.5% 01-01-2044 BEO

1/1/2044

4.50%

415,155

FNMA POOL #AV5667 4% 01-01-2044 BEO

1/1/2044

4.00%

58,978

FNMA POOL #AV5730 4.5% 04-01-2044 BEO

4/1/2044

4.50%

169,233

FNMA POOL #AV9290 4.5% 02-01-2044 BEO

2/1/2044

4.50%

226,117

FNMA POOL #AW3146 4% 06-01-2044 BEO

6/1/2044

4.00%

113,071

FNMA POOL #AW9504 3% 01-01-2045 BEO

1/1/2045

3.00%

37,198

FNMA POOL #AX1348 4% 10-01-2044 BEO

10/1/2044

4.00%

5,126

FNMA POOL #AX4277 3% 01-01-2045 BEO

1/1/2045

3.00%

170,860

FNMA POOL #AX4883 3% 12-01-2044 BEO

12/1/2044

3.00%

546,692

FNMA POOL #AX6579 3% 01-01-2045 BEO

1/1/2045

3.00%

52,112

FNMA POOL #AX7578 3% 01-01-2045 BEO

1/1/2045

3.00%

31,891

FNMA POOL #AY1022 3% 05-01-2045 BEO

5/1/2045

3.00%

254,623

FNMA POOL #AY1363 4% 04-01-2045 BEO

4/1/2045

4.00%

119,094

FNMA POOL #AY1377 4% DUE 04-01-2045 REG

4/1/2045

4.00%

184,865

FNMA POOL #AY3913 3.5% 02-01-2045 BEO

2/1/2045

3.50%

94,941

FNMA POOL #AY4869 4% 06-01-2045 BEO

6/1/2045

4.00%

106,701

FNMA POOL #AY5484 4% 12-01-2044 BEO

12/1/2044

4.00%

2,921

FNMA POOL #AY9434 4% 12-01-2045 BEO

12/1/2045

4.00%

19,859

FNMA POOL #AZ0711 3.5% 02-01-2046 BEO

2/1/2046

3.50%

26,923

FNMA POOL #AZ3743 3.5% 11-01-2045 BEO

11/1/2045

3.50%

416,061

FNMA POOL #AZ3926 4% 10-01-2045 BEO

10/1/2045

4.00%

558

FNMA POOL #AZ4234 3% 06-01-2030 BEO

6/1/2030

3.00%

597,112

FNMA POOL #AZ4775 3.5% 10-01-2045 BEO

10/1/2045

3.50%

1,536,394

FNMA POOL #AZ5713 4% 09-01-2045 BEO

9/1/2045

4.00%

224,188

FNMA POOL #AZ7353 3.5% 11-01-2045 BEO

11/1/2045

3.50%

140,433

FNMA POOL #BA3779 4% 01-01-2046 BEO

1/1/2046

4.00%

3,637

FNMA POOL #BA4750 3.5% 01-01-2031 BEO

1/1/2031

3.50%

93,103

FNMA POOL #BA4766 4% 01-01-2046 BEO

1/1/2046

4.00%

51,824

FNMA POOL #BA4780 4% 01-01-2046 BEO

1/1/2046

4.00%

1,395,716

FNMA POOL #BA4801 4% 02-01-2046 BEO

2/1/2046

4.00%

309,489

FNMA POOL #BA5330 4% 11-01-2045 BEO

11/1/2045

4.00%

10,535

FNMA POOL #BA5827 3% 11-01-2030 BEO

4/1/2044

4.50%

102,222

FNMA POOL #BA6018 3% 01-01-2046 BEO

1/1/2046

3.00%

8,556

FNMA POOL #BA6555 3% 01-01-2046 BEO

1/1/2046

3.00%

13,886

FNMA POOL #BA6798 4% 01-01-2046 BEO

1/1/2046

4.00%

67,757

FNMA POOL #BA6824 3% 02-01-2046 BEO

2/1/2046

3.00%

101,224

FNMA POOL #BA6924 3% 02-01-2046 BEO

2/1/2046

3.00%

11,487

FNMA POOL #BC0855 3% 04-01-2031 BEO

4/1/2031

3.00%

1,315,412

FNMA POOL #BC1104 3% 02-01-2046 BEO

2/1/2046

3.00%

112,409

FNMA POOL #BC1509 3% 08-01-2046 BEO

8/1/2046

3.00%

428,830

FNMA POOL #BC2817 3% 09-01-2046 BEO

9/1/2046

3.00%

863,646

FNMA POOL #BC3020 3% 02-01-2046 BEO

2/1/2046

3.00%

250,713

FNMA POOL #BC3883 4% DUE 03-01-2046 BEO

3/1/2046

4.00%

189,432

FNMA POOL #BC4411 3.5% 03-01-2031 BEO

3/1/2031

3.50%

125,258

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #BC4764 3% 10-01-2046 BEO

10/1/2046

3.00%

414,232

FNMA POOL #BC9077 3.5% 12-01-2046 BEO

12/1/2046

3.50%

268,212

FNMA POOL #BD5992 2.5% 07-01-2031 BEO

7/1/2031

2.50%

59,513

FNMA POOL #BD8104 3% 10-01-2046 BEO

10/1/2046

3.00%

734,991

FNMA POOL #BF0194 4.5% 07-01-2040 BEO

7/1/2040

4.50%

543,420

FNMA POOL #BF0334 3.5% 01-01-2059 BEO

1/1/2059

3.50%

129,884

FNMA POOL #BF0574 6% 11-01-2039 BEO

11/1/2039

6.00%

5,027,829

FNMA POOL #BJ0669 3.5% 03-01-2033 BEO

3/1/2033

3.50%

334,444

FNMA POOL #BJ1635 3% 11-01-2032 BEO

11/1/2032

3.00%

390,535

FNMA POOL #BJ8703 3.5% 05-01-2049 BEO

5/1/2049

3.50%

50,965

FNMA POOL #BJ9249 4.5% 06-01-2048 BEO

6/1/2048

4.50%

305,878

FNMA POOL #BK2620 2.5% 06-01-2050 BEO

6/1/2050

2.50%

345,075

FNMA POOL #BK7608 4% 09-01-2048 BEO

9/1/2048

4.00%

3,334,634

FNMA POOL #BK8814 4.5% 08-01-2048 BEO

8/1/2048

4.50%

176,778

FNMA POOL #BK9849 4% 09-01-2033 BEO

9/1/2033

4.00%

269,675

FNMA POOL #BL6406 1.63% 05-01-2027 BEO

5/1/2027

1.63%

7,279,116

FNMA POOL #BM1565 3% 04-01-2047 BEO

4/1/2047

3.00%

1,118,453

FNMA POOL #BM1775 4.5% 07-01-2047 BEO

7/1/2047

4.50%

247,352

FNMA POOL #BM3119 1.8% 02-01-2047 BEO

2/1/2047

1.80%

693,570

FNMA POOL #BM3280 4.5% 11-01-2047 BEO

11/1/2047

4.50%

1,962,812

FNMA POOL #BM3537 3% 01-01-2031 BEO

1/1/2031

3.00%

1,722,951

FNMA POOL #BM3724 3.5% 03-01-2048 BEO

3/1/2048

3.50%

4,699,166

FNMA POOL #BM3855 4% 03-01-2048 BEO

3/1/2048

4.00%

615,316

FNMA POOL #BM3904 5% 05-01-2048 BEO

5/1/2048

5.00%

300,760

FNMA POOL #BM4130 3.5% 03-01-2032 BEO

3/1/2032

3.50%

6,999,700

FNMA POOL #BM4301 4% 03-01-2048 BEO

3/1/2048

4.00%

7,546,247

FNMA POOL #BM4676 4% 10-01-2048 BEO

10/1/2048

4.00%

722,240

FNMA POOL #BM4716 3.5% 12-01-2030 BEO

12/1/2030

3.50%

112,747

FNMA POOL #BM4898 4% 11-01-2038 BEO

11/1/2038

4.00%

513,534

FNMA POOL #BM5082 4.5% 11-01-2048 BEO

11/1/2048

4.50%

988,758

FNMA POOL #BM5111 3% 11-01-2033 BEO

11/1/2033

3.00%

3,146,920

FNMA POOL #BM5184 4% 09-01-2033 BEO

9/1/2033

4.00%

528,887

FNMA POOL #BM5261 4% 01-01-2048 BEO

1/1/2048

4.00%

2,276,164

FNMA POOL #BM5568 4.5% 02-01-2049 BEO

2/1/2049

4.50%

1,505,272

FNMA POOL #BM6605 3.5% 01-01-2038 BEO

1/1/2038

3.50%

9,246,890

FNMA POOL #BM7221 3% 02-01-2031 BEO

2/1/2031

3.00%

1,001,471

FNMA POOL #BM7643 2.5% 01-01-2035 BEO

1/1/2035

2.50%

2,833,621

FNMA POOL #BN4428 4.5% DUE 12-01-2048 REG

12/1/2048

4.50%

156,780

FNMA POOL #BQ6617 1.5% 10-01-2051 BEO

10/1/2051

1.50%

3,271,987

FNMA POOL #BQ9298 2.5% 12-01-2050

12/1/2050

2.50%

199,160

FNMA POOL #BR2664 2.0% 02-01-2051

2/1/2051

2.00%

517,982

FNMA POOL #BR4753 2.0% DUE 03-01-2051

3/1/2051

2.00%

229,693

FNMA POOL #BR6500 2.5% DUE 03-01-2051 REG

3/1/2051

2.50%

525,094

FNMA POOL #BS6767 4.27% DUE 10-01-2032 BEO

10/1/2032

4.27%

1,044,125

FNMA POOL #BS9166 4.61% 08-01-2028

8/1/2028

4.61%

1,617,387

FNMA POOL #BT0087 2.5% 05-01-2051

5/1/2051

2.50%

1,477,771

FNMA POOL #BV7598 3.0% 03-01-2052

3/1/2052

3.00%

42,870

FNMA POOL #BV9613 3% 04-01-2052 BEO

4/1/2052

3.00%

396,457

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #BW9916 5% 10-01-2052 BEO

10/1/2052

5.00%

768,429

FNMA POOL #BX7702 6.5% 02-01-2053 BEO

2/1/2053

6.50%

291,159

FNMA POOL #BZ0874 4.76% 06-01-2029

6/1/2029

4.76%

3,986,963

FNMA POOL #BZ1178 5.81% 06-01-2031

6/1/2031

5.81%

4,687,673

FNMA POOL #BZ2692 5.21% DUE 12-01-2039 BEO

12/1/2039

5.21%

155,345

FNMA POOL #BZ3005 5.03% DUE 01-01-2030

1/1/2030

5.03%

3,620,433

FNMA POOL #BZ3101 4.83% DUE 02-01-2030

2/1/2030

4.83%

3,598,683

FNMA POOL #BZ5550 4.3% 12-01-2032

12/1/2032

4.30%

14,462,820

FNMA POOL #CA0789 3.5% 11-01-2032

11/1/2032

3.50%

300,476

FNMA POOL #CA0907 3.5% DUE 12-01-2047

12/1/2047

3.50%

380,981

FNMA POOL #CA1576 5.0% DUE 01-01-2048 REG

1/1/2048

5.00%

217,103

FNMA POOL #CA3283 4.0% 03-01-2034

3/1/2034

4.00%

645,680

FNMA POOL #CA3285 4.0% 03-01-2034

3/1/2034

4.00%

590,707

FNMA POOL #CA3287 4.0% 03-01-2034

3/1/2034

4.00%

122,450

FNMA POOL #CA4346 3% DUE 10-01-2049 REG

10/1/2049

3.00%

271,987

FNMA POOL #CA4819 4% DUE 12-01-2049 BEO

12/1/2049

4.00%

336,999

FNMA POOL #CA6315 3.0% DUE 07-01-2050 REG

7/1/2050

3.00%

371,090

FNMA POOL #CA7257 2.5% DUE 10-01-2050 REG

10/1/2050

2.50%

847,150

FNMA POOL #CA7422 2.0% 10-01-2040

10/1/2040

2.00%

4,806,387

FNMA POOL #CA9358 2.5% DUE 03-01-2041 REG

3/1/2041

2.50%

548,954

FNMA POOL #CB0100 2.5% DUE 04-01-2041 REG

4/1/2041

2.50%

701,711

FNMA POOL #CB0470 2.5% 05-01-2041

5/1/2041

2.50%

1,089,127

FNMA POOL #CB0858 3.0% DUE 06-01-2051 REG

6/1/2051

3.00%

1,723,613

FNMA POOL #CB1771 1.5% DUE 09-01-2051 REG

9/1/2051

1.50%

4,999,198

FNMA POOL #CB2429 3.0% DUE 12-01-2051 REG

12/1/2051

3.00%

12,028,113

FNMA POOL #CB2858 2.5% DUE 02-01-2052 REG

2/1/2052

2.50%

1,637,013

FNMA POOL #CB2929 3% 02-01-2052 BEO

2/1/2052

3.00%

60,719

FNMA POOL #CB3614 4.0% DUE 05-01-2052 REG

5/1/2052

4.00%

572,028

FNMA POOL #CB4090 4% DUE 07-01-2052

7/1/2052

4.00%

2,898,656

FNMA POOL #CB4755 5% 09-01-2037 BEO

9/1/2037

5.00%

1,854,059

FNMA POOL #CB4756 5% 09-01-2037 BEO

9/1/2037

5.00%

815,127

FNMA POOL #CB4757 5% 09-01-2037 BEO

9/1/2037

5.00%

1,526,211

FNMA POOL #CB4758 5% 09-01-2037 BEO

9/1/2037

5.00%

1,007,513

FNMA POOL #CB4759 5% 09-01-2037 BEO

9/1/2037

5.00%

1,002,309

FNMA POOL #CB4760 5% 09-01-2037 BEO

9/1/2037

5.00%

2,274,893

FNMA POOL #CB4991 4.5% 10-01-2037 BEO

10/1/2037

4.50%

419,823

FNMA POOL #CB4995 4.5% 10-01-2037 BEO

10/1/2037

4.50%

692,455

FNMA POOL #CB5005 5% 10-01-2037 BEO

10/1/2037

5.00%

744,409

FNMA POOL #CB6540 6.0% 06-01-2053

6/1/2053

6.00%

2,190,732

FNMA POOL #CB6753 6.0% 07-01-2053

7/1/2053

6.00%

2,447,013

FNMA POOL #FA0083 2.5% 02-01-2035 BEO

2/1/2035

2.50%

8,241,970

FNMA POOL #FA0185 1.5% 12-01-2031 BEO

12/1/2031

1.50%

6,935,053

FNMA POOL #FM1349 3.5% 03-01-2047 BEO

3/1/2047

3.50%

1,452,057

FNMA POOL #FM1467 3% 12-01-2047 BEO

12/1/2047

3.00%

1,048,207

FNMA POOL #FM1727 5% 09-01-2049 BEO

9/1/2049

5.00%

887,311

FNMA POOL #FM1796 3.5% 10-01-2034 BEO

10/1/2034

3.50%

26,813

FNMA POOL #FM2477 3% 05-01-2036 BEO

5/1/2036

3.00%

3,334,497

FNMA POOL #FM2479 2.5% 07-01-2033 BEO

7/1/2033

2.50%

922,924

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #FM2743 3.0% DUE 02-01-2034 REG

2/1/2034

3.00%

1,479,297

FNMA POOL #FM2922 3% 02-01-2038 BEO

2/1/2038

3.00%

623,417

FNMA POOL #FM2972 4% 12-01-2044 BEO

12/1/2044

4.00%

4,025,492

FNMA POOL #FM3004 4% 01-01-2046 BEO

1/1/2046

4.00%

26,185,868

FNMA POOL #FM3049 4% 04-01-2044 BEO

4/1/2044

4.00%

1,117,697

FNMA POOL #FM3123 2.5% 03-01-2038 BEO

3/1/2038

2.50%

781,509

FNMA POOL #FM3241 3% 03-01-2050 BEO

3/1/2050

3.00%

9,562,304

FNMA POOL #FM3243 3.5% 02-01-2050 BEO

2/1/2050

3.50%

88,260

FNMA POOL #FM3773 3.5% 11-01-2048 BEO

11/1/2048

3.50%

2,222,391

FNMA POOL #FM4311 3% 08-01-2050 BEO

8/1/2050

3.00%

299,149

FNMA POOL #FM4436 4% 06-01-2034 BEO

6/1/2034

4.00%

881,916

FNMA POOL #FM4577 2.5% 10-01-2050 BEO

10/1/2050

2.50%

485,005

FNMA POOL #FM4817 5% 06-01-2049 BEO

6/1/2049

5.00%

771,425

FNMA POOL #FM5018 2.5% 12-01-2050 BEO

12/1/2050

2.50%

1,005,164

FNMA POOL #FM5050 2.5% 02-01-2035 BEO

2/1/2035

2.50%

624,775

FNMA POOL #FM5313 2.5% 10-01-2050 BEO

10/1/2050

2.50%

687,042

FNMA POOL #FM5743 2.5% 02-01-2051 BEO

2/1/2051

2.50%

991,153

FNMA POOL #FM5754 3.5% 03-01-2037 BEO

3/1/2037

3.50%

63,660

FNMA POOL #FM5783 3% 06-01-2038 BEO

6/1/2038

3.00%

409,920

FNMA POOL #FM5904 2.5% 02-01-2051 BEO

2/1/2051

2.50%

196,842

FNMA POOL #FM6015 3.5% 08-01-2039 BEO

8/1/2039

3.50%

106,143

FNMA POOL #FM6036 4% 01-01-2050 BEO

1/1/2050

4.00%

1,108,224

FNMA POOL #FM6117 3% 11-01-2048 BEO

11/1/2048

3.00%

200,884

FNMA POOL #FM6448 2% 03-01-2051 BEO

3/1/2051

2.00%

881,661

FNMA POOL #FM6460 2.5% 03-01-2051 BEO

3/1/2051

2.50%

319,733

FNMA POOL #FM7100 3.5% 06-01-2050 BEO

6/1/2050

3.50%

218,288

FNMA POOL #FM7531 3% 05-01-2051 BEO

5/1/2051

3.00%

233,058

FNMA POOL #FM7630 2.5% 06-01-2051 BEO

6/1/2051

2.50%

272,670

FNMA POOL #FM7675 2.5% 06-01-2051 BEO

6/1/2051

2.50%

432,679

FNMA POOL #FM7786 4% 01-01-2049 BEO

1/1/2049

4.00%

365,384

FNMA POOL #FM7796 4% 06-01-2048 BEO

6/1/2048

4.00%

554,479

FNMA POOL #FM7869 2.5% 01-01-2051 BEO

1/1/2051

2.50%

222,670

FNMA POOL #FM7900 2.5% 07-01-2051 BEO

7/1/2051

2.50%

283,052

FNMA POOL #FM7910 2.5% 07-01-2051 BEO

7/1/2051

2.50%

422,102

FNMA POOL #FM8166 3% 06-01-2051 BEO

6/1/2051

3.00%

319,447

FNMA POOL #FM8325 2.5% 07-01-2035 BEO

7/1/2035

2.50%

1,629,775

FNMA POOL #FM8480 3% 11-01-2050 BEO

11/1/2050

3.00%

1,058,206

FNMA POOL #FM8576 3% 02-01-2050 BEO

2/1/2050

3.00%

631,647

FNMA POOL #FM8577 3% 08-01-2051 BEO

8/1/2051

3.00%

822,969

FNMA POOL #FM8648 3% 09-01-2051 BEO

9/1/2051

3.00%

1,326,249

FNMA POOL #FM8864 2.5% 10-01-2051 BEO

10/1/2051

2.50%

686,717

FNMA POOL #FM9044 3% 10-01-2051 BEO

10/1/2051

3.00%

294,503

FNMA POOL #FM9365 3% 11-01-2051 BEO

11/1/2051

3.00%

237,669

FNMA POOL #FM9464 3% 11-01-2051 BEO

11/1/2051

3.00%

874,941

FNMA POOL #FN BZ0099 5.69% 12-01-2028

12/1/2028

5.69%

1,259,077

FNMA POOL #FNAT5995 3 DUE 05-01-2043 REG

5/1/2043

3.00%

62,145

FNMA POOL #FP0021 4% 05-01-2031 BEO

5/1/2031

4.00%

1,076,970

FNMA POOL #FP0028 2% 08-01-2040 BEO

8/1/2040

2.00%

348,941

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #FS0024 2.5% 09-01-2051 BEO

8/1/2051

3.00%

266,826

FNMA POOL #FS0034 3% 12-01-2051 BEO

12/1/2051

3.00%

363,370

FNMA POOL #FS0037 3% 08-01-2051 BEO

8/1/2051

3.00%

209,721

FNMA POOL #FS0041 3% 11-01-2050 BEO

11/1/2050

3.00%

210,468

FNMA POOL #FS0191 2.5% 01-01-2052 BEO

1/1/2052

2.50%

310,947

FNMA POOL #FS0240 3% 01-01-2052 BEO

1/1/2052

3.00%

365,351

FNMA POOL #FS0331 3% 01-01-2052 BEO

1/1/2052

3.00%

448,446

FNMA POOL #FS0366 2.5% 01-01-2052 BEO

1/1/2052

2.50%

237,749

FNMA POOL #FS0408 3% 01-01-2052 BEO

1/1/2052

3.00%

367,457

FNMA POOL #FS0424 2.5% 01-01-2052 BEO

1/1/2052

2.50%

1,307,440

FNMA POOL #FS0697 2.5% 02-01-2042 BEO

2/1/2042

2.50%

605,057

FNMA POOL #FS0744 3% 02-01-2052 BEO

2/1/2052

3.00%

4,826,869

FNMA POOL #FS0751 3% 03-01-2052 BEO

2/1/2052

3.00%

1,308,714

FNMA POOL #FS0835 2.5% 03-01-2052 BEO

3/1/2052

2.50%

656,386

FNMA POOL #FS0896 3% 12-01-2051 BEO

12/1/2051

3.00%

5,305,169

FNMA POOL #FS0995 2.5% 03-01-2042 BEO

3/1/2042

2.50%

191,627

FNMA POOL #FS1014 2% 02-01-2052 BEO

2/1/2052

2.00%

373,046

FNMA POOL #FS1015 2% 02-01-2052 BEO

2/1/2052

2.00%

1,195,828

FNMA POOL #FS1074 3% 03-01-2052 BEO

3/1/2052

3.00%

2,757,031

FNMA POOL #FS1201 3% 01-01-2050 BEO

1/1/2050

3.00%

693,026

FNMA POOL #FS1289 3% 03-01-2052 BEO

3/1/2052

3.00%

899,903

FNMA POOL #FS1403 3% 01-01-2045 BEO

1/1/2045

3.00%

372,350

FNMA POOL #FS1427 3% 02-01-2050 BEO

2/1/2050

3.00%

311,927

FNMA POOL #FS1462 3.5% 01-01-2052 BEO

1/1/2052

3.50%

194,438

FNMA POOL #FS1539 3% 11-01-2048 BEO

11/1/2048

3.00%

444,843

FNMA POOL #FS1553 2.5% 11-01-2050 BEO

11/1/2050

2.50%

245,998

FNMA POOL #FS1726 2% 09-01-2041 BEO

9/1/2041

2.00%

441,768

FNMA POOL #FS1836 2.5% 05-01-2052 BEO

5/1/2052

2.50%

3,209,919

FNMA POOL #FS1845 3.5% 12-01-2029 BEO

12/1/2029

3.50%

529,596

FNMA POOL #FS2768 2% 01-01-2052 BEO

1/1/2052

2.00%

194,749

FNMA POOL #FS2920 3% 07-01-2036 BEO

7/1/2036

3.00%

1,373,330

FNMA POOL #FS3009 2% 05-01-2042 BEO

5/1/2042

2.00%

332,632

FNMA POOL #FS3249 5% 11-01-2052 BEO

11/1/2052

5.00%

886,170

FNMA POOL #FS3275 3% 04-01-2052 BEO

4/1/2052

3.00%

2,019,572

FNMA POOL #FS3393 4% 10-01-2052 BEO

10/1/2052

4.00%

106,597

FNMA POOL #FS3411 6% 01-01-2053 BEO

1/1/2053

6.00%

344,180

FNMA POOL #FS3425 4.5% 09-01-2052 BEO

3/1/2052

2.00%

1,022,660

FNMA POOL #FS3672 5.5% 02-01-2053 BEO

2/1/2053

5.50%

1,068,340

FNMA POOL #FS3836 4.5% 01-01-2053 BEO

1/1/2053

4.50%

657,972

FNMA POOL #FS3977 4.5% 11-01-2052 BEO

11/1/2052

4.50%

475,682

FNMA POOL #FS3978 5% 01-01-2053 BEO

1/1/2053

5.00%

487,892

FNMA POOL #FS4000 6.0% 07-01-2041

7/1/2041

6.00%

749,591

FNMA POOL #FS4166 5.5% 04-01-2053 BEO

4/1/2053

5.50%

753,805

FNMA POOL #FS4269 2.0% 10-01-2051

10/1/2051

2.00%

1,477,310

FNMA POOL #FS4270 2.0% 03-01-2052

3/1/2052

2.00%

1,485,359

FNMA POOL #FS4314 2% 03-01-2052 BEO

3/1/2052

2.00%

265,623

FNMA POOL #FS4363 2.5% 03-01-2035 BEO

3/1/2035

2.50%

1,272,971

FNMA POOL #FS4377 3% 04-01-2052 BEO

4/1/2052

3.00%

81,663

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #FS4448 4% 12-01-2044 BEO

12/1/2044

4.00%

217,003

FNMA POOL #FS4454 6% 04-01-2053 BEO

4/1/2053

6.00%

457,727

FNMA POOL #FS4471 2.5% 09-01-2042 BEO

9/1/2042

2.50%

286,873

FNMA POOL #FS4480 4.5% 03-01-2050 BEO

3/1/2050

4.50%

287,959

FNMA POOL #FS4570 5.0% 12-01-2047

12/1/2047

5.00%

805,847

FNMA POOL #FS4573 6% 05-01-2053 BEO

1/1/2053

5.00%

914,226

FNMA POOL #FS4805 5.5% 05-01-2053 BEO

5/1/2053

5.50%

442,671

FNMA POOL #FS4914 2.5% 10-01-2037 BEO

10/1/2037

2.50%

632,047

FNMA POOL #FS5155 5% 07-01-2053 BEO

7/1/2053

5.00%

1,866,796

FNMA POOL #FS5191 2% 08-01-2042 BEO

8/1/2042

2.00%

495,576

FNMA POOL #FS5306 6% 07-01-2053 BEO

7/1/2053

6.00%

492,728

FNMA POOL #FS5365 3% 02-01-2050 BEO

2/1/2050

3.00%

1,897,500

FNMA POOL #FS5385 2.5% 04-01-2052 BEO

4/1/2052

2.50%

1,487,452

FNMA POOL #FS5647 5.5% 07-01-2053 BEO

7/1/2053

5.50%

671,848

FNMA POOL #FS6072 2.5% 12-01-2036 BEO

12/1/2036

2.50%

558,281

FNMA POOL #FS6451 5.5% 08-01-2053 BEO

8/1/2053

5.50%

1,013,188

FNMA POOL #FS6779 6.5% 12-01-2053 BEO

12/1/2053

6.50%

435,983

FNMA POOL #FS7170 2.0% 08-01-2042

8/1/2042

2.00%

814,607

FNMA POOL #FS7180 2% 05-01-2042 BEO

5/1/2042

2.00%

441,658

FNMA POOL #FS7294 5.5% 05-01-2044

5/1/2044

5.50%

639,821

FNMA POOL #FS7408 2.5% 04-01-2052 BEO

4/1/2052

2.50%

2,360,566

FNMA POOL #FS7624 6.5% 03-01-2054 BEO

3/1/2054

6.50%

589,340

FNMA POOL #FS7849 2.5% 05-01-2052 BEO

5/1/2052

2.50%

450,316

FNMA POOL #FS7997 6% 05-01-2054 BEO

5/1/2054

6.00%

1,531,063

FNMA POOL #FS8001 5.5% 06-01-2054 BEO

6/1/2054

5.50%

356,555

FNMA POOL #FS8027 2.5% 03-01-2052 BEO

3/1/2052

2.50%

901,910

FNMA POOL #FS8087 5.5% 06-01-2054 BEO

6/1/2054

5.50%

1,181,006

FNMA POOL #FS8398 2.5% 02-01-2035 BEO

2/1/2035

2.50%

2,722,699

FNMA POOL #G67717 4.0% DUE 11-01-2048 REG

11/1/2048

4.00%

305,097

FNMA POOL #MA0006 4% 03-01-2039 BEO

3/1/2039

4.00%

2,732

FNMA POOL #MA0214 5% 10-01-2029 BEO

10/1/2029

5.00%

48,204

FNMA POOL #MA0243 5% 11-01-2029 BEO

11/1/2029

5.00%

41,381

FNMA POOL #MA0295 5% 01-01-2030 BEO

1/1/2030

5.00%

27,971

FNMA POOL #MA0583 4% 12-01-2040 BEO

12/1/2040

4.00%

1,308

FNMA POOL #MA0706 4.5% 04-01-2031 BEO

4/1/2031

4.50%

25,639

FNMA POOL #MA0734 4.5% DUE 05-01-2031 BEO

5/1/2031

4.50%

89,299

FNMA POOL #MA0776 4.5% DUE 06-01-2031 BEO

6/1/2031

4.50%

93,526

FNMA POOL #MA0816 4.5% 08-01-2031 BEO

8/1/2031

4.50%

73,866

FNMA POOL #MA0919 3.5% 12-01-2031 BEO

12/1/2031

3.50%

4,088,666

FNMA POOL #MA0939 4.5% 12-01-2031 BEO

12/1/2031

4.50%

68,435

FNMA POOL #MA1044 3% DUE 04-01-2042 BEO

4/1/2042

3.00%

36,440

FNMA POOL #MA1045 3% 04-01-2027 BEO

4/1/2031

4.50%

39,545

FNMA POOL #MA1125 4 07-01-2042 BEO

7/1/2042

4.00%

70,118

FNMA POOL #MA1177 3.5% 09-01-2042 BEO

9/1/2042

3.50%

61,827

FNMA POOL #MA1213 3.5% DUE 10-01-2042 BEO

10/1/2042

3.50%

60,776

FNMA POOL #MA1272 3% 12-01-2042 BEO

12/1/2042

3.00%

294,151

FNMA POOL #MA1373 3.5% 03-01-2043 BEO

3/1/2043

3.50%

171,547

FNMA POOL #MA1458 3% 06-01-2043 BEO

6/1/2043

3.00%

246,203

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #MA1463 3.5% 06-01-2043 BEO

6/1/2043

3.50%

384,535

FNMA POOL #MA1508 3.5% 07-01-2043 BEO

7/1/2043

3.50%

110,416

FNMA POOL #MA1510 4% 07-01-2043 BEO

7/1/2043

4.00%

115,392

FNMA POOL #MA1546 3.5% DUE 08-01-2043 BEO

8/1/2043

3.50%

142,700

FNMA POOL #MA1553 2.5% 08-01-2028 BEO

8/1/2028

2.50%

149,157

FNMA POOL #MA1591 4.5% 09-01-2043 BEO

9/1/2043

4.50%

80,991

FNMA POOL #MA1629 4.5% 10-01-2043 BEO

10/1/2043

4.50%

73,597

FNMA POOL #MA1711 4.5% 12-01-2043 BEO

12/1/2043

4.50%

61,279

FNMA POOL #MA1728 5% 11-01-2033 BEO

11/1/2033

5.00%

38,024

FNMA POOL #MA1772 3.5% 02-01-2034 BEO

2/1/2034

3.50%

1,903,453

FNMA POOL #MA2110 3.5% 12-01-2034 BEO

12/1/2034

3.50%

379,002

FNMA POOL #MA2138 3.5% 01-01-2035 BEO

1/1/2035

3.50%

228,415

FNMA POOL #MA2320 3% 07-01-2035 BEO

7/1/2035

3.00%

120,220

FNMA POOL #MA2373 2.5% 08-01-2030 BEO

8/1/2030

2.50%

24,560

FNMA POOL #MA2516 3% 01-01-2046 BEO

1/1/2046

3.00%

202,016

FNMA POOL #MA2523 3% 02-01-2036 BEO

2/1/2036

3.00%

499,972

FNMA POOL #MA2579 3% 04-01-2036 BEO

4/1/2036

3.00%

369,670

FNMA POOL #MA2670 3% 07-01-2046 BEO

7/1/2046

3.00%

662,640

FNMA POOL #MA2672 3% 07-01-2036 BEO

7/1/2036

3.00%

1,453,926

FNMA POOL #MA2707 3% 08-01-2036 BEO

8/1/2036

3.00%

3,076,299

FNMA POOL #MA2728 2.5% 08-01-2031 BEO

8/1/2031

2.50%

236,551

FNMA POOL #MA2749 2.5% 09-01-2036 BEO

9/1/2036

2.50%

529,476

FNMA POOL #MA2773 3% 10-01-2036 BEO

10/1/2036

3.00%

1,639,302

FNMA POOL #MA2798 2.5% 10-01-2031 BEO

10/1/2031

2.50%

90,855

FNMA POOL #MA2806 3% DUE 11-01-2046 REG

11/1/2046

3.00%

599,287

FNMA POOL #MA2832 3% 12-01-2036 BEO

12/1/2036

3.00%

1,170,339

FNMA POOL #MA2863 3% DUE 01-01-2047 BEO

1/1/2047

3.00%

1,890,138

FNMA POOL #MA2913 2.5% 02-01-2032 BEO

2/1/2032

2.50%

71,777

FNMA POOL #MA2930 4% 03-01-2047 BEO

3/1/2047

4.00%

76,961

FNMA POOL #MA2960 4% 04-01-2047 BEO

4/1/2047

4.00%

458,555

FNMA POOL #MA2995 4% 05-01-2047 BEO

5/1/2047

4.00%

374,394

FNMA POOL #MA3058 4% 07-01-2047 BEO

7/1/2047

4.00%

59,136

FNMA POOL #MA3060 3% 07-01-2032 BEO

7/1/2032

3.00%

757,572

FNMA POOL #MA3076 2.5% 07-01-2032 BEO

7/1/2032

2.50%

453,998

FNMA POOL #MA3114 2.5% 08-01-2032 BEO

8/1/2043

3.50%

510,428

FNMA POOL #MA3124 2.5% 09-01-2032 BEO

1/1/2046

3.00%

483,042

FNMA POOL #MA3182 3.5% 11-01-2047 BEO

11/1/2047

3.50%

1,429,450

FNMA POOL #MA3183 4% 11-01-2047 BEO

11/1/2047

4.00%

128,854

FNMA POOL #MA3210 3.5% 12-01-2047 BEO

12/1/2047

3.50%

26,627

FNMA POOL #MA3211 4% DUE 12-01-2047 BEO

12/1/2047

4.00%

305,297

FNMA POOL #MA3239 4% 01-01-2048 BEO

1/1/2048

4.00%

681,951

FNMA POOL #MA3305 3.5% 03-01-2048 BEO

3/1/2048

3.50%

8,522,896

FNMA POOL #MA3310 4% 03-01-2038 BEO

3/1/2038

4.00%

1,381

FNMA POOL #MA3333 4% 04-01-2048 BEO

4/1/2048

4.00%

52,663

FNMA POOL #MA3356 3.5% 05-01-2048 BEO

5/1/2048

3.50%

2,114,973

FNMA POOL #MA3383 3.5% 06-01-2048 BEO

6/1/2048

3.50%

7,314,977

FNMA POOL #MA3385 4.5% 06-01-2048 BEO

6/1/2048

4.50%

347,078

FNMA POOL #MA3442 3.5% 08-01-2048 BEO

8/1/2048

3.50%

796,482

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #MA3564 4.5% 01-01-2049 BEO

1/1/2049

4.50%

161,489

FNMA POOL #MA3879 4.5% 12-01-2049 BEO

12/1/2049

4.50%

1,226,659

FNMA POOL #MA3897 3% 01-01-2035 BEO

1/1/2035

3.00%

870,647

FNMA POOL #MA3937 3% 02-01-2050 BEO

2/1/2050

3.00%

1,649,190

FNMA POOL #MA3945 4.5% DUE 02-01-2050 BEO

2/1/2050

4.50%

746,127

FNMA POOL #MA3960 3% 03-01-2050 BEO

11/1/2052

4.50%

936,735

FNMA POOL #MA4014 3% 05-01-2035 BEO

5/1/2035

3.00%

2,254,529

FNMA POOL #MA4026 4% 05-01-2050 BEO

5/1/2050

4.00%

1,175,910

FNMA POOL #MA4031 4.5% 05-01-2050 BEO

5/1/2050

4.50%

374,704

FNMA POOL #MA4047 2% 06-01-2050 BEO

6/1/2050

2.00%

6,363,310

FNMA POOL #MA4053 2.5% 06-01-2035 BEO

6/1/2035

2.50%

2,317,841

FNMA POOL #MA4093 2% 08-01-2040 BEO

8/1/2040

2.00%

864,900

FNMA POOL #MA4099 2.5% 08-01-2035 BEO

8/1/2035

2.50%

7,824,161

FNMA POOL #MA4119 2% 09-01-2050 BEO

9/1/2050

2.00%

3,785,157

FNMA POOL #MA4128 2% 09-01-2040 BEO

9/1/2040

2.00%

777,265

FNMA POOL #MA4157 1.5% 10-01-2050 BEO

10/1/2050

1.50%

509,950

FNMA POOL #MA4158 2% DUE 10-01-2050 BEO

10/1/2050

2.00%

6,639,942

FNMA POOL #MA4177 2.5% 11-01-2040 BEO

11/1/2040

2.50%

477,396

FNMA POOL #MA4181 1.5% 11-01-2050 BEO

11/1/2050

1.50%

1,113,004

FNMA POOL #MA4182 2% 11-01-2050 BEO

11/1/2050

2.00%

3,705,874

FNMA POOL #MA4209 1.5% 12-01-2050 BEO

12/1/2050

1.50%

7,090,524

FNMA POOL #MA4232 2% 01-01-2041 BEO

1/1/2041

2.00%

215,456

FNMA POOL #MA4237 2% DUE 01-01-2051 BEO

1/1/2051

2.00%

3,393,511

FNMA POOL #MA4255 2% 02-01-2051 BEO

2/1/2051

2.00%

13,170,075

FNMA POOL #MA4281 2% 03-01-2051 BEO

3/1/2051

2.00%

585,601

FNMA POOL #MA4285 2% 03-01-2031 BEO

3/1/2031

2.00%

690,160

FNMA POOL #MA4305 2% 04-01-2051 BEO

4/1/2051

2.00%

237,293

FNMA POOL #MA4306 2.5% 04-01-2051 BEO

4/1/2051

2.50%

10,202,115

FNMA POOL #MA4325 2.0% 05-01-2051

5/1/2051

2.00%

10,825,411

FNMA POOL #MA4333 2% 05-01-2041 BEO

5/1/2041

2.00%

4,584,272

FNMA POOL #MA4364 2% 06-01-2041 BEO

6/1/2041

2.00%

1,056,933

FNMA POOL #MA4377 1.5% 07-01-2051 BEO

7/1/2051

1.50%

9,295,299

FNMA POOL #MA4380 3% 07-01-2051 BEO

7/1/2051

3.00%

301,864

FNMA POOL #MA4389 1.5% 07-01-2031 BEO

7/1/2031

1.50%

4,077,502

FNMA POOL #MA4399 2.5% 08-01-2051 BEO

8/1/2051

2.50%

1,307,983

FNMA POOL #MA4414 2.5% 09-01-2051 BEO

9/1/2051

2.50%

690,354

FNMA POOL #MA4422 2% 09-01-2041 BEO

9/1/2041

2.00%

2,311,324

FNMA POOL #MA4446 2% 10-01-2041 BEO

10/1/2041

2.00%

772,328

FNMA POOL #MA4474 2% 11-01-2041 BEO

11/1/2041

2.00%

838,648

FNMA POOL #MA4501 2% 12-01-2041 BEO

12/1/2041

2.00%

2,166,562

FNMA POOL #MA4523 2% 01-01-2032 BEO

1/1/2032

2.00%

1,446,040

FNMA POOL #MA4539 1.5% 02-01-2042 BEO

2/1/2042

1.50%

332,170

FNMA POOL #MA4540 2% 02-01-2042 BEO

2/1/2042

2.00%

1,440,246

FNMA POOL #MA4571 2.5% 03-01-2042 BEO

3/1/2042

2.50%

382,274

FNMA POOL #MA4579 3% 04-01-2052 BEO

4/1/2052

3.00%

2,962,987

FNMA POOL #MA4586 2% 04-01-2042 BEO

4/1/2042

2.00%

393,363

FNMA POOL #MA4587 2.5% 04-01-2042 BEO

4/1/2042

2.50%

911,067

FNMA POOL #MA4599 3% 05-01-2052 BEO

5/1/2052

3.00%

3,197,085

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA POOL #MA4600 3.5% 05-01-2052 BEO

5/1/2052

3.50%

812,454

FNMA POOL #MA4626 4% 06-01-2052 BEO

6/1/2052

4.00%

2,926,333

FNMA POOL #MA4643 3% 05-01-2042 BEO

5/1/2042

3.00%

1,039,802

FNMA POOL #MA4656 4.5% 07-01-2052 BEO

7/1/2052

4.50%

275,982

FNMA POOL #MA4686 5% 06-01-2052 BEO

6/1/2052

5.00%

1,049,960

FNMA POOL #MA4700 4% 08-01-2052 BEO

8/1/2052

4.00%

4,078,418

FNMA POOL #MA4701 4.5% 08-01-2052 BEO

8/1/2052

4.50%

232,473

FNMA POOL #MA4732 4% 09-01-2052 BEO

9/1/2052

4.00%

47,999,158

FNMA POOL #MA4733 4.5% 09-01-2052 BEO

9/1/2052

4.50%

3,738,361

FNMA POOL #MA4737 5% 08-01-2052 BEO

8/1/2052

5.00%

358,483

FNMA POOL #MA4783 4% 10-01-2052 BEO

10/1/2052

4.00%

6,147,668

FNMA POOL #MA4785 5% 10-01-2052 BEO

10/1/2052

5.00%

8,438,652

FNMA POOL #MA4805 4.5% 11-01-2052 BEO

11/1/2052

4.50%

1,467,077

FNMA POOL #MA4807 5.5% 11-01-2052 BEO

11/1/2052

5.50%

764,161

FNMA POOL #MA4840 4.5% 12-01-2052 BEO

12/1/2052

4.50%

1,587,351

FNMA POOL #MA4867 4.5% 01-01-2053 BEO

1/1/2053

4.50%

3,553,955

FNMA POOL #MA4894 6% 01-01-2053 BEO

1/1/2053

6.00%

9,745,490

FNMA POOL #MA4962 4% 03-01-2053 BEO

3/1/2053

4.00%

167,193

FNMA POOL #MA4979 5.5% 04-01-2053 BEO

4/1/2053

5.50%

1,655,894

FNMA POOL #MA4980 6% 04-01-2053 BEO

4/1/2053

6.00%

2,133,663

FNMA POOL #MA5008 4.5% 05-01-2053 BEO

5/1/2053

4.50%

22,916,329

FNMA POOL #MA5010 5.5% 05-01-2053 BEO

5/1/2053

5.50%

2,290,937

FNMA POOL #MA5036 3% 04-01-2053 BEO

4/1/2053

3.00%

538,843

FNMA POOL #MA5038 5% 06-01-2053 BEO

6/1/2053

5.00%

1,261,855

FNMA POOL #MA5108 6% 08-01-2053 BEO

8/1/2053

6.00%

602,827

FNMA POOL #MA5139 6% 09-01-2053 BEO

9/1/2053

6.00%

1,111,199

FNMA POOL #MA5167 6.5% 10-01-2053 BEO

10/1/2053

6.50%

1,674,126

FNMA POOL #MA5191 6% 11-01-2053 BEO

12/1/2049

4.50%

4,249,669

FNMA POOL #MA5192 6.5% 11-01-2053 BEO

11/1/2053

6.50%

224,695

FNMA POOL #MA5246 5.5% 01-01-2054 BEO

1/1/2054

5.50%

727,955

FNMA POOL #MA5794 6.5% 08-01-2055 BEO

8/1/2055

6.50%

8,338,945

FNMA POOL #SB0623 2.5% 03-01-2037

3/1/2037

2.50%

1,020,266

FNMA POOL #SD8323 5.0% 05-01-2053

5/1/2053

5.00%

35,943,405

FNMA POOL #ZT1857 4.5% DUE 03-01-2049

3/1/2049

4.50%

17,085,443

FNMA POOL AT3389 3 DUE 08-01-2043 REG

8/1/2043

3.00%

111,505

FNMA POOL AU4346 3.5 DUE 07-01-2043 REG

7/1/2043

3.50%

253,393

FNMA POOL CA0243 4.5% DUE 08-01-2047

8/1/2047

4.50%

88,792

FNMA POOL FN #BZ0254 4.66% 01-01-2029

1/1/2029

4.66%

1,666,153

FNMA POOL FN #BZ3419 4.32% 03-01-2030

3/1/2030

4.32%

1,008,661

FNMA POOL FN FS7902 6.5% 12-01-2053

12/1/2053

6.50%

273,105

FNMA POOL# AN6729 2.81% 09-01-2027

9/1/2027

2.81%

4,170,693

FNMA POOL# BZ0820 4.66% 04-01-2029

4/1/2029

4.66%

2,025,172

FNMA POOL# SB0799 2.5% 01-01-2028

1/1/2028

2.50%

716,388

FNMA POOL#CA1535 3.5% 02-01-2048 REG

2/1/2048

3.50%

3,396,749

FNMA PREASSIGN 00800 5.5 03-25-2033

3/25/2033

5.50%

20,611

FNMA PRIN PMT ON 7.25% 2030 DEB 05-15-2030 (UNDDATE)

5/15/2030

—%

1,356,483

FNMA REMIC 2004-40 CL-FY FRN 05-25-2034

5/25/2034

4.44%

353,484

FNMA REMIC 2017-77 CL-CA 2.0% DUE 10-25-2047

10/25/2047

2.00%

377,259

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA REMIC SER 03-85 CL PZ 5% 09-25-2033REG

9/25/2033

5.00%

673,296

FNMA REMIC SER 07-15 CL BF FLTG 03-25-2037

3/25/2037

4.29%

1,043,639

FNMA REMIC SER 09-62 SER BY 4.0% DUE 08-25-2029 BEO

8/25/2029

4.00%

518,777

FNMA REMIC SER 10-21 CL FA FLTG 03-25-2040

3/25/2040

4.74%

1,129,722

FNMA REMIC SER 12-128 CL JC 1.5% 09-25-2042

9/25/2042

1.50%

867,944

FNMA REMIC SER 13-37 CL JA 1.75% DUE 06-25-2042

6/25/2042

1.75%

64,713

FNMA REMIC SER 16-49 CL-BA 2.5% 11-25-2041

11/25/2041

2.50%

129,819

FNMA REMIC SER 16-60 CL Q 1.75% 09-25-2046

9/25/2046

1.75%

405,480

FNMA REMIC SER 17-15 CL KG 2.5% 03-25-2032

3/25/2032

2.50%

2,103,901

FNMA REMIC SER 2003-W1 CL IA-1 4.68634 12-25-2042

12/25/2042

4.69%

42,076

FNMA REMIC SER 2003-W15 CL 1A1 6.5 07-25-2043

7/25/2043

6.50%

14,555

FNMA REMIC SER 2005-70 CL NA 5.5 08-25-2035

8/25/2035

5.50%

7,039

FNMA REMIC SER 2005-83 CL LA 5.5 10-25-2035

10/25/2035

5.50%

592,580

FNMA REMIC SER 2007-73 CL A1 FLT RT 07-25-2037

7/25/2037

4.05%

69,380

FNMA REMIC SER 2013-133 CL-LA 3.0% 01-25-2033

1/25/2033

3.00%

61,551

FNMA REMIC SER 2013-9 CL CB 5.50 04-25-2042

4/25/2042

5.50%

975,484

FNMA REMIC SER 2014-87 CL-JB 3.0% 01-25-2045

1/25/2045

3.00%

280,157

FNMA REMIC SER 2015-33 CL-P 2.5% DUE 06-25-2045

6/25/2045

2.50%

251,304

FNMA REMIC SR 12-128 CL QC 1.75% 06-25-2042

6/25/2042

1.75%

63,701

FNMA REMIC SR 12-146 CL KC 2.0% 11-25-2042

11/25/2042

2.00%

107,559

FNMA REMIC SR 16-55 CL-AC 1.75% 01-25-2038

1/25/2038

1.75%

13,019,102

FNMA REMIC SR 2009-88 CL-MA 4.5% 10-25-2039

10/25/2039

4.50%

13,443

FNMA REMIC SR 2017-46 CLLB 3.5 12-25-2052

12/25/2052

3.50%

102,837

FNMA REMIC SR 2018-21 CL CA 3.5% 04-25-2045

4/25/2045

3.50%

96,111

FNMA REMIC TR 18-35 CL-EA 3.0% 05-25-2048

5/25/2048

3.00%

2,523,783

FNMA REMIC TR 2001-81 CL-HE 6.5 01-25-2032

1/25/2032

6.50%

97,065

FNMA REMIC TR 2004-38 CL-FK FLTG RATE 05-25-2034

5/25/2034

4.34%

51,457

FNMA REMIC TR 2004-W1 CL-1A7 5.681 11-25-2043

11/25/2043

5.68%

103,839

FNMA REMIC TR 2005-64 CL-PL 5.5% 07-25-2035

7/25/2035

5.50%

82,506

FNMA REMIC TR 2005-84 CL-XM 5.75 10-25-2035

10/25/2035

5.75%

175,148

FNMA REMIC TR 2006-48 CL-TF VAR RATE 06-25-2036

6/25/2036

4.39%

7,278

FNMA REMIC TR 2007-100 CL-YF FLT RATE DUE 10-25-2037

10/25/2037

4.54%

221,634

FNMA REMIC TR 2009-103 CL-FM VAR RATE 11-25-2039

11/25/2039

4.69%

791,556

FNMA REMIC TR 2009-19 CL-PW 4.5 10-25-2036

10/25/2036

4.50%

730,934

FNMA REMIC TR 2009-29 CL-LA VAR RATE 05-25-2039

5/25/2039

1.07%

267,757

FNMA REMIC TR 2009-73 CL-AB 4.0% 09-25-2029

9/25/2029

4.00%

355,410

FNMA REMIC TR 2009-87 CL-NF VAR RATE 11-25-2039

11/25/2039

4.74%

229,996

FNMA REMIC TR 2009-W1 CL-A 6.0% DUE 12-25-2049 REG

12/25/2049

5.99%

11,261

FNMA REMIC TR 2010-107 CL-KF FLTG RATE 03-25-2036

3/25/2036

4.39%

52,405

FNMA REMIC TR 2010-115 CL-FD VAR 4.21176% 11-25-2039

11/25/2039

4.39%

428,864

FNMA REMIC TR 2010-135 CL-BM 4.0% DUE 12-25-2040

12/25/2040

4.00%

566,299

FNMA REMIC TR 2010-155 CL-PC 4% 02-25-2040

2/25/2040

4.00%

391,910

FNMA REMIC TR 2010-26 CL-F FLTG RATE DUE 11-25-2036

11/25/2036

4.76%

1,100,313

FNMA REMIC TR 2010-43 CL-MC 3.5 DUE 05-25-2040 REG

5/25/2040

3.50%

2,977

FNMA REMIC TR 2011-44 CL-EB 3 05-25-2026/01-25-2026

5/25/2026

3.00%

523

FNMA REMIC TR 2012-132 CL-KH 1.75% 12-25-2032

12/25/2032

1.75%

9,039,389

FNMA REMIC TR 2012-54 CL-WA 3.0% DUE 04-25-2032 REG

4/25/2032

3.00%

27,324

FNMA REMIC TR 2012-68 CL-NA 2 DUE 03-25-2042 REG

3/25/2042

2.00%

129,559

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA REMIC TR 2012-90 CL-DA 1.5 03-25-2042

3/25/2042

1.50%

43,602

FNMA REMIC TR 2012-93 CL-DP 1.5% 09-25-2027

9/25/2027

1.50%

266,091

FNMA REMIC TR 2013-115 CL-DZ 3% 10-25-2033

10/25/2033

3.00%

1,147,603

FNMA REMIC TR 2013-126 CL-EZ PRIN ONLY 301-25-2038

1/25/2038

3.00%

757,006

FNMA REMIC TR 2013-15 CL-CP 1.75 % 04-25-2041

4/25/2041

1.75%

85,167

FNMA REMIC TR 2013-20 CL-YC 1.75% 03-25-2042

3/25/2042

1.75%

394,488

FNMA REMIC TR 2013-57 CL-DG 3.5 06-25-2028

6/25/2028

3.50%

38,220

FNMA REMIC TR 2013-58 CL-KJ 3 DUE 02-25-2043

2/25/2043

3.00%

1,543,601

FNMA REMIC TR 2013-59 CL-HC 1.5 06-25-2028

6/25/2028

1.50%

30,940

FNMA REMIC TR 2013-6 CL-NE 2.0% DUE 11-25-2032 REG

11/25/2032

2.00%

137,142

FNMA REMIC TR 2013-86 CL-LC 3 02-25-2043

2/25/2043

3.00%

203,017

FNMA REMIC TR 2013-90 CL-PD 3% 09-25-2042

9/25/2042

3.00%

365,619

FNMA REMIC TR 2013-93 CL-PJ 3 07-25-2042 REG

7/25/2042

3.00%

358,830

FNMA REMIC TR 2013-96 CL-FY VAR RATE 07-25-2042

7/25/2042

4.34%

1,180,690

FNMA REMIC TR 2014-32 CL-DK 3.0% 08-25-2043

8/25/2043

3.00%

234,113

FNMA REMIC TR 2015-53 CL-MA 2.5 06-25-2045

6/25/2045

2.50%

527,844

FNMA REMIC TR 2015-79 CL-FE VAR RATE 11-25-2045

11/25/2045

4.24%

79,684

FNMA REMIC TR 2016-10 CL-MA 1.5 10-25-2044

10/25/2044

1.50%

173,397

FNMA REMIC TR 2016-100 CL-WF VAR RATE 01-25-2047

1/25/2047

4.64%

1,128,969

FNMA REMIC TR 2016-12 CL-EG 2 05-25-2032

5/25/2032

2.00%

922,997

FNMA REMIC TR 2016-14 CL-PN 4% 01-25-2046

1/25/2046

4.00%

422,593

FNMA REMIC TR 2016-3 CL-HB 2% 10-25-2031

10/25/2031

2.00%

188,423

FNMA REMIC TR 2016-6 CL-AD 2.5% 04-25-2034

4/25/2034

2.50%

161,317

FNMA REMIC TR 2016-75 CL-LA 2.5% DUE 05-25-2045 REG

5/25/2045

2.50%

389,096

FNMA REMIC TR 2016-8 CL-FB VAR 4.21176% 03-25-2046

3/25/2046

4.39%

4,047,510

FNMA REMIC TR 2016-84 CL-DF VAR RATE 11-25-2046

11/25/2046

4.56%

731,208

FNMA REMIC TR 2016-97 CL-CF VAR RATE 12-25-2056

12/25/2056

4.56%

235,758

FNMA REMIC TR 2020-77 CL-DP .75% 11-25-2050

11/25/2050

0.75%

3,368,915

FNMA REMIC TR 2021-M900 CL-A1 .833% 12-25-2030

12/25/2030

0.83%

1,343,300

FNMA REMIC TR 2022-M8 CL-A1 VAR 1.93614%12-25-2031

12/25/2031

1.94%

1,532,784

FNMA REMIC TR 2024-104 CL-FA VAR 4.74728% 01-25-2055

1/25/2055

4.92%

1,721,696

FNMA REMIC TR 2025-19 CL-FC VAR 4.85728%03-25-2055

3/25/2055

5.03%

435,503

FNMA REMIC TR 2025-24 CL-FB VAR 4.59728%03-25-2055

3/25/2055

4.77%

785,317

FNMA REMIC TR SER 06-106 CL FC FLTG DUE 11-25-2036 REG

11/25/2036

4.40%

251,837

FNMA REMIC TR SER 13-99 CL BD 2% 08-25-2041

8/25/2041

2.00%

86,976

FNMA REMIC TR SER 2013-12 CL-P 1.75% DUE 11-25-2041 REG

11/25/2041

1.75%

248,960

FNMA REMIC TR SR 12-128 CL WB 1.5% 10-25-2032

10/25/2032

1.50%

299,406

FNMA REMIC TR SR 2010-130 CL-EF VAR RATE 11-25-2040

11/25/2040

4.44%

59,377

FNMA REMIC TR SR 2010-135 CL-CA 2.0% 04-25-2040

4/25/2040

2.00%

12,482

FNMA REMIC TRUST SER 23-M4 CL A2 VAR RT DUE 08-25-2032

9/25/2032

3.77%

193,371

FNMA SER 07-15 CL CF FLT RT DUE 03-25-2037 REG

3/25/2037

4.36%

94,252

FNMA SER 10-118 CLS FN VAR RT 10-25-2040

10/25/2040

4.39%

3,308,160

FNMA SER 12-139 CL CA 2.0% 11-25-2042 REG

11/25/2042

2.00%

243,041

FNMA SER 12-35 CL PL 2.0% DUE 11-25-2041 REG

11/25/2041

2.00%

93,321

FNMA SER 12-93 CL FL FLTG DUE 09-25-2032 BEO

9/25/2032

4.39%

418,968

FNMA SER 13-137 CL BA 1.5% 01-25-2029

1/25/2029

1.50%

188,779

FNMA SER 13-4 CLS GB 3.92 02-25-2043

2/25/2043

1.75%

178,795

FNMA SER 13-44 CLS PB 1.75% DUE 01-25-2043

1/25/2043

1.75%

287,051

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FNMA SER 13-6 CLS NC 1.5% 11-25-2032

11/25/2032

1.50%

272,732

FNMA SER 14-35 CLS CA 3.5 06-25-2044

6/25/2044

3.50%

355,010

FNMA SER 14-67 CL HC 3.0% 03-25-2044

3/25/2044

3.00%

3,454

FNMA SER 15-79 CLS FA FLTG 11-25-2045

11/25/2045

4.24%

5,191,261

FNMA SER 16-2 CLS HA 3 12-25-2041

12/25/2041

3.00%

110,799

FNMA SER 16-8 CLS HA 3.0% 06-25-2027

6/25/2027

3.00%

53,859

FNMA SER 18-70 CLS HA 3.5% 10-25-2056

10/25/2056

3.50%

3,116,862

FNMA SER 19-28 CL FJ FLTG DUE 06-25-2059 REG

6/25/2059

4.44%

1,379,183

FNMA SER 2010-54 CL FT FRN 04-25-2037

4/25/2037

4.75%

2,925,957

FNMA SER 2010-58 CL NK 3% 05-25-2040

5/25/2040

3.00%

3,639

FNMA SER 2010-64 CL DM 05/01/2010 5 06/25/2040

6/25/2040

5.00%

30,242

FNMA SER 2012-102 CL GA 1.375 DUE 09-25-2027 REG

9/25/2027

1.38%

200,026

FNMA SER 2012-145 CL DC 1.5 DUE 01-25-2028

1/25/2028

1.50%

39,354

FNMA SER 2012-28 CL B 6.5 06-25-2039

6/25/2039

6.50%

2,548

FNMA SER 2013-23 CL-NH 2% 03-25-2028

3/25/2028

2.00%

50,246

FNMA SER 2013-9 CL BC 6.5 07-25-2042

7/25/2042

6.50%

514,202

FNMA SER 2016-76 CL-ME 3.0% 01-25-2046

1/25/2046

3.00%

1,229,821

FNMA SER 2017-M12 CL A2 FLTG RT 06-25-2027

6/25/2027

3.06%

188,857

FNMA SER 2017-M5 CL A2 3.303% 04-25-2029

4/25/2029

3.02%

103,570

FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG

6/25/2027

2.90%

721,548

FNMA SER 2018-17 CL EA 3.5% DUE 11-25-2047

11/25/2047

3.50%

258,568

FNMA SER 2018-M3 CL A2 3.1935% 02-25-2030

2/25/2030

3.07%

190,990

FNMA SER 2018-M4 CL A2 VAR RT DUE 03-25-2028 REG

3/25/2028

3.07%

289,116

FNMA SER 2019-M4 CL A2 3.61% 02-25-2031 REG

2/25/2031

3.61%

330,436

FNMA SER 20-37 CL FH FLTG RT 06-25-2050

6/25/2050

4.39%

872,864

FNMA SER 20-79 CLS JA 1.5% 11-25-2050

11/25/2050

1.50%

1,546,936

FNMA SER 21-M2G CL A1 1.198% 03-25-2031 REG

3/25/2031

1.20%

5,421,291

FNMA SER 24-8 CL A 5.5 05-25-2050

5/25/2050

5.50%

4,847,240

FNMA SERIES 2013-5 CLASS MP 3.5 02-25-2043

2/25/2043

3.50%

368,585

FNMA SR 05-79 CL UC 5.75 09-25-2035

9/25/2035

5.75%

408,314

FNMA SR 06-101 CL FC VAR RT 07-25-2036

7/25/2036

4.29%

27,528

FNMA SR 11-64 CL DT 5.8 07-25-2041

7/25/2041

5.80%

1,564,111

FNMA SR 13-54 CL-CA 3.0% 06-25-2033

6/25/2033

3.00%

1,253,964

FNMA SR 16-55 CL DC 2.5% 12-25-2034

12/25/2034

2.50%

1,163,494

FNMA SR 17-86 CL AF VAR RT 11-25-2057

11/25/2057

4.44%

5,486,564

FNMA SR 19-60 CL BA 2.5% 10-25-2049

10/25/2049

2.50%

87,556

FNMA SR 2013-104 CL-ZT 3.0% 10-25-2033

10/25/2033

3.00%

1,859,666

FNMA SR 2013-26 CL-JD 3.0% 04-25-2033

4/25/2033

3.00%

774,039

FNMA SR 2017-M7 CL A2 VAR RT 02-25-2027

2/25/2027

2.96%

167,451

FNMA SR 25-52 CL FB FLTG RT 07-25-2055

7/25/2055

5.07%

3,686,818

FNMA SR 25-62 CL BA 5.5% 11-25-2051

11/25/2051

5.50%

3,305,974

FNMA TRANCHE 05-25-2027

5/25/2027

3.06%

242,015

FNMA TRANCHE 12-25-2026

12/25/2026

2.57%

297,870

FNMA TRANCHE 3.5 10-25-2042

10/25/2042

3.50%

34,858

FNMA TRANCHE SER 2013-1 CL LA 1.25 02-25-2028

2/25/2028

1.25%

233,921

FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044

2/25/2044

7.00%

6,493

FOCALTECH SYSTEMS TWD10

113,534

FOCUS MEDIA INFORM 'A'CNY1

845,550

100

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FOCUS TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT)

24,913

FORCE MOTORS LTD INR10

293,116

FORD AUTO 6.082% 15/10/2029

10/15/2029

6.08%

1,990,880

FORD CR AUTO LEASE 5.05% DUE 06-15-2027

6/15/2027

5.05%

1,104,661

FORD CR AUTO LEASE 5.06% DUE 05-15-2027

5/15/2027

5.06%

991,001

FORD CR AUTO OWNER 1.53% DUE 05-15-2034

5/15/2034

1.53%

489,839

FORD CR AUTO OWNER 1.61% DUE 10-17-2033

10/17/2033

1.61%

714,304

FORD CR AUTO OWNER 1.91% DUE 05-15-2034

5/15/2034

1.91%

1,176,158

FORD CR AUTO OWNER 4.86% DUE 08-15-2037

8/15/2037

4.86%

8,487,072

FORD CR AUTO OWNER 5.53% DUE 09-15-2028

9/15/2028

5.53%

3,689,712

FORD CR AUTO OWNER TR 2025-B SER 25-B CL-A2A 3.88% 06-15-2028

6/15/2028

3.88%

8,677,795

FORD CR FLOORPLAN 4.92% DUE 05-15-2028

5/15/2028

4.92%

3,410,842

FORD CR FLOORPLAN 5.24% DUE 04-15-2031

4/15/2031

5.24%

2,534,995

FORD CR FLOORPLAN MASTER OWNER TR SER 18-4 CL A 4.06% 11-15-2030 REG

11/15/2030

4.06%

4,830,807

FORD CR FLOORPLAN MASTER OWNER TR SR 25-1 CL A1 4.63% 04-15-2030

4/15/2030

4.63%

3,050,464

FORD CREDIT AUTO OWNER TRUST SER 23-A CL A3 4.65% DUE 02-15-2028

2/15/2028

4.65%

3,038,854

FORD CREDIT AUTO OWNER TRUST SER 24-B CLS A3 5.1% 04-15-2029

4/15/2029

5.10%

1,164,810

FORD FNDTN 2.815% DUE 06-01-2070

6/1/2070

2.82%

133,065

FORD MOTOR CREDIT CO LLC 5.8% 03-05-2027

3/5/2027

5.80%

303,769

FORD MOTOR CREDIT CO LLC 5.875% 11-07-2029

11/7/2029

5.88%

4,560,607

FORD MOTOR CREDIT CO LLC 6.125% 03-08-2034

3/8/2034

6.12%

5,801,744

FORD MOTOR CREDIT CO LLC 6.95% 06-10-2026

6/10/2026

6.95%

3,163,269

FORD MOTOR CREDIT CO LLC 7.35% DUE 11-04-2027 BEO

11/4/2027

7.35%

631,562

FORD MTR CO DEL 3.25% 02-12-2032

2/12/2032

3.25%

379,428

FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01

1,648,029

FORD MTR CR CO LLC 4.0% DUE 11-13-2030 BEO

11/13/2030

4.00%

755,630

FORD MTR CR CO LLC 4.125% DUE 08-17-2027

8/17/2027

4.12%

1,234,838

FORD MTR CR CO LLC 4.95% 05-28-2027

5/28/2027

4.95%

401,494

FORD MTR CR CO LLC 5.8% 03-08-2029

3/8/2029

5.80%

2,380,015

FORD MTR CR CO LLC 5.918% 03-20-2028

3/20/2028

5.92%

1,023,462

FORD OTOMOTIV SAN TRY1

296,979

FORESTAR GROUP INC COM

225,167

FORFARMERS NV EUR0.01

507,815

FORTERRA PLC ORD GBP0.01

770,900

FORTESCUE LTD NPV

145,438

FORTIS HEALTHCARELIMITED. W.E.F

266,215

FORTIS INC 3.055% DUE 10-04-2026

10/4/2026

3.06%

204,311

FORTIS INC COM NPV

947,475

FORTIS INC COM STK

10,700

FORTUNA MNG CORP COM

1,440,050

FORUM ENERGY TECHNOLOGIES INC COM NEW

205,701

FORVIA EUR7

895,209

FOSITEK CORP TWD10

206,871

FOX CORP CL A CL A

473,201

FOX CORP CL B CL B

168,688

FOXCONN TECH CO TWD10

37,310

FRANCO NEV CORP COM STK

1,264,408

FRANKLIN COVEY CO COM

31,546

101

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FREDDIE MAC 1.3% 08-27-2032

8/27/2032

1.30%

422,736

FREDDIE MAC 01/02/2051 2% 02-01-2051

2/1/2051

2.00%

232,947

FREDDIE MAC 1.5% 09-02-2033

9/2/2033

1.50%

82,128

FREDDIE MAC 1.5% 08-10-2025

8/10/2035

1.50%

186,867

FREDDIE MAC 4.5% 01/01/2040 4.5% 01-01-2040

1/1/2040

4.50%

1,403,350

FREDDIE MAC FR QG9541 6% 08-01-2053

8/1/2053

6.00%

192,554

FREDDIE MAC FR QJ0915 6% 08-01-2054

8/1/2054

6.00%

228,687

FREDDIE MAC FR RA7346 3% 06-01-2052

6/1/2052

3.00%

2,126,721

FREDDIE MAC FR SD1441 4% 08-01-2052

8/1/2052

4.00%

130,525

FREDDIE MAC FR SD2864 3% 03-01-2052

3/1/2052

3.00%

4,434,979

FREDDIE MAC MSCR TR MN12 NT CL M-1 144A 5.44728% 11-25-2045

11/25/2045

5.62%

365,019

FREDDIE MAC POOL #G08847 4% 11-01-2048 BEO

11/1/2048

4.00%

5,414,206

FREDDIE MAC POOL #SD1749 2.5% 04-01-2052

4/1/2052

2.50%

269,623

FREDDIE MAC POOL FR QH2780 5.50% 5.5% 09-01-2053

9/1/2053

5.50%

28,880

FREDDIE MAC POOL FR QI9919 5% 07-01-2054

7/1/2054

5.00%

196,009

FREDDIE MAC POOL FR SB1233 2.5% 2.5% 10-01-2032

10/1/2032

2.50%

3,283,455

FREDDIE MAC POOL FR SI2103 2% 08-01-2050

8/1/2050

2.00%

296,557

FREDDIE MAC RA7026 3% 03-01-2052

3/1/2052

3.00%

3,190,220

FREDDIE MAC RJ0136 4.5% 12-01-2053

12/1/2053

4.50%

6,170,593

FREDDIE MAC SB1364 2.5% 02-01-2035

2/1/2035

2.50%

6,545,337

FREDDIE MAC SER 005334 CL GA 6% 07-25-2045

7/25/2045

6.00%

2,863,141

FREDDIE MAC SER 3914 CL NA 4.0% 06-15-2039

6/15/2039

4.00%

171,550

FREDDIE MAC SER 4000 CL PJ 3.0% 01-15-2042

1/15/2042

3.00%

16,759

FREDDIE MAC SER 4102 CL CE 1.5% 11-15-2040

11/15/2040

1.50%

16,176

FREDDIE MAC SER 5502 CL FD FLTG 02-25-2055

2/25/2055

5.47%

789,250

FREDDIE MAC SER 5511 CL FB 5.72859% 03-25-2055

3/25/2055

5.27%

792,394

FREDDIE MAC SR 5387 CL KG 5.25% 05-25-2051

5/25/2051

5.25%

3,046,063

FREDDIE MAC SR 5439 CL FK FLTG RT 08-25-2054

8/25/2054

4.87%

2,395,409

FREDDIE MAC SR 5481 CL FA FLTG RT 12-25-2054

12/25/2054

5.27%

2,427,582

FREDDIE MAC SR 5483 CL FD FLTG RT 12-25-2054

12/25/2054

5.17%

665,045

FREDDIE MAC SR 5499 CL FH FLTG 02-25-2055

2/25/2055

5.07%

2,081,261

FREDDIE MAC SR 5502 CL EF FLTG 02-25-2055

2/25/2055

5.27%

23,627,881

FREDDIE MAC SR 5507 CL FG FRN 02-25-2055

2/25/2055

5.27%

6,258,298

FREDDIE MAC SR 5513 CL MF FLTG RT 11-25-2054

11/25/2054

4.81%

26,545,107

FREDDIEMAC STRIP FLTG 6.22809% 10-25-2053

10/25/2053

4.77%

3,670,028

FREEPORT-MCMORAN INC

4,333,200

FRESENIUS MEDICAL CARE AG

1,783,467

FRESENIUS SE&KGAA NPV

2,664,078

FRESHPET INC COM

1,355,936

FRESNILLO PLC ORD USD0.50

1,113,072

FRIEDRICH VORWERK NPV

843,541

FRKLN RES INC COM

617,509

FS KKR CAP CORP COM NEW COM NEW

149,818

FS KKR CAP CORP SR NT 3.125% 10-12-2028

10/12/2028

3.12%

3,692,349

FTI CONSULTING INC COM

1,799,182

FUFENG GROUP LTD

72,893

FUJI ELECTRIC HOLINDGS CO Y50

355,322

FUJI KYUKO CO LTD NPV

26,463

102

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

FUJI MACHINE MFG NPV

787,457

FUJI SEAL INTL INC NPV

22,001

FUJIAN FUXIN SOFTW A CNY1

900,636

FUJIFILM HOLDINGS CORP NPV

6,605,011

FUJITSU NPV

3,745,015

FUKUOKA FINANCIAL NPV

58,188

FULCRUM THERAPEUTICS INC COM

14,499

FULGENT GENETICS INC COM

32,233

FULLER H B CO COM

12,168,192

FULLER SMITH&TURNR 'A'ORD GBP0.40

52,499

FUNKO INC CL A CL A

179,761

FURUKAWA CO NPV

51,514

FURUKAWA ELECTRIC NPV

1,066,490

FUSO CHEMICAL CO NPV

32,511

FUT C 23JAN26 EURX EUR-BU 13050

1/23/2026

—%

FUTABA INDUSTRIAL NPV

414,806

FY GROUP LTD TWD10

21,793

G CITY LTD ILS1

318,916

GAKKEN HOLDINGS CO LTD NPV

100,660

GALAXY ENTERTAINME NPV

1,604,975

GALDERMA GROUP AG CHF0.01

2,640,250

GALLAGHER ARTHUR J & CO COM

18,692,143

GALLIFORD TRY HOLD GBP0.5

442,674

GALP ENERGIA SGPS EUR1

4,839,110

GAMMA COMMUNICATIO ORD GBP0.0025

404,913

GAP INC COM

1,730,176

GARMIN LTD COMMON STOCK

1,628,886

GARRETT MOTION INC COM

6,345

GARTNER INC COM

697,050

GATX CORP COM

156,202

GATX CORP SR NT 5.4% 03-15-2027

3/15/2027

5.40%

1,252,760

GAZPROM PJSC RUB5(RUB)

399,549

GAZPROM PJSC SPON ADR-EACH REPR 2 ORD SHS

8,180

G-BITS NETWORK TEC A CNY1 STOCK CONNECT

1,888,514

GBL ONE R/EST INV REIT

200,443

GCAT 2021-NQM7 TR MTG PASSTHRU CTF CL A-1 1.915% 08-25-2066

8/25/2066

1.92%

905,470

GCAT 2023-NQM4 TR 4.25% DUE 05-25-2067

5/25/2067

4.25%

3,090,627

GDR NESTLE S A SPONSORED ADR REPSTG REG SH

7,467,768

GE AEROSPACE

29,120,540

GE CAP FDG LLC 4.55% 05-15-2032

5/15/2032

4.55%

4,065,377

GE HEALTHCARE TECHNOLOGIES INC COM

22,154,258

GE VERNOVA LLC COM

5,584,102

GE VERNOVA T AND D INDIA LIMITED

736,707

GEA GROUP AG NPV

1,390,520

GEELY AUTOMOBILE H HKD0.02

296,666

GEN MTRS CO COM

27,285,625

GEN MTRS FINL CO 5.25% DUE 03-01-2026

3/1/2026

5.25%

1,281,998

103

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GEN MTRS FINL CO FIXED 4.35% DUE 01-17-2027

1/17/2027

4.35%

516,105

GENERAC HLDGS INC COM STK

291,014

GENERAL DYNAMICS CORP COM

34,201,626

GENERAL MOTORS CO 5.0% 04-09-2027

4/9/2027

5.00%

1,880,148

GENERAL MOTORS FINANCIAL CO INC 2.35% 02-26-2027

2/26/2027

2.35%

2,061,901

GENERAL MOTORS FINANCIAL CO INC 5.4% DUE04-06-2026

4/6/2026

5.40%

1,021,546

GENERAL MOTORS FINL CO 2.4% DUE 10-15-2028 BEO

10/15/2028

2.40%

2,341,768

GENERAL MOTORS FINL CO 5.05% 04-04-2028

4/4/2028

5.05%

1,083,934

GENERAL MTRS CO 5.15% DUE 04-01-2038

4/1/2038

5.15%

241,121

GENERAL MTRS FINL CO 5.55% 07-15-2029

7/15/2029

5.55%

758,312

GENERAL MTRS FINL CO INC 1.25% DUE 01-08-2026 REG

1/8/2026

1.25%

2,378,112

GENERAL MTRS FINL CO INC 1.5% DUE 06-10-2026 BEO

6/10/2026

1.50%

2,387,719

GENERAL MTRS FINL CO INC 2.7% DUE 08-20-2027 REG

8/20/2027

2.70%

2,023,602

GENERAL MTRS FINL CO INC 6.15% 07-15-2035

7/15/2035

6.15%

496,153

GENERAL PLASTIC IN TWD10

18,061

GENERTEC UNIVERSAL MEDICAL GROUP COMPANY LIMITED

150,594

GENESCO INC COM

198,160

GENESYS LOGIC TWD10

178,737

GENFLEET THERA

133,206

GENIE ENERGY LTD CL B CL B

106,905

GENIUS ELECTRONIC TWD10

343,343

GENIUS SPORTS LTD COM NPV

4,248,772

GENMAB AS DKK1

1,506,128

GENTERA SAB DE CV COM NPV

439,541

GENTEX CORP COM

64,947

GENWORTH FINL INC COMMON STOCK

883,829

GEO ENERGY RESO NPV

206,505

GEORGIA POWER CO 4.7% 05-15-2032

5/15/2032

4.70%

5,075,037

GEORGIA POWER CO 5.004% 02-23-2027

2/23/2027

5.00%

451,808

GEORGIA PWR CO 4.0% 10-01-2028

10/1/2028

4.00%

571,302

GEORGIA PWR CO 4.75% DUE 09-01-2040

9/1/2040

4.75%

190,077

GEORGIA PWR CO 5.125% DUE 05-15-2052 BEO

5/15/2052

5.12%

205,413

GFL ENVIRONMENTAL INC. COM NPV SUB VTG SHS

3,650,492

GFPT PCL THB1(NVDR)

210,587

GILDAN ACTIVEWEAR INC COM

13,253,262

GILEAD SCIENCES 4.5% DUE 02-01-2045

2/1/2045

4.50%

372,570

GILEAD SCIENCES 4.75% DUE 03-01-2046

3/1/2046

4.75%

627,589

GILEAD SCIENCES INC

2,917,898

GILEAD SCIENCES INC 2.6% DUE 10-01-2040

10/1/2040

2.60%

483,656

GILEAD SCIENCES INC 4.8% 11-15-2029

11/15/2029

4.80%

224,432

GINNIE MAE II POOL G2 MB0262 7% 03-20-2055

3/20/2055

7.00%

3,090,369

GJENSIDIGE FORSIKR NOK2

144,520

GLACIER BANCORP INC NEW COM

14,769,040

GLAXO SMITHKLINE P INR10

25,622

GLAXOSMITHKLINE 4.5% DUE 04-15-2030

4/15/2030

4.50%

680,428

GLENCORE FDG LLC 2.5% DUE 09-01-2030

9/1/2030

2.50%

1,290,268

GLENCORE FDG LLC 3.875% DUE 10-27-2027

10/27/2027

3.88%

3,722,253

GLENCORE FDG LLC 4% DUE 03-27-2027

3/27/2027

4.00%

5,130,706

104

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GLENMARK PHARM INR1.00

720,431

GLOBAL E ONLINE LTD COM NPV

239,673

GLOBAL INDL CO COM USD0.01

220,991

GLOBAL LIGHTING TECHNOLOGIES INC SHS

28,637

GLOBAL PMTS INC 1.2% DUE 03-01-2026

3/1/2026

1.20%

977,419

GLOBAL PMTS INC 2.9% 11-15-2031

11/15/2031

2.90%

1,794,521

GLOBAL PMTS INC COM

1,509,300

GLOBAL PMTS INC FIXED 2.9% DUE 05-15-2030

5/15/2030

2.90%

1,299,145

GLOBAL PMTS INC SR NT 4.5% 11-15-2028

11/15/2028

4.50%

1,878,249

GLOBAL PMTS INC SR NT 4.875% 11-15-2030

11/15/2030

4.88%

972,139

GLOBAL PMTS INC SR NT 5.2% 11-15-2032

11/15/2032

5.20%

996,515

GLOBAL PMTS INC SR NT 5.55% 11-15-2035

11/15/2035

5.55%

4,517,225

GLOBAL POWER SYNER THB10(NVDR)

83,758

GLOBAL SHIP LEASE INC

87,600

GLOBAL STANDARD TE KRW500

154,929

GLOBAL UNICHIP COR TWD10

202,893

GLOBANT SA USD1.20

275,404

GLOBE LIFE INC COM

4,113,702

GLP CAP L P / GLP 4% DUE 01-15-2030

1/15/2030

4.00%

921,589

GLP CAP L P / GLP 5.75% DUE 06-01-2028

6/1/2028

5.75%

309,894

GLP CAP L P / GLP FING II INC 5.3% 01-15-2029

1/15/2029

5.30%

1,933,873

GLP CAP L P/GLP FING II INC 5.625% 09-15-2034

9/15/2034

5.62%

2,333,461

GLP CAP L P/GLP FING II INC 6.25% 09-15-2054

9/15/2054

6.25%

1,392,147

GLS AUTO 1.48% DUE 07-15-2027

7/15/2027

1.48%

501,107

GLS AUTO 5.21% DUE 02-18-2031

2/18/2031

5.21%

3,036,195

GLS AUTO 7.01% DUE 01-16-2029

1/16/2029

7.01%

2,161,470

GLS AUTO RECEIVABLES ISSUER TR AUTO RECEIVABLES BACKED NT 4.74% 08-15-2031

8/15/2031

4.74%

798,469

GM FINANCIAL AUTOMOBILE LEASIN 5.78% SER 24-2 CL A3 07-20-2027

7/20/2027

5.39%

344,010

GM FINANCIAL AUTOMOBILE LEASIN SR 25-1 CL A3 4.66% 02-21-2028

2/21/2028

4.66%

4,680,109

GM FINANCIAL AUTOMOBILE LEASING TR SR 24-3 CL A3 4.21% 10-20-2027

10/20/2027

4.21%

3,365,449

GM FINANCIAL CONSUMER AUTOMOBILE SER 2024-1 CL A3 4.85% 12-18-2028

12/18/2028

4.85%

183,488

GM FINANCIAL SECURITIZED TERM SER 23-1 CL A3 4.66% DUE 02-16-2028

2/16/2028

4.66%

696,667

GM FINL AUTOMOBILE 4.55% DUE 07-20-2027

7/20/2027

4.55%

1,679,306

GM FINL AUTOMOBILE LEASING TR SR 25-2 CL A3 4.58% 05-22-2028

5/22/2028

4.79%

6,054,088

GM FINL CNSMR 3.84% DUE 02-18-2031

2/18/2031

3.84%

1,932,982

GM FINL CNSMR 5.5% DUE 08-16-2028

8/16/2028

5.50%

504,575

GM FINL CONSUMER AUTOMOBILE RECEIVABLES AUTO NT CL A-4 3.71% 12-16-2027

12/16/2027

3.71%

584,399

GM FINL CONSUMER AUTOMOBILE RECEIVABLES CL A-4 3.25% 04-17-2028

4/17/2028

3.25%

3,156,663

GM FINL SECURITIZED TERM AUTO SR 25-1 CL A3 4.62% 12-17-2029

12/17/2029

4.62%

479,904

GMO GLOBALSIGN HOLDINGS KK

21,034

GMO INTERNET GROUP NPV

739,882

GNMA 2.3% DUE 11-16-2051

11/16/2051

2.30%

101,864

GNMA 2.4% DUE 09-16-2058

9/16/2058

2.40%

3,581

GNMA 2008-047 REMIC CL ML 5.25 DUE 06-16-2038

6/16/2038

5.25%

10,654

GNMA 2009-069 CL PV 4 DUE 08-20-2039

8/20/2039

4.00%

6,551

GNMA 2009-076 REMIC PASSTHRU MX CL CF 09-16-2039

9/16/2039

4.65%

209,702

GNMA 2009-096 REMIC PASSTHRU FT 10-20-2039

10/20/2039

4.60%

219,124

GNMA 2010-046 REMIC PASSTHRU 4.58984% 03-20-2035

3/20/2035

4.65%

627,532

105

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GNMA 2010-H11 REMIC PASSTHRU CTF CL FA 06-20-2060

6/20/2060

5.03%

220,586

GNMA 2010-H26 REMIC PASSTHRU CTF CL LF INT FLTG 08-20-2058

8/20/2058

4.46%

96,270

GNMA 2011-157 REMIC PASSTHRU CL PA 3.0% DUE 03-20-2041

3/20/2041

3.00%

57,100

GNMA 2011-H09 CL AF VAR 03-20-2061

3/20/2061

4.61%

120,009

GNMA 2012-059 REMIC PASSTHRU CTF CL F 05-20-2042

5/20/2042

4.30%

85,463

GNMA 2012-105 REMIC PASSTHRU CTF 1.25% 08-16-2027

8/16/2027

1.25%

367,720

GNMA 2012-106 REMIC PASSTHRU 1.25% 09-20-2027

9/20/2027

1.25%

1,255,098

GNMA 2012-H08 REMIC PASSTHRU CTF CL FS 04-20-2062

4/20/2062

4.81%

676,931

GNMA 2012-H31 REMIC PASSTHRU SECS CL FD VAR RT 12-20-2062

12/20/2062

4.45%

274,979

GNMA 2013-88 REMIC CL WA VAR RT DUE 06-20-2030 REG

6/20/2030

4.82%

529

GNMA 2013-H04 REMIC PASSTHRU CTF CL BA 1.65 DUE 02-20-2063

2/20/2063

1.65%

375

GNMA 2013-H05 REMIC PASSTHRU CL FB FLTG RT 02-20-2062

2/20/2062

4.39%

722

GNMA 2013-H15 REMIC PASSTHRU CTF 4.49919% 07-20-2063

7/20/2063

4.66%

408,499

GNMA 2013-H22 REMIC PASSTHRU 4.58919% 07-20-2063

7/20/2063

4.75%

58,837

GNMA 2013-H22 REMIC PASSTHRU 5.58919% 08-20-2063

8/20/2063

5.75%

82,265

GNMA 2014-190 REMIC PASSTHRU CTF CL PA FIXED 3.0% 06-20-2044

6/20/2044

3.00%

466,825

GNMA 2014-H10 CL FA FLTG RT DUE04-20-2064

4/20/2064

4.61%

46,437

GNMA 2014-H17 REMIC PASSTHRU CTF 4.59411% 08-20-2064

8/20/2064

4.59%

432,810

GNMA 2014-H20 REMIC SER 14-H20 CL FA FLTG DUE 10-20-2064 REG

10/20/2064

4.54%

252,286

GNMA 2015-H06 REMIC PASSTHRU CTF 4.59919% 02-20-2065

2/20/2065

4.76%

1,025,112

GNMA 2015-H27 REMIC PASSTHRU CTF CL FA 09-20-2065

9/20/2065

4.86%

143,546

GNMA 2015-H28 REMIC PASSTHRU CTF CL MX-FL 10-20-2065

10/20/2065

4.81%

464,044

GNMA 2015-H29 REMIC PASSTHRU SEC CL FJ 11-20-2065

11/20/2065

4.79%

478,683

GNMA 2015-H31 REMIC PASSTHRU SEC CL FT 11-20-2065

11/20/2065

4.76%

50,528

GNMA 2015-H32 REMIC PASSTHRU CTF CL FH 12-20-2065

12/20/2065

4.77%

48,492

GNMA 2016-H04 MTG PASSTHRU CTF CL FK 02-20-2066

2/20/2066

5.16%

122,386

GNMA 2016-H11 REMIC PASSTHRU CTF CL FE 04-20-2066

4/20/2066

4.96%

431,129

GNMA 2016-H13 REMIC PASS THRU SECS CL FT05-20-2066

5/20/2066

4.69%

29,315

GNMA 2016-H19 REMIC PASSTHRU SECS CL FA 09-20-2066

9/20/2066

4.89%

261,793

GNMA 2016-H20 REMIC PASSTHRU CTF CL FG 08-20-2066

8/20/2066

4.81%

95,167

GNMA 2016-H22 REMIC PASSTHRU CTF CL FA 10-20-2066

10/20/2066

4.88%

788,272

GNMA 2016-H23 REMIC PASSTHRU CTF CL F FLTG RT 10-20-2066

10/20/2066

4.86%

461,822

GNMA 2016-H26 REMIC PASSTHRU SECS CL MX-FC 12-20-2066

12/20/2066

5.11%

21,292

GNMA 2017-121 MTG PASS THRU CTF 3% 07-20-2046

7/20/2046

3.00%

2,167

GNMA 2017-153 CL WA DUE 06-20-2036

6/20/2036

4.49%

151,389

GNMA 2017-H03 CL FB FLTG 06-20-2066

6/20/2066

4.76%

141,648

GNMA 2017-H03 REMIC PASSTHRU CTF 4.74919% 01-20-2067

1/20/2067

4.91%

226,379

GNMA 2017-H06 REMIC PASS THRU 4.69919% 11-20-2066

11/20/2066

4.86%

618,122

GNMA 2017-H10 REMIC PASSTHRU SECS CL FB FLTG RT 04-20-2067 REG

4/20/2067

5.59%

285,992

GNMA 2017-H14 CL FD FLTG 06-20-2067

6/20/2067

4.58%

168,246

GNMA 2017-H14 REMIC PASSTHRU CTF CL FB 06-20-2067

6/20/2067

5.23%

264,225

GNMA 2017-H14 REMIC PASSTHRU CTF CL FE 06-20-2067

6/20/2067

5.23%

809,820

GNMA 2017-H14 REMIC PASSTHRU CTF CL FG 06-20-2067

6/20/2067

5.23%

457,398

GNMA 2017-H16 REMIC PASSTHRU CTF CL FG FLTG 07-20-2067 REG

7/20/2067

5.38%

4,854,735

GNMA 2017-H16 REMIC PASSTHRU CTF CL FH 07-20-2067

7/20/2067

5.33%

7,904,547

GNMA 2017-H23 MTG PASS THRU CTF 4.39919%11-20-2067

11/20/2067

4.56%

1,220,667

GNMA 2018-H08 REMIC SER 2018-H08 CLS KF VAR RT DUE 05-20-2068

5/20/2068

4.41%

550,188

GNMA 2019-H09 REMIC PASSTHRU CTF 4.44919% 04-20-2069

4/20/2069

4.61%

676,899

106

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GNMA 2019-H11 REMIC PASSTHRU CTF 4.54919% 05-20-2069

5/20/2069

4.71%

1,408,647

GNMA 2020-H13 REMIC PASSTHRU CTF 4.34919% 08-20-2070

8/20/2070

4.51%

672,455

GNMA 2020-H13 REMIC PASSTHRU CTF 4.39919% 07-20-2070

7/20/2070

4.56%

9,669,314

GNMA 2025-001 REMIC PASS THRU 5.003% 01-20-2055

1/20/2055

5.22%

3,398,109

GNMA 3% DUE 01-20-2046

1/20/2046

3.00%

340,290

GNMA 3% DUE 02-16-2046

2/16/2046

3.00%

541,032

GNMA 3% DUE 09-16-2039

9/16/2039

3.00%

20,917

GNMA 3.5% DUE 03-20-2046

3/20/2046

3.50%

547,124

GNMA 4% DUE 04-16-2041

4/16/2041

4.00%

84,063

GNMA 4% DUE 07-16-2039

7/16/2039

4.00%

4,937

GNMA 4.36919% 06-20-2070

6/20/2070

4.53%

2,319,958

GNMA 4.44919% 05-20-2069

5/20/2069

4.61%

1,253,531

GNMA 4.44919% 07-20-2070

7/20/2070

4.61%

379,324

GNMA 5% DUE 03-16-2034

3/16/2034

5.00%

66,096

GNMA 5.5% DUE 08-20-2033

8/20/2033

5.50%

41,253

GNMA 5.5% DUE 11-20-2037

11/20/2037

5.50%

20,754

GNMA 6.5% DUE 08-16-2042

8/16/2042

6.50%

157,616

GNMA CL 2007-035 CL TE 6 DUE 06-20-2037

6/20/2037

6.00%

14,650

GNMA FIXED 3.5% DUE 02-20-2045

2/20/2045

3.50%

21,677

GNMA FLTG RT 4.27919% DUE 10-20-2060

10/20/2060

4.44%

587,939

GNMA FLTG RT 4.44919% DUE 04-20-2061

4/20/2061

4.61%

416,360

GNMA FLTG RT SER 18-H19 CL FA 12-20-2063 REG

12/20/2063

4.46%

1,227,752

GNMA GNMA # MA7471 2% 07-20-2051

7/20/2051

2.00%

2,789,158

GNMA MTG PASS THRU CTF CL FM 02-20-2066

2/20/2066

4.88%

800

GNMA POOL #3529 5% 03-20-2034 BEO

3/20/2034

5.00%

665

GNMA POOL #4028 6% 09-20-2037 BEO

9/20/2037

6.00%

12,603

GNMA POOL #4041 7% 10-20-2037 BEO

10/20/2037

7.00%

65,230

GNMA POOL #4222 6% 08-20-2038 BEO

8/20/2038

6.00%

11,202

GNMA POOL #4245 6% 09-20-2038 BEO

9/20/2038

6.00%

144,791

GNMA POOL #4247 7% 09-20-2038 BEO

9/20/2038

7.00%

48,292

GNMA POOL #4423 4.5% 04-20-2039 BEO

4/20/2039

4.50%

1,187

GNMA POOL #4447 5% 05-20-2039 BEO

5/20/2039

5.00%

25,103

GNMA POOL #4520 5% 08-20-2039 BEO

8/20/2039

5.00%

109,997

GNMA POOL #4543 6% 09-20-2039 BEO

9/20/2039

6.00%

10,102

GNMA POOL #4746 4.5% 07-20-2040 BEO

7/20/2040

4.50%

44,634

GNMA POOL #4800 4% 09-20-2040 BEO

9/20/2040

4.00%

101,065

GNMA POOL #4833 4% 10-20-2040 BEO

10/20/2040

4.00%

345,916

GNMA POOL #4834 4.5% 10-20-2040 BEO

10/20/2040

4.50%

14,735

GNMA POOL #4855 5% 11-20-2040 BEO

11/20/2040

5.00%

322,882

GNMA POOL #4883 4.5% 12-20-2040 BEO

12/20/2040

4.50%

76,790

GNMA POOL #4923 4.5% 01-20-2041 BEO

1/20/2041

4.50%

75,076

GNMA POOL #4945 4% 02-20-2041 BEO

2/20/2041

4.00%

57,066

GNMA POOL #497630 SER 2029 6% DUE 02-15-2029 REG

2/15/2029

6.00%

GNMA POOL #4978 4.5% 03-20-2041 BEO

3/20/2041

4.50%

1,497,820

GNMA POOL #4979 5% 03-20-2041 BEO

3/20/2041

5.00%

142,797

GNMA POOL #498387 SER 2029 6% DUE 02-15-2029 REG

2/15/2029

6.00%

210

GNMA POOL #5016 4% 04-20-2041 BEO

4/20/2041

4.00%

50,623

GNMA POOL #5017 4.5% 04-20-2041 BEO

4/20/2041

4.50%

122,077

107

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GNMA POOL #5018 5% 04-20-2041 BEO

4/20/2041

5.00%

98,161

GNMA POOL #5115 4.5% 07-20-2041 BEO

7/20/2041

4.50%

21,455

GNMA POOL #5140 4.5% 08-20-2041 BEO

8/20/2041

4.50%

207,188

GNMA POOL #521330 SER 2035 5% DUE 05-15-2035 BEO

5/15/2035

5.00%

43,403

GNMA POOL #5259 4% 12-20-2041 BEO

12/20/2041

4.00%

29,226

GNMA POOL #5280 4% 01-20-2042 BEO

1/20/2042

4.00%

43,948

GNMA POOL #5305 4% 02-20-2042 BEO

2/20/2042

4.00%

259,773

GNMA POOL #543812 SER 2031 6% DUE 02-15-2031 REG

2/15/2031

6.00%

4,650

GNMA POOL #586373 5% DUE 02-15-2035 REG

2/15/2035

5.00%

2,084

GNMA POOL #594106 SER 2033 4.5% DUE 09-15-2033 BEO

9/15/2033

4.50%

10,350

GNMA POOL #595611 SER 2035 5% DUE 01-15-2035 BEO

1/15/2035

5.00%

1,019

GNMA POOL #604497 5% 07-15-2033 BEO

7/15/2033

5.00%

1,819

GNMA POOL #607451 SER 2034 5% DUE 01-15-2034 REG

1/15/2034

5.00%

9,509

GNMA POOL #607465 5% DUE 02-15-2034 REG

2/15/2034

5.00%

10,228

GNMA POOL #610410 SER 2033 5% DUE 08-15-2033 BEO

8/15/2033

5.00%

1,768

GNMA POOL #615656 5% 10-15-2033 BEO

10/15/2033

5.00%

1,603

GNMA POOL #623871 5.0% 06-15-2034

6/15/2034

5.00%

1,468

GNMA POOL #633701 5.0% 09-15-2033

9/15/2033

5.00%

2,357

GNMA POOL #636484 5.0% 03-15-2035

3/15/2035

5.00%

2,627

GNMA POOL #637746 5.0% 12-15-2034

12/15/2034

5.00%

3,489

GNMA POOL #638222 5% 12-15-2034 BEO

12/15/2034

5.00%

1,237

GNMA POOL #643362 5% 10-15-2035 BEO

10/15/2035

5.00%

852

GNMA POOL #668014 3% 11-15-2044 BEO

11/15/2044

3.00%

998,948

GNMA POOL #670030 3% 07-15-2045 BEO

7/15/2045

3.00%

238,363

GNMA POOL #672676 SER 2038 5.5% DUE 04-15-2038 BEO

4/15/2038

5.50%

19,274

GNMA POOL #676754 SER 2038 5.5% DUE 03-15-2038 REG

3/15/2038

5.50%

47,838

GNMA POOL #687179 SER 2038 5.5% DUE 04-15-2038 REG

4/15/2038

5.50%

24,571

GNMA POOL #687835 6% 08-15-2038 BEO

8/15/2038

6.00%

15,563

GNMA POOL #688043 6% 11-15-2038 BEO

11/15/2038

6.00%

24,179

GNMA POOL #690922 5.5% 06-15-2038 BEO

6/15/2038

5.50%

37,242

GNMA POOL #697586 5.5% 11-15-2038 BEO

11/15/2038

5.50%

1,197

GNMA POOL #711379 SER 2038 5.5% DUE 07-15-2038 REG

7/15/2038

5.50%

1,160

GNMA POOL #723344 4% 09-15-2039 BEO

9/15/2039

4.00%

112,325

GNMA POOL #723430 4.5% 11-15-2039 BEO

11/15/2039

4.50%

29,522

GNMA POOL #723616 5% 01-15-2040 BEO

1/15/2040

5.00%

303,559

GNMA POOL #726480 5% 11-15-2039 BEO

11/15/2039

5.00%

423,762

GNMA POOL #733600 SER 2040 5% DUE 04-15-2040 REG

4/15/2040

5.00%

4,106

GNMA POOL #733627 5% 05-15-2040 BEO

5/15/2040

5.00%

8,382

GNMA POOL #736520 SER 2040 4.5% DUE 04-15-2040 REG

4/15/2040

4.50%

127,068

GNMA POOL #737111 FIXED 4.5% 04-15-2040 BEO

4/15/2040

4.50%

89,442

GNMA POOL #738108 4.5% 03-15-2041 BEO

3/15/2041

4.50%

139,906

GNMA POOL #745243 4% 07-15-2040 BEO

7/15/2040

4.00%

103,842

GNMA POOL #771561 4.0% 08-15-2041

8/15/2041

4.00%

57,104

GNMA POOL #781804 6% 09-15-2034 BEO

9/15/2034

6.00%

55,931

GNMA POOL #781847 6% 12-15-2034 BEO

12/15/2034

6.00%

43,149

GNMA POOL #781885 SER 2035 5% DUE 03-15-2035 REG

3/15/2035

5.00%

3,057

GNMA POOL #781902 6% 02-15-2035 BEO

2/15/2035

6.00%

62,642

GNMA POOL #781958 5% 07-15-2035 BEO

7/15/2035

5.00%

2,897

108

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GNMA POOL #782382 5.5% 08-15-2038 BEO

8/15/2038

5.50%

3,968

GNMA POOL #782436 6% 10-15-2038 BEO

10/15/2038

6.00%

27,022

GNMA POOL #782716 SER 2039 5% DUE 07-15-2039 REG

7/15/2039

5.00%

31,767

GNMA POOL #784119 3% 02-20-2046 BEO

2/20/2046

3.00%

163,927

GNMA POOL #799706 SER 2042 3.5% DUE 09-15-2042 BEO

9/15/2042

3.50%

21,349

GNMA POOL #AA5821 3 DUE 11-15-2042 REG

11/15/2042

3.00%

267,908

GNMA POOL #AB3031 SER 2042 3% DUE 10-15-2042 REG

10/15/2042

3.00%

72,153

GNMA POOL #AC3752 3 DUE 12-15-2042 REG

12/15/2042

3.00%

99,349

GNMA POOL #AD1034 3% DUE 07-15-2043 REG

7/15/2043

3.00%

174,987

GNMA POOL #AD2413 3.5% DUE 05-15-2043 REG

5/15/2043

3.50%

58,784

GNMA POOL #AD2414 3.5 DUE 05-15-2043 REG

5/15/2043

3.50%

45,352

GNMA POOL #AD4102 SER 2043 3 DUE 07-15-2043 REG

7/15/2043

3.00%

376,743

GNMA POOL #AD6086 3.5% 02-15-2050 BEO

2/15/2050

3.50%

313,571

GNMA POOL #AE7691 3 DUE 08-15-2043 REG

8/15/2043

3.00%

596,153

GNMA POOL #AF5807 SER 2044 3.5% DUE 01-15-2044 BEO

1/15/2044

3.50%

20,682

GNMA POOL #AI6888 3% 05-15-2045 BEO

5/15/2045

3.00%

394,665

GNMA POOL #AK6718 3% 01-15-2045 BEO

1/15/2045

3.00%

38,182

GNMA POOL #AK7285 3% 03-15-2045 BEO

3/15/2045

3.00%

82,877

GNMA POOL #AK7286 3% 03-15-2045 BEO

3/15/2045

3.00%

148,622

GNMA POOL #AK7329 3% 04-15-2045 BEO

4/15/2045

3.00%

687,820

GNMA POOL #AK8997 SER 2045 3% DUE 07-15-2045 BEO

7/15/2045

3.00%

136,831

GNMA POOL #AL1539 3% 05-15-2045 BEO

5/15/2045

3.00%

58,609

GNMA POOL #AL4608 SER 2045 3% DUE 03-15-2045 BEO

3/15/2045

3.00%

594,795

GNMA POOL #AL8635 SER 2045 3% DUE 03-15-2045 BEO

3/15/2045

3.00%

314,596

GNMA POOL #AM4099 3% 04-15-2045 BEO

4/15/2045

3.00%

347,409

GNMA POOL #AM8643 3% 05-15-2045 BEO

5/15/2045

3.00%

413,407

GNMA POOL #AM8646 3% 05-15-2045 BEO

5/15/2045

3.00%

229,782

GNMA POOL #AN5715 3% 06-15-2045 BEO

6/15/2045

3.00%

58,176

GNMA POOL #AN5721 3% 06-15-2045 BEO

6/15/2045

3.00%

37,139

GNMA POOL #AN5726 SER 2045 3% DUE 06-15-2045 BEO

6/15/2045

3.00%

384,046

GNMA POOL #AN5733 3% 06-15-2045 BEO

6/15/2045

3.00%

47,440

GNMA POOL #AN5734 SER 2045 3% DUE 06-15-2045 BEO

6/15/2045

3.00%

299,557

GNMA POOL #AS6414 6.092% 03-20-2066 BEO

3/20/2066

5.95%

199,627

GNMA POOL #BD4016 3% 10-15-2049 BEO

10/15/2049

3.00%

315,929

GNMA POOL #BL1045X SER 2049 3.5% 10-15-2049

10/15/2049

3.50%

230,396

GNMA POOL #BM9692 4.5% 07-20-2049 BEO

7/20/2049

4.50%

303,417

GNMA POOL #BP6203X 3.5% 11-15-2049

11/15/2049

3.50%

240,327

GNMA POOL #BP6229 3% 11-15-2049 BEO

11/15/2049

3.00%

452,085

GNMA POOL #BQ0651 3.5% 11-15-2049 BEO

11/15/2049

3.50%

126,441

GNMA POOL #BQ7371 3.5% 11-15-2049 BEO

11/15/2049

3.50%

70,630

GNMA POOL #BR6606 3% 02-15-2050 BEO

2/15/2050

3.00%

21,958

GNMA POOL #BS5027 3.5% 02-15-2050 BEO

2/15/2050

3.50%

19,348

GNMA POOL #BS5195 3.5% 01-15-2050 BEO

1/15/2050

3.50%

38,010

GNMA POOL #MA0318 3.5% 08-20-2042 BEO

8/20/2042

3.50%

561,761

GNMA POOL #MA1376 4% 10-20-2043 BEO

10/20/2043

4.00%

122,649

GNMA POOL #MA1377 4.5% 10-20-2043 BEO

10/20/2043

4.50%

219,622

GNMA POOL #MA1448 3.5% 11-20-2043 BEO

11/20/2043

3.50%

4,009

GNMA POOL #MA1839 4% 04-20-2044 BEO

4/20/2044

4.00%

142,702

109

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GNMA POOL #MA1997 4.5% 06-20-2044 BEO

6/20/2044

4.50%

176,079

GNMA POOL #MA2072 3% 07-20-2044 BEO

7/20/2044

3.00%

92,478

GNMA POOL #MA2149 4% 08-20-2044 BEO

8/20/2044

4.00%

88,394

GNMA POOL #MA2303 3.5% 10-20-2044 BEO

10/20/2044

3.50%

243,557

GNMA POOL #MA2446 4% 12-20-2044 BEO

12/20/2044

4.00%

161,817

GNMA POOL #MA2489 3% 01-20-2030 BEO

1/20/2030

3.00%

815,227

GNMA POOL #MA2753 3% 04-20-2045 BEO

4/20/2045

3.00%

112,165

GNMA POOL #MA2825 3% 05-20-2045 BEO

5/20/2045

3.00%

102,027

GNMA POOL #MA2960 3% 07-20-2045 BEO

7/20/2045

3.00%

208,611

GNMA POOL #MA3037 5% 08-20-2045 BEO

8/20/2045

5.00%

96,770

GNMA POOL #MA3243 3% 11-20-2045 BEO

11/20/2045

3.00%

72,199

GNMA POOL #MA3244 3.5% 11-20-2045 BEO

11/20/2045

3.50%

194,585

GNMA POOL #MA3245 4% 11-20-2045 BEO

11/20/2045

4.00%

228,247

GNMA POOL #MA3311 4% 12-20-2045 BEO

12/20/2045

4.00%

280,812

GNMA POOL #MA3663 3.5% 05-20-2046 BEO

5/20/2046

3.50%

123,069

GNMA POOL #MA3737 4% 06-20-2046 BEO

6/20/2046

4.00%

374,374

GNMA POOL #MA3802 3% 07-20-2046 BEO

7/20/2046

3.00%

108,783

GNMA POOL #MA3803 3.5% 07-20-2046 BEO

7/20/2046

3.50%

1,413,076

GNMA POOL #MA3873 3% 08-20-2046 BEO

8/20/2046

3.00%

326,288

GNMA POOL #MA3937 3.5% 09-20-2046 BEO

9/20/2046

3.50%

105,674

GNMA POOL #MA3939 4.5% 09-20-2046 BEO

9/20/2046

4.50%

134,452

GNMA POOL #MA4070 4% 11-20-2046 BEO

11/20/2046

4.00%

119,593

GNMA POOL #MA4071 4.5% 11-20-2046 BEO

11/20/2046

4.50%

308,149

GNMA POOL #MA4125 2.5% 12-20-2046 BEO

12/20/2046

2.50%

267,734

GNMA POOL #MA4127 3.5% 12-20-2046 BEO

12/20/2046

3.50%

428,164

GNMA POOL #MA4261 3% 02-20-2047 BEO

2/20/2047

3.00%

757,088

GNMA POOL #MA4263 4% 02-20-2047 BEO

2/20/2047

4.00%

157,387

GNMA POOL #MA4321 3.5% 03-20-2047 BEO

3/20/2047

3.50%

321,265

GNMA POOL #MA4450 3% 05-20-2047 BEO

5/20/2047

3.00%

526,280

GNMA POOL #MA4585 3% 07-20-2047 BEO

7/20/2047

3.00%

178,793

GNMA POOL #MA4781 5% 10-20-2047 BEO

10/20/2047

5.00%

348,664

GNMA POOL #MA4838 4% 11-20-2047 BEO

11/20/2047

4.00%

1,023,211

GNMA POOL #MA4899 3% 12-20-2047 BEO

12/20/2047

3.00%

767,671

GNMA POOL #MA4961 3% 01-20-2048 BEO

1/20/2048

3.00%

491,229

GNMA POOL #MA4962 3.5% 01-20-2048 BEO

1/20/2048

3.50%

224,165

GNMA POOL #MA4964 4.5% 01-20-2048 BEO

1/20/2048

4.50%

140,326

GNMA POOL #MA5019 3.5% 02-20-2048 BEO

2/20/2048

3.50%

1,087,485

GNMA POOL #MA5021 4.5% 02-20-2048 BEO

2/20/2048

4.50%

801,920

GNMA POOL #MA5137 4% 04-20-2048 BEO

4/20/2048

4.00%

385,097

GNMA POOL #MA5138 4.5% 04-20-2048 BEO

4/20/2048

4.50%

501,087

GNMA POOL #MA5265 4.5% 06-20-2048 BEO

6/20/2048

4.50%

763,317

GNMA POOL #MA5399 4.5% 08-20-2048 BEO

8/20/2048

4.50%

162,571

GNMA POOL #MA5594 3.5% 11-20-2048 BEO

11/20/2048

3.50%

1,352,298

GNMA POOL #MA5651 4% 12-20-2048 BEO

12/20/2048

4.00%

109,917

GNMA POOL #MA5764 4.5% 02-20-2049 BEO

2/20/2049

4.50%

577,017

GNMA POOL #MA5817 4% 03-20-2049 BEO

3/20/2049

4.00%

266,422

GNMA POOL #MA5877 4.5% DUE 04-20-2049 REG

4/20/2049

4.50%

229,495

GNMA POOL #MA6038 3% 07-20-2049 BEO

7/20/2049

3.00%

142,752

110

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GNMA POOL #MA6157 5% 09-20-2049 BEO

9/20/2049

5.00%

271,106

GNMA POOL #MA6413 5% 01-20-2050 BEO

1/20/2050

5.00%

241,869

GNMA POOL #MA6477 4.5% 02-20-2050 BEO

2/20/2050

4.50%

228,904

GNMA POOL #MA6999 4.5% 11-20-2050 BEO

11/20/2050

4.50%

1,804,011

GNMA POOL #MA8098 3% 06-20-2052 BEO

6/20/2052

3.00%

656,521

GNMA POOL #MA8345 3.5% 10-20-2052 BEO

10/20/2052

3.50%

755,863

GNMA POOL #MA8877 4.5% 05-20-2053 BEO

5/20/2053

4.50%

3,771,297

GNMA POOL #MA9780 6% 07-20-2054 BEO

7/20/2054

6.00%

2,053,420

GNMA POOL #MA9782 7.0% 07-20-2054

7/20/2054

7.00%

2,574,150

GNMA POOL #MA9851 5.5% 08-20-2054

8/20/2054

5.50%

9,513,760

GNMA POOL #MA9852 6.0% 08-20-2054

8/20/2054

6.00%

787,080

GNMA POOL #MA9853 6.5% 08-20-2054

8/20/2054

6.50%

1,041,822

GNMA POOL #MA9906 5.5% 09-20-2054 BEO

9/20/2054

5.50%

509,612

GNMA POOL #MA9961 3.5% 10-20-2054

10/20/2054

3.50%

5,384,476

GNMA POOL #MA9965 5.5% 10-20-2054

10/20/2054

5.50%

4,140,090

GNMA POOL AE7613 SER 2043 3 DUE 07-15-2043 REG

7/15/2043

3.00%

46,361

GNMA POOL G2 MA6409 3.0% 01-20-2050

1/20/2050

3.00%

937,531

GNMA POOL#MA5712 5.0% 01-20-2049 REG

1/20/2049

5.00%

608,746

GNMA REMIC 2015-H30 CL FD FLT RT 10-20-2065

10/20/2065

4.71%

412,748

GNMA REMIC PASS THRU SECS SER 2012-102 CL DA 1.25% DUE 08-20-2027

8/20/2027

1.25%

516,291

GNMA REMIC PASSTHRU SER 2016-H11 CLS F 05-20-2066

5/20/2066

4.91%

1,206,209

GNMA REMIC SER 10-61 CL KG 4% FIXED DUE 03-16-2040

3/16/2040

4.00%

202,751

GNMA REMIC SER 11-128 CL BL 2% DUE 09-16-2026

9/16/2026

2.00%

3,263

GNMA REMIC SER 13-H24 CL FB FLTG DUE 09-20-2063

9/20/2063

4.84%

13,085

GNMA REMIC SER 15-H04 CL FA FLTG DUE 12-20-2064 REG

12/20/2064

4.76%

1,844,188

GNMA REMIC SER 2010-H02 CL FA 02-20-2060

2/20/2060

4.71%

303,606

GNMA REMIC SR 17-H05 CL FA FLTG 01-20-2067

1/20/2067

4.86%

872,233

GNMA REMIC SR 2017-H12 CL FL VAR RT 05-20-2067

5/20/2067

4.59%

4,887,845

GNMA REMIC TRUST SER 17-H07 CL FC FLTG RT DUE 03-20-2067 REG

3/20/2067

4.63%

947,922

GNMA REMIC TRUST SER 19-H03 CL FL FLTG RT DUE 02-20-2069 REG

2/20/2069

4.64%

2,068,385

GNMA REMIC TRUST SER 20-H10 CL FG FLTG RT DUE 06-20-2070 REG

6/20/2070

5.06%

1,460,837

GNMA SER 2017-H01 CL FC FLTG 12-20-2066

12/20/2066

5.06%

253,938

GNMA SER 09-98 CLS DA 3.25% 07-16-2039

7/16/2039

3.25%

462,754

GNMA SER 12-H12 CL HD 2.0% 05-20-2062

5/20/2062

2.00%

48,782

GNMA SER 13-H18 CL EA FLTG DUE 07-20-2063 REG

7/20/2063

4.61%

40,498

GNMA SER 13-H19 CL FB FLT 08-20-2063

8/20/2063

4.71%

674,644

GNMA SER 16-H24 CL FG FLT 10-20-2066

10/20/2066

4.86%

386,204

GNMA SER 18-36 CL AM 3.0% 07-20-2045

7/20/2045

3.00%

1,693,648

GNMA SER 19-111 CL NA 3.5% 05-20-2048

5/20/2048

3.50%

2,702,358

GNMA SER 19-H09 CL FG FLTG RT 05-20-2069

5/20/2069

5.03%

2,336,917

GNMA SER 19-H14 CL EF FLTG RT 05-20-2069

5/20/2069

4.55%

316,118

GNMA SER 2009-061 CL NP 4.0% DUE 08-20-2039

8/20/2039

4.00%

158,508

GNMA SER 2010-H010 CL FC FLTG RT DUE 05-20-2060

5/20/2060

5.03%

156,626

GNMA SER 2015-H11 CL FC FLTG RT 5-20-2065

5/20/2065

4.66%

248,072

GNMA SER 2015-H20 CL FB FLT RT 08-20-2065

8/20/2065

4.71%

74,728

GNMA SER 2017-H07 CL FG FLTG RT DUE 02-20-2067 REG

2/20/2067

4.57%

643,258

GNMA SER 2017-H19 CL FA FLTG RT DUE 08-20-2067

8/20/2067

4.56%

268,146

GNMA SER 2018-H06 CL PF FLTG 02-20-2068

2/20/2068

4.41%

424,528

111

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GNMA SER 2018-H07 CL FD FLTG 05-20-2068 REG

5/20/2068

4.41%

767,325

GNMA SER 24-23 CL BA 5.5% 10-20-2051

10/20/2051

5.50%

520,509

GNMA SER 24-23 CL PB 5.5% 02-20-2050

2/20/2050

5.50%

685,847

GNMA SR 16-H07 CL FQ FLTG RT 03-20-2066

3/20/2066

4.81%

636,583

GNMA SR 19-H15 CL AF FLTG RT 08-20-2069

8/20/2069

4.96%

307,756

GNMA SR 2006-38 CL FZ FLTG DUE 09-16-2035

9/16/2035

3.95%

453,796

GNMA SR 2010-115 CL DA 2.5% DUE 09-20-2040

9/20/2040

2.50%

27,503

GNMA SR 2011-156 CL PD 2.0% 04-20-2040

4/20/2040

2.00%

98,295

GNMA SR 20-127 CL LP 1.5% 06-20-2050

6/20/2050

1.50%

1,250,631

GNMA SR 2018-166 CL H-C 3.5% 09-20-2048

9/20/2048

3.50%

288,926

GNMA SR 2019-031CL HA 3.0% 07-20-2047

7/20/2047

3.00%

59,513

GNMA SR 2024-76 CL KA 6.0% 12-20-2049

12/20/2049

6.00%

1,160,929

GNMA SR 20-H09 CL BF FLTG 05-20-2070

5/20/2070

4.96%

4,683,032

GNMA SR 20-H09 CL FL FLTG RT 05-20-2070

5/20/2070

5.26%

1,114,323

GNMA SR 22-120 CL EA 4% 05-20-2046

5/20/2046

4.00%

1,614,555

GNMA SR 24-13 CL DA 5.5% 10-20-2050

10/20/2050

5.50%

1,565,152

GNMA SR 24-H08 CL FC FLTG 05-20-2074

5/20/2074

4.57%

284,620

GNMA SR 25-2 CL EA 4.5% 09-20-2040

9/20/2040

4.50%

3,039,444

GNMAII POOL #004224 SER 2038 7 DUE 08-20-2038 REG

8/20/2038

7.00%

40,676

GNMAII POOL #2958 SER 2030 8% DUE 08-20-2030 REG

8/20/2030

8.00%

1,863

GNMAII POOL #4040 SER 2037 6.5% DUE 10-20-2037 REG

10/20/2037

6.50%

4,259

GNMAII POOL #4060 SER 2037 6% DUE 12-20-2037 REG

12/20/2037

6.00%

13,656

GNMAII POOL #4195 SER 2038 6% DUE 07-20-2038 REG

7/20/2038

6.00%

1,989

GNMAII POOL #4268 SER 2038 6% DUE 10-20-2038 REG

10/20/2038

6.00%

1,448

GNMAII POOL #4696 SER 2040 4.5% DUE 05-20-2040 REG

5/20/2040

4.50%

69,939

GNMAII POOL #4697 SER 2040 5% DUE 05-20-2040 REG

5/20/2040

5.00%

43,258

GNMAII POOL #4747 SER 2040 5% DUE 07-20-2040 BEO

7/20/2040

5.00%

249,632

GNMAII POOL #4922 SER 2041 4% DUE 01-20-2041 BEO

1/20/2041

4.00%

75,764

GNMAII POOL #5082 SER 2041 4.5% DUE 06-20-2041 BEO

6/20/2041

4.50%

87,289

GNMAII POOL #5326 SER 2027 3% DUE 03-20-2027 BEO

3/20/2027

3.00%

7,614

GNMAII POOL #783637 SER 2042 3% DUE 06-20-2042 REG

6/20/2042

3.00%

28,286

GNMAII POOL #787154 6.5% 11-20-2053

11/20/2053

6.50%

256,047

GNMAII POOL #80012 SER 2026 ADJ RT 11-20-2026

11/20/2026

4.75%

626

GNMAII POOL #80106 5.375% DUE 08-20-2027REG

8/20/2027

5.38%

1,387

GNMAII POOL #80397 SER 2030 ADJ RT 04-20-2030

4/20/2030

5.62%

335

GNMAII POOL #8788 SER 2026 5.625% DUE 01-20-2026 REG

1/20/2026

5.62%

GNMAII POOL #BX4951 3.5% 09-20-2050

9/20/2050

3.50%

1,199,822

GNMAII POOL #CO4938 5.0% 08-20-2052

8/20/2052

5.00%

1,380,173

GNMAII POOL #CO4960 5.0% 08-20-2052

8/20/2052

5.00%

1,368,188

GNMAII POOL #G2 MA4654 SER 2047 4.5% DUE08-20-2047 REG GNMAII

8/20/2047

4.50%

183,626

GNMAII POOL #MA0023 SER 2042 4% DUE 04-20-2042 REG

4/20/2042

4.00%

86,152

GNMAII POOL #MA0073 SER 2027 3% DUE 05-20-2027 REG

5/20/2027

3.00%

19,158

GNMAII POOL #MA0272 SER 2027 2.0% DUE 07-20-2027

7/20/2027

2.00%

26,803

GNMAII POOL #MA0299 SER 2027 2.5% DUE 08-20-2027 REG

8/20/2027

2.50%

45,938

GNMAII POOL #MA0317 3 DUE 08-20-2012 REG

8/20/2042

3.00%

307,717

GNMAII POOL #MA0391 SER 2042 3% DUE 09-20-2042 REG

9/20/2042

3.00%

406,849

GNMAII POOL #MA0392 SER 2042 3.5 DUE 09-20-2042 REG

9/20/2042

3.50%

426,749

GNMAII POOL #MA0462 3.5 DUE 10-20-2042 REG

10/20/2042

3.50%

596,773

112

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GNMAII POOL #MA0463 4 DUE 10-20-2042 REG

10/20/2042

4.00%

431,101

GNMAII POOL #MA0624 3 12-20-2042 REG

12/20/2042

3.00%

152,121

GNMAII POOL #MA0626 4 DUE 11-20-2042 REG

12/20/2042

4.00%

219,916

GNMAII POOL #MA0674 SER 2028 2.5 DUE 01-20-2028 REG

1/20/2028

2.50%

1,047,747

GNMAII POOL #MA0698 3 01-20-2043 REG

1/20/2043

3.00%

214,607

GNMAII POOL #MA0933 SER 2043 3% DUE 04-20-2043 REG

4/20/2043

3.00%

178,865

GNMAII POOL #MA1012 SER 2043 3.5% DUE 05-20-2043 REG

5/20/2043

3.50%

475,870

GNMAII POOL #MA1995 SER 2044 3.5% DUE 06-20-2044 BEO

6/20/2044

3.50%

934,707

GNMAII POOL #MA2372 SER 2044 4% DUE 11-20-2044 REG

11/20/2044

4.00%

362,192

GNMAII POOL #MA2678 SER 2045 3.5% DUE 03-20-2045 REG

3/20/2045

3.50%

260,828

GNMAII POOL #MA2754 SER 2045 3.5% DUE 04-20-2045 REG

4/20/2045

3.50%

715,431

GNMAII POOL #MA3172 SER 2045 3% DUE 10-20-2045 REG

10/20/2045

3.00%

364,475

GNMAII POOL #MA3174 SER 2045 4% DUE 10-20-2045 REG

10/20/2045

4.00%

185,415

GNMAII POOL #MA3597 SER 2046 3.5% DUE 04-20-2046 BEO

4/20/2046

3.50%

1,852,668

GNMAII POOL #MA3662 SER 2046 3% DUE 05-20-2046 REG

5/20/2046

3.00%

629,334

GNMAII POOL #MA3736 SER 2046 3.5% DUE 06-20-2046 REG

6/20/2046

3.50%

233,996

GNMAII POOL #MA4004 SER 2046 3.5% DUE 10-20-2046 REG

10/20/2046

3.50%

1,316,521

GNMAII POOL #MA4322 SER 2047 4% DUE 03-20-2047 REG

3/20/2047

4.00%

503,010

GNMAII POOL #MA4383 SER 2047 4% DUE 04-20-2047 REG

4/20/2047

4.00%

203,034

GNMAII POOL #MA4452 4.0% DUE 05-20-2047 REG

5/20/2047

4.00%

182,606

GNMAII POOL #MA4511 SER 2047 4% DUE 06-20-2047 REG

6/20/2047

4.00%

1,327,807

GNMAII POOL #MA4720 SER 2047 4% DUE 09-20-2047 REG

9/20/2047

4.00%

3,476,999

GNMAII POOL #MA4837 SER 2047 3.5% DUE 11-20-2047 REG

11/20/2047

3.50%

261,973

GNMAII POOL #MA4900 SER 2047 3.5% DUE 12-20-2047

12/20/2047

3.50%

62,958

GNMAII POOL #MA4901 4% 12-20-2047

12/20/2047

4.00%

437,072

GNMAII POOL #MA5020 4.0% 02-20-2048

2/20/2048

4.00%

294,609

GNMAII POOL #MA5078 4.0% 03-20-2048

3/20/2048

4.00%

1,943,068

GNMAII POOL #MA5079 4.5% 03-20-2048

3/20/2048

4.50%

45,158

GNMAII POOL #MA5266 SER 2048 5% DUE 06-01-2048 REG

6/20/2048

5.00%

64,120

GNMAII POOL #MA5465 3.5% DUE 09-20-2048 REG

9/20/2048

3.50%

287,223

GNMAII POOL #MA5529 4.5% 10-20-2048

10/20/2048

4.50%

342,069

GNMAII POOL #MA5530 SER 2048 5.0% DUE 10-20-2048 REG

10/20/2048

5.00%

552,200

GNMAII POOL #MA5597 5.0% 11-20-2048 REG

11/20/2048

5.00%

291,532

GNMAII POOL #MA5653 5.0% DUE 12-20-2048 REG

12/20/2048

5.00%

382,464

GNMAII POOL #MA5763 4% DUE 02-20-2049 REG

2/20/2049

4.00%

1,976,404

GNMAII POOL #MA5818 SER 2049 4.5% DUE 03-20-2049 REG MBS

3/20/2049

4.50%

1,508,281

GNMAII POOL #MA5876 4.0% 04-20-2049

4/20/2049

4.00%

1,010,904

GNMAII POOL #MA5988 5.0% 06-20-2049

6/20/2049

5.00%

52,471

GNMAII POOL #MA6153 3.0% 09-20-2049

9/20/2049

3.00%

467,270

GNMAII POOL #MA6217 2.5% 10-20-2049

10/20/2049

2.50%

458,762

GNMAII POOL #MA6411 4.0% 01-20-2050

1/20/2050

4.00%

88,829

GNMAII POOL #MA6476 4.0% 02-20-2050

2/20/2050

4.00%

128,944

GNMAII POOL #MA6659 4.5% 05-20-2050

5/20/2050

4.50%

1,961,694

GNMAII POOL #MA6768 4.0% DUE 07-20-2050

7/20/2050

4.00%

194,656

GNMAII POOL #MA6865 SER 2050 2.5% DUE 09-20-2050 REG

9/20/2050

2.50%

422,922

GNMAII POOL #MA6930 2.0% 10-20-2050

10/20/2050

2.00%

4,058,901

GNMAII POOL #MA6931 2.5% 10-20-2050

10/20/2050

2.50%

1,933,865

GNMAII POOL #MA6995 2.5% 11-20-2050

11/20/2050

2.50%

1,473,103

113

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GNMAII POOL #MA7135 SER 2051 2% DUE 01-20-2051 BEO 2.0% 20/01/2051

1/20/2051

2.00%

1,422,707

GNMAII POOL #MA7136 SER 2051 2.5% DUE 01-20-2051 REG

1/20/2051

2.50%

262,331

GNMAII POOL #MA7193 SER 2051 2.5% DUE 02-20-2051 REG

2/20/2051

2.50%

2,579,146

GNMAII POOL #MA7194 SER 2051 3% DUE 02-20-2051 BEO 3.0% 20/02/2051

2/20/2051

3.00%

4,035,293

GNMAII POOL #MA7254 2.0% DUE 03-20-2051 REG

6/20/2052

3.50%

1,496,961

GNMAII POOL #MA7255 SER 2051 2.5% DUE 03-20-2051 REG

3/20/2051

2.50%

404,797

GNMAII POOL #MA7312 2.5% DUE 04-20-2051

4/20/2051

2.50%

2,450,164

GNMAII POOL #MA7367 SER 2051 2.5% DUE 05-20-2051 REG

5/20/2051

2.50%

6,186,749

GNMAII POOL #MA7589 2.5% 09-20-2051

9/20/2051

2.50%

3,593,822

GNMAII POOL #MA7828 3% DUE 01-20-2052 REG

1/20/2052

3.00%

509,808

GNMAII POOL #MA7829 SER 2052 3.5% 01-20-2052

1/20/2052

3.50%

2,380,650

GNMAII POOL #MA7937 SER 2052 3.0% 03-20-2052

3/20/2052

3.00%

375,310

GNMAII POOL #MA7988 SER 2052 3.0% 04-20-2052

4/20/2052

3.00%

10,500,066

GNMAII POOL #MA7989 3.5% DUE 04-20-2052 REG

4/20/2052

3.50%

2,261,272

GNMAII POOL #MA8043 SER 2052 3.0% DUE 05-20-2052 REG

5/20/2052

3.00%

4,207,696

GNMAII POOL #MA8099 SER 2052 3.5% 06-20-2052

6/20/2052

3.50%

4,490,060

GNMAII POOL #MA8202 5.0% DUE 08-20-2052 REG

8/20/2052

5.00%

1,902,328

GNMAII POOL #MA8267 4.0% DUE 09-20-2052 REG

9/20/2052

4.00%

4,270,923

GNMAII POOL #MA8346 4.0% DUE 10-20-2052

10/20/2052

4.00%

530,166

GNMAII POOL #MA8347 SER 2052 4.5% DUE 10-20-2052 BEO G2 MA8347

10/20/2052

4.50%

2,285,564

GNMAII POOL #MA8429 5.5% 11-20-2052

11/20/2052

5.50%

1,530,239

GNMAII POOL #MA8491 SER 2052 5.5% DUE 12-20-2052 REG

12/20/2052

5.50%

2,832,346

GNMAII POOL #MA8725 5% DUE 03-20-2053

3/20/2053

5.00%

1,381,254

GNMAII POOL #MA9726 SER 2054 6.0% 06-20-2054

6/20/2054

6.00%

989,415

GNMAII POOL #MA9728 SER 2054 7.0% 06-20-2054

6/20/2054

7.00%

2,102,437

GNMAII POOL #MA9964 5.0% 10-20-2054

10/20/2054

3.50%

14,999,314

GNMAII POOL #MB0025 SER 2054 5% DUE 11-20-2054 BEO G2 MB0025 5% 20/11/2054

11/20/2054

5.00%

3,875,739

GNMAII POOL MA5878 5.0% 04-20-2049

4/20/2049

5.00%

259,844

GNMAII POOL MB0022 3.5% 11-20-2054

11/20/2054

3.50%

809,690

GODADDY INC CL A CL A

1,973,492

GODO STEEL LTD NPV

32,719

GODREJ CONSUMER PR INR1

52,040

GOLD BULLION BAR .9999-1 OZ

16,991

GOLD CIRCUIT ELECT TWD10

1,027,641

GOLD.COM INC

497,777

GOLDEN ENTMT INC COM

2,317,920

GOLDEN ST TOB SECURITIZATION CORP 3.714%06-01-2041

6/1/2041

3.71%

621,958

GOLDEN ST TOB SECURITIZATION CORP CALIF 3.0% 06-01-2046

6/1/2046

3.00%

2,260,982

GOLDEN ST TOB SECURITIZATION CORP CALIF 4.214% DUE 06-01-2050 REG

6/1/2050

4.21%

2,705,674

GOLDMAN SACHS 3.85% DUE 01-26-2027

1/26/2027

3.85%

3,152,497

GOLDMAN SACHS 4.937% DUE 04-23-2028

4/23/2028

4.94%

7,930,773

GOLDMAN SACHS 5.851% 04-25-2035

4/25/2035

5.85%

585,647

GOLDMAN SACHS 6.75% DUE 10-01-2037

10/1/2037

6.75%

682,639

GOLDMAN SACHS BANK USA 5.283% 03-18-2027

3/18/2027

5.28%

4,376,130

GOLDMAN SACHS BANK USA FLTG RT 03-18-2027

3/18/2027

4.47%

1,114,477

GOLDMAN SACHS BK USA 5.414% 05-21-2027

5/21/2027

5.41%

2,291,690

GOLDMAN SACHS FIXED 2.615% 04-22-2032

4/22/2032

2.62%

4,563,291

GOLDMAN SACHS GROUP INC 1.431% 03-09-2027

3/9/2027

1.43%

6,799,179

114

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GOLDMAN SACHS GROUP INC 1.542% 09-10-2027

9/10/2027

1.54%

4,844,098

GOLDMAN SACHS GROUP INC 1.948% 10-21-2027

10/21/2027

1.95%

12,512,571

GOLDMAN SACHS GROUP INC 1.992% DUE 01-27-2032 REG

1/27/2032

1.99%

444,564

GOLDMAN SACHS GROUP INC 2.6% DUE 02-07-2030

2/7/2030

2.60%

940,381

GOLDMAN SACHS GROUP INC 2.908% DUE 07-21-2042 BEO

7/21/2042

2.91%

367,699

GOLDMAN SACHS GROUP INC 3.102% 02-24-2033

2/24/2033

3.10%

1,383,937

GOLDMAN SACHS GROUP INC 3.21% DUE 04-22-2042 BEO

4/22/2042

3.21%

504,763

GOLDMAN SACHS GROUP INC 3.691% 06-05-2028

6/5/2028

3.69%

3,979,065

GOLDMAN SACHS GROUP INC 4.017% 10-31-2038

10/31/2038

4.02%

531,602

GOLDMAN SACHS GROUP INC 4.153% 10-21-2029

10/21/2029

4.15%

3,780,269

GOLDMAN SACHS GROUP INC 4.369% 10-21-2031

10/21/2031

4.37%

7,506,578

GOLDMAN SACHS GROUP INC 5.016% 10-23-2035

10/23/2035

5.02%

15,106,215

GOLDMAN SACHS GROUP INC 5.049% 07-23-2030

7/23/2030

5.05%

12,310,408

GOLDMAN SACHS GROUP INC 5.218% 04-23-2031

4/23/2031

5.22%

1,832,487

GOLDMAN SACHS GROUP INC 5.33% 07-23-2035

7/23/2035

5.33%

617,551

GOLDMAN SACHS GROUP INC 5.536% 01-28-2036

1/28/2036

5.54%

416,157

GOLDMAN SACHS GROUP INC 5.561% 11-19-2045

11/19/2045

5.56%

542,095

GOLDMAN SACHS GROUP INC 5.727% 04-25-2030

4/25/2030

5.73%

3,413,166

GOLDMAN SACHS GROUP INC 5.734% 01-28-2056

1/28/2056

5.73%

284,367

GOLDMAN SACHS GROUP INC 6 45 05 01 6.45 DUE 05-01-2036 BEO

5/1/2036

6.45%

99,030

GOLDMAN SACHS GROUP INC 6.484% DUE 10-24-2029

10/24/2029

6.48%

11,974,024

GOLDMAN SACHS GROUP INC COM

10,110,258

GOLDMAN SACHS GROUP INC SR NT FIXED / FLTG 2.65% 10-21-2032

10/21/2032

2.65%

2,489,531

GOLDWIND SCI&TECH 'H'CNY1

55,821

GOODLEAP 4% DUE 04-20-2049

4/20/2049

4.00%

1,350,611

GOODRX HLDGS INC COM CL A COM CL A

125,384

GOODYEAR TIRE & RUBBER CO COM

1,134,543

GOPRO INC CL A CL A

170,203

GOSSAMER BIO INC COM USD0.0001

191,375

GOVERNMENT NATIONAL MORTGAGE A G2 MB00297% 20/11/2054 7% 11-20-2054

11/20/2054

7.00%

1,269,190

GOVERNMENT NATIONAL MORTGAGE A GNR SR 24-84 BA 5.75% 11-20-2045

11/20/2045

5.75%

2,843,422

GOVERNMENT NATIONAL MORTGAGE ASSN SR 23-164 CL DA 5.5% 10-20-2047

10/20/2047

5.50%

2,970,919

GOVERNMENT NATIONAL MORTGAGE ASSN SR 25-110 CL GE 5.0% 10-20-2049

10/20/2049

5.00%

3,541,029

GOVERNMENT NATIONAL MORTGAGE ASSOC 4.59919% 11-20-2065

11/20/2065

4.76%

488,867

GOVERNMENT NATIONAL MORTGAGE ASSOC 5.5% 08-20-2050

8/20/2050

5.50%

2,190,641

GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7420 3.5% 06-20-2051

6/20/2051

3.50%

1,251,792

GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7883 3.5% 02-20-2052

2/20/2052

3.50%

3,192,922

GOVERNMENT NATIONAL MORTGAGE ASSOC POOL #646853 5.5% 08-15-2035 BEO

8/15/2035

5.50%

537

GOVERNMENT NATIONAL MORTGAGE ASSOC SR 24-19 CL E 5.0% 09-20-2057

9/20/2057

5.00%

1,753,336

GOVERNMENT NATIONAL MTG ASSOC 2024-064 REMIC PASSTHRU CTF 4.953 04-20-2054

4/20/2054

5.17%

1,121,056

GOVERNMENT NATL MTG SER 2015-H14 CL FA FLTG RT 06-20-2065

6/20/2065

4.68%

378,395

GPMT 2021-FL4 LTD FLTG RT 5.74139% DUE 12-15-2036

12/15/2036

5.80%

4,999,090

GPO AERO SURESTE SER'B'NPV

41,877

GPT GROUP NPV (STAPLED SECURITIES)

1,212,245

GRACO INC COM

859,373

GRAIL INC COM

403,985

GRAINCORP 'A'NPV

417,512

GRAINGER PLC ORD GBP0.05

920,716

115

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

GRAINGER W W INC COM

6,009,902

GRAND CITY PROPERT EUR0.10

557,467

GRAND PHARMACEUTICAL GROUP LIMITED HKD0.01

51,436

GRANITE REAL ESTAT UNITS

1,808,082

GRANITE RIDGE RES INC COM

95,015

GRAPHIC PACKAGING HLDG CO COM STK

723,874

GREAT EAGLE HLDGS HKD0.50

1,939

GREAT EASTERN SHI INR10 (POST REORG)

389,412

GREAT LAKES DREDGE & DOCK CORP NEW COM

481,228

GREAT SOUTHN BANCORP INC COM

42,846

GREAT WALL MOTOR 'H'CNY1

130,719

GREAT WEST LIFECO COM NPV

399,992

GREATAMERICA 4.22% DUE 05-15-2028

5/15/2028

4.22%

3,411,387

GREAT-WEST LIFECO 4.15% DUE 06-03-2047

6/3/2047

4.15%

146,380

GREEN PLAINS INC COM STK

376,467

GREENCORE GROUP ORD GBP0.01 (CDI)

103,948

GREENPLY INDUSTRIE INR1

63,672

GREENPOINT MTG FDG TR 2006-OH1 MTG PASSTHRU CTF CL A-1 FLTG 01-25-2037 REG

1/25/2037

4.21%

691,962

GREENS CO LTD COMMON STOCK

332,483

GREIF INC.

6,083,319

GREMS INC NPV

277,294

GREYWOLF CLO IV LTD RE-ISSUE / 0% 04-17-2034

4/17/2034

5.12%

1,799,601

GREYWOLF CLO VII LTD SRS 18-7A CL A1 10-20-2031

10/20/2031

5.32%

872,353

GRID DYNAMICS HOLDINGS INC COM USD0.0001CL A

336,259

GRINDR INC COM

269,690

GROUP 1 AUTOMOTIVE INC COM

382,288

GROUPE DYNAMITE INC SUB VTG SHS WI

494,542

GRUPO FINANCIERO BANORTE S A B DE C V

122,562

GS ENGINEERING & C KRW5000

84,432

GS MTG BACKED SECS 2.5% DUE 09-25-2052

9/25/2052

2.50%

1,842,431

GS MTG BACKED SECS 4.72419% DUE 01-25-2052

1/25/2052

4.55%

359,829

GS MTG SECS TR 1.56% DUE 12-12-2053

12/12/2053

1.56%

904,296

GS MTG SECS TR 2020-GC45 SR 20-GC45 CL A3 2.63% 02-13-2053

2/13/2053

2.64%

2,713,368

GS MTG SECS TR 3.05% DUE 05-10-2049

5/10/2049

3.05%

1,744,464

GS MTG SECS TR 3.469% DUE 11-10-2050

11/10/2050

3.47%

1,816,307

GS MTG SECS TR 3.506% DUE 10-10-2048

10/10/2048

3.51%

123,862

GS MTG-BACKED SECS 3% DUE 08-26-2052

8/26/2052

3.00%

1,578,989

GS MTG-BACKED SECS FLTG RT 2.5% DUE 12-25-2051

12/25/2051

2.50%

61,153

GS MTG-BACKED SECS TR 2022-HP1 MTG PASSTHRU CTF CL A-2 3% 09-25-2052

9/25/2052

3.00%

1,416,087

GSAT TR 2025-BMF 5.18019% 07-15-2040

7/15/2040

5.25%

4,597,739

GTT EUR0.01

1,889,215

GUANGDONG DONGPENG GUANGDONG DONGPENG HOLDINGS

146,015

GUANGDONG VANWARD NEW ELECTRIC CO L 'A'CNY1 (STOCK CONNECT)

372,126

GUARDANT HEALTH INC COM

5,444,471

GUIDEWIRE SOFTWARE INC COM USD0.0001

6,669,713

GUJARAT NARMADA VALLEY FERTILIZERS AND CHEMCIALS LTD

23,919

GUOQUAN FOOD (SHAN CNY1 H

445,965

H LUNDBECK A/S SER B DKK1

992,369

116

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

H WORLD GROUP LTD SPONSORED ADR

278,724

H.U. GROUP HOLDINGS INC

53,941

H2O AMERICA

19,547

HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC

1,096,907

HACHIJUNI NAGANO BK LTD NPV

61,729

HACKENSACK MERIDIAN HEALTH INC 2.875% 09-01-2050

9/1/2050

2.88%

281,066

HAESUNG DS CO LTD KRW5000

1,075,992

HAFNIA LIMITED USD0.01

167,220

HAGERTY INC CL A COM CL A COM

16,545

HAITIAN INTL HLDGS HKD0.10

170,823

HAL TRUST UNITS NPV

155,605

HALEON US CAPITAL LLC 3.375% 03-24-2027

3/24/2027

3.38%

4,755,752

HALEON US CAPITAL LLC 3.375% 03-24-2029

3/24/2029

3.38%

752,267

HALFORDS GROUP ORD GBP0.01

401,899

HALK GAYRIMENKUL Y TRY1 (B SHARES)

19,583

HALLADOR ENERGY COMPANY COM STK

7,216

HALLIBURTON CO COM

407,537

HALO MICROELECTRON CNY1 A (SHANGHAI STOCK CONN

352,200

HALOZYME THERAPEUTICS INC COM

2,836,089

HAMAMATSU PHOTONIC NPV

69,939

HAMILTON INSURANCE GROUP LTD.

1,253,798

HAMILTON LANE INC CL A CL A

4,620,533

HANA FINANCIAL GRP KRW5000

9,199,466

HANA MICROELECTRNC THB1 (NVDR)

218,954

HANG SENG BANK NPV

15,777

HANGZHOU SHUNWANG 'A'CNY1

498,754

HANKOOK SHELL OIL KRW5000

111,957

HANKOOK TIRE & TECHNOLOGY CO LTD

116,353

HANKUK CARBON CO KRW500

517,990

HANMI FINL CORP COM NEW COM NEW

46,302

HANNSTAR BOARD CRP TWD10

85,190

HANOVER INS GROUP 4.5% DUE 04-15-2026

4/15/2026

4.50%

878,177

HANOVER INS GROUP INC COM

1,368,033

HANSOH PHARMACEUTI HKD0.00001

231,772

HANWA CO LTD NPV

324,776

HANWHA AEROSPACE CO LTD

865,520

HANWHA CORP KRW5000

607,405

HANWHA CORPORATION 3RD PRF KRW5000

357,430

HANWHA ENGINE KRW1000

628,918

HANWHA GENERAL INSURANCE CO LTD KRW5000

52,808

HANWHA INVESTMENT & SECURITIES CO., LTD

42,431

HARBIN ELECTRIC COMPANY LTD

568,328

HAREL INS INVS ILS1

470,001

HARLEY DAVIDSON FINL SVCS INC GTD NT 144A 3.05% 02-14-2027

2/14/2027

3.05%

3,782,616

HARLEY-DAVIDSON MOTORCYCLE TR 2024-A SER24-A CL A4 5.29% 12-15-2031

12/15/2031

5.29%

3,790,088

HARLEY-DAVIDSON MOTORCYCLE TR SER 24-A CL A3 5.37% 03-15-2029

3/15/2029

5.37%

3,057,127

HARMONIC INC COM

24,666

HARMONY BIOSCIENCES HLDGS INC COM

605,718

117

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

HARMONY GOLD MNG NPV

753,314

HARTFORD FINL SVCS 4.3 DUE 04-15-2043

4/15/2043

4.30%

137,875

HARVEY NORMAN HLDG NPV

123,895

HASBRO INC COM

5,704,904

HAVERTY FURNITURE COS INC COM STK

200,732

HAZAMA ANDO CORP NPV

1,275,184

HCA HEALTHCARE INC COM

10,793,803

HCA INC 3.5% DUE 09-01-2030

9/1/2030

3.50%

2,406,578

HCA INC 4.125% 06-15-2029

6/15/2029

4.12%

4,752,353

HCA INC 4.3% 11-15-2030

11/15/2030

4.30%

2,858,972

HCA INC 4.6% 11-15-2032

11/15/2032

4.60%

317,586

HCA INC 4.9% 11-15-2035

11/15/2035

4.90%

232,224

HCA INC 5.0% 03-01-2028

3/1/2028

5.00%

4,781,798

HCA INC 5.2% 06-01-2028

6/1/2028

5.20%

5,851,949

HCA INC 5.25% 03-01-2030

3/1/2030

5.25%

1,135,405

HCA INC 5.25% DUE 06-15-2026

6/15/2026

5.25%

3,762,937

HCA INC 5.25% DUE 06-15-2049

6/15/2049

5.25%

27,212

HCA INC 5.5% DUE 06-15-2047

6/15/2047

5.50%

237,080

HCA INC 5.75% 03-01-2035

3/1/2035

5.75%

625,705

HCA INC 5.875% DUE 02-01-2029

2/1/2029

5.88%

2,808,698

HCA INC 5.95% 09-15-2054

9/15/2054

5.95%

694,293

HCA INC 6.2% 03-01-2055

3/1/2055

6.20%

1,737,964

HCA INC SR SECD NT 3.125% 03-15-2027

3/15/2027

3.12%

894,711

HCA INC SR SECD NT 4.625% 03-15-2052

3/15/2052

4.62%

1,605,317

HCA INC. 5.7% 11-15-2055

11/15/2055

5.70%

229,606

HCI GROUP INC COM NPV

791,680

HCL TECHNOLOGIES INR2

341,513

HD CONSTRUCTION EQUIPMENT CO LTD

115,029

HD HYUNDAI CO LTD KRW1000 267250

562,667

HD HYUNDAI ELECTRIC & ENERGY SYSTEM CO LTD KRW5000

149,368

HD HYUNDAI HEAVY INDUSTRIES CO LTD KRW5000

565,340

HD KOREA SHIPBUILDING & OFFSHORE ENGINEERING CO LTD

724,409

HDC HOLDINGS CO KRW5000

66,785

HDFC BANK LTD INR1

6,647,911

HEALTHCARE SVCS GROUP INC COM

9,617

HEALTHEQUITY INC COM

5,349,200

HEALTHPEAK OP LLC SR NT 5.375% 02-15-2035

2/15/2035

5.38%

153,495

HEALTHPEAK PPTYS FIXED 3% DUE 01-15-2030

1/15/2030

3.00%

2,095,720

HEALTHPEAK PROPERTIES INC 3.5% DUE 07-15-2029

7/15/2029

3.50%

617,641

HEALTHSTREAM INC COM STK ISIN# US42222N1037

69,671

HECLA MNG CO COM

487,560

HEG LIMITED INR2(POST SUBD)

96,965

HEICO CORP NEW 5.25% 08-01-2028

8/1/2028

5.25%

828,886

HEICO CORP NEW CL A CL A

2,423,328

HEICO CORP NEW COM

245,281

HELEN TROY LTD COM STK

123,335

HELIOS TECHNOLOGIES INC

2,150,565

118

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

HELLENIQ ENERGY HOLDINGS S.A.

23,672

HELMERICH & PAYNE INC COM

3,475,328

HELVETIA BALOISE HOLDING AG

120,939

HERA EUR1

361,948

HERITAGE INS HLDGS INC COM

569,575

HERO FDG 2017-2 FIXED 3.28% DUE 09-20-2048

9/20/2048

3.28%

53,699

HERO MOTOCORP LTD INR2

146,395

HERSHEY COMPANY 4.75% 02-24-2030

2/24/2030

4.75%

567,364

HERTZ VEH FING III 2.33% DUE 06-26-2028

6/26/2028

2.33%

1,172,127

HERTZ VEH FING III 3.89% DUE 09-25-2028

9/25/2028

3.89%

1,789,991

HESS CORP 4.3% DUE 04-01-2027

4/1/2027

4.30%

1,909,320

HEWLETT PACKARD ENTERPRISE CO COM

1,354,200

HF SINCLAIR CORPORATION COM USD0.01

996,065

HFCL LTD INR1

199,848

HIGHWEALTH CONSTRU TWD10

19,191

HIGHWOODS PPTYS INC COM

5,706

HIKMA PHARMACEUTIC ORD GBP0.10

61,544

HILLTOP HLDGS INC COM STK

391,973

HILT COML MTG TR 2024-ORL 5.22142% 05-15-2037

5/15/2037

5.29%

2,002,484

HILTON GRAND 4.73% DUE 05-25-2044

5/25/2044

4.73%

290,719

HILTON WORLDWIDE HLDGS INC COM NEW COM NEW

12,638,426

HIMS & HERS HEALTH INC COM CL A COM

300,705

HINDUSTAN COPPER LIMITED

260,986

HINDUSTAN PETROL INR10

384,296

HIPPO HLDGS INC COM NEW

2,698,507

HIROGIN HOLDINGS INC

747,642

HIROSE ELECTRIC NPV

1,268,892

HISAMITSU PHARM CO NPV

64,446

HISENSE VISUAL TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT)

68,527

HITACHI CONSTRUCTION MACHINERY NPV

838,891

HITACHI ENERGY INDIA LTD

576,113

HITACHI NPV

21,378,718

HK ELEC INVS&HK EL UNITS (STAPLED)

60,301

HK INNO.N CORP KRW500

692,743

HKT TRUST AND HKT HKD0.0005 SHARE STAPLED

294,275

HL MANDO CORPORATI KRW1000

166,416

HLTN COML MTG TR FLTG RT 5.32169% DUE 06-15-2041

6/15/2041

5.39%

4,743,783

HNI CORP COM

4,180,458

HOCHSCHILD MINING ORD GBP0.01

107,678

HOCHTIEF AG NPV

1,533,289

HOKURIKU ELEC PWR NPV

8,095

HOKUTO CORP NPV

14,204

HOLOGIC INC COM

334,833

HOME BANCORP INC COM STK

15,606

HOME BANCSHARES INC COM

1,089,309

HOME DEPOT INC 2.375% 03-15-2051

3/15/2051

2.38%

495,046

HOME DEPOT INC 3.75% 09-15-2028

9/15/2028

3.75%

568,371

HOME DEPOT INC 4.875% 06-25-2027

6/25/2027

4.88%

1,266,320

119

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

HOME DEPOT INC COM

3,560,059

HOME PARTNERS AMER 2.302% DUE 12-17-2026

12/17/2026

2.30%

3,496,955

HON HAI PRECISION TWD10

7,101,224

HON PRECISION INC TWD10

682,155

HONDA AUTO RECEIVABLES OWNER TRUST SER 23-3 CL A3 5.41% 02-18-2028

2/18/2028

5.41%

2,012,347

HONDA AUTO RECEIVABLES OWNER TRUST SER 24-3 CLS A4 4.51% 11-21-2030

11/21/2030

4.51%

3,538,194

HONDA AUTO RECEIVABLES OWNER TRUST SR 24-1 CL A3 5.21% 08-15-2028

8/15/2028

5.21%

2,427,123

HONDA MTR CO LTD 2.534% DUE 03-10-2027

3/10/2027

2.53%

1,854,772

HONDA MTR CO LTD 4.436% 07-08-2028

7/8/2028

4.44%

1,734,204

HONEYWELL INTERNATIONAL 4.7% 02-01-2030

2/1/2030

4.70%

1,631,338

HONEYWELL INTERNATIONAL INC 5.35% 03-01-2064

3/1/2064

5.35%

143,148

HONEYWELL INTL INC COM STK

22,259,964

HONG KONG & CHINA GAS HKD0.25

43,230

HONG KONG EXCHANGES & CLEAR

2,440,311

HONG LEONG ASIA NPV

1,658,538

HOOSIERS HOLDINGS CO LTD NPV

4,198

HORACE MANN EDUCATORS CORP COM

802,608

HORMEL FOODS CORP COM

12,182

HOSHINO RESORTS REIT

333,280

HOST HOTELS & RESORTS INC REIT

1,803,265

HOST HOTELS & RESORTS L P 5.5% 04-15-2035

4/15/2035

5.50%

709,734

HOULIHAN LOKEY INC CL A CL A

1,336,734

HOWMET AEROSPACE INC COM USD1.00 WI

15,201,208

HOYA CORP NPV

4,638,933

HP ENTERPRISE CO 4.15% 09-15-2028

9/15/2028

4.15%

1,101,350

HP ENTERPRISE CO 4.55% 10-15-2029

10/15/2029

4.55%

3,117,414

HP ENTERPRISE CO 5.0% 10-15-2034

10/15/2034

5.00%

112,252

HP INC COM

1,193,807

HP INC NT 1.45% 06-17-2026

6/17/2026

1.45%

2,996,721

HPS CORPORATE LENDING FD SR NT 144A 4.9%09-11-2028

9/11/2028

4.90%

298,549

HPS LN MANAGMENT 2025-26 LTD / HPS 0% 07-20-2038

7/20/2038

5.60%

3,010,704

HSBC BK USA N A 7 DUE 01-15-2039

1/15/2039

7.00%

292,319

HSBC HLDGS ORD USD0.50(UK REG)

2,164,973

HSBC HLDGS PLC 4.041% 03-13-2028

3/13/2028

4.04%

599,227

HSBC HLDGS PLC 5.13% 11-19-2028

11/19/2028

5.13%

2,969,607

HSBC HLDGS PLC 5.133% DUE 11-06-2036

11/6/2036

5.13%

804,240

HSBC HLDGS PLC 5.597% 05-17-2028

5/17/2028

5.60%

3,280,527

HSBC HLDGS PLC 5.733% DUE 05-17-2032

5/17/2032

5.73%

7,911,389

HSBC HLDGS PLC FLTG RT 2.871% DUE 11-22-2032

11/22/2032

2.87%

909,483

HSBC HLDGS PLC FLTG RT 4.899% DUE 03-03-2029

3/3/2029

4.90%

5,527,080

HSBC HLDGS PLC FLTG RT 5.24% DUE 05-13-2031

5/13/2031

5.24%

412,457

HSBC HLDGS PLC FLTG RT 5.887% DUE 08-14-2027

8/14/2027

5.89%

202,112

HSBC HOLDINGS PLC 6.161% 03-09-2029

3/9/2029

6.16%

1,640,286

HSBC HOLDINGS PLC 6.332% 03-09-2044

3/9/2044

6.33%

362,591

HSTN GALLERIA MALL FLTG RT 5.46185% DUE 02-05-2045

2/5/2045

5.46%

1,110,047

HUA NAN FINANCIAL TWD10

49,558

HUAYU AUTOMOTIVE SYSTEMS CO LTD 'A'CNY1 (STOCK CONNECT)

548,428

HUB GROUP INC CL A CL A

5,388,205

120

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

HUB24 LIMITED NPV

106,739

HUBER & SUHNER AG CHF0.25 (REGD)

1,337,515

HUBSPOT INC COM

1,523,335

HUDBAY MINERALS IN COM NPV

1,379,646

HUDBAY MINERALS INC COM STK

1,238,461

HUGO BOSS AG

23,988

HUMANA AB NPV

131,740

HUMANA INC 5.375% 04-15-2031

4/15/2031

5.38%

2,193,512

HUMANA INC 5.75% DUE 03-01-2028

3/1/2028

5.75%

1,704,683

HUMANA INC COM

21,901,164

HUNGARY REP 5.5% 03-26-2036

3/26/2036

5.50%

699,495

HUNGARY(REP OF) 6.75% SNR 25/09/52 USD'REGS

9/25/2052

6.75%

212,347

HUNT J B TRANS SVCS INC COM

204,834

HUNTINGTON BANCSHARES INC 5.272% 01-15-2031

1/15/2031

5.27%

514,896

HUNTINGTON BANCSHARES INC 6.208% 08-21-2029

8/21/2029

6.21%

576,968

HUNTINGTON BANCSHARES INC COM

6,604,278

HUNTINGTON FLTG RT 5.023% DUE 05-17-2033

5/17/2033

5.02%

425,325

HUNTINGTON INGALLS INDS INC COM

13,919,065

HUNTINGTON INGALLS INDS INC SR NT 2.043%08-16-2028

8/16/2028

2.04%

947,429

HUNTSMAN CORP COM STK

1,493,170

HUSQVARNA AB SER'B'NPV

963,609

HUT 8 CORP COM

1,859,146

HYAKUJUSHI BANK NPV

33,992

HYATT HOTELS CORP 5.05% 03-30-2028

3/30/2028

5.05%

749,539

HYATT HOTELS CORP 5.25% 06-30-2029

6/30/2029

5.25%

828,959

HYATT HOTELS CORP COM CL A COM CL A

3,746,358

HYDRO ONE LTD COM NPV

131,543

HYDRO-QUEBEC 8.5% DEB 1/12/2029 USD1000 8.5% DUE 12-01-2029 REG

12/1/2029

8.50%

2,306,792

HYOSUNG HEAVY INDU KRW5000

158,251

HYPROP INVESTMENTS LTD

30,317

HYSTER-YALE INC COM USD0.01 CL A

143,083

HYUNDAI AUTO 4.58% DUE 04-15-2027

4/15/2027

4.58%

264,586

HYUNDAI AUTO RECEIVABLES TRUST SER 24-B CL A3 4.84% 03-15-2029

3/15/2029

4.84%

298,304

HYUNDAI CAP AMER 4.875% DUE 11-01-2027

11/1/2027

4.88%

3,029,711

HYUNDAI CAP AMER 5% DUE 01-07-2028

1/7/2028

5.00%

4,444,787

HYUNDAI DEPT STORE KRW5000

170,982

HYUNDAI DEVELOPMENT COMPANY

15,993

HYUNDAI ELEVATOR KRW5000

289,072

HYUNDAI EZWEL CO L KRW500

6,258

HYUNDAI GLOVIS CO KRW500

541,844

HYUNDAI HYMS KRW500

21,416

HYUNDAI MARINE&FIR KRW500

117,936

HYUNDAI MOBIS KRW5000

1,189,778

HYUNDAI MOTOR CO KRW5000 005380

1,824,014

HYUNDAI ROTEM CO L KRW5000

1,108,317

HYUNDAI STEEL CO KRW5000

282,857

HYVISION SYSTEM IN SHS

177,408

I/L CANADA (GOVT OF) 3% 01/12/2036 CAD1000

12/1/2036

4.81%

93,716

121

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

I/O FEDERAL HOME LN MTG CORP SER 2936 CL SC VAR RT 03-15-2029

3/15/2029

2.28%

3,424

I/O FHLMC MULTICLASS SER 004579 CL SD 01-15-2038

1/15/2038

1.89%

5,048

I/O FNMA POOL #AN6788 2.87% 09-01-2027

9/1/2027

2.87%

1,689,419

I/O FNMA REMIC SER 2013-13 CL IK 03-25-2028

3/25/2028

2.50%

777

I/O FNMA REMIC TR 2013-17 CL-TI 3% 03-25-2028 REG

3/25/2028

3.00%

783

I/O FNMA SMBS TR 404 CL 05-25-2040

5/25/2040

4.59%

87,990

I/O FNMA SMBS TR 421 CL 12-25-2038

12/25/2038

6.50%

21,067

I3 VERTICALS INC CL A CL A

3,031,037

IA FINANCIAL CORP COM NPV

5,980,641

IAC INC COM NEW

967,764

IAMGOLD CORP COM STK

3,562

IBOTTA INC CL A COM USD0.00001 CL A

150,586

ICE_CDS BOFAGB2U 06/20/2026 SELL MORGAN STANLEY 7.25% 0 SWPC0NOQ4

1,088

ICE_CDS MSNYUS33 06/20/2028 SELL AT&T INC 3.8% 02/15/20 SWPC0LX54

2,784

ICE_CDS MSNYUS33 12/20/2028 SELL FORD MOTOR COMPANY 4.3 SWPC0M9M2

87,346

ICE_CDS MSNYUS33 20/12/2029 SELL GLENCORE FINANCE EUROP SWPC0N1J5

117,290

ICE_CDS MSNYUS33 20/12/2030 SELL BARCLAYS PLC 6.496% 09 SWPC0O278

12,174

ICE_CDX CHASUS33 12/20/2030 SELL CDX.NA.IG.45 SWPC0NUQ7

134,164

ICF INTL INC COM STK

126,073

ICG PLC

843,158

ICG US CLO 2024-R1 LTD / ICG US CLO 5.08802% 01-25-2038

1/25/2038

5.28%

7,026,810

ICHIGO OFFICE REIT INVESTMENT

646,204

ICICI BANK INR2

1,088,611

ICL GROUP LTD

782,931

ICNQ 2024-MF MTG TR COML MTG PASS THRU CTF CL A 5.778% 12-10-2034

12/10/2034

5.78%

1,032,554

IDACORP INC COM

5,004,562

IDEC CORPORATION NPV

316,693

IDEMITSU KOSAN CO NPV

534,348

IDEXX LABS INC COM

23,253,689

IDT CORP CL B NEW CL B NEW

432,008

IGG INC USD0.0000025

669,142

IGO LTD

1,252,534

IL JIN ELECTRIC KRW1000 (NEW)

56,343

IL ST BUILD AMERICA BONDS-TAXABLE-SER 3 6.725 04-01-2035 BEO

4/1/2035

6.72%

325,950

I'LL INC NPV

25,979

ILL TOOL WKS INC COM

17,954,777

ILLUMINA INC COM

647,143

IM FINANCIAL GROUP CO LTD

475,163

IMAX CORP COM

266,038

IMB INTERNAT CAPITAL 4.6% 02-05-2029

2/5/2029

4.60%

1,671,703

IMDEX LTD NPV

271,982

IMMUNOME INC COM

115,348

IMPALA PLATINUM NPV

1,130,332

IMPERIAL BRANDS FIN PLC NT 144A 4.5% 06-30-2028

6/30/2028

4.50%

814,766

IMPERIAL BRNDS FIN 5.25% GTD SNR 15/02/31 EUR

2/15/2031

5.25%

380,385

IN MICH PWR CO FIXED 3.85% 05-15-2028

5/15/2028

3.85%

249,599

INABA DENKISANGYO NPV

55,302

INCYTE CORP COM

82,078

122

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

INDEPENDENCE RLTY TR INC COM

945,563

INDEPENDENT BK CORP MASS COM COM STK USD0.01

8,238,016

INDEPENDENT BK CORPORATION

87,831

INDIAMART INTERMES INR10

26,743

INDIAN BANK INR10

144,480

INDIAN METALS & FERRO ALLOY

146,299

INDIAN OIL CORP INR10

187,806

INDIANA ST FIN AUTH REV 2.496% 03-01-2032 BEO TAXABLE

3/1/2032

2.50%

1,790,572

INDL BANK OF KOREA KRW5000

132,036

INDO TAMBANGRAY IDR500

110,064

INDOCEMENT TUNGGAL IDR500

61,459

INDONESIA(REPUBLIC OF) T BOND 3.5% 01-11-2028

1/11/2028

3.50%

792,353

INDRA SISTEMAS SA EUR0.20 SER 'A'

1,054,416

INDUS HOLDING AG NPV

264,592

INDUSTRIAL & COMMERCIAL BANK CHINA 'H'

4,418,799

INDUSTRIAS PENOLES NPV

219,368

INFINEON TECHNOLOG ORD NPV (REGD)

1,616,014

INFOSYS LIMITED

8,301,015

INFOSYS LIMITED ADR

679,958

INFRONEER HLDGS INC NPV

10,912

ING GROEP N V 4.017% 03-28-2028

3/28/2028

4.02%

678,208

ING GROEP N V 5.525% 03-25-2036

3/25/2036

5.52%

312,187

ING GROEP N V 5.55% 03-19-2035

3/19/2035

5.55%

3,646,991

ING GROEP N V 6.083% 09-11-2027

9/11/2027

6.08%

1,006,318

ING GROEP N V FIXED 4.625% DUE 01-06-2026

1/6/2026

4.62%

800,047

ING GROEP N V SR NT FIXED/FLTG 4.858% 03-25-2029

3/25/2029

4.86%

1,527,852

ING GROEP N.V. EUR0.01

30,384,668

INGENIA GROUP

1,587,768

INGERSOLL RAND INC 5.197% 06-15-2027

6/15/2027

5.20%

2,494,219

INGERSOLL RAND INC 5.4% DUE 08-14-2028

8/14/2028

5.40%

1,613,063

INGEVITY CORP COM

786,798

INGHAMS GROUP LTD NPV

2,780

INGLES MKTS INC CL A

54,086

INGRAM MICRO HLDG CORP COM

1,117,725

INGREDION INC COM

3,584,332

INNER MONGOLIA ERD 'A'CNY1

389,396

INNOCARE PHARMA LT USD0.000002

314,473

INNOTECH CORP(JPN) NPV

251,874

INNOVENT BIOLOGICS INC

151,844

INNOVEX INTERNATIONAL INC COM NPV

152,500

INOGEN INC COM

52,275

INSEEGO CORP COM NEW

10,568

INSMED INC COM PAR $.01

7,787,246

INSOURCE CO LTD NPV

244,988

INSPERITY INC COM

1,076,222

INSPIRE MED SYS INC COM

187,965

INSTEEL INDS INC COM

26,096

INTACT FINL CORP COM NPV

5,193,480

123

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

INTEGER HLDGS CORP COM

6,042,482

INTEGRAFIN HOLDING ORD GBP0.01

1,217,959

INTEL CORP 3.25% DUE 11-15-2049

11/15/2049

3.25%

83,187

INTEL CORP 3.734% 12-08-2047 BEO

12/8/2047

3.73%

121,426

INTEL CORP 4.1% DUE 05-11-2047

5/11/2047

4.10%

159,259

INTEL CORP 4.875% 02-10-2026

2/10/2026

4.88%

2,517,597

INTEL CORP COM

5,364,670

INTEL CORP FIXED 3.75% DUE 08-05-2027

8/5/2027

3.75%

1,580,080

INTELLECT DESIGN ARENA LTD INR5

132,730

INTER & CO INC BDR EACH REP 1 COM A

121,331

INTERACTIVE BROKERS GROUP INC CL COM

1,614,310

INTER-AMERICAN INVESTMENT CORP 3.625% 11-20-2028

11/20/2028

3.62%

11,703,628

INTERCONTINENTAL EXCHANGE INC 3.95% 12-01-2028

12/1/2028

3.95%

4,061,329

INTERCONTINENTAL EXCHANGE INC COM

6,846,211

INTERDIGITAL INC COM

2,308,892

INTERFLEX CO LTD KRW500

45,065

INTERNATIONAL BUSINESS MACHS CORP COM

2,557,181

INTERNATIONAL CONSOLIDATED AIRLINE ORD EUR0.10

2,656,247

INTERNATIONAL PERSONAL FINANCE PLC ORD GBP0.10

5,162

INTERNATIONAL TOWER HILL MINES LTD NEW COM STK

2,697

INTERSTATE PWR & LT CO 3.6% 04-01-2029

4/1/2029

3.60%

2,132,073

INTERTEK GROUP ORD GBP0.01

14,933

INTESA SANPAOLO NPV

15,407,388

INTL BK FOR RECON & DEV MEDIUM TRANCHE #TR 00702 2.7% DUE 12-28-2037 REG

12/28/2037

2.70%

2,765,758

INTL CONTAINER TER PHP1

1,493,432

INTL GAME SYSTEM TWD10

2,271,733

INTOWN 2025-STAY MTG TR 5.03% 03-15-2042

3/15/2042

5.10%

2,334,913

INTRALOT CAPITAL FRN GTD SNR SEC 10/2031EUR

10/15/2031

6.50%

697,890

INTREPID POTASH INC COM NEW

108,286

INTUIT COM

36,277,431

INTUIT INC 5.5% 09-15-2053

9/15/2053

5.50%

148,128

INTUITIVE MACHS INC CL A CL A

1,054,544

INTUITIVE SURGICAL INC COM NEW STK

16,387,627

INVENTRUST PPTYS CORP COM USD0.001

4,004,720

INVESTEC LIMITED ZAR0.0002

37,856

INVINCIBLE INVESTMENTS CORP REIT

609,303

INVITATION HOMES 4.15% 04-15-2032

4/15/2032

4.15%

2,434,372

INVITATION HOMES OPER PARTNERSHIP 2.3% DUE 11-15-2028 BEO

11/15/2028

2.30%

856,131

INVITATION HOMES OPER PARTNERSHIP SR NT 2.7% 01-15-2034

1/15/2034

2.70%

2,655,118

IONIS PHARMACEUTICALS INC COM

2,136,128

IONOS GROUP SE NPV

501,125

IONQ INC COM

322,481

IPALCO ENTERPRISES INC 4.25% DUE 05-01-2030 REG

5/1/2030

4.25%

415,748

IPALCO ENTERPRISES INC SR SECD NT 5.75% 04-01-2034

4/1/2034

5.75%

3,828,487

IREN SPA EUR1

78,941

IRHYTHM HOLDINGS INC

846,566

IRISH RESIDENTIAL EUR0.10

394,768

IRISO ELECTRONICS NPV

379,454

124

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

IRON MTN INC NEW COM

51,180

IRONWOOD PHARMACEUTICALS INC COM CL A

306,916

ISB CORPORATION NPV

55,281

ISHIHARA SANGYO NPV

36,736

ISRAEL(STATE OF) 4.5% DUE 01-17-2033 REG

1/17/2033

4.50%

293,863

ISRAEL(STATE OF) 5.375% 03-12-2029

3/12/2029

5.38%

1,646,762

ISRAEL(STATE OF) AID-ISRAEL 5.5% DUE 09-18-2033 REG

9/18/2033

5.50%

11,853,484

ISS A/S DKK1

80,635

ISUZU MOTORS NPV

28,014

ITALGAS SPA NPV

1,328,505

ITALY(REP OF) 2.1% BDS 26/08/2027 EUR1000

8/26/2027

2.10%

4,221,619

ITC HLDGS CORP 5.3% DUE 07-01-2043

7/1/2043

5.30%

724,874

ITE TECH INC TWD10

18,300

IVANHOE ELEC INC COM

198,807

IWAI COSMO HOLDINGS INC NPV

27,120

IZUMI CO LTD NPV

258,381

J P MORGAN CHASE COML MTG SECS TR 5.79715% 10-05-2039

10/5/2039

5.80%

506,020

J P MORGAN CHASE FLTG RT 5.13548% DUE 06-15-2038

6/15/2038

5.21%

558,366

J P MORGAN MTG TR 2.5% DUE 10-25-2051

10/25/2051

2.50%

1,224,101

JABIL INC COM USD0.001

1,425,809

JACK HENRY & ASSOC INC COM

129,013

JACKSON FINANCIAL INC CL A COM

2,249,035

JACKSON NATL LIFE 4.55% DUE 09-09-2030

9/9/2030

4.55%

892,183

JACKSON NATL LIFE GLOBAL FDG NT FLTG RATE 144A 4.620409% 01-14-2028

1/14/2028

4.97%

200,660

JACKSON NATL LIFE GLOBAL FDG SECD TRANCHE # SR 00457 5.55% 07-02-2027

7/2/2027

5.55%

1,403,940

JACOBIO PHARMACEUTICALS GRP CO LTD USD0.0001 144A

54,751

JACOBS ENGR GROUP INC 6.35% 08-18-2028

8/18/2028

6.35%

7,377,076

JAMES HARDIE INDUSTRIES PLC COM

6,125,172

JAMF HLDG CORP COM

4,606

JAMMU AND KASHMIR BANK LTD INR1 DEMAT EQUITY

38,839

JAMNA AUTO IND INR1

164,130

JANUS INTL GROUP INC COM

6,024,386

JANUX THERAPEUTICS INC COM

149,206

JAPAN AIRLINES CO NPV

72,280

JAPAN AVIATN ELECT NPV

77,047

JAPAN ELECTRON MAT NPV

596,086

JAPAN EXCELLENT IN REIT

1,901

JAPAN EXCHANGE GROUP INC NPV

917,419

JAPAN GOVT CPI IDX/LKD 10/03/2028

3/10/2028

0.11%

2,062,164

JAPAN MATERIAL CO NPV

68,100

JAPAN MEDICAL DYNA NPV

16,467

JAPAN PETROLEUM EX NPV

35,057

JAPAN POST BANK CO NPV

2,371,844

JAPAN POST HOLD CO NPV

3,679,127

JAPAN POST INSURAN NPV

610,250

JAPAN TOB INC SR NT 144A 4.85% 05-15-2028

5/15/2028

4.85%

4,606,983

JAPAN(GOVT OF) 0.1% I/L SNR 10/03/2029 JPY

3/10/2029

0.11%

2,773,265

JAPAN(GOVT OF) 0.4% SNR 20/06/40 JPY50000

6/20/2040

0.40%

851,424

125

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

JAPAN(GOVT OF) 0.5% SNR 20/03/49 JPY50000

3/20/2049

0.50%

158,634

JAPAN(GOVT OF) 0.7% SNR 20/03/51 JPY50000

3/20/2051

0.70%

106,048

JAPAN(GOVT OF) 0.7% SNR 20/06/51 JPY50000

6/20/2051

0.70%

346,471

JAPAN(GOVT OF) 0.7% SNR 20/12/50 JPY50000

12/20/2050

0.70%

107,203

JAPAN(GOVT OF) 1.8% SNR 20/03/54 JPY50000

3/20/2054

1.80%

5,472

JAPAN(GOVT OF) 2% SNR 20/12/2044 JPY50000

12/20/2044

2.00%

4,442,783

JAPAN(GOVT OF) 2.2% SNR 20/03/64 JPY50000

3/20/2064

2.20%

18,577

JAPAN(GOVT OF) 2.2% SNR 20/06/54 JPY50000

6/20/2054

2.20%

21,578

JAPAN(GOVT OF) 2.3% SNR 20/12/54 JPY50000

12/20/2054

2.30%

2,767,799

JAPAN(GOVT OF) 2.4% SNR 20/03/45 JPY50000

3/20/2045

2.40%

1,772,439

JAPAN(GOVT OF) 2.4% SNR 20/03/55 JPY50000

3/20/2055

2.40%

450,871

JAPAN(GOVT OF) 2.8% SNR 20/06/55 JPY50000

6/20/2055

2.80%

1,314,153

JAPFA COMFEED INDO LKD SHARES (IDR200 & IDR40)

131,793

JAYA TIASA HLDGS NPV

131,729

JAYMART GROUP HOLDINGS PCL THB1(NVDR)

69,734

JAZZ PHARMACEUTICALS PLC COM USD0.0001

442,170

JB FINANCIAL GROUP

307,807

JB HI-FI NPV

196,150

JB HUNT TRANSPRT SVCS 4.9% 03-15-2030

3/15/2030

4.90%

1,075,315

JBS USA HOLD/FOOD/LUX CO 6.75% 03-15-2034

3/15/2034

6.75%

944,604

JBS USA LUX S A / JBS USA FOOD CO 7.25% 11-15-2053

11/15/2053

7.25%

246,417

JBS USA/FOOD/FINANCE 3.0% 05-15-2032

5/15/2032

3.00%

2,415,991

JCDECAUX SE NPV

63,995

JD.COM INC USD0.00002 A CLASS

4,847,685

JEFFERIES FINL GROUP INC COM

665,000

JELD-WEN HLDG INC COM

151,184

JENOPTIK AG NPV (POST CONS)

521,507

JERONIMO MARTINS EUR1

285,437

JERSEY CENTRAL POWER & LIGHT CO 5.1% 01-15-2035

1/15/2035

5.10%

3,039,976

JET2 PLC

288,008

JETBLUE AWYS CORP COM

798,029

JHSF PARTICIPACOES COM NPV

31,982

JIANGXI COPPER CO 'H'CNY1

2,225,672

JINDAL SAW LTD FV INR 1 DEMAT EQUITY

131,789

JK TYRE & INDUSTRIES LTD INR2

576,767

JL MAG RARE-EARTH CNY1 H

607,296

JM AB NPV

961,748

JM FINL LTD EQUITY

110,401

JNBY DESIGN LTD HKD0.01

18,722

JOHN DEERE CAPITAL CORP 2.35% 03-08-2027

3/8/2027

2.35%

114,116

JOHN DEERE OWNER 4.91% DUE 02-18-2031

2/18/2031

4.91%

2,545,913

JOHN DEERE OWNER FIXED 5.2% DUE 09-17-2029

9/17/2029

5.20%

1,154,780

JOHN DEERE OWNER TR SR 24-A CL A3 4.96% 11-15-2028

11/15/2028

4.96%

2,242,495

JOHN DEERE OWNER TRUST SR 25-A CL A4 4.42%02-17-2032

2/17/2032

4.42%

910,232

JOHNSON & JOHNSON 4.55% 03-01-2028

3/1/2028

4.55%

453,433

JOHNSON & JOHNSON COM USD1

36,104,290

JOHNSON ELEC HLDGS HKD0.05

771,303

JOHNSON MATTHEY

1,755,516

126

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

JOHNSON OUTDOORS INC CL A CL A

119,879

JOHOR PLANTATIONS NPV

341,862

J-OIL MILLS INC NPV

293,208

JONES LANG LASALLE INC COM STK

6,549,052

JOSHIN DENKI CO NPV

1,731

JPMDB COML MTG SECS TR 2016-C4 CL A-2 2.8822% 9-15-2026

12/15/2049

2.88%

4,758,267

JPMORGAN CHASE & 5.581% DUE 04-22-2030

4/22/2030

5.58%

3,671,327

JPMORGAN CHASE & 6.087% DUE 10-23-2029

10/23/2029

6.09%

526,733

JPMORGAN CHASE & CO 1.04% 02-04-2027

2/4/2027

1.04%

5,484,829

JPMORGAN CHASE & CO 1.47% 09-22-2027

9/22/2027

1.47%

1,364,713

JPMORGAN CHASE & CO 1.764% 11-19-2031

11/19/2031

1.76%

1,383,047

JPMORGAN CHASE & CO 2.069% 06-01-2029

6/1/2029

2.07%

5,111,078

JPMORGAN CHASE & CO 2.522% 04-22-2031

4/22/2031

2.52%

5,976,294

JPMORGAN CHASE & CO 2.947% 02-24-2028

2/24/2028

2.95%

2,818,432

JPMORGAN CHASE & CO 2.963% 01-25-2033

1/25/2033

2.96%

15,104,548

JPMORGAN CHASE & CO 3.509% 01-23-2029

1/23/2029

3.51%

1,316,673

JPMORGAN CHASE & CO 3.96% 01-29-2027

1/29/2027

3.96%

295,952

JPMORGAN CHASE & CO 4.0% DUE 12-31-2049 REG

12/31/2049

6.73%

2,761,849

JPMORGAN CHASE & CO 4.255% 10-22-2031

10/22/2031

4.26%

4,012,620

JPMORGAN CHASE & CO 4.323% 04-26-2028

4/26/2028

4.32%

386,627

JPMORGAN CHASE & CO 4.452% 12-05-2029

12/5/2029

4.45%

7,179,708

JPMORGAN CHASE & CO 4.505% 10-22-2028

10/22/2028

4.50%

1,590,423

JPMORGAN CHASE & CO 4.603% 10-22-2030

10/22/2030

4.60%

355,192

JPMORGAN CHASE & CO 4.915% 01-24-2029

1/24/2029

4.92%

9,796,887

JPMORGAN CHASE & CO 4.979% 07-22-2028

7/22/2028

4.98%

175,610

JPMORGAN CHASE & CO 4.995% 07-22-2030

7/22/2030

5.00%

431,502

JPMORGAN CHASE & CO 5.012% 01-23-2030

1/23/2030

5.01%

5,405,321

JPMORGAN CHASE & CO 5.04% 01-23-2028

1/23/2028

5.04%

2,971,701

JPMORGAN CHASE & CO 5.103% 04-22-2031

4/22/2031

5.10%

7,237,714

JPMORGAN CHASE & CO 5.14% 01-24-2031

1/24/2031

5.14%

1,448,220

JPMORGAN CHASE & CO 5.299% 07-24-2029

7/24/2029

5.30%

1,164,932

JPMORGAN CHASE & CO 5.571% 04-22-2028

4/22/2028

5.57%

2,259,297

JPMORGAN CHASE & CO 5.572% 04-22-2036

4/22/2036

5.57%

946,722

JPMORGAN CHASE & CO 5.766% 04-22-2035

4/22/2035

5.77%

10,673,316

JPMORGAN CHASE & CO 5.834% 01-24-2036

1/24/2036

5.50%

418,926

JPMORGAN CHASE & CO 6.07% 10-22-2027

10/22/2027

6.07%

6,064,250

JPMORGAN CHASE & CO COM

72,271,368

JPMORGAN CHASE & CO NT FIXED TO FLTG RATE 1.578% 04-22-2027

4/22/2027

1.58%

1,905,725

JPMORGAN CHASE & CO. 2.739% 10-15-2030

10/15/2030

2.74%

3,946,773

JPMORGAN CHASE & CO. 2.956% 05-13-2031

5/13/2031

2.96%

1,562,559

JPMORGAN CHASE & CO. 5.336% 01-23-2035

1/23/2035

5.34%

622,808

JPMORGAN CHASE & CO. 5.35% 06-01-2034

6/1/2034

5.35%

1,456,952

JSC KAZMUNAYGAS 3.5% SNR MTN 14/04/2033 USD

4/14/2033

3.50%

451,679

JSC OGK-2 RUB0.3627(RUB)

38,025

JSE LIMITED ZAR0.10

279,753

JTEKT CORPORATION NPV

386,306

JULIUS BAER GRUPPE CHF0.02 (REGD)

1,823,876

JUNGHEINRICH NON-VTG PRF NPV

64,520

127

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

JUROKU FINANCIAL GROUP INC NPV

32,154

JUSTSYSTEMS CORP NPV

35,510

JUSUNG ENGINEERING KRW500

81,030

JYSKE BANK A/S DKK10

1,852,258

KAGA ELECTRONICS NPV

1,025,950

KAKEN PHARM NPV

1,144,984

KALBE FARMA IDR10

116,692

KANADEN CORP NPV

38,299

KANADEVIA CORP NPV

52,729

KANEMATSU CORP NPV

9,182

KANGWON LAND INC KRW500

125,825

KANSAS CITY POWER & LIGHT CO 4.2% 03-15-2048

3/15/2048

4.20%

246,190

KAORI HEAT TREATME TWD10

1,126,016

KARAT PACKAGING INC COM

103,213

KARDEX HOLDING AG

372,389

KARMAN HLDGS INC COM

5,377,336

KARUR VYSYA BANK INR2

559,639

KASIKORNBANK PCL THB10 (NVDR)

3,267,699

KAUFMAN & BROAD SA EUR0.26

453,945

KAWADA TECHNOLOGIE NPV

83,735

KAZATOMPROM JSC NA GDR EACH REPR 1 ORD REG

908,089

KB HOME COM

3,806,942

KBC GROEP NV NPV

4,944,605

KBR INC COM

3,870,134

KCE ELECTRONICS THB1(NVDR)

22,010

KELINGTON GROUP BH MYR0.1

71,631

KELLANOVA 4.3% DUE 05-15-2028

5/15/2028

4.30%

3,934,488

KELLANOVA SR NT 5.75% 05-16-2054

5/16/2054

5.75%

201,423

KELLER GROUP PLC ORD GBP0.10

177,901

KELLY SERVICES INC CL A COM

246,083

KEMPER CORP DEL COM

458,913

KENKO MAYONNAISE NPV

79,455

KENNAMETAL INC CAP

3,689,891

KENVUE INC 5.2% 03-22-2063

3/22/2063

5.20%

145,644

KENVUE INC COM

3,359,903

KEPCO PLANT SERVICE & ENGINEERING CO LTDKRW200

112,627

KERING

1,668,918

KEROS THERAPEUTICS INC COM

464,636

KESHUN WATERPROOF A CNY1

214,643

KESTRA MEDICAL TECHNOLOGIES LTD COM USD1

2,393,801

KEY BK NATL ASSN STEP CPN 4.39% DUE 12-14-2027

12/14/2027

4.39%

1,451,083

KEYCORP 5.121% 04-04-2031

4/4/2031

5.12%

58,579

KEYCORP NEW COM

1,667,877

KEYMED BIOSCIENCES USD0.0001

288,418

KEYSIGHT TECHNOLOGIES INC COM

10,590,872

KFORCE INC

310,313

KG CHEMICAL CORP KRW1000

195,685

KG DONGBUSTEEL KRW5000

60,618

128

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

KG ECO SOLUTION CO LTD KRW500

53,071

KGHM POLSKA MIEDZ PLN10.00

4,088,283

KGI FINANCIAL HOLDING CO LTD TWD10

67,648

KIA CORP

40,246

KIATNAKIN PHATRA BANK PCL NON VTG DEP RCPT REP 1 ORD THB10

584,491

KIER GROUP PLC ORD GBP0.01

160,507

KILLAM APT REAL ES TRUST UNIT

33,500

KILROY REALTY CORP 2.5% DUE 11-15-2032

11/15/2032

2.50%

626,143

KILROY RLTY L P 6.25% 01-15-2036

1/15/2036

6.25%

310,658

KIMBERLY-CLARK CORP COM

10,481,866

KIMCO REALTY CORPORATION

2,617,181

KINAXIS INC COM NPV

669,213

KINDEN CORP NPV

130,014

KINDER MORGAN 6.5% DUE 02-01-2037

2/1/2037

6.50%

240,284

KINDER MORGAN INC 5.2% 06-01-2033

6/1/2033

5.20%

772,853

KINDER MORGAN INC 5.55% DUE 06-01-2045

6/1/2045

5.55%

194,016

KINDER MORGAN INC DEL 1.75% 11-15-2026

11/15/2026

1.75%

4,738,481

KINDER MORGAN INC DEL COM

5,749,451

KINDER MORGAN INC FIXED 3.25% DUE 08-01-2050

8/1/2050

3.25%

176,022

KINETIC DEVELOPMENT GROUP LTD 144A USD0.001

21,348

KINETIK HOLDINGS INC CL A NEW

391,683

KING YUAN ELECTRON TWD10

354,466

KINGBOARD HOLDINGS LTD

729,898

KINGSGATE CONSD LTD NPV

36,218

KINIKSA PHARMACEUTICALS INTERNATION USD0.00027323

323,730

KINROSS GOLD CORP COM NPV NEW

19,712

KINSUS INTERCONNE TWD10

278,321

KION GROUP AG NPV

30,299

KIRBY CORP COM

1,354,663

KISSEI PHARM CO NPV

516,189

KI-STAR REAL ESTATE CO LTD NPV

79,760

KITRON ASA NOK0.10

459,112

KIWOOM SECURITIES KRW5000

629,708

KIYO BANK LTD NPV

27,038

KKR & CO INC CL A CL A

19,749,074

KKR CLO 27 LTD / KKR CLO 27 LLC 4.78219%01-15-2035

1/15/2035

5.01%

1,399,664

KLA CORP 3.3% 03-01-2050

3/1/2050

3.30%

230,007

KLA CORP 4.95% 07-15-2052

7/15/2052

4.95%

136,624

KLA CORPORATION COM USD0.001

21,746,287

KLARNA GROUP PLC

423,647

KLN LOGISTICS GROUP LIMITED

46,911

KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01

10,661,774

KNOWLES CORP COM

8,165

KOA CORPORATION NPV

48,142

KOBE STEEL LTD

552,284

KODIAK GAS SVCS INC COM

4,516,087

KODIAK SCIENCES INC COM USD0.0001

427,117

KOHLS CORP COM

53,188

129

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

KOITO MFG CO LTD NPV

297,694

KOMATSU NPV

523,143

KOMAX HLDG AG CHF0.10 (REGD)

278,569

KOMERCNI BANKA CZK100

695,454

KON AHOLD DELHAIZE EUR0.01

1,816,515

KON BAM GROEP NV EUR0.10

1,440,805

KONE CORPORATION NPV ORD 'B'

10,353,480

KONECRANES OYJ NPV

966,502

KONGSBERG GRUPPEN

458,857

KONINKLIJKE HEIJMANS N.V

1,894,948

KOREA ELEC POWER KRW5000

1,815,065

KOREA ELEC TERM KRW500

162,813

KOREA FUEL TECH CO KRW100

48,367

KOREA GAS KRW5000

111,635

KOREA INVESTMENT H 1ST PRF KRW5000

67,310

KOREAN REINSURANCE KRW500

296,393

KORN FERRY COM

1,377,375

KOSE HOLDINGS CORPORATION

1,972,376

KOTAK MAHINDRA BAN COMSTK

1,217,740

KPP GROUP HOLDINGS CO LTD NPV

25,233

KRAFT HEINZ CO COM

11,203,500

KRAFT HEINZ FOODS 4.375% DUE 06-01-2046

6/1/2046

4.38%

352,282

KRAFT HEINZ FOODS CO 5.4% 03-15-2035

3/15/2035

5.40%

3,601,768

KRAFT HEINZ FOODS CO GTD SR NT 4.625% 10-01-2039

10/1/2039

4.62%

366,229

KRATOS DEFENSE & SECURITY SOLUTIONS INC

5,208,413

KRE COML MTG TR 2025-AIP4 COML MTG PASSTHRU CTF CL B 5.28019% 03-15-2042

3/15/2042

5.35%

1,496,271

KROGER CO 4.45% DUE 02-01-2047

2/1/2047

4.45%

253,199

KROGER CO 5.358% 09-15-2034

9/15/2034

5.00%

523,757

KROGER CO 5.5% 09-15-2054

9/15/2054

5.50%

19,122

KROGER CO 5.65% 09-15-2064

9/15/2064

5.65%

267,964

KROGER CO COM

1,528,823

KRONOS WORLDWIDE INC COM STK

41,287

KRUNG THAI BNK LTD THB5.15(NVDR)

870,859

KRYSTAL BIOTECH INC COM

3,834,190

KS ST DEV FIN AUTH REV PUB EMPLOYEES RETSYS-C 5.501 5-1-34 BEO TXBL SF 5-1-27

5/1/2034

5.50%

1,054,031

KT CORPORATION KRW5000

909,267

KT CORPORATION SPON ADR EACH REP 1/2 ORD SHS KRW5000 ADR

415,898

KT MILLIE SEOJAE KRW500

3,291

KUAISHOU TECHNOLOG USD0.0000053 B CLASS

7,294,252

KUBOTA CR OWNER TR 4.57% DUE 11-15-2030

11/15/2030

4.57%

813,543

KUKBO DESIGN KRW500

41,178

KUKDO CHEMICAL KRW5000

64,263

KULICKE & SOFFA INDS INC COM

1,445,528

KUMBA IRON ORE LTD ZAR0.01

150,297

KUMHO TIRE CO KRW5000

32,299

KUMIAI CHEM IND CO NPV

2,695

KURA ONCOLOGY INC COM

551,958

KURA SUSHI USA INC CL A COM CL A COM

793,898

130

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

KURITA WATER INDS NPV

52,649

KUWAIT INTERNATIONAL BANK COM STK

446,896

KUWAIT TELECOMMUNICATIONS COMPANY KWD0.1

183,892

KYB CORPORATION NPV

65,517

KYMERA THERAPEUTICS INC COM

301,436

KYOBO SECURITIES KRW5000

65,423

KYUSHU ELEC POWER NPV

1,244,696

L A CAL DEPT ARPTS ARPT REV TAX BUILD AMER BD 6.582 DUE 05-15-2039

5/15/2039

6.58%

59,431

L&K ENGINEERING CO TWD10

386,499

L3HARRIS TECHNOLOGIES INC 3.85% DUE 12-15-2026

12/15/2026

3.85%

2,386,434

L3HARRIS TECHNOLOGIES INC 4.4% DUE 06-15-2028

6/15/2028

4.40%

1,247,556

L3HARRIS TECHNOLOGIES INC 5.05% 06-01-2029

6/1/2029

5.05%

3,304,953

L3HARRIS TECHNOLOGIES INC 5.4% 07-31-2033

7/31/2033

5.40%

511,136

L3HARRIS TECHNOLOGIES INC 5.6% 07-31-2053

7/31/2053

5.60%

348,375

L3HARRIS TECHNOLOGIES INC COM

52,549

LAB CORP AMER 2.95% DUE 12-01-2029

12/1/2029

2.95%

2,906,293

LABCORP HLDGS INC COM

5,491,763

LABORATORY CORP OF AMER 4.35% 04-01-2030

4/1/2030

4.35%

626,449

LADDER CAP CORP CL A CL A

204,227

LADDER CAP FIN 5.5% 08-01-2030

8/1/2030

5.50%

102,340

LAGERCRANTZ GROUP SER'B'NPV

158,998

LAM RESH CORP COM NEW

12,366,557

LANCASHIRE HLDGS COM STK

408,741

LANDS END INC NEW COM

173,790

LANDSTAR SYS INC COM

2,436,002

LANGHAM HOSP&LANGH UNIT 1 COM & 1 PREF SHS

LAS VEGAS SANDS 3.5% DUE 08-18-2026

8/18/2026

3.50%

3,433,851

LAS VEGAS SANDS 3.9% DUE 08-08-2029

8/8/2029

3.90%

1,423,227

LAS VEGAS SANDS CORP 6.0% 08-15-2029

8/15/2029

6.00%

470,000

LAS VEGAS SANDS CORP COM STK

1,691,754

LATHAM GROUP INC COM

121,863

LATTICE SEMICONDUCTOR CORP COM

1,856,497

LAUREATE ED INC COM CL A

1,583,029

LAURUS LABS LTD INR2 (POST SUBD)

1,117,931

LAZARD GROUP LLC 6.0% 03-15-2031

3/15/2031

6.00%

2,861,016

LAZARD INC COM USD0.01

5,722,068

LCH_IRS MSNYUS33 06/05/2029 EUR P 6MEURIB / R 2.827% SWU024SM9

15,335

LCH_IRS MSNYUS33 18/03/2056 EUR P 3% / R 6MEURIB SWU02JZS5

276,890

LCH_OIS BOFAGB2U 02/03/2027 USD P 3.79% / R 1DSOFR SWU02ERC0

37,745

LCH_OIS BOFAGB2U 02/12/2055 USD P 3% / R 1DSOFR SWU02F374

8,699,960

LCH_OIS BOFAGB2U 02/28/2029 USD P 3.261% / R 1DSOFR SWU02AAL6

553,600

LCH_OIS BOFAGB2U 02/28/2029 USD P 3.28% / R 1DSOFR SWU02A9M6

518,152

LCH_OIS BOFAGB2U 02/28/2029 USD P 3.281% / R 1DSOFR SWU02ABS0

666,561

LCH_OIS BOFAGB2U 06/30/2031 USD P 3.264% / R 1DSOFR SWU02AAH5

404,174

LCH_OIS BOFAGB2U 06/30/2031 USD P 3.266% / R 1DSOFR SWU02A8V7

1,328,850

LCH_OIS BOFAGB2U 08/07/2034 USD P 3.715% / R 1DSOFR SWU028NX1

1,745

LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02E7K4

1,712

LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02EAK0

2,853

131

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02ELG7

14,552

LCH_OIS MSNYUS33 01/17/2034 USD P 3.6% / R 1DSOFR SWU020RA4

18,689

LCH_OIS MSNYUS33 02/15/2055 USD P 3.814% / R 1DSOFR SWU02FXU0

389,966

LCH_OIS MSNYUS33 02/15/2055 USD P 3.846% / R 1DSOFR SWU02GCD9

64,967

LCH_OIS MSNYUS33 02/15/2055 USD P 3.872% / R 1DSOFR SWU02GCC1

163,109

LCH_OIS MSNYUS33 03/27/2027 USD P 1DSOFR / R 3.68% SWU022ZE3

1,031,267

LCH_OIS MSNYUS33 06/18/2027 USD P 3.25% / R 1DSOFR SWU02G0H3

147,731

LCH_OIS MSNYUS33 06/20/2054 USD P 3.5% / R 1DSOFR SWU0206W9

2,226,372

LCH_OIS MSNYUS33 08/15/2033 USD P 3.604% / R 1DSOFR SWU020NU4

72,983

LCH_OIS MSNYUS33 08/15/2033 USD P 3.608% / R 1DSOFR SWU020O41

66,778

LCH_OIS MSNYUS33 08/15/2033 USD P 3.609% / R 1DSOFR SWU020RD8

19,884

LCH_OIS MSNYUS33 08/15/2033 USD P 3.619% / R 1DSOFR SWU020QQ0

21,323

LCH_OIS MSNYUS33 08/21/2034 USD P 3.55% / R 1DSOFR SWU02A1B8

23,221

LCH_OIS MSNYUS33 08/28/2034 USD P 3.555% / R 1DSOFR SWU02A7Z9

28,128

LCH_OIS MSNYUS33 08/28/2034 USD P 3.565% / R 1DSOFR SWU02A805

26,574

LCH_OIS MSNYUS33 08/28/2034 USD P 3.6% / R 1DSOFR SWU02A821

26,418

LCH_OIS MSNYUS33 08/28/2034 USD P 3.605% / R 1DSOFR SWU02A839

3,054

LCH_OIS MSNYUS33 08/28/2034 USD P 3.643% / R 1DSOFR SWU02A854

6,503

LCH_OIS MSNYUS33 11/15/2054 USD P 3.956% / R 1DSOFR SWU02F2F7

166,400

LCH_OIS MSNYUS33 17/09/2030 GBP P 1DSONIA / R 3.75% SWU02K0M3

124,183

LCH_OIS MSNYUS33 18/03/2028 JPY P 1% / R 1DTONAR SWU02FLV1

113,769

LCH_OIS SBSIUS33 08/15/2035 USD P 3.591% / R 1DSOFR 3597626

34,520

LEAR CORP COM NEW COM NEW

4,724,156

LEENO INDUSTRIAL KRW100

325,245

LEG IMMOBILIEN SE

1,644,233

LEGEND HOLDINGS CORPORATION 'H' CNY1

17,227

LEGGETT & PLATT INC COM

48,818

LEGRAND SA EUR4

7,726,950

LEIDOS HLDGS INC COM

58,089

LEIDOS INC 5.75% 03-15-2033

3/15/2033

5.75%

848,864

LELON ELECTRONICS TWD10

105,568

LEMAITRE VASCULAR INC COM STK

4,523,758

LENDINGTREE INC NEW COM USD0.01

558,613

LENDLEASE CORP LTD NPV (STAPLED)

100,561

LENDMARK FDG TR 2021-1 1.9% 11-20-2031

11/20/2031

1.90%

1,948,904

LENDMARK FDG TR 2025-1 ASSET BACKED NT CL A 144A 4.94% 09-20-2034

9/20/2034

4.94%

525,955

LENNAR CORP CL A CL A

294,316

LENOVO GROUP LIMITED HKD0.025

2,771,992

LENZ THERAPEUTICS INC NEW COM

115,104

LEONARDO DRS INC COM

1,387,497

LEONARDO SPA NPV

2,583,916

LEONG HUP INTERNAT NPV

20,984

LEPU BIOPHARMA CO COMSTK

130,899

LEVI STRAUSS & CO NEW CL A CL A

827,858

LG CHEMICAL KRW5000

563,341

LG DISPLAY

13,430

LG ELECTRONICS INC KRW5000

2,061,921

LG HELLOVISION CO LTD

69,089

132

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

LG INNOTEK CO KRW5000

2,880,721

LG UPLUS CORP KRW5000

136,936

LI NING CO LTD HKD0.1

1,855,366

LIBERTY BROADBAND CORP COM SER C COM SERC

18,128

LIBERTY GLOBAL LTD. COM USD0.01 CLASS C

310,920

LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS A

9,252

LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS C

189,245

LIC HOUSING FINAN INR 2

75,014

LIFE CORPORATION NPV

29,352

LIFE HEALTHCARE GR ZAR0.000001

56,731

LIFE TIME GROUP HLDGS INC COM

5,207,208

LIFULL CO LTD NPV

26,914

LIG NEX1 CO LTD KRW5000

29,809

LIGAND PHARMACEUTICALS INCORPORATED CL BCOMMON STOCK

8,887,424

LIGHTPATH TECHNOLOGIES INC CL A NEW COM

1,364,256

LILLY ELI & CO 4.0% 10-15-2028

10/15/2028

4.00%

1,705,947

LINCOLN ELEC HLDGS INC COM

4,074

LINCOLN NATL CORP COM

103,087

LINDE PLC

19,025,095

LINEAGE INC COM

72,065

LINGBAO GOLD GROUP COMPANY LTD

2,301

LINK REAL ESTATE INVESTMENT TRUST UNITS

10,712

LION FINANCE GROUP PLC

511,742

LION TRAVEL SERVICE CO LTD TWD10

109,276

LIQUIDIA CORPORATION COM USD0.001

7,553

LIQUIDITY SVCS INC COM STK

24,581

LIVANOVA PLC ORD GBP1.00 (DI)

1,149,319

LIVE OAK BANCSHARES INC COM

324,951

LIVERAMP HOLDINGS INC

180,302

LKQ CORP COM LKQ CORP

5,645,769

LLOYDS BANKING GROUP PLC 4.425% 11-04-2031

11/4/2031

4.42%

997,700

LLOYDS BANKING GROUP PLC 5.087% 11-26-2028

11/26/2028

5.09%

3,088,084

LLOYDS BANKING GROUP PLC 5.871% 03-06-2029

3/6/2029

5.87%

5,185,365

LLOYDS BANKING GROUP PLC 5.985% 08-07-2027

8/7/2027

5.98%

6,723,583

LLOYDS BKG GROUP FLTG RT 3.574% 11-07-2028

11/7/2028

3.57%

1,555,781

LLOYDS BKG GROUP PLC 4.943% 11-04-2036

11/4/2036

4.94%

822,680

LLOYDS BKG GROUP PLC 5.679% 01-05-2035

1/5/2035

5.68%

9,489,205

LOADSTAR CAPITAL K NPV

101,946

LOAR HOLDINGS INC COM

911,540

LOCALIZA RENT A CA COM NPV 144A/REG

774,436

LOCALIZA RENT A CAR SA PRF NPV

28,370

LOCKHEED MARTIN 4.15% DUE 08-15-2028

8/15/2028

4.15%

818,430

LOCKHEED MARTIN CORP 4.4% 08-15-2030

8/15/2030

4.40%

1,050,883

LOCKHEED MARTIN CORP 5.2% 02-15-2055

2/15/2055

5.20%

188,879

LOCKHEED MARTIN CORP COM

4,251,943

LOCKHEED MARTIN CORP NT 6.15% DUE 09-01-2036/12-18-2006

9/1/2036

6.15%

289,814

LOGISTA INTEGRAL S A

2,806,077

LOGITECH INTL CHF0.25 (REGD)

10,023,696

133

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

LOGO YAZILIM TRY1

360,452

LOJAS RENNER SA COM NPV

295,766

LONDON STOCK EXCHANGE GROUP ORD GBP0.06918604

8,666,911

LONKING HOLDINGS HKD0.1

593,635

LONZA GROUP AG CHF1 (REGD)

233,516

LOT VACUUM CO LTD KRW500

57,647

LOTTE SHOPPING C0 KRW5000

27,932

LOTTERY CORPORATIO NPV

4,755

LOTTOMATICA GROUP NPV

1,325,881

LOTUS PHARMACEUTIC

1,846,406

LOUIS HACHETTE GR EUR0.2

312,287

LOUISIANA LOC GOVT ENVRNMNTL FACS & TAX-LA UTILS RESTRTN CORP 5.048% 12-01-2034

12/1/2034

5.05%

413,812

LOUISIANA-PACIFIC CORP COM

2,164,530

LOVESAC CO COM

106,126

LOWES COS INC 3.35% 04-01-2027

4/1/2027

3.35%

1,880,577

LOWES COS INC 4.0% 10-15-2028

10/15/2028

4.00%

2,560,682

LOWES COS INC 4.05% DUE 05-03-2047

5/3/2047

4.05%

412,425

LOWES COS INC 4.8% DUE 04-01-2026

4/1/2026

4.80%

1,391,096

LOWES COS INC COM

49,691,259

LPL FINL HLDGS INC COM

7,999,536

LPL HLDGS INC 4.9% 04-03-2028

4/3/2028

4.90%

304,504

LPL HLDGS INC 6.75% 11-17-2028

11/17/2028

6.75%

752,632

LPL HLDGS INC SR NT 5.7% 05-20-2027

5/20/2027

5.70%

764,449

LS CORP KRW5000

537,304

LS ECO ENERGY LTD KRW500

5,037

LUK FOOK HLDGS HKD0.10

289,844

LUKOIL PJSC

599,597

LUMAX INDUSTRIES INR10

128,709

LUMEN TECHNOLOGIES INC

433,869

LUMENTUM HLDGS INC COM

4,017,262

LUNDIN GOLD INC COM

16,636

LUNDIN MINING CORP COM NPV

1,385,957

LUOLAI LIFESTYLE TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT)

252,966

LUYE PHARMA GP LTD USD0.02

586,124

LUZERNER KTBK CHF3.70 (REGD)

95,713

LVMH MOET HENNESSY EUR0.30

15,014,810

LX INTERNATIONAL CORP KRW5000

48,416

LY CORP NPV

6,023,309

LYB INTL FIN III LLC 5.125% 01-15-2031

1/15/2031

5.12%

532,419

LYFT INC CL A CL A

3,200,137

LYNAS RARE EARTHS LTD

542,541

LYONDELLBASELL IND N V COM USD0.01 CL 'A'

1,261,892

M UP HOLDINGS INC

115,857

M&T BANK CORPORATION 5.179% 07-08-2031

7/8/2031

5.18%

272,234

M.P. EVANS GROUP ORD GBP0.10

84,625

MAANSHAN IRON&STL 'H'CNY1

28,378

MABUCHI MOTOR CO NPV

794,756

MACERICH CO REIT

1,443,074

134

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

MACMAHON HLDGS NPV

213,375

MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK

6,649,603

MACQUARIE BK LTD 0% CP 11-19-2026

11/19/2026

—%

5,640,530

MACQUARIE GROUP LTD 21/06/2028 4.098% 06-21-2028

6/21/2028

4.10%

5,000,935

MACQUARIE MEXICO REAL ESTATE MGMT

31,138

MACROGENICS INC COM

13,447

MACYS INC COM STK

14,729

MADISON PARK FUNDING LTD 20/04/2032 0% 04-20-2032

4/20/2032

5.14%

1,026,584

MADISON PK FDG LX LTD / MADISON PK 5.03802% 10-25-2037

10/25/2037

5.23%

4,515,993

MADISON PK FDG XXX FLTG RT 0% DUE 07-16-2037

7/16/2037

5.25%

10,434,838

MADISON SQUARE GARDEN ENTMT CORP CL A

879,377

MADRIGAL PHARMACEUTICALS INC COM

3,866,738

MAGNA INTERNATIONAL INC COMMON STOCK

19,417,190

MAGNERA CORP COM

370,067

MAGNITE INC COM

56,805

MAGNUM ICE CREAM C ORD EUR3.50 (DI)

34,543

MAGNUM ICE CREAM COMPANY N.V. NPV

360,112

MAGYAR TELEKOM HUF100

115,476

MAHINDRA &MAH FIN

318,851

MAKUS INC KRW500

26,254

MALIBU BOATS INC COM CL A COM CL A

4,440,085

MAMA S CREATIONS INC

24,282

MAN INFRACONSTRUCTION LTD INR2

74,146

MANGALORE REF &PET INR10

114,492

MANHATTAN ASSOCS INC COM

3,879,198

MANITOBA PROV CDA DEB SER GM 2.125% DUE 06-22-2026 REG

6/22/2026

2.12%

198,305

MANITOBA PROV CDA USD 4.3% 07-27-2033

7/27/2033

4.30%

3,989,070

MANNKIND CORP COM USD0.01(POST REV SPLIT)

131,516

MANPOWERGROUP INC

711,944

MANULIFE FINL CORP 4.15% DUE 03-04-2026

3/4/2026

4.15%

51,006

MAPLE GROVE FDG TR I PRE-CAPITALIZED TR SECS 4.161% 08-15-2051

8/15/2051

4.16%

1,479,153

MAPLEBEAR INC COM

3,185,394

MARA HOLDINGS INC COM USD0.0001

42,224

MARATHON PETE CORP 4.75% DUE 09-15-2044

9/15/2044

4.75%

214,462

MARATHON PETE CORP 5.125% 05-22-2019

12/15/2026

5.12%

1,375,226

MARATHON PETE CORP COM

327,212

MARATHON PETROLEUM CORP 5.15% 03-01-2030

3/1/2030

5.15%

2,565,084

MARAVAI LIFESCIENCES HLDGS INC CL A CL A

252,808

MARCOPOLO SA PRF NPV

15,340

MAREX GROUP PLC 5.829% 05-08-2028

5/8/2028

5.83%

304,938

MARICO LTD INR1

129,285

MARICOPA CNTY ARIZ INDL DEV AUTH ED 7.375% 10-01-2029

10/1/2029

7.38%

209,805

MARKEL GROUP INC

4,748,577

MARKEL GROUP INC 5% DUE 04-05-2046

4/5/2046

5.00%

279,400

MARKETAXESS HLDGS INC COM STK

1,045,269

MARKETECH INTERNATIONAL CORP

78,770

MARQETA INC COM USD0.001 A

1,543,422

MARRIOTT INTERNATIONAL INC 5.0% 10-15-2027

10/15/2027

5.00%

2,486,700

135

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

MARRIOTT INTL INC NEW 4.2% 07-15-2027

7/15/2027

4.20%

1,224,545

MARRIOTT INTL INC NEW 4.9% 04-15-2029

4/15/2029

4.90%

250,676

MARRIOTT INTL INC NEW 5.45% 09-15-2026

9/15/2026

5.45%

1,437,828

MARRIOTT INTL INC NEW 5.5% 04-15-2037

4/15/2037

5.50%

615,508

MARRIOTT INTL INC NEW COM STK CL A

24,717,441

MARRIOTT VACATIONS WORLDWIDE CORP COM

4,089,010

MARSH

27,132,486

MARSH & MCLENNAN COS INC 4.55% 11-08-2027

11/8/2027

4.55%

1,593,837

MARTIN MARIETTA 4.25% 12-15-2047

12/15/2047

4.25%

207,207

MARTIN MARIETTA MATLS INC COM

13,529,156

MARTINREA INTL INC COM NPV

1,518,089

MARUBENI CORP NPV

133,302

MARUBUN CORP NPV

28,264

MARUI GROUP CO LTD

73,977

MARUTI SUZUKI IND INR5

1,566,422

MARVELL TECHNOLOGY INC 5.75% 02-15-2029

2/15/2029

5.75%

3,510,965

MARVELL TECHNOLOGY INC COM

1,573,830

MARVELL TECHNOLOGY INC SR NT 4.75% 07-15-2030

7/15/2030

4.75%

872,233

MARVELL TECHNOLOGY INC SR NT 5.45% 07-15-2035

7/15/2035

5.45%

749,774

MASCO CORP 6.5% DUE 08-15-2032

8/15/2032

6.50%

328,201

MASCO CORP COM

545,502

MASCO CORP FIXED 2% DUE 10-01-2030

10/1/2030

2.00%

56,264

MASSACHUSETTS EDL FING AUTH SER 8-1 CL A1 FLTG 04-25-2038

4/25/2038

5.52%

2,075

MASTEC INC 5.9% 06-15-2029

6/15/2029

5.90%

281,482

MASTEC INC COM

13,995,802

MASTERBRAND INC COM

4,123,771

MASTERCARD INC 4.55% 03-15-2028

3/15/2028

4.55%

908,065

MASTERCARD INCORPORATED COM USD0.0001 CLASS A

113,846,602

MASTERCRAFT BOAT HLDGS INC COM

35,834

MASTR AST BACKED FLTG RT 4.00707% DUE 11-25-2036

11/25/2036

4.07%

1,014,334

MATADOR RES CO COM

772,408

MATCH GROUP INC NEW COM

3,343,242

MATIV HOLDINGS INC

229,185

MATRIMONY COM LTD INR5

50,868

MATRIX SVC CO COM

92,290

MAXELL LTD NPV

36,748

MAZDA MOTOR CORP NPV

1,146,324

MBANK SA PLN4

116,921

MBRF GLOBAL FOODS COMPANY SA

37,191

MBX BIOSCIENCES INC COM

214,504

MC DONALDS CORP COM

25,677,199

MCDONALDS CORP 4.45% DUE 03-01-2047 REG

3/1/2047

4.45%

77,269

MCDONALDS CORP 4.4% 02-12-2031

2/12/2031

4.40%

1,165,329

MCDONALD'S CORP FIXED 4.45% DUE 09-01-2048

9/1/2048

4.45%

212,165

MCDONALDS CORP MEDIUM TERM NTS BOOK 3.625% DUE 09-01-2049

9/1/2049

3.62%

177,178

MCJ CO LTD NPV

22,625

MCKESSON CORP

38,957,213

MCKESSON CORP NEW 4.25% 09-15-2029

9/15/2029

4.25%

399,422

136

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

MCNEX CO.LTD KRW500

235,518

MDA SPACE LTD COM NPV

812,367

MEARS GROUP ORD GBP0.01

929,850

MEBUKI FINANCIAL GROUP INC NPV

62,249

MECHEL PJSC RUB10(RUB)

641

MECHEL-PFD

448

MEDIAALPHA INC CL A CL A

396,011

MEDIATEK INC TWD10

12,242,644

MEDIBANK PRIVATE L NPV

540,620

MEDLINE INC CL A CL A

1,944,474

MEDPACE HLDGS INC COM

6,560,072

MEDSTAR HEALTH INC 3.626% DUE 08-15-2049

8/15/2049

3.63%

440,198

MEDTRONIC INC 2.95% 10-15-2030

10/15/2030

2.95%

117,250

MEDTRONIC PLC COMMON STOCK STOCK

31,664,258

MEGACABLE HOLDINGS-CPO COM STK

15,534

MEGAPORT LTD NPV

85,213

MEIDENSHA CORP NPV

14,214

MEIJI HOLDINGS CO NPV

351,290

MEIRAGTX HOLDINGS PLC

71,653

MELCO RESORTS & ENTERTAINMENT LIMITED

764,161

MELIA HOTELS INTL EUR0.2

363,694

MEMORIAL HLTH SVCS 3.447% DUE 11-01-2049

11/1/2049

3.45%

341,975

MERCADOLIBRE INC COM STK

10,379,482

MERCEDES-BENZ AUTO FIXED 4.51% DUE 11-15-2027

11/15/2027

4.51%

190,665

MERCEDES-BENZ AUTO RECEIVABLES SR 25-1 CL A3 4.78% 12-17-2029

12/17/2029

4.78%

10,779,553

MERCEDES-BENZ GROUP AG

177,361

MERCK & CO INC 2.9% DUE 12-10-2061

12/10/2061

2.90%

186,883

MERCK & CO INC 2.75% DUE 12-10-2051 BEO

12/10/2051

2.75%

155,405

MERCK & CO INC 4.15% 03-15-2031

3/15/2031

4.15%

1,551,140

MERCK & CO INC 5.5% 03-15-2046

3/15/2046

5.50%

240,002

MERCK & CO INC NEW 4.45% DUE 12-04-2032

12/4/2032

4.45%

2,392,609

MERCK & CO INC NEW 5.7% DUE 12-04-2065

12/4/2065

5.70%

208,416

MERCK & CO INC NEW COM

10,811,465

MERCK KGAA NPV

11,537,725

MERCURY GEN CORP NEW COM

1,261,533

MERIT MED SYS INC COM

4,449,307

MERITAGE HOMES CORP COM

1,028,191

MERLIN PROPERTIES EUR1

86,277

MERRILL LYNCH MTG FLTG RT 4.58207% DUE 09-25-2035

9/25/2035

4.64%

2,840

MERTIZ FINANCIAL GROUP

676,928

MESA LABS INC COM

2,692,158

MESOBLAST LTD COMSTK

425,476

META FINL GROUP INC COM

56,019

META PLATFORMS INC 4.2% 11-15-2030

11/15/2030

4.20%

4,329,801

META PLATFORMS INC 4.3% 08-15-2029

8/15/2029

4.30%

565,061

META PLATFORMS INC 4.6% 11-15-2032

11/15/2032

4.60%

827,698

META PLATFORMS INC 4.875% 11-15-2035

11/15/2035

4.88%

2,140,729

137

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

META PLATFORMS INC 5.4% 08-15-2054

8/15/2054

5.40%

615,965

META PLATFORMS INC 5.55% 08-15-2064

8/15/2064

5.55%

791,197

META PLATFORMS INC 5.6% DUE 05-15-2053

5/15/2053

5.60%

144,085

META PLATFORMS INC 5.625% 11-15-2055

11/15/2055

5.62%

413,525

META PLATFORMS INC COM USD0.000006 CL 'A'

171,264,669

META PLATFORMS INC FIXED 4.45% DUE 08-15-2052

8/15/2052

4.45%

440,799

META PLATFORMS INC SR NT 5.75% 11-15-2065

11/15/2065

5.75%

143,636

METALS EXPLOR.(UK) ORD GBP0.0001

112,132

METALS X LTD NPV

391,979

METAWATER CO LTD NPV

85,872

METLEN ENGY & MET. ORD EUR1

1,097,184

METLIFE INC 5.25% DUE 01-15-2054

1/15/2054

5.25%

314,906

METLIFE INC COM STK USD0.01

6,716,768

METRO BANK HOLDING ORD GBP0.000001

79,861

METROPOLE TV-(M6) EUR0.40

40,511

MEXICO(UTD MEX ST) 4% GTD 30/11/2028 DUAL CURR

11/30/2028

34.66%

19,204

MFA 2020-NQM2 TR 1.381% DUE 04-25-2065

4/25/2065

1.38%

73,550

MFA 2023-NQM2 TR FLTG RT 4.4% DUE 03-25-2068

3/25/2068

4.40%

2,041,323

MFA 2023-NQM4 TR 6.105% DUE 12-25-2068

12/25/2068

6.10%

1,700,291

*MFB NT COLLECTIVE 1-10 YR.INTERMEDIATE GOVT BOND INDEX FD-NON-LENDING

402,437,502

*MFB NT COLLECTIVE AGGREGATE BOND INDEX FUND-NON LENDING

7,532,439,519

*MFB NT COLLECTIVE LONG-TERM GOVT BD INDEX FUND-NON-LENDING

159,373,222

*MFB NT COLLECTIVE RUSSELL 2000 INDEX FUND - DC - NON LENDING (TIER J)

4,301,114,287

MFE-MEDIAFOREUROPE N.V. EUR0.06 A

386,824

MFO AEW GLOBAL PROPERTIES TRUST FUND DC PLAN CLASS B 00105A30-0452

327,594,627

MFO JPMORGAN MBS FUND COMMINGLED

335,898,839

MFO PIMCO ABS AND SHORT TERM INVESTMENT PORT

125,753

MFO PIMCO COMMODITIES PLUS COLTV TR (SEI) 92202

62,232,649

MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM PORTFOLIO INSTL CL

2,913,828

MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CR BD PORT INSTL CL

40,540

MFO PIMCO FDS PIMCO SECTOR FD SER H

2,915,844

MFO PIMCO LONG DURATION CREDIT BOND PORT

111,700,300

MFO PIMCO SHORT TERM FLOATING NAV II

57,398,023

MFO WTC CIF II DIVERSIFIED REAL ASSETS SERIES

583,442,942

MGAME CORP KRW500

95,536

MGM CHINA HLDGS LT HKD1

943,226

MGM RESORTS INTERNATIONAL COM

17,880

MHP COML MTG TR 2025-MHIL2 COML MTG PASSTHRU CTF CL B 5.48019% 09-15-2040

9/15/2040

5.55%

1,249,998

MI TECHNOVATION NPV

32,505

MIAMI INTL HLDGS INC COM

557,191

MICHELIN (CGDE) EUR0.50 (POST SUBDIVISION)

6,774,552

MICHIGAN FIN AUTH REV MUNI 3.384% 12-01-2040

12/1/2040

3.38%

5,917,958

MICROCHIP TECHNOLOGY INC 4.9% 03-15-2028

3/15/2028

4.90%

1,297,912

MICROCHIP TECHNOLOGY INC COM

305,474

MICRON TECH INC COM

11,759,177

MICRON TECHNOLOGY INC 2.703% 04-15-2032

4/15/2032

2.70%

444,605

MICRON TECHNOLOGY INC 5.3% 01-15-2031

1/15/2031

5.30%

2,114,712

MICROSOFT CORP 2.921% 03-17-2052 USD

3/17/2052

2.92%

36,849

138

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

MICROSOFT CORP COM

370,059,253

MICROSOFT CORP SR NT 2.5% 09-15-2050

9/15/2050

2.50%

480,772

MID-AMERICA APARTMENT 1.7% DUE 02-15-2031 BEO

2/15/2031

1.70%

298,080

MIDAMERICAN ENERGY 4.4% DUE 10-15-2044

10/15/2044

4.40%

563,212

MIDAMERICAN ENERGY 5.858% 09-15-2054

9/15/2054

5.85%

206,285

MIDDLEBY CORP COM

5,133,129

MIDLAND STS BANCORP INC ILL COM

171,879

MIDMICHIGAN HEALTH 3.409% DUE 06-01-2050

6/1/2050

3.41%

278,502

MIGOS TICARET A.S COMSTK

572,385

MILLER INDS INC TENN COM NEW

205,124

MILLERKNOLL INC COM STK USD0.20

4,590,474

MILLICOM INTERNATIONAL CELLULAR COM USD1.50 (POST-SUBD)

107,886

MILLROSE PROPERTIES INC. COM USD0.01 CL A WI

1,897,044

MINDA CORP LTD INR2

434,666

MINDSPACE BUS PRK NPV(REIT)

261,378

MINERALYS THERAPEUTICS INC COM

129,229

MINERVA SA COM NPV

114,790

MINISTRY FIN PEOPLES REP CHINA 3.625% 11-13-2028

11/13/2028

3.62%

302,428

MINISTRY FIN PEOPLES REP CHINA BD 144A 3.75% 11-13-2030

11/13/2030

3.75%

202,260

MINSHENG EDUCATION GROUP CO LTD USD0.00001

13,612

MINTO APT REAL UNIT

242,620

MIRAE ASSET SEC 2ND PRF KRW5000

944,827

MIRAE ASSET SECURITIES CO LTD

225,015

MIRAI CORPORATION REIT

130,224

MIRUM PHARMACEUTICALS INC COM

829,632

MIRVAC GROUP STAPLED SECURITIES

449,894

MISSION PRODUCE INC COM

64,334

MITIE GROUP ORD GBP0.025

146,465

MITRABARA ADIPERDA IDR100

7,509

MITSUBISHI ELEC CP NPV

14,494,035

MITSUBISHI ESTAT.L REIT

5,087

MITSUBISHI HVY IND NPV

1,773,683

MITSUBISHI KAKOKI NPV

74,069

MITSUBISHI MATERLS NPV

1,219,860

MITSUBISHI RESEARC NPV

636,703

MITSUBISHI STEEL NPV

105,379

MITSUBISHI UFJ 1.538% DUE 07-20-2027

7/20/2027

1.54%

4,315,273

MITSUBISHI UFJ 2.309% DUE 07-20-2032

7/20/2032

2.31%

1,071,408

MITSUBISHI UFJ 2.757% DUE 09-13-2026

9/13/2026

2.76%

299,556

MITSUBISHI UFJ 5.017% DUE 07-20-2028

7/20/2028

5.02%

2,085,542

MITSUBISHI UFJ 5.188% DUE 09-12-2036

9/12/2036

5.19%

468,198

MITSUBISHI UFJ FIN GRP BDS 3.195% 07-18-2029

7/18/2029

3.20%

7,257,466

MITSUBISHI UFJ FIN GRP 5.197% 01-16-2031

1/16/2031

5.20%

1,389,494

MITSUBISHI UFJ FINANCIAL GROUP INC 5.242% DUE 04-19-2029

4/19/2029

5.24%

862,462

MITSUBISHI UFJ FINANCIAL GROUP INC SR NT2.048% 07-17-2030

7/17/2030

2.05%

3,635,613

MITSUBISHI UFJ FINL GROUP INC 5.574% 01-16-2036

1/16/2036

5.57%

419,364

MITSUBISHI UFJ FINL GROUP INC SR CALL FXD TO FXD RESET 1.64% 10-13-2027

10/13/2027

1.64%

3,695,761

MITSUBISHI UFJ FINL GROUP INC SR CALL NTFXD TO FXD RESET 4.527% 09-12-2031

9/12/2031

4.53%

3,079,401

139

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

MIURA CO LTD NPV

151,228

MIXI. INC NPV

187,895

MIZUHO BANK LTD/NY 03-10-2025 CD FRN 03-06-2026

1,484,643

MIZUHO FINANCIAL GROUP NPV

5,851,096

MIZUHO FINL GROUP 5.382% 07-10-2030

7/10/2030

5.38%

3,187,114

MIZUHO FINL GROUP INC 2.172% DUE 05-22-2032 REG

5/22/2032

2.17%

4,356,593

MIZUHO FINL GROUP INC 2.201% 07-10-2031

7/10/2031

2.20%

4,554,351

MIZUHO FINL GROUP INC 2.869% 09-13-2030

9/13/2030

2.87%

3,146,934

MIZUHO FINL GROUP INC 5.376% 05-26-2030

5/26/2030

5.38%

970,918

MKS INC

11,973,015

MLP COMPASS DIVERSIFIED HLDGS FORMERLY COMP SH BEN INT

264,662

MLP XPLR INFRASTRUCTURE LP COM UNIT LTD PARTNERSHIP INT

137,370

MMC NORILSK NICKEL ADR EACH REPR 1/10 SHARE (S

MMC NORILSK NICKEL PJSC

265,182

MMG LTD NPV

739,143

MN HOLDINGS BHD NPV

135,399

MNTN INC CL A CL A

1,179,182

MOBILE TEL SYSTEMS KWD0.1

650,453

MOBILE TELESYSTEMS PJSC

62,603

MODERNA INC COM

1,009,413

MODETOUR NETWORK I KRW500

39,397

MODINE MFG CO COM STK

2,085,960

MOIL LTD

367,105

MOLINA HEALTHCARE INC COM

582,227

MOLSON COORS BEVERAGE COMPANY COM USD0.01 CLASS B

257,394

MOMENTUM GROUP LTD ZAR0.000001

347,162

MONARCH CASINO & RESORT INC COM

55,219

MONDAY COM LTD COM NPV

26,413

MONDELEZ INTL INC COM

16,884,318

MONETA MONEY BANK CZK20.00

5,606,120

MONGODB INC CL A CL A

193,057

MONOLITHIC PWR SYS INC COM

580,070

MONOPAR THERAPEUTICS INC COM NEW

168,213

MONSTER BEVERAGE CORP NEW COM

26,019,038

MOODYS CORP COM

1,550,941

MORGAN STANLEY 1.794% 02-13-2032

2/13/2032

1.79%

2,290,437

MORGAN STANLEY 1.928% DUE 04-28-2032

4/28/2032

1.93%

615,334

MORGAN STANLEY 2.239% 07-21-2032

7/21/2032

2.24%

5,425,674

MORGAN STANLEY 2.475% 01-21-2028

1/21/2028

2.48%

4,717,863

MORGAN STANLEY 2.511% 10-20-2032

10/20/2032

2.51%

1,571,315

MORGAN STANLEY 2.699% DUE 01-22-2031

1/22/2031

2.70%

2,257,667

MORGAN STANLEY 3.125% DUE 07-27-2026

7/27/2026

3.12%

307,625

MORGAN STANLEY 3.625% DUE 01-20-2027

1/20/2027

3.62%

4,169,553

MORGAN STANLEY 3.772% 01-24-2029

1/24/2029

3.77%

3,003,830

MORGAN STANLEY 3.79%-FRN SNR 21/03/30 EUR

3/21/2030

3.79%

360,722

MORGAN STANLEY 3.955% 03-21-2035

3/21/2035

3.96%

834,596

MORGAN STANLEY 3.971% 07-22-2038

7/22/2038

3.97%

225,352

MORGAN STANLEY 4.133% 10-18-2029

10/18/2029

4.13%

3,627,936

140

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

MORGAN STANLEY 4.3% DUE 01-27-2045

1/27/2045

4.30%

304,119

MORGAN STANLEY 4.35 DUE 09-08-2026

9/8/2026

4.35%

7,723,508

MORGAN STANLEY 4.431% 01-23-2030

1/23/2030

4.43%

313,923

MORGAN STANLEY 4.654% 10-18-2030

10/18/2030

4.65%

1,888,769

MORGAN STANLEY 4.892% 10-22-2036

10/22/2036

4.89%

33,774

MORGAN STANLEY 5.042% 07-19-2030

7/19/2030

5.04%

2,386,950

MORGAN STANLEY 5.123% DUE 02-01-2029

2/1/2029

5.12%

296,097

MORGAN STANLEY 5.164% 04-20-2029

4/20/2029

5.16%

11,090,634

MORGAN STANLEY 5.173% 01-16-2030

1/16/2030

5.17%

14,146,762

MORGAN STANLEY 5.23% 01-15-2031

1/15/2031

5.23%

902,269

MORGAN STANLEY 5.25% 04-21-2034

4/21/2034

5.25%

763,230

MORGAN STANLEY 5.32% 07-19-2035

7/19/2035

5.32%

1,578,283

MORGAN STANLEY 5.449% 07-20-2029

7/20/2029

5.45%

3,846,155

MORGAN STANLEY 5.466% 01-18-2035

1/18/2035

5.47%

2,676,992

MORGAN STANLEY 5.652% 04-13-2028

4/13/2028

5.65%

2,824,896

MORGAN STANLEY 5.656% 04-18-2030

4/18/2030

5.66%

2,542,747

MORGAN STANLEY 5.831% 04-19-2035

4/19/2035

5.83%

329,978

MORGAN STANLEY 5.948% 01-19-2038

1/19/2038

5.95%

474,189

MORGAN STANLEY 6.342% 10-18-2033

10/18/2033

6.34%

241,398

MORGAN STANLEY 6.407% 11-01-2029

11/1/2029

6.41%

424,118

MORGAN STANLEY 6.627% 11-01-2034

11/1/2034

6.63%

8,962,771

MORGAN STANLEY BANK NA 5.504% 05-26-2028

5/26/2028

5.50%

9,320,171

MORGAN STANLEY BK 2.84% DUE 11-15-2049

11/15/2049

2.84%

3,587,898

MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C34 CL A-SB 3.354% 11-15-2052

11/15/2052

3.35%

675,679

MORGAN STANLEY BK N A 4.447% 10-15-2027

10/15/2027

4.45%

1,713,640

MORGAN STANLEY BK N A 4.968% 07-14-2028

7/14/2028

4.97%

1,698,662

MORGAN STANLEY BK N A 5.016% 01-12-2029

1/12/2029

5.02%

11,009,012

MORGAN STANLEY BK N A SALT LAKE CITY UTAH 4.952% 01-14-2028

1/14/2028

4.95%

3,879,294

MORGAN STANLEY BK N A SALT LAKE CY GLOBAL NT SER A 3/A2 4.754% 04-21-2026

4/21/2026

4.75%

778,472

MORGAN STANLEY COM STK USD0.01

52,244,594

MORGAN STANLEY DIRECT LENDING FD 6.15% 05-17-2029

5/17/2029

6.15%

1,232,996

MORGAN STANLEY FIXED 1.593% DUE 05-04-2027

5/4/2027

1.59%

10,996,728

MORGAN STANLEY FIXED 5.516% 11-19-2055

11/19/2055

5.52%

148,757

MORGAN STANLEY FLTG RT 6.296% DUE 10-18-2028

10/18/2028

6.30%

308,581

MORGAN STANLEY MTN 1.512% DUE 07-20-2027

7/20/2027

1.51%

1,304,282

MORGAN STANLEY PRIVATE BANK 4.734% 07-18-2031

7/18/2031

4.73%

2,734,151

MORGAN STANLEY PRIVATE BANK NATIONA 4.204% 11-17-2028

11/17/2028

4.20%

2,919,654

MORGAN STANLEY PVT BK 4.465% 11-19-2031

11/19/2031

4.46%

1,805,636

MORGAN STANLEY SR NT FIXED / FLTG 4.994%04-12-2029

4/12/2029

4.99%

9,363,704

MORGAN STANLEY SR NT FIXED / FLTG 5.192%04-17-2031

4/17/2031

5.19%

3,743,707

MORGAN STANLEY SR NT FIXED / FLTG 5.664%04-17-2036

4/17/2036

5.66%

32,604

MORI HILLS REIT REIT

34,221

MORIROKU CO LTD NPV

41,386

MORNINGSTAR INC COM STK

1,204,984

MOSAIC CO/THE

1,139,047

MOTHERSON SUMI LIMITED DEMAT EQUITY

101,793

MOTILAL OSWAL FINA INR1

256,241

MOTOR OIL REFIN SA EUR0.75

117,898

141

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

MOTOROLA SOLUTIONS 4.6% DUE 02-23-2028

2/23/2028

4.60%

70,725

MOTOROLA SOLUTIONS INC

5,162,554

MOTOROLA SOLUTIONS INC 2.3% DUE 11-15-2030/08-14-2020 REG

11/15/2030

2.30%

208,986

MOTUS HOLDINGS LTD NPV

40,685

MOURA DUBEUX ENGEN COM NPV

228,927

MOVADO GROUP INC COM

158,094

MPI CORPORATION TWD10

787,702

MPLUS CORP KRW500

49,781

MPLX LP 1.75% DUE 03-01-2026

3/1/2026

1.75%

11,217,645

MPLX LP 2.65% DUE 08-15-2030

8/15/2030

2.65%

2,595,689

MPLX LP 4% 03-15-2028

3/15/2028

4.00%

1,547,158

MPLX LP 4.5% 04-15-2038

4/15/2038

4.50%

301,682

MPLX LP 5.0% 03-01-2033

3/1/2033

5.00%

301,863

MPLX LP 5.4% 04-01-2035

4/1/2035

5.40%

322,624

MPLX LP 5.5% 06-01-2034

6/1/2034

5.50%

802,289

MPLX LP 5.95% 04-01-2055

4/1/2055

5.95%

314,462

MPLX LP FIXED 4.125% DUE 03-01-2027

3/1/2027

4.12%

735,341

MPLX LP SR NT 4.95% 03-14-2052

3/14/2052

4.95%

253,217

MR PRICE GROUP COM STK

98,092

MSA SAFETY INC COM

7,393,664

MSC INDL DIRECT INC CL A COM

4,513,058

MTAR TECHNOLOGIES INR10

896,911

MTN COML MTG TR FLTG RT 5.0869% DUE 03-15-2039

3/15/2039

5.16%

2,498,444

MTU AERO ENGINES A NPV (REGD)

5,191,407

MUELLER INDS INC COM

1,774,234

MUELLER WTR PRODS INC COM STK

148,446

MUENCHENER RUECKVE NPV(REGD)

1,067,666

MULTI COMMODITY EX INR10

784,407

MULTICAMPUS CO LTD KRW5000

20,766

MULTICLASS SR 5410 CL DF FLTG RT 05-25-2054

5/25/2054

5.32%

950,063

MULTIPLAN EMPREEND COM NPV

308,814

MUNICIPAL ELEC AUTH GA 2.257% 01-01-2029BEO TAXABLE

1/1/2029

2.26%

3,572,526

MUNICIPAL ELEC AUTH GA 2.397% 01-01-2030BEO TAXABLE

1/1/2030

2.40%

2,395,302

MUNICIPAL ELEC AUTH GA 6.655% 04-01-2057BEO TAXABLE

4/1/2057

6.66%

2,109,724

MURATA MANUFACTURING CO. NPV

1,791,311

MURPHY OIL CORP COM

4,087,500

MXC SOLUTIONS PRIVATE LTD

1,076,655

MYLAN N V FIXED 3.95% DUE 06-15-2026

6/15/2026

3.95%

4,622,597

MYR GROUP INC DEL COM STK

1,954,264

MYRIAD GENETICS INC COM

387,020

N-ABLE INC COM

412,492

NACHI-FUJIKOSHI CO NPV

36,078

NAMEN-AKT VZ HOLDING AG

199,543

NAMUGA CO LTD KRW500

119,753

NAN YA PRINTED CIR TWD10

1,418,978

NANYA TECHNOLOGY C TWD10

2,684,267

NAPCO SECURITY TECHNOLOGIES INC

782,250

NARAYANA HRUDAYALA INR10

53,952

142

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

NASDAQ INC

24,583,214

NASDAQ INC 5.55% 02-15-2034

2/15/2034

5.55%

293,445

NASDAQ INC 6.1% 06-28-2063

6/28/2063

6.10%

158,019

NASPERS NPV POST SPLT

1,677,629

NATERA INC COM

3,953,864

NATIONAL ALUMINUM

941,329

NATIONAL BANK OF CANADA 4.95% 02-01-2028

2/1/2028

4.95%

6,180,724

NATIONAL BANK OF CANADA 5.6% 12-18-2028

12/18/2028

5.60%

3,461,624

NATIONAL BEVERAGE CORP COM

314,276

NATIONAL BK HLDGS CORP CL A COM STK

4,637,980

NATIONAL ENERGY SERVICES REU

419,187

NATIONAL FERTI.LTD INR10

93,257

NATIONAL FL GAS CO 2.95% DUE 03-01-2031

3/1/2031

2.95%

1,643,040

NATIONAL GRID PLC 5.418% 01-11-2034

1/11/2034

5.42%

777,268

NATIONAL GRID PLC 5.809% 06-12-2033

6/12/2033

5.81%

4,154,052

NATIONAL HEALTHCARE CORP COM

1,076,979

NATIONAL MEDICAL C SAR10

797,314

NATIONAL RURAL UTILITIES COOP FIN 5.15% 06-15-2029

6/15/2029

5.15%

335,319

NATIONAL RURAL UTILS COOP 5.6% 11-13-2026

11/13/2026

5.60%

353,748

NATIONAL RURAL UTILS COOP FIN CORP MEDIUFLTG RT 10-30-2026

10/30/2026

4.26%

3,345,504

NATIONWIDE BLDG 4.85% DUE 07-27-2027

7/27/2027

4.85%

5,580,502

NATL AUSTRALIA BK 3.905% DUE 06-09-2027

6/9/2027

3.90%

2,771,537

NATL BK CDA MEDIUM FLTG RT 4.702% DUE 03-05-2027

3/5/2027

4.70%

3,068,397

NATL BK OF CANADA COM NPV

1,737,748

NATL BK OF GREECE

1,882,816

NATL FUEL GAS CO COM

369,317

NATL HLTH INVS INC 3% DUE 02-01-2031

2/1/2031

3.00%

1,635,346

NATL MOBILE TELECO KWD0.1

31,117

NATL RURAL UTILS 4.15% DUE 08-25-2028

2/7/2028

4.75%

809,432

NATL RURAL UTILS COOP FIN CORP 4.12% 09-16-2027

9/16/2027

4.12%

278,329

NATL RURAL UTILS COOP FIN CORP 4.75% 02-07-2028

2/7/2028

4.75%

434,678

NATL SECS CLEARING 4.7% DUE 05-20-2030

5/20/2030

4.70%

3,989,046

NATURA COSMETICOS SA COM NPV

43,234

NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001

23,948

NATWEST GROUP PLC 1.642% 06-14-2027

6/14/2027

1.64%

4,945,790

NATWEST GROUP PLC 4.892% 05-18-2029

5/18/2029

4.89%

16,105,993

NATWEST GROUP PLC 4.964% 08-15-2030

8/15/2030

4.96%

408,550

NATWEST GROUP PLC 5.115% 05-23-2031

5/23/2031

5.12%

924,454

NATWEST GROUP PLC 5.583% 03-01-2028

3/1/2028

5.58%

948,454

NATWEST GROUP PLC 5.778% 03-01-2035

3/1/2035

5.78%

635,637

NATWEST GROUP PLC 5.847% DUE 03-02-2027

3/2/2027

5.85%

1,457,870

NATWEST GROUP PLC ORD GBP1.0769

23,583,811

NATWEST GROUP PLC SR GLBL COCO 5.076% 01-27-2030

1/27/2030

5.08%

286,351

NAVAN INC CL A CL A

584,068

NAVER CORPORATION KRW500

2,232,168

NAVIENT PRIVATE ED LN TR 2020-I 4.79467%04-15-2069

4/15/2069

4.86%

3,500,971

NAVIENT PVT ED 5.66% DUE 10-15-2072

10/15/2072

5.66%

3,470,774

NAVIN FLUORINE INTERNATIONAL INR2

399,675

143

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

NBT BANCORP INC COM

2,862,472

NCC SER'B'NPV

678,863

NCINO INC NEW COM

4,396,619

NCL INDUSTRIES INR10

36,196

NCR VOYIX CORP COM STK USD0.01

64,260

NCSOFT CORP KRW500

303,114

NEC CORP NPV

3,611,254

NEDAP (NED APP) NV EUR0.10

672,459

NEKTAR THERAPEUTICS COM NEW

47,354

NELNET INC CL A CL A

69,937

NELNET STUDENT LN TR 2025-C 4.67% 06-22-2065

6/22/2065

4.67%

4,762,762

NEMETSCHEK SE ORD NPV

25,503

NEO JAPAN INC NPV

20,843

NEOGENOMICS INC COM NEW COM NEW

4,410

NEOWIZ KRW500

106,829

NEPES CORPORATION KRW500

47,020

NERDWALLET INC CL A CL A

349,305

NESTLE SA

10,798,685

NETBAY PLC THB1 (NVDR)

42,120

NETEASE CLOUD MUSIC INC

4,779

NETEASE INC COMSTK

17,951,572

NETFLIX INC 5.4% 08-15-2054

8/15/2054

5.40%

311,127

NETFLIX INC 5.875% DUE 11-15-2028

11/15/2028

5.88%

1,682,853

NETFLIX INC COM STK

31,474,294

NETGEAR INC COM

466,144

NETMARBLE CORPORATION

23,513

NETSCOUT SYS INC COM

135,868

NETSTREIT CORP COM USD0.01

3,149,587

NETWEALTH GROUP NPV

174,604

NETWEB TECHNOLOGIE INR2

857,968

NEUBERGER BERMAN CLO LTD SR 15-20A CL A1R3 FLTG RT 04-15-2039

4/15/2039

5.05%

3,735,886

NEULAND LABORITIE INR10

40,859

NEUREN PHARMACEUTI NPV

165,836

NEUROCRINE BIOSCIENCES INC COM

3,322,651

NEVADA PWR CO 6.0% 03-15-2054

3/15/2054

6.00%

205,480

NEW CHINA LIFE INS CO LTD

28,629

NEW GOLD INC CDA COM

12,307

NEW ISSUE HOME DEPOT 30YR USD 3.625% 04-15-2052

4/15/2052

3.62%

190,440

NEW POWER PLASMA C KRW100

53,209

NEW YORK & FIXED 2.606% DUE 08-01-2060

8/1/2060

2.61%

54,701

NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY 5.458% 12-15-2031

12/15/2031

5.46%

436,850

NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 3.13% 11-01-2028 BEO TAXABLE

11/1/2028

3.13%

14,133,324

NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 4.375% 05-01-2037 BEO TAXABLE

5/1/2037

4.38%

963,751

NEW YORK ST DORM AUTH ST PERS INCOME TAXREV 5.051% 09-15-2027 BEO TAXABLE

9/15/2027

5.05%

612,567

NEW YORK ST URBAN DEV CORP REV 3.9% 03-15-2033

3/15/2033

3.90%

11,574,518

NEW YORK ST URBAN DEV CORP REV 3.9% 03-15-2033

3/15/2033

3.90%

2,789,174

NEW YORK TIMES CO CL A ISIN #US6501111073

2,230,603

NEWAMSTERDAM PHARMA CO NV ORD

109,906

144

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

NEWBORN TOWN INC COM

310,534

NEWELL BRANDS INC COM

5,123,106

NEWFIELD EXPL CO 5.375% DUE 01-01-2026

1/1/2026

5.38%

503,000

NEWGATE FUND.PLC FRN M/BKD 12/2050 GBP 'A3A'

12/1/2050

4.26%

515,465

NEWMONT CORPORATION

2,955,260

NEWPRINCES S.P.A. NPV

21,282

NEXANS SA EUR1

2,246,328

NEXEN TIRE CP KRW500

66,249

NEXON CO LTD NPV

856,982

NEXT ORD GBP0.10

657,074

NEXTDOOR HLDGS INC CL A CL A

164,592

NEXTEER AUTOMOTIVE GROUP LIMITED HKD0.1

1,298,718

NEXTERA ENERGY CAP 1.9% DUE 06-15-2028

6/15/2028

1.90%

1,516,362

NEXTERA ENERGY CAP 3.83% DEB 12/06/2030 CAD1

6/12/2030

3.83%

441,549

NEXTERA ENERGY CAP 4.625% DUE 07-15-2027

7/15/2027

4.62%

4,436,708

NEXTERA ENERGY CAP 4.67% DEB 12/06/2035 CAD1

6/12/2035

4.67%

445,694

NEXTERA ENERGY CAP 5.38% 02-28-2053

2/28/2053

5.25%

140,175

NEXTERA ENERGY CAP HLDGS INC 1.875% 01-15-2027

1/15/2027

1.88%

2,624,886

NEXTERA ENERGY CAP HLDGS INC 2.25% DUE 06-01-2030/05-12-2020 REG

6/1/2030

2.25%

2,526,226

NEXTERA ENERGY CAP HLDGS INC 4.85% 02-04-2028

2/4/2028

4.85%

5,643,807

NEXTERA ENERGY CAP HLDGS INC 4.9% 02-28-2028

2/28/2028

4.90%

3,645,795

NEXTERA ENERGY CAP HLDGS INC 5.05% 03-15-2030

3/15/2030

5.05%

1,912,061

NEXTERA ENERGY CAP HLDGS INC 5.55% 03-15-2054

3/15/2054

5.55%

1,647,715

NEXTERA ENERGY CAPITAL 4.685% 09-01-2027

9/1/2027

4.68%

2,676,947

NEXTERA ENERGY INC COM

21,724,474

NEXTIN INC KRW500

822,242

NEXTPOWER INC

1,784,710

NEXUS SELECT TRUST INR10

28,981

NEXXEN INTERNATIONAL LTD ORD

65,413

NGK INSULATORS LTD NPV

361,300

NH INVESTMENT & SE PFD KRW5000

126,885

NH INVESTMENT AND SECURITIES CO LTD KRW5000

30,774

NICE CORPORATION

38,269

NICKEL INDUSTRIES LTD NPV

311,034

NIDEC CORPORATION NPV

349,564

NIHON DENKEI CO NPV

99,927

NIHON KOHDEN CORP NPV

83,750

NIKE INC CL B

963,486

NIKKISO CO LTD NPV

743,623

NINE DRAGONS PAPER HKD0.1

830,673

NINETY ONE LIMITED NPV

14,026

NINETY ONE PLC ORD GBP0.0001

146,807

NINTENDO CO LTD NPV

270,375

NIPPON AVIONICS CO NPV

142,269

NIPPON DRY-CHEMICA NPV

46,955

NIPPON EXPRESS HLD NPV

164,616

NIPPON KAYAKU CO NPV

203,825

NIPPON LIFE INDIA INR10

272,920

145

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

NIPPON LIGHT METAL NPV

450,636

NIPPON REIT INVEST NPV REIT

1,081,635

NIPPON SEIKI CO NPV

125,459

NIPPON SHINYAKU CO NPV

400,108

NIPPON SHOKUBAI CO NPV

6,397

NIPPON SIGNAL CO NPV

8,358

NIPPON THOMPSON CO NPV

35,965

NIPPON YAKIN KOGYO NPV

20,208

NISHIMATSU CONSTCN NPV

561,590

NISHIMATSUYA CHAIN NPV

37,909

NISHI-NIPPON FINANCIAL HD

641,196

NISHIO HOLDINGS CO LTD NPV

21,146

NISOURCE FIN CORP 5.65% DUE 02-01-2045

2/1/2045

5.65%

87,639

NISOURCE INC 1.7% DUE 02-15-2031

2/15/2031

1.70%

1,071,937

NISOURCE INC 5.2% 07-01-2029

7/1/2029

5.20%

1,351,664

NISOURCE INC 5.25% DUE 03-30-2028

3/30/2028

5.25%

255,368

NISOURCE INC 5.85% 04-01-2055

4/1/2055

5.85%

670,452

NISOURCE INC COM

2,036,259

NISSAN AUTO 5.93% DUE 03-15-2028

3/15/2028

5.93%

597,311

NISSAN AUTO LEASE 4.97% DUE 09-15-2028

9/15/2028

4.97%

854,163

NISSAN AUTO LEASE TRUST SR 25-A CL A3 4.88% 03-15-2028

3/15/2028

4.75%

12,652,825

NISSAN MOTOR CO NPV

346,435

NITTO KOGYO CORP NPV

47,255

NLG GLOBAL FDG MEDIUM TERM NTS BOOK 5.4%01-23-2030

1/23/2030

5.40%

3,703,713

NMDC ENERGY AED0.5

107,644

NMI HOLDINGS INC COMMON STOCK

239,397

NN GROUP N.V. EUR0.12

7,836,416

NNN REIT INC

4,514,095

NNN REIT INC 4.6% DUE 02-15-2031

2/15/2031

4.60%

755,947

NODA CORP NPV

40,668

NOK CORP NPV

1,196,685

NOMURA CO LTD NPV

822,438

NOMURA HLDGS INC 2.329% DUE 01-22-2027

1/22/2027

2.33%

884,188

NOMURA HLDGS INC 2.999% DUE 01-22-2032

1/22/2032

3.00%

5,011,235

NOMURA HLDGS INC 5.491% DUE 06-29-2035

6/29/2035

5.49%

1,032,149

NOMURA HLDGS INC 5.783% DUE 07-03-2034

7/3/2034

5.78%

1,004,325

NOMURA HLDGS INC FIXED 2.679% DUE 07-16-2030

7/16/2030

2.68%

258,993

NOMURA HOLDINGS NPV

1,002,653

NOMURA RESEARCH INSTITUTE NPV

49,937

NORBIT ASA NOK0.10

927,533

NORDEA BK ABP MED 1.5% DUE 09-30-2026

9/30/2026

1.50%

2,689,889

NORDEX SE NPV

129,960

NORDIC SEMICONDUCT NOK0.01

734,568

NORFOLK SOUTHN 2.9% DUE 06-15-2026

6/15/2026

2.90%

281,868

NORFOLK SOUTHN 3.05% DUE 05-15-2050

5/15/2050

3.05%

230,666

NORFOLK SOUTHN CORP COM

8,283,666

NORFOLK SOUTHN FIXED 4.05% DUE 08-15-2052

8/15/2052

4.05%

233,624

NORINCHUKIN BK 4.674% DUE 09-09-2030

9/9/2030

4.67%

382,817

146

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

NORINCHUKIN BK 5.359% DUE 09-09-2035

9/9/2035

5.36%

304,794

NORITAKE CO LTD NPV

32,786

NORITSU KOKI CO NPV

1,084,025

NORMA GROUP SE NPV

166,046

NORSK HYDRO ASA NOK1.098

765,173

NORTH PACIFIC BANK NPV

315,407

NORTHAM PLATINUM HLDGS LTD NPV

200,883

NORTHEASTERN UNIV 2.894% 10-01-2050

10/1/2050

2.89%

77,665

NORTHERN OIL & GAS INC COM NEW

3,674,569

NORTHERN STAR RESOURCES LTD

1,841,722

NORTHERN STATES POWER CO WISCONSIN 5.65%06-15-2054

6/15/2054

5.65%

262,554

*NORTHERN TRUST CORP 4.0% DUE 05-10-2027 BEO

5/10/2027

4.00%

2,498,454

NORTHRIM BANCORP INC COM

47,020

NORTHROP GRUMMAN 4.03% DUE 10-15-2047

10/15/2047

4.03%

120,951

NORTHROP GRUMMAN 4.65% 07-15-2030

7/15/2030

4.65%

436,985

NORTHROP GRUMMAN 5.15% DUE 05-01-2040

5/1/2040

5.15%

199,389

NORTHROP GRUMMAN CORP 4.95% 03-15-2053

3/15/2053

4.95%

226,205

NORTHROP GRUMMAN CORP 5.2% 06-01-2054

6/1/2054

5.20%

178,221

NORTHROP GRUMMAN CORP COM

41,109,290

NORTHWEST NAT HLDG CO COM

24,679

NORTHWESTERN ENERGY GROUP INC

17,490

NORTHWESTERN UNIV 4.94% 12-01-2035

12/1/2035

4.94%

6,134,854

NORWEGIAN AIR SHUT NOK0.10

274,201

NORWEGIAN CRUISE LINE HLDGS LTD COM USD0.001

231,548

NOTE AB COM STK SEK10

129,426

NOV INC COM

15,723,780

NOVABEV GROUP 1 01 55052 E 004D ORDINARY SH RUB 100.00

35,538

NOVABEV GROUP RUB100 RUB

5,452

NOVAGOLD RES INC COM NEW

145,746

NOVANTA INC NOVANTA INC

736,072

NOVARTIS AG CHF0.49 (REGD)

42,798,852

NOVARTIS CAPITAL CORP 3.8% 09-18-2029

9/18/2029

3.80%

771,816

NOVATEK MICROELECTRONICS CORP TWD10

3,689,948

NOVATEK PJSC RUB0.1(RUB)

178,908

NOVO NORDISK A/S SER'B'DKK0.1

6,662,316

NOVOCURE LTD COM USD0.00

555,718

NOVOLIPETSK STEEL RUB1(RUB)

114,129

NRB BEARINGS INR2 (POST SUBDIVISION)

46,536

NRG ENERGY INC COM NEW

4,110,065

NSD CO LTD NPV

39,779

NSK LTD NPV

1,389,509

*NT COLLECTIVE ALL COUNTRY WORLD EX-US INVESTABLE MARKET INDEX FUND - DC - NONLEN

8,437,620,475

*NT COLLECTIVE ALL COUNTRY WORLD INVESTABLE MARKET INDEX FUND - DC - TIER J

1,322,071,125

*NT COLLECTIVE S&P500 INDEX FUND-DC-NON LENDING (TIER J)

25,716,302,047

NTN CORP NPV

60,506

NTPC LTD INR10

75,095

NU HOLDINGS LTD

559,283

NU SKIN ENTERPRISES INC CL A CL A

44,175

147

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

NUCOR CORP 4.65% 06-01-2030

6/1/2030

4.65%

1,454,939

NUCOR CORP COM

207,313

NUCOR CORP FIXED 2.979% DUE 12-15-2055

12/15/2055

2.98%

15,550

NURIX THERAPEUTICS INC COM

433,028

NUTANIX INC CL A CL A

4,090,436

NUTRIEN LTD 4.5% 03-12-2027

3/12/2027

4.50%

3,661,069

NUTRIEN LTD 4.9% DUE 03-27-2028

3/27/2028

4.90%

1,111,955

NUTRIEN LTD 5.875% 12-01-2036

12/1/2036

5.88%

178,426

NUTRIEN LTD FIXED 4.125% DUE 03-15-2035

3/15/2035

4.12%

9,255

NUTRIEN LTD FIXED 5.25% DUE 01-15-2045

1/15/2045

5.25%

188,474

NUVALENT INC CL A CL A

1,389,450

NUVOCO VISTAS CORP INR10

283,942

NVIDIA CORP COM

454,209,292

NVR INC COM STK USD0.01

2,399,321

NXP B V / NXP FDG LLC / NXP USA INC SR NT 3.25% 05-11-2041

5/11/2041

3.25%

646,381

NXP B V/NXP FUNDING LLC/NXP USA INC 2.5%DUE 05-11-2031

5/11/2031

2.50%

498,287

NXP SEMICONDUCTORS N V COM STK

37,604,994

NXPT COML MTG TR 2024-STOR 4.31158% 11-05-2041

11/5/2041

4.31%

1,985,854

NY N Y TAXABLE-BUILD AMER BDS-F-1 6.271 DUE 12-01-2037

12/1/2037

6.27%

6,968,317

NYC COML MTG TR 2025-3BP COML MTG PASSTHRU CTF 144A 4.89316% 02-15-2042

2/15/2042

4.96%

886,753

O REILLY 3.55% DUE 03-15-2026

3/15/2026

3.55%

241,179

O REILLY AUTOMOTIVE INC NEW 3.6% DUE 09-01-2027

9/1/2027

3.60%

55,684

O REILLY AUTOMOTIVE INC NEW 5.75% 11-20-2026

11/20/2026

5.75%

3,063,722

O REILLY AUTOMOTIVE INC NEW COM USD0.01

33,670,263

OBX 2021-INV2 TR FLTG RT 2.5% DUE 10-25-2051

10/25/2051

2.50%

1,276,708

OBX 2022 INV3 TR 3% DUE 02-25-2052

2/25/2052

3.00%

1,260,058

OBX 2023-NQM3 TR MTG BACKED NT CL A-1 144A 5.94871% 02-25-2063

2/25/2063

5.95%

1,776,169

OCCIDENTAL PETE 3% DUE 02-15-2027

2/15/2027

3.00%

2,341,843

OCCIDENTAL PETE CORP 5.0% 08-01-2027

8/1/2027

5.00%

66,189

OCCIDENTAL PETE CORP 6.625% DUE 09-01-2030 REG

9/1/2030

6.62%

1,088,357

OCEANAGOLD CORP COM NEW NPV

2,467,039

OCEANEERING INTL INC COM

3,879,644

OCEANFIRST FINL CORP COM

790,482

OCHI HLDG CO LTD NPV

24,052

OCTAVE SPECIALTY GROUP INC

270,511

OCULAR THERAPEUTIX INC COM

852,301

ODDITY TECH LTD COMSTK

313,404

ODFJELL DRILLING LIMITED USD0.01

215,999

OFG BANCORP COM

570,442

OFSI BSL XIV CLO FLTG RT 0% DUE 07-20-2037

7/20/2037

5.34%

1,816,664

OGE ENERGY CORP COM

159,314

OHA CR FDG 18 LTD FLTG RT 5.16763% DUE 04-20-2037

4/20/2037

5.38%

1,243,796

OIL REFINERIES LTD COM STK ILS1

352,097

OILES CORPORATION NPV

92,993

OKAMURA CORP NPV

21,943

OKI ELECTRIC IND NPV

344,458

OKINAWA FINL GRP NPV

51,679

OKLAHOMA GAS & ELEC CO 5.8% 04-01-2055

4/1/2055

5.80%

121,642

148

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

OKLO INC CL A CL A

95,871

OKTA INC CL A CL A

1,087,447

OKUMURA CORP NPV

1,007,018

OLD DOMINION FREIGHT LINE INC COM

1,740,480

OLD MUTUAL LTD NPV

430,613

OLD REPUBLIC INTERNATIONAL CORP COM STK USD1

2,873,768

OLIN CORP COM

9,371,417

OLLIES BARGAIN OUTLET HLDGS INC COM

3,603,867

OLYMPUS CORP NPV

6,976,041

OMNICELL INC COM

611,686

OMNICOM GROUP INC 3.6% DUE 04-15-2026

4/15/2026

3.60%

3,907,973

OMNICOM GROUP INC COM

19,000,475

OMRON CORP NPV

472,436

ON24 INC COM

55,513

ONCOR ELEC 3.7% DUE 11-15-2028

11/15/2028

3.70%

350,765

ONCOR ELEC DELIVERY CO LLC 4.65% 11-01-2029

11/1/2029

4.65%

2,215,997

ONCOR ELEC FIXED 4.95% DUE 09-15-2052

9/15/2052

4.95%

938,825

ONDAS INC

10,401,173

ONE 97 COMMUNICATI INR1

140,484

ONE GAS INC 5.1% 04-01-2029

4/1/2029

5.10%

1,454,240

ONE GAS INC COM

1,502,513

ONE LIBERTY PPTYS INC COM

19,762

ONE REIT INC REIT

16,818

ONEMAIN DIRECT 5.41% DUE 11-14-2029

11/14/2029

5.41%

11,677,496

ONEMAIN FINL 5.84% DUE 09-15-2036

9/15/2036

5.84%

9,486,368

ONEMAIN FINL ISSUANCE TR 2020-2 1.75% 09-14-2035

9/14/2035

1.75%

604,457

ONEMAIN FINL ISSUANCE TR 2021-1 AST BACKED NT CL A-2 FLTG 4.46834 06-16-2036

6/16/2036

4.74%

2,903,368

ONEMAIN FINL ISSUANCE TR 2022-2 ASSET BACKED NT CL A 144A 4.89% 10-14-2034

10/14/2034

4.89%

342,943

ONEMAIN HLDGS INC COM

827,488

ONEOK INC 4.95% 10-15-2032

10/15/2032

4.95%

402,394

ONEOK INC 5.65% 11-01-2028

11/1/2028

5.65%

1,838,884

ONEOK INC 5.7% 11-01-2054

11/1/2054

5.70%

702,022

ONEOK INC 6.625% DUE 09-01-2053

9/1/2053

6.62%

147,199

ONEOK INC NEW 4% DUE 07-13-2027

7/13/2027

4.00%

1,123,842

ONEOK INC NEW 4.55% DUE 07-15-2028

7/15/2028

4.55%

2,007,966

ONEOK INC NEW 6.5% 09-01-2030

9/1/2030

6.50%

1,609,488

ONESPAN INC COM STK USD0.001

188,517

ONESPAWORLD HLDGS LTD COM USD0.0001

3,036,543

ONESTREAM INC CL A CL A

913,155

ONEX CORP SUB-VTG NPV

560,371

ONO PHARMACEUTICAL NPV

2,544,713

ONTARIO PROV CDA 2.0% 10-02-2029 REG

10/2/2029

2.00%

3,992,147

ONTARIO(PROV OF) 3.8% NTS 02/12/2034 CAD1

12/2/2034

3.80%

586,132

ONTO INNOVATION INC

1,470,466

ONWARD HOLDINGS NPV

64,710

OOMA INC COM

28,164

OOREDOO QAR1

38,442

OPENDOOR TECHNOLOGIES INC COM

103,961

149

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

OPENDOOR TECHNOLOGIES INC WT EXP SER A 11-20-2026

OPENDOOR TECHNOLOGIES INC WT EXP SER K 11-20-2026

106

OPENDOOR TECHNOLOGIES INC WT EXP SER Z 11-20-2026

OPMOBILITY EUR0.06

293,962

OPPLE LIGHTING CO LTD-A STOCK CONNECT

979,218

OPT MACHINE VISION A CNY1

195,088

OPTEX GROUP COMPAN NPV

30,971

OPTIM CORPORATION NPV

15,434

OPTION CARE HEALTH INC COM NEW COM NEW

840,116

OPTORUN CO LTD NPV

132,821

OR ROYALTIES INC

1,283,277

ORACLE CORP 1.65% 03-25-2026

3/25/2026

1.65%

906,254

ORACLE CORP 2.65% DUE 07-15-2026

7/15/2026

2.65%

9,091,143

ORACLE CORP 3.6% DUE 04-01-2040 REG

4/1/2040

3.60%

3,987,799

ORACLE CORP 3.6% DUE 04-01-2050 REG

4/1/2050

3.60%

1,407,173

ORACLE CORP 3.85% DUE 07-15-2036

7/15/2036

3.85%

159,859

ORACLE CORP 3.9% DUE 05-15-2035

5/15/2035

3.90%

59,581

ORACLE CORP 4% DUE 07-15-2046

7/15/2046

4.00%

111,419

ORACLE CORP 4.2% 09-27-2029

9/27/2029

4.20%

1,206,265

ORACLE CORP 4.45% 09-26-2030

9/26/2030

4.45%

2,428,940

ORACLE CORP 4.8% 08-03-2028

8/3/2028

4.80%

1,849,877

ORACLE CORP 4.8% 09-26-2032

9/26/2032

4.80%

873,200

ORACLE CORP 4.9% 02-06-2033

2/6/2033

4.90%

362,064

ORACLE CORP 5.55% 02-06-2053

2/6/2053

5.55%

303,798

ORACLE CORP 6% 08-03-2055

8/3/2055

6.00%

353,951

ORACLE CORP 6.125% 08-03-2065

8/3/2065

6.12%

1,599,742

ORACLE CORP COM

54,614,216

ORACLE CORP FIXED 2.3% DUE 03-25-2028

3/25/2028

2.30%

2,909,338

ORACLE CORP FIXED 2.95% DUE 04-01-2030

4/1/2030

2.95%

2,920,527

ORACLE CORP FIXED 3.65% DUE 03-25-2041

3/25/2041

3.65%

629,284

ORACLE CORP FIXED 3.85% DUE 04-01-2060

4/1/2060

3.85%

5,704,704

ORACLE CORP JAPAN NPV

8,415

ORASURE TECHNOLOGIES INC COM

112,704

ORICA LIMITED NPV

1,147,011

ORIENT O/SEAS INTL USD0.10

8,056

ORIENTAL LAND CO LTD NPV

147,935

ORIGIN ENERGY LTD NPV

140,278

ORION CORPORATION SER'B'NPV

3,114,166

ORION RETAIL PROPE ILS2

ORION S A COM NPV

244,427

ORIX CORP NPV

293,441

ORIX JREIT INC REIT

189,888

ORLA MNG LTD NEW COM

4,445

ORLEN SA

9,011,275

ORSERO NPV

810,309

ORTHOFIX MED INC COM USD0.10

241,256

OSAKA GAS CO LTD NPV

51,963

OSB GROUP PLC ORD GBP 0.0100

613,219

150

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

OSCAR HEALTH INC CL A CL A

1,091,545

OSCAR US FDG XIV LLC NT CL A-4 144A 2.82% 04-10-2029

4/10/2029

2.82%

1,011,211

OSG CORP NPV

68,546

OTE(HELLENIC TLCM) EUR2.83(CR)

595,542

OTIS WORLDWIDE CORP 2.565% DUE 02-15-2030 BEO

2/15/2030

2.56%

299,869

OTIS WORLDWIDE CORP COM USD0.01 WI

5,046,821

OTOKAR OTOMOTIV VE TRY1

30,191

OTSUKA CORP NPV

1,466,045

OTSUKA HOLDINGS CO LTD

667,973

OUSTER INC COM NEW

4,869

OUTFRONT MEDIA INC COM USD0.01(POST REV SPLIT)

1,474,269

OVERSEAS PVT INVT 3.43% DUE 05-15-2030

5/15/2030

3.43%

3,056,519

OVH GROUPE EUR1

8,750

OVINTIV INC COM USD0.01

11,379,208

OVS SPA NPV

1,832,206

OWENS CORNING NEW 5.5% 06-15-2027

6/15/2027

5.50%

1,056,333

OWENS CORNING NEW COM STK

1,237,165

OWLET INC CL A NEW

91,295

OYO CORP NPV

16,106

OZATA DENIZCILIK TRY1

5,784

PAC GAS & ELEC CO 3.3% DUE 08-01-2040

8/1/2040

3.30%

614,809

PAC GAS & ELEC CO 4.2% DUE 06-01-2041

6/1/2041

4.20%

271,466

PAC GAS & ELEC CO 5.9% DUE 10-01-2054

10/1/2054

5.90%

591,695

PAC GAS & ELEC CO 6.95% 03-15-2034

3/15/2034

6.95%

668,844

PAC GAS & ELEC CO FIXED 2.1% DUE 08-01-2027

8/1/2027

2.10%

6,069,714

PAC GAS & ELEC CO FIXED 2.95% DUE 03-01-2026

3/1/2026

2.95%

598,473

PAC GAS & ELEC CO FIXED 4.5% DUE 07-01-2040

7/1/2040

4.50%

174,812

PAC GAS & ELEC CO FIXED 4.55% DUE 07-01-2030

7/1/2030

4.55%

2,685,570

PAC GAS & ELEC CO FIXED 4.95% DUE 07-01-2050

7/1/2050

4.95%

525,556

PACCAR FINANCIAL CORP 4.0% 09-26-2029

9/26/2029

4.00%

223,518

PACCAR FINANCIAL CORP 4.0% 11-07-2028

11/7/2028

4.00%

1,628,307

PACCAR FINANCIAL CORP 4.0% 08-08-2028

8/8/2028

4.00%

566,676

PACCAR INC COM

28,116,802

PACIFIC GAS & ELEC CO 1ST MTG BD 5% 06-04-2028

6/4/2028

5.00%

3,836,910

PACIFIC GAS & ELEC CO 1ST MTG BD 6% 08-15-2035

8/15/2035

6.00%

389,044

PACIFIC GAS & ELEC CO 2.5% DUE 02-01-2031/06-19-2020 REG

2/1/2031

2.50%

4,235,089

PACIFIC GAS & ELEC CO 3.3% DUE 12-01-2027

12/1/2027

3.30%

145,677

PACIFIC GAS & ELEC CO 4.0% 12-01-2046

12/1/2046

4.00%

225,628

PACIFIC GAS & ELEC CO 4.45% DUE 4-15-2042

4/15/2042

4.45%

82,971

PACIFIC GAS & ELEC CO 5.45% DUE 06-15-2027/06-08-2022 BEO

6/15/2027

5.45%

688,296

PACIFIC GAS & ELEC CO 5.55% 05-15-2029

5/15/2029

5.55%

7,670,132

PACIFIC GAS & ELEC CO 5.8% 05-15-2034

5/15/2034

5.80%

416,089

PACIFIC GAS & ELEC CO 6.15% DUE 01-15-2033

1/15/2033

6.15%

1,418,568

PACIFIC GAS & ELEC CO 6.7% 04-01-2053

4/1/2053

6.70%

846,995

PACIFIC GAS & ELEC CO 6.75% 01-15-2053

1/15/2053

6.75%

1,098,674

PACIFIC GAS & ELECTRIC CO 5.7% 03-01-2035

3/1/2035

5.70%

669,430

PACIFIC GAS & ELECTRIC CO 6.4% 06-15-2033

6/15/2033

6.40%

2,485,281

151

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PACIFIC METALS CO NPV

328,165

PACIFICORP 2.7% DUE 09-15-2030

9/15/2030

2.70%

956,059

PACIFICORP 5.3% 02-15-2031

2/15/2031

5.30%

205,964

PACIFICORP 7.375% 09-15-2055

9/15/2055

7.38%

1,426,867

PACKAGING CORP AMER COM ISIN US6951561090

852,761

PACKAGING CORP AMER SR NT 5.2% 08-15-2035

8/15/2035

5.20%

127,111

PAGAYA TECHNOLOGIES LTD COM USD0.0001 CL A

4,368

PAGERDUTY INC COM

904,629

PAGSEGURO DIGITAL LTD COM USD CLS A

1,740,685

PALANTIR TECHNOLOGIES INC CL A CL A

8,738,546

PALFINGER AG NPV

50,096

PALO ALTO NETWORKS INC COM USD0.0001

850,083

PALOMAR HLDGS INC COM

181,522

PAN AMERN SILVER CORP COM

1,223,286

PAN OCEAN CO LTD

22,768

PANAMA REP 6.875% 01-31-2036

1/31/2036

6.88%

326,130

PANAMA REP GLOBAL BD 4.3% DUE 04-29-2053REG SINKING FUND 04-29-2051

4/29/2053

4.30%

225,030

PANAMA(REPUBLIC OF) 7.875% 03-01-2057

3/1/2057

7.88%

232,897

PANASONIC HOLDINGS CORP NPV

602,874

PANDORA A/S DKK0.01

131,404

PANIN FINANCIAL IDR125

11,244

PANTORO GOLD LIMITED

21,245

PAPA JOHNS INTL INC COM

6,297,079

PAR PACIFIC HOLDINGS INC COM NEW COM NEW

839,108

PARADEEP PHOSPHATE INR10

531,474

PARAGON BANKING GR ORD GBP1

1,592,521

PARAGUAY REP BD 144A 6.65% 03-04-2055

3/4/2055

6.65%

554,074

PARKER-HANNIFIN CORP COM

5,908,369

PARKIN COMPANY PJS AED0.02

313,205

PARTNER COMMUNICAT ILS0.01

143,642

PATRICK INDS INC COM

531,524

PAYCHEX INC 5.1% 04-15-2030

4/15/2030

5.10%

3,290,031

PAYCHEX INC COM

445,803

PAYCOM SOFTWARE INC COM

25,498

PAYLOCITY HLDG CORP COM

5,880,248

PAYONEER GLOBAL INC COM

579,647

PAYSAFE LTD COM

194,168

PAYSIGN INC COM

147,614

PAZ RETAIL AND ENERGY LTD

774,428

PC CONNECTION INC COM

189,511

PCA CORPORATION NPV

37,933

PCCW LIMITED NPV

10,407

PDF SOLUTIONS INC COM

4,424,718

PECO ENERGY CO 5.25% 09-15-2054

9/15/2054

5.25%

170,720

PEDIATRIX MEDICAL GROUP INC

106,094

PEGASYSTEMS INC COM

13,801,411

PEIJIA MEDICAL LIMITED USD0.0001

12,354

PELOTON INTERACTIVE INC

696,074

152

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PENUMBRA INC COM

1,261,362

PEPPERDINE UNIV FIXED 3.301% DUE 12-01-2059

12/1/2059

3.30%

159,062

PEPSICO INC 4.1% 01-15-2029

1/15/2029

4.10%

1,017,016

PEPSICO INC 4.3% 07-23-2030

7/23/2030

4.30%

404,415

PEPSICO INC COM

12,633,922

PEPTIDREAM INC NPV

396,305

PER AARSLEFF HLDNG SER'B'DKK2

47,302

PERELLA WEINBERG PARTNERS COM USD0.0001 CL A

137,241

PERENTI LIMITED NPV

476,447

PERFECT WORLD CO LTD 'A'CNY1 (STOCK CONNECT LINE)

1,701,003

PERFORMANCE FOOD GROUP CO COM

2,249,169

PERMIAN RES CORP CL A

5,137,744

PERNOD RICARD NPV EUR 1.55

7,414,548

PERPETUA RES CORP COM NPV

129,499

PERPETUAL LIMITED NPV

5,923

PERRIGO COMPANY LIMITED COM EUR0.001

3,162,387

PERSEUS MINING LTD NPV

2,672,122

PERU REP 2.78% 12-01-2060

12/1/2060

2.78%

413,782

PERU(REP OF) 6.15% GTD 12/08/2032 PEN

8/12/2032

6.15%

3,274,150

PERU(REPUBLIC OF) 7.3% 12/08/2033

8/12/2033

7.30%

678,562

PETASYS CO LTD

335,205

PETCO HEALTH & WELLNESS CO INC CL A COM CL A COM

186,014

PETRO-CDA 7.875% DUE 06-15-2026

6/15/2026

7.88%

3,792,594

PETROLEOS MEXICANOS GTD NT 7.69% DUE 01-23-2050 REG

1/23/2050

7.69%

224,071

PETRONAS DAGANGAN NPV

48,203

PEXIP HOLDINGS AS

829,079

PFIZER INC 4.2% 11-15-2030

11/15/2030

4.20%

2,056,127

PFIZER INC COM

12,501,319

PFIZER INVESTMENT ENTER 5.34% 05-19-2063

5/19/2063

5.34%

466,072

PFIZER LTD INR10

14,040

PFS FING CORP 4.94999980927% DUE 02-15-2029

2/15/2029

4.95%

7,463,131

PFS FING CORP 5.52% DUE 10-15-2028

10/15/2028

5.52%

2,064,147

PG& E CORP COM

15,321,684

PG&E RECOVERY FDG LLC 2.822% 07-15-2046

7/15/2046

2.82%

141,138

PG&E WILDFIRE 3.594% DUE 06-01-2030

6/1/2030

3.59%

487,801

PG&E WILDFIRE RECOVERY FDG LLC 4.263% 06-01-2036

6/1/2036

4.26%

4,630,885

PG&E WILDFIRE RECOVERY FDG LLC 4.674% 12-01-2051

12/1/2051

4.67%

438,240

PG&E WILDFIRE RECOVERY FDG LLC 4.722% 06-01-2037

6/1/2037

4.72%

2,973,624

PG&E WILDFIRE RECOVERY FDG LLC SR SECD RECOVERY BD SER 5.099% 06-01-2054

6/1/2054

5.10%

1,242,798

PGE POLSKA GRUPA PLN8.55

1,561,848

PHARMAENGINE INC SHS

76,180

PHARMARESEARCH CO LTD

157,781

PHARMARON BEIJING CO LTD 144A

59,901

PHARVARIS BV

112,748

PHEAA STUDENT LN TR 2021-1 STUD LN AST BACKED NT 144A 4.34176% 05-25-2070

5/25/2070

4.52%

1,137,129

PHILEX MINING CORP PHP1

14,589

PHILIP MORRIS INTERNATIONAL INC 4.0% 10-29-2030

10/29/2030

4.00%

3,738,208

PHILIP MORRIS INTL 3.25% 6/6/2032 3.25% 06/06/2032

6/6/2032

3.25%

697,358

153

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PHILIP MORRIS INTL 4.375% DUE 11-15-2041

11/15/2041

4.38%

160,730

PHILIP MORRIS INTL 4.875% DUE 04-30-2035

4/30/2035

4.88%

100,523

PHILIP MORRIS INTL 6.375% DUE 05-16-2038

5/16/2038

6.38%

223,336

PHILIP MORRIS INTL COM STK NPV

11,716,578

PHILIP MORRIS INTL INC 3.125% DUE 03-02-2028

3/2/2028

3.12%

4,841,609

PHILIP MORRIS INTL INC 3.875% 10-27-2028

10/27/2028

3.88%

1,858,293

PHILIP MORRIS INTL INC 4.125% 04-28-2028

4/28/2028

4.12%

1,437,806

PHILIP MORRIS INTL INC 4.625% 10-29-2035

10/29/2035

4.62%

328,453

PHILIP MORRIS INTL INC 4.875 DUE 11-15-2043

11/15/2043

4.88%

369,873

PHILIP MORRIS INTL INC 4.875% 02-13-2029

2/13/2029

4.88%

824,523

PHILIP MORRIS INTL INC 4.875% 02-15-2028

2/15/2028

4.88%

2,823,859

PHILIP MORRIS INTL INC 4.89% 04-30-2030

4/30/2030

4.38%

2,299,673

PHILIP MORRIS INTL INC 5.125% 02-13-2031

2/13/2031

5.12%

8,431,998

PHILIP MORRIS INTL INC 5.375% 02-15-2033

2/15/2033

5.38%

418,972

PHILIP MORRIS INTL INC NT 4.25% 10-29-2032

10/29/2032

4.25%

197,094

PHILIPPINES(REPUBLIC OF) 5.175% 09-05-2049

9/5/2049

5.18%

190,752

PHILLIPS 66 COM

343,634

PHILLIPS 66 FIXED 1.3% DUE 02-15-2026

2/15/2026

1.30%

2,037,159

PHILLIPS EDISON GROCERY 5.25% 08-15-2032

8/15/2032

5.25%

3,141,500

PHINIA INC COM USD0.01 WI

560,699

PHISON ELECTRONICS TWD10

1,522,891

PHOENIX ED PARTNERS INC COM

279,396

PHOENIX FINANCE LTD

446,336

PHOENIX MILLS INR2

803,127

PHREESIA INC COM

626,751

PHX ENERGY SVCS CO COM NPV

95,751

PHYSICIANS RLTY L P 2.625% 11-01-2031

11/1/2031

2.62%

306,104

PICC PROPERTY & CA 'H'CNY1

12,611

PICTON PROP INCOME ORD NPV

309,719

PIEDMONT NAT GAS 3.64% DUE 11-01-2046

11/1/2046

3.64%

598,950

PIGEON CORP NPV

88,417

PILGRIMS PRIDE CORP

617,875

PING AN INSURANCE GROUP H CNY1

3,670,364

PINNACLE INV MGMT NPV

224,612

PINNACLE W. CAP CORP COM

2,273,292

PINNACLE WEST CAPITAL CORP 5.15% 05-15-2030

5/15/2030

5.15%

1,010,771

PINTEREST INC CL A CL A

1,610,177

PIONEER NAT RES CO 1.125% DUE 01-15-2026 REG

1/15/2026

1.12%

914,022

PIRAEUS BANK SA EUR0.93

39,984

PIXART IMAGING TWD10

225,569

PLAINS ALL AMERICAN PIPELINE LP 5.95% 06-15-2035

6/15/2035

5.95%

782,920

PLAINS ALL AMERN 4.5% DUE 12-15-2026

12/15/2026

4.50%

1,434,305

PLAINS ALL AMERN PIPELN L P / PAA SR NT 5.6% 01-15-2036

1/15/2036

5.60%

157,147

PLAINS ALL AMERN PIPELN L P/PAA 4.9% 02-15-2045

2/15/2045

4.90%

219,561

PLAN & PLAN DESENV COM NPV

22,074

PLANET LABS PBC COM CL A COM USD0.0001 CL A

2,455,258

PLAYTECH PLC ORD NPV

117,920

PLEXUS CORP COM

788,067

154

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PLOVER BAY TECHNOL HKD0.01

7,683

PLUS500 LTD ORD ILS0.01 (DI)

535,956

PNC BK N A PITT PA FIXED 4.775% DUE 01-15-2027

1/15/2027

4.78%

3,559,907

PNC BK NA 4.543% 05-13-2027

5/13/2027

4.54%

8,691,133

PNC FINANCIAL SERVICES 5.3% 01-21-2028

1/21/2028

5.30%

227,938

PNC FINANCIAL SERVICES 5.373% 07-21-2036

7/21/2036

5.37%

206,127

PNC FINANCIAL SERVICES 5.939% 08-18-2034

8/18/2034

5.94%

424,727

PNC FINANCIAL SERVICES GROUP COM STK

21,396,077

PNC FINL SVCS 2.55% DUE 01-22-2030

1/22/2030

2.55%

2,750,140

PNC FINL SVCS GROUP INC 5.222% 01-29-2031

1/29/2031

5.22%

4,452,585

POOL CORP COM STK

3,134,561

POONAWALLA FINCORP LIMITED INR2

18,914

POONGSAN CORP KRW5000

424,285

POP MART INTL GRP LTD

487,125

POPULAR INC COM NEW COM USD6 (POST REV SPLIT)

4,162,953

PORR AG NPV

71,930

PORSCHE INNOVATIVE 4.66% DUE 02-20-2030

2/20/2030

4.66%

1,260,303

PORSCHE INNOVATIVE 4.67% DUE 11-22-2027

11/22/2027

4.67%

642,555

PORT AUTH N Y & N J 4.458% 10-01-2062 BEO TAXABLE

10/1/2062

4.46%

234,619

PORT MORROW ORE TRANSMISSION FACS REV 2.987% 09-01-2036 BEO TAXABLE

9/1/2036

2.99%

5,194,635

POSIFLEX TECH INC

5,633

POST HLDGS INC 6.5% DUE 03-15-2036

3/15/2036

6.50%

600,877

POSTAL REALTY TRUST INC COM USD0.01 CL A

60,638

POSTAL SAVINGS BANK OF CHINA (LOCAL 1658)

9,187,569

POTLATCHDELTIC CORPORATION

9,815,755

POWELL INDS INC COM

2,031,904

POWER ASSETS HLDGS NPV

187,766

POWER CORP CANADA SUB-VTG NPV

596,053

POWER GRID CORP INR10

110,245

POWERTECH TECHNOLO TWD10

660,715

PP LONDON SUMATRA IDR100.00

85,875

PPG IND INC COM

17,991,464

PPL CAPITAL FUNDING INC 5.25% 09-01-2034

9/1/2034

5.25%

559,321

PPL CORP COM ISIN US69351T1060

7,347,196

PRA GROUP INC COM

398,998

PRARAM 9 HOSPITAL THB1(NVDR)

331,501

PRAXIS PRECISION MEDICINES INC COM NEW

2,798,851

PRECISION 4.375% DUE 06-15-2045

6/15/2045

4.38%

218,342

PRECISION TSUGAMI HKD1

600,396

PREMIUM GROUP CO L NPV

25,964

PRESIDENT & FELLOWS HARVARD COLLEGE 4.887% 03-15-2030

3/15/2030

4.89%

5,057,822

PRICOL LTD INR1 (POST SCHEME)

130,728

PRIMARIS REAL TR UNIT SER A

1,688,554

PRIMERICA INC COM

37,721

PRIMORIS SVCS CORP COM

3,375,118

PRIN FINL GROUP 3.7% DUE 05-15-2029

5/15/2029

3.70%

24,599

PRINCIPAL FINL GROUP INC COM STK

48,692

PRIORITY TECHNOLOGY HLDGS INC COM

12,361

155

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PRKCM 2023-AFC4 TR 7.225% DUE 11-25-2058

11/25/2058

7.22%

886,273

PRM TR 2025-PRM6 COML MTG PASSTHRU CTF CL A 4.4803% 07-05-2033

7/5/2033

4.48%

999,114

PRO MEDICUS NPV

5,153,136

PROCREDIT HOLDING NPV

413,415

PROCTER & GAMBLE COM NPV

9,150,057

PROG HOLDINGS INC COM

769,247

PROGRESS RESDNTL 2.393% DUE 12-17-2040

12/17/2040

2.39%

1,568,291

PROGRESS RESDNTL 2.425% DUE 07-17-2038

7/17/2038

2.42%

1,249,307

PROGRESS RESDNTL 3.4% DUE 02-17-2042

2/17/2042

3.40%

970,646

PROGRESS RESDNTL 3.4% DUE 04-17-2041

4/17/2041

3.40%

2,385,357

PROGRESS RESIDENTIAL 2021-SFR6 TR SINGLEFAMILY RENT PASS 1.524% 07-17-2038

7/17/2038

1.52%

3,631,177

PROGRESS RESIDENTIAL 2022-SFR6 TR RENT PASSTHRU CTF CL C 144A 5.195% 07-20-2039

7/20/2039

5.20%

2,004,425

PROGRESSIVE CORP OH COM

54,843,174

PROLOGIS INC COM

29,492,524

PROLOGIS L P 4.75% 01-15-2031

1/15/2031

4.75%

4,190,063

PROLOGIS L P 4.875% 06-15-2028

6/15/2028

4.88%

815,197

PROLOGIS L P FIXED 2.125% DUE 10-15-2050

10/15/2050

2.12%

281,076

PROLOGIS L P SR NT 3.375% 12-15-2027

12/15/2027

3.38%

495,853

PROLOGIS LP 3.0% DUE 04-15-2050

4/15/2050

3.00%

132,401

PROLOGIS TARGETED 4.25% DUE 01-15-2031

1/15/2031

4.25%

298,061

PROMOTORA Y OPERADORA DE INFRACOM NPV

64,383

PROSPERITY BANCSHARES INC COM

1,819,321

PROTAGONIST THERAPEUTICS INC COM

420,717

PROTECTIVE LIFE GF 5.432% 01-14-2032

1/14/2032

5.43%

3,125,159

PROTHENA CORP PLC USD0.01

287,121

PROTO LABS INC COM

54,587

PROVID HLTH & SVCS 2.746% DUE 10-01-2026

10/1/2026

2.75%

1,486,902

PRUDENTIAL FINL INC 3.935% DUE 12-07-2049

12/7/2049

3.94%

178,798

PRUDENTIAL FINL INC COM

484,142

PRUDENTIAL PLC GBP0.05

6,455,146

PRYSMIAN SPA NPV

1,576,535

PSG FINANCIAL SERVICES LIMITED

65,625

PSK INC KRW500

102,743

PT BANK DANAMON 'A' IDR50000 & 'B' IDR500

96,030

PT BANK NEGARA IND LKD SHS(IDR3750 & IDR187.5)

84,281

PT BUMI RESOURCES MINERALS TBK IDR625

387,299

PTC INDIA LTD INR10

199,549

PTC THERAPEUTICS INC COM

2,380,586

PTT EXPLORTN & PRD THB1(NVDR)

3,433,937

PTT GLOBAL CHEMICAL PUBLIC CO LTD THB10(NVDR)

18,864

PUB SERVICE ENTERPRISE GROUP INC COM

144,058

PUB STORAGE COM

3,968,015

PUB SVC ELEC & GAS FIXED 3.65% DUE 09-01-2028

9/1/2028

3.65%

5,113,625

PUBLIC JOINT STOCK COMPANY MAGNIT RUB0.01(RUB)

142,617

PUBLIC SERVICE CO OF OKLAHOMA 5.2% 01-15-2035

1/15/2035

5.20%

70,913

PUBLIC SERVICE CO OF OKLAHOMA 5.25% 01-15-2033

1/15/2033

5.25%

513,773

PUBLIC SERVICE COLORADO 5.35% 5-15-2034

5/15/2034

5.35%

4,632,271

PUBLIC SERVICE ELECTRIC 4.85% 08-01-2034

8/1/2034

4.85%

3,537,810

156

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PUBLIC SERVICE ENTERPRISE 5.2% 04-01-2029

4/1/2029

5.20%

200,565

PUBLIC SERVICE ENTERPRISE GROUP INC 5.85% DUE 11-15-2027 BEO

11/15/2027

5.85%

1,691,942

PUBLIC SERVICE ENTERPRISE GROUP INC 1.6%DUE 08-15-2030 BEO

8/15/2030

1.60%

1,556,988

PUBLIC STORAGE 5.125% 01-15-2029

1/15/2029

5.12%

562,412

PUBLIC SVC CO OKLA 2.2% DUE 08-15-2031

8/15/2031

2.20%

1,776,399

PUBLIC SVC CO OKLA 5.45% 01-15-2036

1/15/2036

5.45%

339,114

PUBLIC SVC ENTERPRISE GROUP INC 4.9% 03-15-2030

3/15/2030

4.90%

2,351,715

PUBMATIC INC CL A COM CL A COM

224,198

PUGET ENERGY INC 5.725% 03-15-2035

3/15/2035

5.72%

437,032

PUGET ENERGY INC FIXED 2.379% DUE 06-15-2028

6/15/2028

2.38%

119,675

PUGET ENERGY INC SR NT 5.33% 06-15-2034

6/15/2034

5.33%

5,051,830

PULTE GROUP INC

2,111

PURE STORAGE INC CL A CL A

1,509,601

PUUILO OYJ NPV

47,535

PVH CORP COM USD1

831,048

PVPTL ASB BK LTD SR MEDIUM TERM NTS BOOK ENTRY 1.625% 10-22-2026

10/22/2026

1.62%

1,963,337

PVPTL COMM MORTGAGE TRUST SER 2016-787S CL A BNDS 3.545% 02-10-2036

2/10/2036

3.54%

1,789,346

PVPTL DELTA AIR LINES/SKYMILES 4.75% DUE 10-20-2028

10/20/2028

4.75%

2,384,635

PVPTL MID-ATLANTIC INTST TRANSMISSION LLC 4.1% DUE 05-15-2028

5/15/2028

4.10%

1,561,395

PVT PLBNP PARIBAS SR NON PFD 5.198% 01-10-2030

1/10/2030

5.20%

1,453,935

PVTPL 1166 AVE OF THE AMERS COML MTG TR II 2005-C6 COML 5.6896% 10-13-2037

10/13/2037

5.69%

1,046,861

PVTPL 37 CAPITAL CLO LTD SR 21-1A CL AR FLTG 10-15-2034

10/15/2034

5.18%

3,002,709

PVTPL 37 CAPITAL CLO LTD SR 22-1A CL A1R FLTG RT07-15-2034

7/15/2034

5.19%

4,002,907

PVTPL 720 EAST CLO LTD. SR 23-IA CL A1R FLTG RT 04-15-2038

4/15/2038

5.27%

2,809,845

PVTPL ABN AMRO BANK N V 5.515% 12-03-2035

12/3/2035

5.52%

413,780

PVTPL AFFIRM INC SR 25-X2 CL A 4.45% 10-15-2030

10/15/2030

4.45%

1,238,345

PVTPL AIA GROUP LTD 5.4% 09-30-2054

9/30/2054

5.40%

192,223

PVTPL AIA GROUP LTD GLOBAL MEDIUM TERM NTS BOO 3.2% DUE 09-16-2040

9/16/2040

3.20%

238,503

PVTPL AIB GROUP PLC 5.32% 05-15-2031

5/15/2031

5.32%

619,726

PVTPL AIB GROUP PLC 6.608% 09-13-2029

9/13/2029

6.61%

5,619,357

PVTPL AIG GLOBAL FDG SR SECD MEDIUM TERMNTS B 5.75% 07-02-2026

7/2/2026

5.75%

1,648,394

PVTPL AIMCO SR 22-17A CL A1R FLTG RT 07-20-2037

7/20/2037

5.21%

1,991,863

PVTPL AIR CANADA 2017-1AA PTT 3.3% 07-15-2031

7/15/2031

3.30%

404,262

PVTPL AIR CDA PASS THRU TR 2017-1 PVTPL AIR CANADA BNDS 3.55% DUE 07-15-2031

7/15/2031

3.55%

250,679

PVTPL AIRCASTLE LTD 2.85% DUE 01-26-2028BEO

1/26/2028

2.85%

1,749,303

PVTPL AIRCASTLE LTD/AIRCASTLE IRELAND 5.25% 03-15-2030

3/15/2030

5.25%

275,829

PVTPL AKER BP ASA 5.125% 10-01-2034

10/1/2034

5.12%

196,014

PVTPL AKER BP ASA 5.8% 10-01-2054

10/1/2054

5.80%

319,237

PVTPL ALIGNED DATA CTRS ISSUER LLC 21-1A CL A2 1.937% DUE 08-15-2046 BEO

8/15/2046

1.94%

2,905,998

PVTPL ALLIANT ENERGY FIN 5.4% 06-06-2027

6/6/2027

5.40%

1,170,776

PVTPL AMERICAN HERITAGE AUTO RECEIVABLES TR SR 24-1A CL A3 4.9% 09-17-2029

9/17/2029

4.90%

1,161,827

PVTPL AMERICAN MONEY MANAGEMENT CORP SR 22-27A A1R FLTG RT 01-20-2037

1/20/2037

4.96%

1,697,604

PVTPL AMERICAN NATL GLOBAL FDG 4.625%12-15-2028

12/15/2028

4.62%

3,011,365

PVTPL AMMC CLO 30 LTD/AMMC CLO 30 LLC SR24-30A CL A1 VAR RT DUE 01-15-2037

1/15/2037

5.58%

3,536,722

PVTPL AMSR TRUST 21-SFR2 C 958609% 08-17-2026

8/17/2038

1.88%

2,105,889

PVTPL AMSR TRUST SR 21-SFR3 CL A 1.476% 10-17-2038

10/17/2038

1.48%

2,934,015

PVTPL ANCHORAGE CAP CLO SR 15-7A CL AR3 FLTG RT 04-28-2037

4/28/2037

5.42%

8,280,294

PVTPL ANCHORAGE CR FDG LTD SER 15-1A CL ARV 3.9% 07-28-2037 BEO

7/28/2037

3.90%

817,945

157

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL ANCHORAGE CREDIT FUNDING SR 25-19A CL A 5.036% 10-25-2040

10/25/2040

5.04%

1,472,803

PVTPL ANTOFAGASTA PLC 2.375% DUE 10-14-2030/10-14-2020 BEO

10/14/2030

2.38%

271,888

PVTPL APEX CR CLO LTD SER 20-1A CLA R FLTG RT 04-20-2035

4/20/2035

5.33%

2,241,178

PVTPL APIDOS CLO LTD SER 18-18A CL A1R2 FLTG 01-22-2038

1/22/2038

5.19%

17,055,675

PVTPL APIDOS CLO LTD SR 19-32A CL A1R FLTG 01-20-2033

1/20/2033

4.98%

222,870

PVTPL AQUA FIN TR 2021-A SR 21-A CL A 1.54% DUE 07-17-2046 BEO

7/17/2046

1.54%

800,213

PVTPL ARBOR RLTY COML REAL ESTATE NTS 2021-FL4 SR 21-FL4 CL A 11-15-2036

11/15/2036

5.21%

437,608

PVTPL ARES CLO LTD SER 25-ALF9A CL A1 FLTG 03-31-2038

3/31/2038

5.08%

6,498,794

PVTPL ARES XXVII CLO LTD SR 13 2A CL A-R3 FLTG 10-28-2034

10/28/2034

5.01%

3,901,740

PVTPL ARI FLEET LEASE TR SR 24-A CL A2 5.3%11-15-2032

11/15/2032

5.30%

978,451

PVTPL ARI FLEET LEASE TRUST SR 25-B CL A2 4.59% 03-15-2034

3/15/2034

4.59%

5,239,236

PVTPL ASHTEAD CAPITAL 2.45% 08-12-2031

8/12/2031

2.45%

1,339,994

PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD NT 1.45% 01-08-2026

1/8/2026

1.45%

499,775

PVTPL ATHENE GLOBAL FUNDING 4.86% 08-27-2026

3/25/2027

5.52%

3,613,617

PVTPL ATHENE GLOBAL FUNDING 4.95% 01-07-2027

1/7/2027

4.95%

3,305,050

PVTPL ATHENE GLOBAL FUNDING 5.033% 07-17-2030

7/17/2030

5.03%

806,683

PVTPL ATHENE GLOBAL FUNDING 5.38% 01-07-2030

1/7/2030

5.38%

7,162,866

PVTPL ATLANTIC AVENUE LTD SR 25-4A CL A FLTG RT 10-15-2038

10/15/2038

5.15%

3,211,255

PVTPL ATLAS SR LN FD XIV LTD/ATLAS SR LN FD SR 19-14A CL AR VAR RT 07-20-2032

7/20/2032

5.31%

3,793,703

PVTPL AVIATION CAPITAL GROUP 5.125% 04-10-2030

4/10/2030

5.12%

1,642,382

PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SR 2023-8 CL A 6.02% DUE 02-20-2030

2/20/2030

6.02%

5,451,260

PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SRS 20-2 CL A 2.02% DUE 02-20-2027

2/20/2027

2.02%

825,982

PVTPL AVIS BUDGET RENT CAR FDG AESOP LLCSER 21-2A CL A 1.66% DUE 02-20-2028

2/20/2028

1.66%

17,983,269

PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP 5.36% 06-20-2030

6/20/2030

5.36%

3,321,572

PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP SER 23-3A CL A 5.24% DUE 02-22-2028

2/22/2028

5.44%

3,238,363

PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP SER 24-3A CL A 5.23% 12-20-2030

12/20/2030

5.23%

2,475,857

PVTPL AVOLON HLDGS FDG LTD 2.528% DUE 11-18-2027

11/18/2027

2.53%

542,034

PVTPL AVOLON HLDGS FDG LTD 4.7% 01-30-2031

1/30/2031

4.70%

601,802

PVTPL AVOLON HLDGS FDG LTD 4.95% 01-15-2028

1/15/2028

4.95%

560,710

PVTPL AVOLON HLDGS FDG LTD 5.15% 01-15-2030

1/15/2030

5.15%

432,412

PVTPL AVOLON HOLDINGS FNDG LTD 4.95% 10-15-2032

10/15/2032

4.95%

4,062,119

PVTPL AVOLON HOLDINGS FNDG LTD 5.75% 11-15-2029

11/15/2029

5.75%

197,244

PVTPL AXIS EQUIPMENT FINANCE RECEIVABLESSER 22-2A CL A2 5.3% DUE 06-21-2028

6/21/2028

5.30%

69,442

PVTPL BABSON CLO LTD SR 25-3A CL A1 FLTG RT 03-31-2038

3/31/2038

5.38%

6,272,037

PVTPL BACARDI LTD GTD NT 144A 4.7% DUE 05-15-2028/04-30-2018 BEO

5/15/2028

4.70%

1,410,773

PVTPL BAE SYS PLC 1.9% DUE 02-15-2031/09-15-2020 BEO

2/15/2031

1.90%

355,152

PVTPL BAE SYS PLC 5.0% 03-26-2027

3/26/2027

5.00%

2,541,574

PVTPL BAE SYS PLC 5.125% 03-26-2029

3/26/2029

5.12%

730,210

PVTPL BAIN CAP CR CLO 2022-2/BAIN CAP CLO 20 SR 22-2A CL A1R VAR RT 4-22-2035

4/22/2035

5.01%

2,300,587

PVTPL BAIN CAPITAL CREDIT CLO LIMITED SER 25-1A CL A1 FLTG 04-23-2038

4/23/2038

5.02%

499,668

PVTPL BAIN CAPITAL CREDIT CLO LIMITED SR 18-2A CLA1R FLTG RT 07-19-2031

7/19/2031

4.96%

199,512

PVTPL BAIN CAPITAL CREDIT CLO LIMITED SR20-5A CL ARR FLTG 04-20-2034

4/20/2034

5.03%

1,219,750

PVTPL BALLYROCK LTD SR 22-19A CL A1R FLTG RT 04-20-2035

4/20/2035

4.99%

1,149,669

PVTPL BANK IRELAND GROUP PLC 5.601% 03-20-2030

3/20/2030

5.60%

5,195,080

PVTPL BANK OF IRELAND GROUP 2.029% 09-30-2027

9/30/2027

2.03%

610,244

PVTPL BANQUE FED CRED MUTUEL 5.194% 02-16-2028

2/16/2028

5.19%

3,886,787

PVTPL BATTALION CLO LTD SR 25-29A CL A1 FLTG RT 03-31-2038

3/31/2038

5.68%

6,171,700

PVTPL BAYER US FINANCE LLC 6.375% 11-21-2030

11/21/2030

6.38%

642,019

158

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC 3RD PRTY SECD CL B FLTG 12-18-2036

12/16/2036

5.80%

4,997,110

PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC SR SECD NT CL A FLTG 12-18-2036

12/16/2036

5.20%

283,106

PVTPL BEIGNET INV LLC 6.581% 05-30-2049

5/30/2049

6.58%

53,356,289

PVTPL BENEFIT STREET PARTNERS CLO LTD SR 20-21A CL A1R2 FLTG 01-15-2039

1/15/2039

5.16%

2,003,197

PVTPL BENEFIT STREET PARTNERS CLO LTD SR22-29A CL AR FLTG 01-25-2038

1/25/2038

5.04%

1,649,219

PVTPL BIMBO BAKERIES USA INC 5.375% 01-09-2036

1/9/2036

5.38%

328,068

PVTPL BIRCH GROVE CLO LTD SER 25-13A CL A1 FLTG 10-23-2038

10/23/2038

5.47%

2,104,816

PVTPL BLUEMOUNTAIN CLO LTD SE 15-3A CL A1R FLTG 04-20-2031

4/20/2031

5.15%

763,895

PVTPL BLUEMOUNTAIN CLO SER 18-2A CLS A VAR RT 08-15-2031

8/15/2031

5.22%

209,695

PVTPL BLUEMOUNTAIN CLO XXII LTD 18-1A CL A-1 FLTG RT 07-15-2031

7/15/2031

5.25%

173,175

PVTPL BMW US CAPITAL LLC 4.15% 08-11-2027

8/11/2027

4.15%

1,156,814

PVTPL BMW US CAPITAL LLC 4.5% 08-11-2030

8/11/2030

4.50%

732,203

PVTPL BNP PARIBAS 1.323% 01-13-2027

1/13/2027

1.32%

3,250,222

PVTPL BNP PARIBAS 3.052% 01-13-2031

1/13/2031

3.05%

402,691

PVTPL BNP PARIBAS 3.132% 01-20-2033

1/20/2033

3.13%

913,334

PVTPL BNP PARIBAS 5.176% 01-09-2030

1/9/2030

5.18%

3,105,381

PVTPL BNP PARIBAS 5.283%11-19-2030

11/19/2030

5.28%

3,682,440

PVTPL BNP PARIBAS 5.894% 12-05-2034

12/5/2034

5.89%

4,386,318

PVTPL BNP PARIBAS FLTG RT 05-09-2029

5/9/2029

4.79%

4,546,695

PVTPL BNP PARIBAS MEDIUM TERM NTS BOOK ENTRY 5.335% 06-12-2029

6/12/2029

5.34%

5,129,487

PVTPL BNP PARIBAS SR 2.159% 09-15-2029

9/15/2029

2.16%

3,287,124

PVTPL BNP PARIBAS SR NON PFD 1.904% 09-30-2028

9/30/2028

1.90%

3,175,717

PVTPL BNP PARIBAS SR NON PFD MED 4.4% 08-14-2028

8/14/2028

4.40%

1,052,359

PVTPL BOOZ ALLEN HAMILTON INC 144A 3.875% DUE 09-01-2028 BEO

9/1/2028

3.88%

155,145

PVTPL BOSTON GAS CO 5.843% 01-10-2035

1/10/2035

5.84%

952,286

PVTPL BPCE 6.293% 01-14-2036

1/14/2036

6.29%

834,082

PVTPL BPCE SA 5.389% 05-28-2031

5/28/2031

5.39%

1,685,941

PVTPL BPCE SA 5.716% 01-18-2030

1/18/2030

5.72%

5,339,309

PVTPL BPCE SA 6.027% 05-28-2036

5/28/2036

6.03%

315,271

PVTPL BPCE SA 7.003% 10-19-2034

10/19/2034

7.00%

724,849

PVTPL BQE FEDERATIVE DU CRED.MUTUEL-BFCM 5.538% 01-22-2030

1/22/2030

5.54%

987,765

PVTPL BRITISH AIRWAYS CAPITAL 3.3% 06-15-2034

6/15/2034

3.30%

101,724

PVTPL BRITISH AWYS PASS THRU TR 2018-1A 4.125% 09-20-2031

3/20/2033

4.12%

245,843

PVTPL BRITISH AWYS PASS THRU TR 2018-1AA 3.8% 09-20-2031

9/20/2031

3.80%

276,769

PVTPL BROADCOM INC 3.137% DUE 11-15-2035 BEO

11/15/2035

3.14%

2,613,876

PVTPL BROADCOM INC AVGO 3.187 11/15/36 3.187% DUE 11-15-2036/09-30-2021 BEO

11/15/2036

3.19%

4,503,698

PVTPL BROADCOM INC NT 4.926% 05-15-2037

5/15/2037

4.93%

247,314

PVTPL BUSINESS JET SECS 2022-1 LLC SER 22-1A CL A 4.455% 06-15-2037

6/15/2037

4.46%

952,632

PVTPL BX COML MTG TR 2024-XL4 FLTG 02-15-2039

2/15/2039

5.19%

1,889,714

PVTPL CADILLAC FAIRVIEW CORP 2.5% DUE 10-15-2031 BEO

10/15/2031

2.50%

1,822,763

PVTPL CAIXABANK S A 4.634% 07-03-2029

7/3/2029

4.63%

1,301,162

PVTPL CAIXABANK S A 5.673% 03-15-2030

3/15/2030

5.67%

5,302,558

PVTPL CAIXABANK S A 6.684% 09-13-2027

9/13/2027

6.68%

595,167

PVTPL CAIXABANK SA 5.581% 07-03-2036

7/3/2036

5.58%

926,439

PVTPL CAIXABANK SA 6.037% 06-15-2035

6/15/2035

6.04%

747,707

PVTPL CAMERON LNG LLC 2.902% 07-15-2031

7/15/2031

2.90%

2,659,749

PVTPL CAMERON LNG LLC 3.302% DUE 01-15-2035

1/15/2035

3.30%

100,774

PVTPL CANTOR FITZGERALD LP 7.2% 12-12-2028

12/12/2028

7.20%

743,359

159

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL CAPITAL AUTOMOTIVE REIT SR 23-1A CL A1 5.75% 09-15-2053

9/15/2053

5.75%

1,839,210

PVTPL CARLYLE GLOBAL MARKET STRATEGIES SR 17-3A CL A1R2 FLTG RT 10-21-2037

10/21/2037

5.27%

8,384,106

PVTPL CARLYLE US CLO 2021-4 LTD CL A-2 FLTG DUE 04-20-2034 BEO

4/20/2034

5.55%

2,605,149

PVTPL CARVAL CLO LTD SER 24-3A CL A1 FLTG RT 10-20-2037

10/20/2037

5.27%

842,932

PVTPL CASSA DEPOSITI E PRESTIT 5.875% 04-30-2029

4/30/2029

5.88%

842,870

PVTPL CASSA DEPOSITI E PRESTITI 4.375% 10-01-2030

10/1/2030

4.38%

1,300,938

PVTPL CDP FINANCIAL INC. DTD 11-25-2025 FLTG RT CP 11-24-2026

4,499,439

PVTPL CF HIPPOLYTA ISSUER LLC SER 20-1 CL A1 1.69% DUE 07-15-2060 BEO

7/15/2060

1.69%

299,143

PVTPL CHENIERE ENERGY PARTNERS 5.55% 10-30-2035

10/30/2035

5.55%

281,881

PVTPL CHEVRON PHILLIPS CHEM CO 4.75%05-15-2030

5/15/2030

4.75%

131,777

PVTPL CHILE ELECTRICITY LUX MPC 6.01% 07-20-2024

1/20/2033

6.01%

375,689

PVTPL CIFC FDG LTD SER 22-4A CL AR FLTG 07-16-2035

7/16/2035

4.98%

799,940

PVTPL CIFC FUNDING LTD SER 19-6A CL A2R FLTG RT 07-16-2037

7/16/2037

5.59%

1,595,578

PVTPL CITIZENS AUTO RECEIVABLES TR 2023-2 5.74% 10-15-2030

10/15/2030

5.74%

1,477,597

PVTPL CLECO POWER LLC 5.3% 01-15-2036

1/15/2036

5.30%

202,074

PVTPL CLYDESDALE ACQUISITION HLDGS INC 6.75% 04-15-2032

4/15/2032

6.75%

308,482

PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL D 144A 5.6896 10/13/2037

10/13/2037

5.69%

469,470

PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL F 144A 5.6896 10/13/2037

10/13/2037

5.69%

358,270

PVTPL CMO ARBOR MULTIFAMILY MTG SECS SER 20-MF1 CL A5 2.7563% DUE 05-15-2053 BEO

5/15/2053

2.76%

1,128,652

PVTPL CMO ARROYO MTG TR 2022-2 SR 22-2 CL A1 4.95% DUE 07-25-2057 BEO

7/25/2057

4.95%

3,260,704

PVTPL CMO BBCCRE TRUST SER 2015-GTP CL A 3.966% 08-10-2033

8/10/2033

3.97%

1,024,831

PVTPL CMO BENCHMARK 2020-IG3 MTG TR SR 20-IG3 CL A2 2.475% UE 09-15-2048

9/15/2048

2.48%

2,870,579

PVTPL CMO BFLD COML MTG TR 2025-5MW BFLD2025-5MW A VAR RT DUE 10-10-2042 BEO

10/10/2042

4.67%

3,228,730

PVTPL CMO BFLD TRUST SER 24-WRHS CL A FLTG 08-15-2026

7/15/2039

5.24%

1,344,565

PVTPL CMO BFLD TRUST SR 24-UNIV CL A FLTG 11-15-2029

11/15/2041

5.24%

700,437

PVTPL CMO BFLD TRUST SR 25-660F CL A FLTG 11-15-2042

11/15/2042

5.25%

1,709,794

PVTPL CMO BOCA COML MTG TR SR 25-BOCA CL A FLTG 12-15-2042

12/15/2042

5.45%

3,003,747

PVTPL CMO BSPRT ISSUER LTD SR 25-FL12 CL A FLTG 01-17-2043

1/17/2043

5.12%

997,828

PVTPL CMO BX TR SR 24-AIR2 CL A FLTG 10-15-2041

10/15/2041

5.24%

2,472,959

PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO

6/15/2036

5.66%

1,499,065

PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO

6/15/2036

6.21%

1,998,761

PVTPL CMO BX TR SR 25-LIFE CL A VAR 06-13-2047

6/13/2047

5.88%

2,254,113

PVTPL CMO BX TR SR 25-TAIL CL A FLTG RT 06-15-2035

6/15/2035

5.15%

2,000,000

PVTPL CMO BX TRUST SR 24-BRBK CL A FLTG 10-15-2041

10/15/2041

6.61%

990,315

PVTPL CMO BX TRUST SR 24-PALM CL A FLTG RT 06-15-2037

6/15/2037

5.29%

2,597,774

PVTPL CMO BX TRUST SR 25-GW CL B FLTG RT07-15-2042

7/15/2042

5.60%

1,002,480

PVTPL CMO BX TRUST VAR RT DUE 07-15-2029BEO

6/15/2041

5.24%

1,794,438

PVTPL CMO CIP COML MTG TR 2025-SBAY CIP 25-SBAY VAR RT DUE 10-15-2037 BEO

10/15/2037

5.15%

1,851,718

PVTPL CMO COLONY MTG CAP LTD SR 19-IKPR CL A FLTG 11-15-2038

11/15/2038

5.28%

410,348

PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SER 2014-USA CL A2 3.953% DUE 09-15-2037

9/15/2037

3.95%

1,837,749

PVTPL CMO CSMC 2019-AFC1 TR MTG BACKED NT CL A-1 144A VAR RT DUE 07-25-2049 BEO

7/25/2049

3.57%

837,870

PVTPL CMO DBC MORTGAGE TRUST SR 25-DBC CL A FLTG 06-15-2038

11/15/2042

5.10%

3,857,977

PVTPL CMO EQUS 2021-EQAZ MTG TR SR 21-EQAZ CL B VAR RT DUE 10-15-2036 BEO

10/15/2038

5.12%

1,033,314

PVTPL CMO FS RIALTO ISSUER LTD SR 25-FL10 CL A FRN 02-01-2030

8/19/2042

5.12%

999,893

PVTPL CMO GREYSTONE COMMERCIAL REAL ESTATE NOTES SR 25-FL4 CL A FRN 01-15-2043

1/15/2043

5.23%

2,000,058

PVTPL CMO GS MTG SECS CORP SER 2017-GPTX CL B 3.103915% FIXED 05-10-2034

5/10/2034

3.10%

521,247

PVTPL CMO HERO FDG 2016-3 NT CL A-1 144A3.07999992371% DUE 09-20-2042 BEO

9/20/2042

3.08%

9,587

PVTPL CMO HUDSON YARDS SR 25-SPRL CL A FLTG RT 01-13-2030

1/13/2040

5.47%

1,483,584

160

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL CMO J P MORGAN CHASE COML MOTGAGE SECS SER 20-MKST CL A FRN 12-15-2036 BEO

12/15/2036

5.21%

2,397,600

PVTPL CMO MADISON AVENUE TRUST SR 25-11MD CL A VAR 10-15-2042

10/15/2042

4.91%

1,004,704

PVTPL CMO MORGAN STANLEY CAP I TR SR 24-NSTB CL A VAR 09-24-2057

9/24/2057

3.90%

634,822

PVTPL CMO MORGAN STANLEY CAP I TR SRS 20-CNP CL A VAR RT DUE 04-05-2042

4/5/2042

2.43%

1,330,414

PVTPL CMO MSDB TR 2017-712F CL A VAR RT DUE 07-11-2039 BEO

7/11/2039

3.32%

6,477,436

PVTPL CMO NEW ORL HOTEL TR 2019-HNLASER 19-HNLA CLS A VAR RT DUE 04-15-2032 BEO

4/15/2032

4.79%

1,788,958

PVTPL CMO NEW RESIDENTIAL MTG LN SER 19-RPL3 CL A1 FRN 07-25-2059 BEO

7/25/2059

2.75%

157,699

PVTPL CMO NEW RESIDENTIAL MTG LN TR 20-RPL1 CL A-1 VAR RT DUE 11-25-2059

11/25/2059

2.75%

141,460

PVTPL CMO NYC COMMERCIAL MORTGAGE TRUST SR 24-3ELV CL A FLTG RT 08-15-2029

8/15/2029

5.74%

972,821

PVTPL CMO ONE MKT PLAZA TR SER 2017-1MKT CL A 144A 3.6139% 02-10-2032 BEO

2/10/2032

3.61%

4,535,538

PVTPL CMO PRPM SER 23-NQM3 CL A1 STEP 11-25-2068

11/25/2068

6.22%

325,447

PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049

2/16/2055

3.94%

4,016,873

PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 BEO

2/16/2055

5.43%

4,875,696

PVTPL CMO TOWD PT MTG TR 2019-4 SER 19-4CLS A1 VAR RT DUE 07-25-2059 BEO

10/25/2059

2.90%

535,381

PVTPL CMO TOWD PT MTG TR 2022-4 TPMT 2022-4 A1 VAR RT DUE 09-25-2062 BEO

9/25/2062

3.75%

6,312,217

PVTPL CMO TRUST SR 25-ROIC CL A 144A FLTG RT 03-15-2030

3/15/2030

4.89%

3,984,457

PVTPL CMO UWM MTG TR 2021-INV3 CL A3 VAR RT DUE 11-25-2051 BEO

11/25/2051

2.50%

1,775,028

PVTPL CMO VERUS SECURITIZATION TR 2021-3SER 21-3 CL A2 VAR RT DUE 06-25-2066 BEO

6/25/2066

1.28%

684,060

PVTPL CMO VERUS SECURITIZATION TRUST SER 23-5 CL A1 STEP UP DUE 06-25-2068

6/25/2068

6.48%

2,024,405

PVTPL CMO VMC FIN 2021-FL4 LLC VMC 2021-FL4 C VAR RT DUE 06-16-2036 BEO

6/16/2036

6.10%

966,802

PVTPL CMO WFRBS COML MTG TR 2013-C11 COML PASS THRU CTF CL D VAR RT 03-15-45

3/15/2045

4.07%

351,797

PVTPL CMO WSTN TR 2023-MAUI CLA VAR RT 08-05-2027

7/5/2037

6.30%

2,036,418

PVTPL CNO GLOBAL FUNDING 4.375% 09-08-2028

9/8/2028

4.38%

1,895,937

PVTPL CNO GLOBAL FUNDING 4.7% 12-11-2030

12/11/2030

4.70%

3,006,350

PVTPL CNO GLOBAL FUNDING 4.875% 12-10-2027

12/10/2027

4.88%

5,064,927

PVTPL CODELCO INC 6.44% 01-26-2036

1/26/2036

6.44%

650,625

PVTPL COLLEGE AVE STUDENT LNS 2023-A LLCSER 23-A CL A1 FLTG RT 05-25-2055

5/25/2055

5.77%

1,931,211

PVTPL COLLEGE AVE STUDENT LNS SR 23-B CL A1A 6.5% 06-25-2054

6/25/2054

6.50%

1,796,536

PVTPL COLUMBIA PIPELINE GROUP 5.097% 10-01-2031

10/1/2031

5.10%

269,832

PVTPL COLUMBIA PIPELINES HLDG CO LLC 5.681% 01-15-2034

1/15/2034

5.68%

258,052

PVTPL COLUMBIA PIPELINES OPER CO LLC 5.962% 02-15-2055

2/15/2055

5.96%

642,243

PVTPL COLUMBIA PIPELINES OPER CO LLC 6.036% 11-15-2033

11/15/2033

6.04%

2,391,309

PVTPL COLUMBIA PIPELINES OPER CO LLC 6.544% 11-15-2053

11/15/2053

6.54%

363,567

PVTPL CONTINENTAL RESOURCES 2.268% 11-15-2026

11/15/2026

2.27%

1,836,660

PVTPL COOPERATIEVE RABOBANK U A 5.71% 01-21-2033

1/21/2033

5.71%

10,539,986

PVTPL COOPERATIEVE RABOBANK UA 5.447% 03-05-2030

3/5/2030

5.45%

517,057

PVTPL COOPERATIEVE RABOBANK UA 5.564% 02-28-2029

2/28/2029

5.56%

3,201,208

PVTPL COREBRIDGE GLOB FUNDING 4.65% 08-20-2027

8/20/2027

4.65%

3,361,206

PVTPL COREBRIDGE GLOBAL FUNDING 4.25% 08-21-2028

8/21/2028

4.25%

1,093,157

PVTPL COREBRIDGE GLOBAL FUNDING FLTG RT 12-15-2028

12/15/2028

4.56%

3,447,649

PVTPL COREVEST AMERN FIN 2019-3 TR SER 19-3 CLS A 2.772% DUE 10-15-2052 BEO

10/15/2052

2.70%

59,738

PVTPL COREVEST AMERN FIN 2022-1 TR SR 22-1 CL A VAR RT 12-31-2049

6/17/2055

4.74%

1,066,208

PVTPL COTY INC/HFC PRESTIGE/INT US 5.6% 01-15-2031

1/15/2031

5.60%

302,729

PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08-15-2027

8/15/2027

3.50%

7,266,306

PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO

9/15/2026

3.35%

1,989,523

PVTPL CQS US CLO LTD SR 25-5A CL A1 FRN 01-17-2039

1/17/2039

5.10%

9,825,814

PVTPL CREDICORP CAPITAL SOCIED 9.7%03-05-2045

3/5/2045

9.70%

220,663

PVTPL CREDIT ACCEP AUTO LN TR 2023-2 SER 23-2A CL A 5.92% 05-16-2033

5/16/2033

5.92%

759,771

161

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL CREDIT ACCEP AUTO LN TR SER 23-3A CL A 6.39% 08-15-2033

8/15/2033

6.39%

707,295

PVTPL CREDIT ACCEPTANCE AUTO LOAN TRUST SER 24-1A CL A 5.68% 03-15-2034

3/15/2034

5.68%

1,003,725

PVTPL CREDIT ACCEPTANCE AUTO LOAN TRUST SER 24-2A CLS C 6.7% 10-16-2034

10/16/2034

6.70%

1,314,967

PVTPL CREDIT AGRICOLE S A 6.316% 10-03-2029

10/3/2029

6.32%

7,670,172

PVTPL CREDIT AGRICOLE S A LONDON BRH 1.247% 01-26-2027

1/26/2027

1.25%

1,031,836

PVTPL CREDIT AGRICOLE SA 5.222% 05-27-2031

5/27/2031

5.22%

472,663

PVTPL CREDIT AGRICOLE SA 5.23% 01-09-2029

1/9/2029

5.23%

2,257,231

PVTPL CREDIT AGRICOLE SA 5.335% 01-10-2030

1/10/2030

5.34%

1,353,456

PVTPL CREDIT AGRICOLE SA 5.862% 01-09-2036

1/9/2036

5.86%

1,352,581

PVTPL CSL FINANCE PLC 4.75% DUE 04-27-2052 BEO

4/27/2052

4.75%

225,176

PVTPL CVS LEASE BACKED PASS THRU CTF 8.353% DUE 07-10-2031

7/10/2031

8.35%

71,751

PVTPL CVS LEASE BACKED PASS THRU SER 2013 TR 4.704 01-10-2036

1/10/2036

4.70%

190,439

PVTPL DANONE NT 144A 2.947% DUE 11-02-2026/11-02-2016 BEO

11/2/2026

2.95%

1,997,223

PVTPL DANSKE BANK A/S 4.613% 10-02-2030

10/2/2030

4.61%

587,427

PVTPL DANSKE BANK A/S 5.427% 03-01-2028

3/1/2028

5.43%

5,078,077

PVTPL DANSKE BANK A/S 5.705% 03-01-2030

3/1/2030

5.70%

311,915

PVTPL DIAMOND ISSUER LLC 2021-1 SECD CL A 2.305% 11-20-2051

11/20/2051

2.30%

1,631,538

PVTPL DNB BK ASA 1.535% 05-25-2027

5/25/2027

1.54%

1,424,098

PVTPL DNB BK ASA 4.853% 11-05-2030

11/5/2030

4.85%

370,451

PVTPL DNB BK ASA MED TERM NTS BOOK ENTRY 1.605% 03-30-2028

3/30/2028

1.60%

4,855,777

PVTPL DOMINICAN REPUBLIC 5.875% 10-28-2035

10/28/2035

5.88%

300,540

PVTPL DOMINOS PIZZA MASTER ISSUER SR 25-1A CL A2II 5.217% 07-25-2055

7/25/2055

5.22%

14,617,380

PVTPL DT MIDSTREAM 10YR 144A NEW ISSUE 4.3% 04-15-2032

4/15/2032

4.30%

367,529

PVTPL DUPONT DE NEMOURS INC 4.725% 11-15-2028

11/15/2028

4.72%

3,676,197

PVTPL ECMC GROUP STUDENT LN TR SR 17-2A CL A FLTG RT 05-25-2067

5/25/2067

5.04%

2,071,873

PVTPL EDF S A 4.875% DUE 09-21-2038 BEO

9/21/2038

4.88%

2,337,740

PVTPL ELECTRICITE DE FRANCE 5.7% 05-23-2028

5/23/2028

5.70%

1,136,986

PVTPL ELECTRICITE DE FRANCE 6.375% 01-13-2055

1/13/2055

6.38%

209,071

PVTPL ELEMENT FLEET MGMT CORP 5.643% 03-13-2027

3/13/2027

5.64%

1,709,267

PVTPL ELEMENT FLEET MGMT CORP 6.271% 06-26-2026

6/26/2026

6.27%

2,553,532

PVTPL ELEVATION CLO LTD SR 18-3A CL A1R2 FLTG RT 01-25-2035

1/25/2035

5.16%

3,399,950

PVTPL ELMWOOD CLO LTD SR 25-3A CL A FLTG RT 03-22-2038

3/22/2038

5.12%

11,517,262

PVTPL EMD FIN LLC 4.125% 08-15-2028

8/15/2028

4.12%

1,962,972

PVTPL EMPOWER CLO LTD SR 22-1A CL A1R FLTG 10-20-2037

10/20/2037

5.27%

1,254,657

PVTPL EMPOWER CLO LTD SR 25-1A CL A FLTG RT 04-20-2038

7/20/2038

5.19%

1,254,045

PVTPL ENCORE CAPITAL GROUP INC 6.625%04-15-2031

4/15/2031

6.62%

402,001

PVTPL ENEL FIN INTL N V 4.125% 09-30-2028

9/30/2028

4.12%

2,541,393

PVTPL ENEL FIN INTL N V NT 4.75% DUE 05-25-2047

5/25/2047

4.75%

276,933

PVTPL ENEL FINANCE INTERNATIONAL N.V 5.125% 06-26-2029

6/26/2029

5.12%

1,221,316

PVTPL ENEL FINANCE INTL NV 2.125% 07-12-2028

7/12/2028

2.12%

4,754,300

PVTPL ENGIE S A 5.875% 04-10-2054

4/10/2054

5.88%

202,575

PVTPL ENI S P A 5.5% 05-15-2034

5/15/2034

5.50%

8,368,416

PVTPL ENI S P A 5.95% 05-15-2054

5/15/2054

5.95%

238,700

PVTPL ENTERPRISE FLEET FINANCING LLC SER 24-1 CL A3 5.16% 09-20-2030

9/20/2030

5.16%

146,773

PVTPL ENTERPRISE FLEET FINANCING LLC SER24-4 CL A3 4.56% 11-20-2028

11/20/2028

4.56%

885,052

PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-1 CL A2 6.52% 03-20-2030

3/20/2030

5.23%

2,598,102

PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-2 CL A2 5.74% 12-20-2026

12/20/2026

5.74%

331,340

PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-2 CL A3 5.61% 04-20-2028

4/20/2028

5.61%

3,559,534

162

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL ENTERPRISE FLEET FINANCING LLC SR 25-2 CL A3 4.41% 06-20-2029

6/20/2029

4.41%

3,110,462

PVTPL ENTERPRISE FLEET FING 2023-2 LLC 5.5% 04-22-2030

4/22/2030

5.50%

169,874

PVTPL ENTERPRISE FLEET FING 2023-2 LLC SRS 23-2 CLS A2 5.56% 04-22-2030

4/22/2030

5.56%

983,886

PVTPL ENTERPRISE FLEET FING LLC SR 23-3 CL A2 6.4% 03-20-2030

3/20/2030

6.40%

1,449,375

PVTPL EQT CORP SR NT 3.125% 05-15-2026

5/15/2026

3.12%

551,813

PVTPL EQUITABLE AMER GLOBAL 4.7% 09-15-2032

9/15/2032

4.70%

697,451

PVTPL EQUITABLE AMER GLOBAL 4.95% 06-09-2030

6/9/2030

4.95%

4,789,868

PVTPL EQUITABLE FINL LIFE 4.6% 04-01-2027

4/1/2027

4.60%

5,455,295

PVTPL EXPERIAN FIN PLC 2.75% DUE 03-08-2030

3/8/2030

2.75%

3,246,735

PVTPL F G GLOBAL FUNDING 144A 5.875% DUE06-10-2027 BEO

6/10/2027

5.88%

3,236,947

PVTPL F G GLOBAL FUNDING 5.875% 01-16-2030

1/16/2030

5.88%

311,582

PVTPL F&G GLOBAL FDG 2.0% 09-20-2028

9/20/2028

2.00%

374,843

PVTPL F&G GLOBAL FUNDING 4.65% 09-08-2028

9/8/2028

4.65%

2,465,332

PVTPL FED DES CAISSES DESJARDINS QUEBEC 1.2% 10-14-2026

10/14/2026

1.20%

7,835,095

PVTPL FED DES CAISSES DESJARDINS QUEBEC 4.55% DUE 08-23-2027 BEO

8/23/2027

4.55%

5,053,256

PVTPL FIRST INVS AUTO OWNER TR 2023-1 SR 23-1A CL A 6.44% 10-16-2028

10/16/2028

6.44%

664,795

PVTPL FIRSTKEY HOMES SR 22-SFR2 CL B 4.5% 07-17-2027

7/17/2039

4.50%

3,063,666

PVTPL FIRSTKEY HOMES TRUST SR 22-SFR1 CL B 4.493% 05-19-2039

5/19/2039

4.49%

2,493,431

PVTPL FORD CR AUTO OWN TR 2024-REV1 SR 24-1 CL A STEP UP 08-15-2036

8/15/2036

4.87%

14,481,998

PVTPL FORD CR AUTO OWNER TR 2023-REV1 231 CL A 4.85% 08-15-2035

8/15/2035

4.85%

10,722,760

PVTPL FORD CR AUTO OWNER TR 2023-REV2 SER 23-2 CL A 5.28% 02-15-2036

2/15/2036

5.28%

11,233,077

PVTPL FORD CR FLOORPLAN MASTER OWNER TR SR 24-1 CL A1 5.29% 04-15-2029

4/15/2029

5.29%

2,646,111

PVTPL FORD CR FLOORPLAN MASTER OWNER TR SER 24-3 CL A-1 4.3% DUE 09-15-2029

9/15/2029

4.30%

8,871,882

PVTPL FORTRESS CR BSL VII LTD SR 21-1A CL A-1-R FLTG 07-23-2032

7/23/2032

4.95%

956,885

PVTPL FOUNDRY JV HOLDCO LLC 6.1% 01-24-2036

1/25/2036

6.10%

534,487

PVTPL FOUNDRY JV HOLDCO LLC 6.3% 01-25-2039

1/25/2039

6.30%

211,611

PVTPL FOUNDRY JV HOLDCO LLC. 5.5% 01-25-2031

1/25/2031

5.50%

1,953,192

PVTPL FREEDOM MORTGAGE CORPORATION 9.25%02-01-2029

2/1/2029

9.25%

731,556

PVTPL FREMF MORTGAGE TRUST SER 16-K59 CL B VAR RT 11-25-2049

11/25/2049

3.56%

175,563

PVTPL FREMF MORTGAGE TRUST SER 19-K734 CL B VAR RT 02-25-2051

2/25/2051

4.17%

1,275,499

PVTPL FREMF MORTGAGE TRUST SR 19-K97 CL B VAR RT 09-25-2051

9/25/2051

3.77%

1,734,018

PVTPL GA GLOBAL FDG 01-06-2027

1/6/2027

2.25%

147,245

PVTPL GA GLOBAL FDG TR 5.5% 01-08-2029

1/8/2029

5.50%

2,056,929

PVTPL GA GLOBAL FUNDING TRUST 5.9% 01-13-2035

1/13/2035

5.90%

1,281,411

PVTPL GALAXY CLO LTD SER 24-33A CL A1 FLTG RT 04-20-2037

4/20/2037

5.43%

1,735,843

PVTPL GENERAL MOTORS CO SER 24-4A CL A1 4.73% 11-15-2029

11/15/2029

4.73%

2,487,979

PVTPL GENERAL MOTORS SR 24-1 CL A1 5.13%03-15-2029

3/15/2029

5.13%

6,590,419

PVTPL GENERATE CLO 8 LTD/GENERATE SR 8A CL A1R2 FLTG 01-20-2038

1/20/2038

5.26%

9,283,456

PVTPL GILDAN ACTIVEWEAR INC 10-07-2030

10/7/2030

4.70%

891,404

PVTPL GLENCORE FDG LLC 6.125% 10-06-2028

10/6/2028

6.12%

2,135,471

PVTPL GLENCORE FDG LLC FLTG RT 10-01-2026

10/1/2026

4.77%

1,351,147

PVTPL GLENCORE FUNDING LLC 5.186% 04-01-2030

4/1/2030

5.19%

1,543,650

PVTPL GLENCORE FUNDING LLC 5.371% 04-04-2029

4/4/2029

5.37%

2,493,610

PVTPL GM FINANCIAL REVOLVING RECEIVABLESSER 23-2 CL A 5.77% 08-11-2036

8/11/2036

5.77%

5,774,286

PVTPL GM FINL REVOLVING RECEIVABLES TR SER 24-2 CL A 4.52% 03-11-2037

3/11/2037

4.52%

10,998,592

PVTPL GM FINL REVOLVING RECEIVABLES TR SR 24-1 CL A 4.9% 12-11-2036

12/11/2036

4.98%

3,909,526

PVTPL GOLUB CAP PARTNERS CLO LTD SR 20-48A CL A1R FLTG RT 04-17-2038

4/17/2038

4.98%

1,003,295

PVTPL GOODGREEN 2017-1 TR NT CL A 144A 3.74% DUE 10-15-2052 BEO

10/15/2052

3.74%

42,444

163

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL GOODGREEN 2017-2 NT CL A 144A 3.26% DUE 10-15-2053 BEO

10/15/2053

3.26%

87,761

PVTPL GOODMAN US FIN FOUR LLC 4.625% DUE05-04-2032 BEO

5/4/2032

4.62%

1,978,462

PVTPL GOODMAN US FIN THREE LLC 3.7% DUE 03-15-2028

3/15/2028

3.70%

989,724

PVTPL GOODMAN US FINANCE SIX LLC 5.125% 10-07-2034

10/7/2034

5.12%

377,479

PVTPL GPMT 2021-FL3 LTD/GPMT 2021-FL3 LLC SR SECD NT CL A FLTG 07-16-2035

7/16/2035

5.35%

124,954

PVTPL GPMT LTD SR 21-FL4 CL A FLTG RT 11-15-2036

12/15/2036

5.20%

1,802,510

PVTPL GREENSAIF PIPELINES BIDCO S A R L 6.1027% 08-23-2042

8/23/2042

6.10%

2,399,590

PVTPL GREENSKY HOME IMPT ISSUER TR SER 25-3 CL A2 4.59% 12-27-2060

12/27/2060

4.59%

271,015

PVTPL GREYWOLF CLO I LTD SR 20-3RA CL A1R2 FLTG 04-22-2033

4/22/2033

5.09%

3,485,011

PVTPL GUARDIAN LIFE INSURANCE CORP 3.7% 01-22-2070

1/22/2070

3.70%

67,162

PVTPL GUATEMALA REP 6.25% 08-15-2036

8/15/2036

6.25%

418,000

PVTPL HEALTH CARE SERVICE CORP 5.2% 06-15-2029

6/15/2029

5.20%

435,932

PVTPL HERO FDG 2017-3 NT CL A2 3.95% 09-20-2048

9/20/2048

3.95%

198,655

PVTPL HERO FDG SER 2017-1A NT CL A2 4.46% 09-20-2047 BEO

9/20/2047

4.46%

35,583

PVTPL HERTZ VEH FING III LLC SR 23-4A CL A 6.15% 03-25-2030

3/25/2030

6.15%

1,047,174

PVTPL HILTON GRAND VACATIONS TR SER 25-3EXT CL A 4.56% 10-25-2044

10/25/2044

4.56%

561,758

PVTPL HILTON GRAND VACATIONS TRUST SR 24-2A CL 5.5% 03-25-2038

3/25/2038

5.50%

918,825

PVTPL HPS CORPORATE LENDING FD 5.85% 06-05-2030

6/5/2030

5.85%

607,460

PVTPL HUNGARY REP 6.0% 09-26-2035

9/26/2035

6.00%

625,203

PVTPL HYUNDAI AUTO LEASE SECURITIZAT SR 25-B CL A3 4.53% 04-17-2028

4/17/2028

4.53%

2,214,919

PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 1.5% DUE 06-15-2026

6/15/2026

1.50%

429,949

PVTPL HYUNDAI CAPITAL AMERICA 4.25% 09-18-2028

9/18/2028

4.25%

1,821,275

PVTPL HYUNDAI CAPITAL AMERICA 4.3% 09-24-2027

9/24/2027

4.30%

2,410,842

PVTPL HYUNDAI CAPITAL AMERICA 4.85% 03-25-2027

3/25/2027

4.85%

3,895,144

PVTPL HYUNDAI CAPITAL AMERICA 5.3% 03-19-2027

3/19/2027

5.30%

2,358,110

PVTPL HYUNDAI CAPITAL AMERICA 5.3% 06-24-2029

6/24/2029

5.30%

1,030,088

PVTPL HYUNDAI CAPITAL AMERICA 5.45% 06-24-2026

6/24/2026

5.45%

949,467

PVTPL HYUNDAI CAPITAL AMERICA 5.95% 08-21-2026

9/21/2026

5.95%

4,320,631

PVTPL IMPERIAL BRANDS FIN PLC 5.5% 02-01-2030

2/1/2030

5.50%

3,638,936

PVTPL IMPERIAL BRANDS FIN PLC GTD SR NT 144A 6.125 DUE 07-27-2027/07-27-2022 BEO

7/27/2027

6.12%

564,130

PVTPL INTERNATIONAL FLAVORS & FRAGRANCES 2.3% 11-01-2030 USD

11/1/2030

2.30%

451,677

PVTPL INTESA SANPAOLO S P A 7.2% 11-28-2033

11/28/2033

7.20%

1,029,558

PVTPL INTESA SANPAOLO S P A 7.8% 11-28-2053

11/28/2053

7.80%

257,288

PVTPL J P MORGAN MTG TR SER 21-14 CL A11 FLTG DUE 05-25-2052

5/25/2052

4.82%

1,361,582

PVTPL JACKSON NATL LIFE GLOBAL 4.6% 10-01-2029

10/1/2029

4.60%

2,005,660

PVTPL JACKSON NATL LIFE GLOBAL 4.7% 06-05-2028

6/5/2028

4.70%

5,051,694

PVTPL JACKSON NATL LIFE GLOBAL 4.9% 01-13-2027

1/13/2027

4.90%

2,436,597

PVTPL JAMESTOWN CLO LTD SER 19-14A CL A1RR FLTG 10-20-2034

10/20/2034

4.92%

6,996,007

PVTPL JAMESTOWN CLO LTD SR 22-18A CL AR FLTG RT 07-25-2035

7/25/2035

5.13%

7,605,164

PVTPL JANE STR GROUP LLC/JSG FIN INC 6.125% 11-01-2032

11/1/2032

6.12%

407,058

PVTPL JBS USA HLDG LUX S A R L/JBS USA FOOD C 5.5% 01-15-2036

1/15/2036

5.50%

406,722

PVTPL JBS USA HLDG LUX S A R L/JBS USA FOOD C 6.375% 04-15-2066

4/15/2066

6.38%

353,465

PVTPL JBS USA HOLD/FOOD GRP/CO 6.25% 03-01-2056

3/1/2056

6.25%

393,627

PVTPL JBS USA SARL/FOOD/GRP 5.95% 04-20-2035

4/20/2035

5.95%

179,000

PVTPL JBS USA SARL/FOOD/GRP 6.375% 02-25-2055

2/25/2055

6.38%

662,915

PVTPL JERSEY CENTRAL POWER & LIGHT CO 4.15% 01-15-2029

1/15/2029

4.15%

1,618,203

PVTPL KBC GROUP NV 4.932% 10-16-2030

10/16/2030

4.93%

1,605,280

164

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL KBC GROUP NV 5.796% 01-19-2029

1/19/2029

5.80%

9,109,878

PVTPL KKR CLO SER 21 CL A FLTG 04-15-2031

4/15/2031

5.17%

631,459

PVTPL KKR FINANCIAL CLO LTD SER 36A CL AR FLTG 10-15-2034

10/15/2034

5.05%

5,798,751

PVTPL KKR FINANCIAL CLO LTD SR 42A CL ARFLTG RT 07-20-2034

7/20/2034

5.03%

4,299,103

PVTPL KKR GROUP FIN CO LLC 3.25% 12-15-2051

12/15/2051

3.25%

932,347

PVTPL KREF 2022-FL3 LTD CL A FLTG 02-15-2039

2/17/2039

5.18%

1,630,770

PVTPL KUWAIT INTL BOND 4.652% 10-09-2035

10/9/2035

4.65%

199,302

PVTPL LCM 31 LTD SR SECD NT CL A-R FLTG 07-20-2034

7/20/2034

5.16%

2,301,687

PVTPL LIBERTY MUT GROUP INC 4.569% DUE 02-01-2029 BEO

2/1/2029

4.57%

6,712,829

PVTPL LIBERTY UTILITIES CO 5.577% 01-31-2029

1/31/2029

5.58%

611,880

PVTPL LINCOLN FINL GLOBAL FDG 4.625% 08-18-2030

8/18/2030

4.62%

1,414,629

PVTPL LOANCORE 2021-CRE6 ISSUER LTD SER 21-CRE6 CL A FLTG 11-15-2038

11/15/2038

5.16%

203,181

PVTPL LPL HLDGS INC 4.625% 11-15-2027

11/15/2027

4.62%

804,998

PVTPL LRECS SER 25-CRE1 CL A FLTG 08-19-2043

8/19/2043

5.50%

7,309,889

PVTPL LSEG US FINANCE CORP 5.297% 03-28-2034

3/28/2034

5.30%

620,795

PVTPL M&T EQUIPMENT NOTES SER 25-1A CL A2 4.7% 12-16-2027

12/16/2027

4.70%

423,031

PVTPL MACQUARIE AIRFINANCE HLDGS LTD 5.15% 03-17-2030

3/17/2030

5.15%

405,768

PVTPL MACQUARIE GROUP LTD SR MEDIUM 3.763% 11-28-2028

11/28/2028

3.76%

143,908

PVTPL MACQUARIE GROUP LTD SR NT 2.691%06-23-2032

6/23/2032

2.69%

409,671

PVTPL MADISON PARK FUNDING LTD SER 21-39A CL AR FLTG 10-22-2034

10/22/2034

5.11%

2,200,577

PVTPL MADISON PARK FUNDING LTD SR 16-22A CL AR2 FLTG RT 01-15-2038

1/15/2038

5.21%

5,108,049

PVTPL MADISON PK FDG LXIII LTD/MADISON PK FD SR 23-63A CL A1R VAR RT 07-21-2038

7/21/2038

5.27%

1,445,520

PVTPL MADISON PK FDG XXXIII LTD CL A-R FLTG 10-15-2032

10/15/2032

5.19%

3,442,403

PVTPL MARATHON CLO LTD SR 21-16A CL A1AR FLTG RT 04-15-2034

4/15/2034

5.01%

9,991,872

PVTPL MARBLE PT CLO XVIII LTD SR 20-2A CL A1R2 FLTG RT 03-15-2038

3/15/2038

5.11%

6,500,884

PVTPL MARS INC 4.6% 03-01-2028

3/1/2028

4.60%

7,876,488

PVTPL MARS INC 4.8% 03-01-2030

3/1/2030

4.80%

553,220

PVTPL MARS INC 5.2% 03-01-2035

3/1/2035

5.20%

8,692,608

PVTPL MARS INC 5.65% 05-01-2045

5/1/2045

5.65%

517,580

PVTPL MARS INC 5.7% 05-01-2055

5/1/2055

5.70%

130,036

PVTPL MASSMUTUAL GLOBAL 4.95% 01-10-2030

1/10/2030

4.95%

5,634,241

PVTPL MASSMUTUAL GLOBAL FDG II FLTG 08-01-2028

8/1/2028

4.59%

2,380,688

PVTPL MASSMUTUAL GLOBAL FUNDIN 5.15%05-30-2029

5/30/2029

5.15%

2,163,854

PVTPL MENLO SER 24-1A CL A1 FLTG 01-20-2038

1/20/2038

5.30%

16,566,535

PVTPL MERCEDES-BENZ FIN NORTH AMER LLC 4.8% 11-13-2026

11/13/2026

4.80%

1,114,739

PVTPL MERITAGE HOMES CORP 3.875% 04-15-2029

4/15/2029

3.88%

3,936,176

PVTPL MET TOWER GLOBAL FUNDING 4.0% 10-01-2027

10/1/2027

4.00%

676,352

PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE SER 24-FL15 CL A FLTG RT 08-18-2041

8/18/2041

5.42%

1,503,004

PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE SR 22-FL8 CL A FLTG 02-19-2037

2/19/2037

5.08%

3,245,322

PVTPL MGM CHINA HLDGS LTD 7.125% 06-26-2031

6/26/2031

7.12%

1,480,730

PVTPL MILOS CLO LTD/MILOS CLO LLC SR 17-1A CL AR FLTG 10-20-2030

10/20/2030

5.22%

1,536,458

PVTPL MMAF EQUIPMENT FINANCE LLC SR 24-ACL A3 4.95% 07-14-2031

7/14/2031

4.95%

775,704

PVTPL MMAF EQUIPMENT FINANCE LLC SR 25-ACL A3 5.45% 08-13-2032

8/13/2032

4.82%

1,945,282

PVTPL MOLEX ELECTR TECHNOLOGIES LLC 4.75% 04-30-2028

4/30/2028

4.75%

531,831

PVTPL MONONGAHELA PWR CO 3.55% DUE 05-15-2027 BEO

5/15/2027

3.55%

2,286,322

PVTPL MRCD MORTGAGE TRUST SER 19-PARK CL A 2.71752% 12-15-2036

12/15/2036

2.72%

420,000

PVTPL MVW OWNER TRUST SER 19-2A CL B 2.44% 10-20-2038

10/20/2038

2.44%

134,871

PVTPL NATIONWIDE BLDG 5.537% 07-14-2036

7/14/2036

5.54%

413,879

165

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL NATIONWIDE BLDG SOC SR NON-PFD 6.557% 10-18-2027

10/18/2027

6.56%

5,094,514

PVTPL NATWEST MARKETS PLC FLTG RT 03-21-2030

3/21/2030

4.89%

1,213,140

PVTPL NATWEST MKTS PLC 5.41% DUE 05-17-2029 BEO

5/17/2029

5.41%

918,584

PVTPL NAVIENT PRIVATE ED LN TR 2020-A NTCL A-2B VAR RT DUE 11-15-2068

11/15/2068

4.76%

110,413

PVTPL NAVIENT PRIVATE ED REFI LN SER 20-BA CL A2 2.12% 01-15-2069 BEO

1/15/2069

2.12%

354,454

PVTPL NAVIENT PRIVATE ED REFI LN TR 2019-FA CL A2 2.6% DUE 08-15-2068

8/15/2068

2.60%

506,147

PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-B SER 21-BA CL A .94% 07-15-2069

7/15/2069

0.94%

354,050

PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-F SR 21-FA CL A 1.11% 02-18-2070

2/18/2070

1.11%

3,238,177

PVTPL NAVIENT PRIVATE ED REFI LN TR SR 2019-C CL A-2 02-15-2068

2/15/2068

3.13%

222,840

PVTPL NAVIENT PRIVATE ED REFI LN TR SRS 20-HA CL A 1.31% DUE 01-15-2069

1/15/2069

1.31%

1,735,455

PVTPL NAVIENT PVT ED LN TR 2015-B NT CL A-3 FLTG RATE 144A VAR RT DUE 07-16-2040

7/16/2040

5.31%

436,518

PVTPL NAVIENT PVT ED REFI LN TR 2020-G SER 20-GA CL A 1.17% DUE 09-16-2069 BEO

9/16/2069

1.17%

880,385

PVTPL NAVIENT PVT ED REFI LN TR 2023-A NT CL A 144A 5.51 DUE 10-15-2071BEO

10/15/2071

5.51%

1,416,383

PVTPL NAVIENT REFINANCE LN TR SR 25-C CL A 4.8% 10-15-2055

10/15/2055

4.80%

5,345,482

PVTPL NAVIENT STUDENT LOAN TRUST SER 21-A CL A 0.84% DUE 05-15-2069 BEO

5/15/2069

0.84%

178,978

PVTPL NAVIENT STUDENT LOAN TRUST SR 23-BA CL A1A 6.48% 03-15-2072

3/15/2072

6.48%

529,883

PVTPL NBN CO LTD 4.0% 10-01-2027

10/1/2027

4.00%

1,114,290

PVTPL NBN CO LTD 4.25% 10-01-2029

10/1/2029

4.25%

1,401,136

PVTPL NBN CO LTD 5.75% 10-06-2028

10/6/2028

5.75%

610,545

PVTPL NELNET STUDENT LN TR SER 17-3A CL A FLTG 02-25-2066

2/25/2066

4.84%

2,487,116

PVTPL NELNET STUDENT LN TR SER 21-BA CL AFX 1.42% 04-20-2062

4/20/2062

1.42%

281,704

PVTPL NELNET STUDENT LN TR SR 25-BA CL A1B FLTG 05-17-2055

5/17/2055

5.33%

4,745,670

PVTPL NELNET STUDENT LOAN TRUST SR 25-AA CL A1B FRN 03-15-2057

3/15/2057

5.08%

1,766,391

PVTPL NESTLE CAPITAL CORPORATION 5.1% 03-12-2054

3/12/2054

5.10%

305,317

PVTPL NETFLIX INC 4.875% DUE 06-15-2030/10-25-2019 BEO

6/15/2030

4.88%

1,415,755

PVTPL NEUBERGER BERMAN LN ADVISERS CLO SR 17-26A CL AR2 FLTG 10-18-2038

10/18/2038

5.24%

3,994,252

PVTPL NEW RESIDENTIAL MTG LN TR SER 22-SFR1 CL B 2.849% DUE 02-17-2027 BEO

2/17/2039

2.85%

1,958,130

PVTPL NEW YORK LIFE GLOBAL FDG 2.35% 07-14-2026

7/14/2026

2.35%

44,643

PVTPL NEW YORK LIFE INS CO 3.75% DUE 05-15-2050

5/15/2050

3.75%

632,678

PVTPL NEW YORK ST ELEC & GAS CORP 5.65% 08-15-2028

8/15/2028

5.65%

1,516,065

PVTPL NEW YORK ST ELEC & GAS CORP SR NT 144A 3.25% DUE 12-01-2026/11-29-2016 BEO

12/1/2026

3.25%

96,297

PVTPL NEW YORK STATE ELECTRIC & GAS CORP 5.3% 08-15-2034

8/15/2034

5.30%

2,888,058

PVTPL NGPL PIPECO LLC 3.25% DUE 07-15-2031 BEO

7/15/2031

3.25%

138,152

PVTPL NIAGARA MOHAWK POWER 5.996% 07-03-2055

7/3/2055

6.00%

264,590

PVTPL NIAGARA MOHAWK PWR CORP NEW SR NT 144A 1.96% DUE 06-27-2030/06-25-2020 BEO

6/27/2030

1.96%

902,027

PVTPL NISSAN MOTOR ACCEPTANCE CORP 2.75%03-09-2028

3/9/2028

2.75%

1,710,291

PVTPL NORTHERN NAT GAS CO DEL SR BD 144A4.3% 01-15-2049

1/15/2049

4.30%

200,880

PVTPL NORTHWESTERN MUT LIFE INS CO 6.17%05-29-2055

5/29/2055

6.17%

511,140

PVTPL NORTHWESTERN MUTUA 3.45% DUE 03-30-2051 BEO

3/30/2051

3.45%

216,743

PVTPL NORTHWESTERN MUTUAL GLBL 4.96% 01-13-2030

1/13/2030

4.96%

2,359,833

PVTPL NORTHWOODS CAPITAL LTD SR 18-12BA CL AR FLTG RT 06-15-2031

6/15/2031

4.91%

1,990,874

PVTPL NRG ENERGY INC 4.734% 10-15-2030

10/15/2030

4.73%

2,608,704

PVTPL NRG ENERGY INC 5.407% 10-15-2035

10/15/2035

5.41%

214,836

PVTPL NTT FIN CORP 03/04/2026 1.162% DUE04-03-2026/03-03-2021 BEO

4/3/2026

1.16%

2,321,317

PVTPL NTT FIN CORP 4.62% 07-16-2028

7/16/2028

4.62%

1,989,773

PVTPL NTT FIN CORP 5.502% 07-16-2035

7/16/2035

5.50%

373,446

PVTPL NTT FIN CORP SR NT 144A 4.372% DUE07-27-2027/07-27-2022 BEO

7/27/2027

4.37%

1,211,457

PVTPL NTT FINANCE CORP 07-16-2030

7/16/2030

4.88%

203,859

166

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL NTT FINANCE CORP 4.567% 07-16-2027

7/16/2027

4.57%

3,305,248

PVTPL NTT FINANCE CORP 5.171% 07-16-2032

7/16/2032

5.17%

298,145

PVTPL OCEAN TRAILS CLO SR 20-8A CL A1R2 FLTG 03-15-2038

3/15/2038

5.09%

6,314,627

PVTPL OCP CLO LTD SER 23-26A CL AR FLTG 04-17-2037

4/17/2037

4.96%

8,988,599

PVTPL OCTAGON INVESTMENT PARTNERS LTD SR19-2A CL A1R2 FLTG RT 10-15-2033

10/15/2033

4.99%

6,073,452

PVTPL OCTAGON INVT PARTNERS 20-3A CL A1R2 FLTG 01-15-2038

1/15/2038

5.26%

752,717

PVTPL OCTANE RECEIVABLES TR 23-1A CL C 6.37% 09-20-2029

9/20/2029

6.37%

4,468,618

PVTPL OCTANE RECEIVABLES TRUST SER 23-3ACL A2 6.44% 03-20-2029

3/20/2029

6.44%

308,548

PVTPL OFSI FUND LTD SR 21-10A CL AR FLTGRT 04-20-2034

4/20/2034

5.15%

2,600,893

PVTPL OHA CR PARTNERS XI LTD SR 15-11A CL A1R2 FLTG RT 04-20-2037

4/20/2037

5.34%

486,799

PVTPL OHIO EDISON COMPANY 4.95% 12-15-2029

12/15/2029

4.95%

1,197,330

PVTPL OMERS FINANCE TRUST 4.375% 03-20-2030

3/20/2030

4.38%

2,692,836

PVTPL OMERS FINANCE TRUST 5.5% 11-15-2033

11/15/2033

5.50%

4,048,704

PVTPL ONCOR ELEC DELIVERY CO LLC 5.8% 04-01-2055

4/1/2055

5.80%

383,677

PVTPL ONCOR ELECTRIC DELIVERY 4.5% 03-20-2027

3/20/2027

4.50%

978,939

PVTPL ONEMAIN FINL ISSUANCE SRS 20-2A CL B 2.21% DUE 09-14-2035 BEO

9/14/2035

2.21%

1,208,956

PVTPL ONT TEACHERS CADILLAC FAIRVIEW 4.125% 02-01-2029

2/1/2029

4.12%

817,560

PVTPL OPORTUN FUNDING LLC SR 25-A CL B 5.3% 02-08-2033

2/8/2033

5.30%

334,944

PVTPL OZLM XXIV LTD / OZLM XXIV LLC 20/07/2032 VAR RT DUE 07-20-2032 BEO

7/20/2032

5.31%

1,307,313

PVTPL PACIFIC LIFE GLOBAL FDG II 4.5% 08-28-2029

8/28/2029

4.50%

3,638,661

PVTPL PACIFIC LIFE GLOBAL FDG II FLTG RT 02-04-2027

2/4/2027

4.39%

1,251,024

PVTPL PACIFIC LIFE GLOBAL FDG II MEDIUM TERM TR 00802 FLTG 07-10-2028

7/10/2028

4.75%

3,154,361

PVTPL PACIFIC LIFE GLOBAL FDG II MTN 4.875% 07-17-2032

7/17/2032

4.88%

3,055,987

PVTPL PACIFIC LIFECORP 5.125% 01-30-2043

1/30/2043

5.12%

237,110

PVTPL PALMER SQUARE CLO LTD SR 15-1A CL A1A5 FLTG RT 05-21-2034

5/21/2034

4.92%

10,247,265

PVTPL PARK AVENUE INSTITUTIONAL ADVISERS SR 21-1A CL A1AR FRN 01-20-2034

1/20/2034

4.99%

5,797,175

PVTPL PARK BLUE CLO LTD SR 22-2A CL A1R FLTG RT 07-20-2037

7/20/2037

5.30%

682,507

PVTPL PENFED AUTO RECEIVABLES OWNER SER 24-A CL A3 4.7% 06-15-2029

6/15/2029

4.70%

3,063,515

PVTPL PENNSYLVANIA ELEC CO FIXED 3.6%06-01-2029 BEO

6/1/2029

3.60%

244,792

PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-2065

11/25/2065

4.94%

457,277

PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5.55% 05-01-2028

5/1/2028

5.55%

1,831,490

PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5.75% 05-24-2026

5/24/2026

5.75%

4,585,765

PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 1.7% DUE 06-15-2026 BEO

6/15/2026

1.70%

66,231

PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 6.05% 08-01-2028

8/1/2028

6.05%

2,578,276

PVTPL PERNOD RICARD S A NT 144A 3.25% DUE 06-08-2026/06-08-2016 BEO

6/8/2026

3.25%

3,644,822

PVTPL PERU(REPUBLIC OF) 6.15% 08-12-2032

8/12/2032

0.06%

9,044,668

PVTPL PFS FING CORP SR 25-B CL A 4.85% 02-15-2030

2/15/2030

4.85%

3,189,659

PVTPL PIKES PEAK CLO SER 23-12A CL AR FLTG 04-20-2038

4/20/2038

5.10%

2,494,054

PVTPL PORSCHE FINL AUTO SECURITIZATION TR SR 23-1A CLS A4 4.72% 06-23-2031

6/23/2031

4.72%

1,358,617

PVTPL PPIB CAP INC C 2.75% 11-02-2027

11/2/2027

2.75%

246,145

PVTPL PRIN LIFE GLOBAL FLTG RT 5.183737% 08-18-2028

8/18/2028

4.68%

771,650

PVTPL PRINCIPAL LIFE GLOBAL FDG II 4.8% 01-09-2028

1/9/2028

4.80%

4,548,656

PVTPL PRKCM TRUST SER 23-AFC3 CL A1 6.584% 09-25-2058

9/25/2058

6.58%

1,121,518

PVTPL PROGRESS RESIDENTIAL TRUST SER 22-SFR6 CL B 4.997% 07-20-2039

7/20/2039

5.00%

1,003,511

PVTPL PROLOGIS TARGETED US 5.25% 01-15-2035

1/15/2035

5.25%

713,642

PVTPL PROLOGIS TARGETED US 5.25% 04-01-2029

4/1/2029

5.25%

4,296,866

PVTPL PROLOGIS TARGETED US 5.5% 04-01-2034

4/1/2034

5.50%

1,248,619

PVTPL PROTECTIVE LIFE CORP 5.35% 12-15-2035

12/15/2035

5.35%

3,038,542

167

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL PROTECTIVE LIFE GF 5.467% 12-08-2028

12/8/2028

5.47%

1,326,601

PVTPL PSP CAPITAL INC 3.75% 10-02-2029

10/2/2029

3.75%

3,000,411

PVTPL PT FREEPORT INDONESIA NT 4.763% DUE04-14-2027

4/14/2027

4.76%

225,426

PVTPL QUIKRETE HLDGS INC 6.375% 03-01-2032

3/1/2032

6.38%

416,360

PVTPL RABOBANK NEDERLAND GLOBAL MED TM NT TRANCHE # TR 00088 4.655% 8-22-2028

8/22/2028

4.66%

3,283,157

PVTPL RAD CLO 6 LTD/RAD CLO SR 19 6A CL A1R FLTG 10-20-2037

10/20/2037

5.27%

5,111,089

PVTPL RECKITT BENCKISER TREAS SVCS BNDS 3.0% DUE 06-26-2027

6/26/2027

3.00%

6,105,759

PVTPL REGATTA XVI FUNDING LTD SR 19-2A CL A1R FLTG RT 01-15-2033

1/15/2033

5.10%

6,316,336

PVTPL RENEW 2017-1 FDG NT CL A 144A 3.67% DUE 09-20-2052 BEO

9/20/2052

3.67%

19,675

PVTPL RENTOKIL TERMINIX LLC 5.0% 04-28-2030

4/28/2030

5.00%

204,621

PVTPL REPSOL E&P CAP MARKETS 5.976% 09-16-2035

9/16/2035

5.98%

291,206

PVTPL RGA GLOBAL FDG 2.7% 01-18-2029

1/18/2029

2.70%

2,195,071

PVTPL RISERVA CLO LTD SR 16-3A CL AR3 FLTG 01-18-2034

1/18/2034

4.93%

3,143,311

PVTPL ROCC TRUST SER 24-CNTR CL A 5.38834% 11-13-2041

11/13/2041

5.39%

193,876

PVTPL ROCHE HLDGS INC 5.338% 11-13-2028

11/13/2028

5.34%

557,095

PVTPL ROCKFORD TOWER CLO 2018-2 LTD SER 2018-2A CLS A FLTG 10-20-2031

10/20/2031

5.31%

706,142

PVTPL ROCKFORD TOWER CLO LTD SR 2017-3 CL A FLTG DUE 10-20-2030

10/20/2030

5.34%

99,332

PVTPL ROMARK WM-R LTD SER 2018-1A CL A-1 FLTG 04-20-2031

4/20/2031

5.18%

1,665,296

PVTPL ROYAL CARIBBEAN CRUISES LTD 5.5% DUE 04-01-2028 BEO

4/1/2028

5.50%

2,007,937

PVTPL RWE FINANCE US LLC 5.125% 09-18-2035

9/18/2035

5.12%

388,833

PVTPL SAMMONS FINANCIAL GLOBAL 5.05% 01-10-2028

1/10/2028

5.05%

1,422,092

PVTPL SAMMONS FINL GLOBAL 4.95% 06-12-2030

6/12/2030

4.95%

5,074,402

PVTPL SAMMONS FINL GROUP FLTG DUE 09-02-2027

9/2/2027

4.67%

3,514,360

PVTPL SANDSTONE PEAK LTD SR 21-1A CL A1R FLTG RT 10-15-2034

10/15/2034

5.18%

3,300,120

PVTPL SANTANDER BANK AUTO CREDIT-LIN SER 24-A CL B 5.622% 06-15-2032

6/15/2032

5.62%

1,652,729

PVTPL SANTOS FINANCE LTD 5.75% 11-13-2035

11/13/2035

5.75%

468,428

PVTPL SAUDI ARABIA (KINGDOM OF) 5.75% 01-16-2054

1/16/2054

5.75%

198,049

PVTPL SAUDI ARABIAN OIL CO 5.25% 07-17-2034

7/17/2034

5.25%

1,029,159

PVTPL SAUDI ARABIAN OIL CO 6.375% 06-02-2055

6/2/2055

6.38%

627,794

PVTPL SAUDI ARABIAN OIL CO GLOBAL 5.75%07-17-2054

7/17/2054

5.75%

195,107

PVTPL SBA TOWER TR SR 2020-1 CL 1C 1.884% 07-15-2050

7/15/2050

1.88%

1,698,104

PVTPL SBNA AUTO LEASE TR SR 24-A CL A4 5.24% 01-22-2029

1/22/2029

5.24%

286,159

PVTPL SCF EQUIPMENT LEASING SR 25-1A CL A3 5.11% 11-21-2033

11/21/2033

5.11%

495,217

PVTPL SCF EQUIPMENT TRUST LLC SER 24-1A CLS A3 5.52% DUE 01-20-2032

1/20/2032

5.52%

239,526

PVTPL SCF EQUIPMENT TRUST LLC SR 25-2A CL A3 4.33% 06-20-2036

6/20/2036

4.33%

627,240

PVTPL SERBIA (REPUBLIC) 6% 06-12-2034

6/12/2034

6.00%

310,657

PVTPL SES GLOBAL AMERS HLDGS GP SR NT 5.3 DUE 03-25-2044

3/25/2044

5.30%

206,852

PVTPL SFS AUTO RECEIVABLES SECURITIZATION TR 2 SER 23-1A CL B 01-22-2030

1/22/2030

5.71%

512,069

PVTPL SFS AUTO RECEIVABLES SECURITIZATION TR 2 SER 23-1A CL C 5.97% 02-20-2031

2/20/2031

5.97%

822,900

PVTPL SFS AUTO RECEIVABLES SECURITIZATIONSR 23-1A CL A4 5.47% 12-20-2029

12/20/2029

5.47%

4,473,793

PVTPL SIEMENS FUNDING BV 5.9% 05-28-2065

5/28/2065

5.90%

209,492

PVTPL SIXTH STREET CLO LTD SR 18-12A CL A1R2 FLTG RT 01-17-2039

1/17/2039

4.87%

6,508,514

PVTPL SLAM LLC SR 25-1A CL A 5.807% 05-15-2050

5/15/2050

5.81%

2,078,676

PVTPL SLM STUD LN TR 2004-3 STUD LN BKD NT CL 144A A-6B VAR RT DUE 10-25-2064

10/25/2064

5.12%

1,944,376

PVTPL SMB PRIVATE ED LN TR 2014-A SER 23-B CL A1B FLTG RT 10-16-2056

10/16/2056

5.78%

843,818

PVTPL SMB PRIVATE ED LN TR 2020-B VAR RTDUE 07-15-2053 BEO

7/15/2053

4.96%

3,309,978

PVTPL SMB PRIVATE ED LN TR SE 2018-A CLA-2B FLTG RATE DUE 02-15-2036

2/15/2036

4.66%

62,089

PVTPL SMB PRIVATE ED LN TR SER 17-B CL A-2B FLTG RATE 10-15-2035

10/15/2035

4.61%

13,183

168

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL SMB PRIVATE ED LN TR SER 20-A CL 2A2 2.23% 09-15-2037 BEO

9/15/2037

2.23%

371,428

PVTPL SMB PRIVATE ED LN TR SER 24-C CL A1A 5.5% 06-17-2052

6/17/2052

5.50%

2,748,199

PVTPL SMB PRIVATE EDUACATION LN TR 2023-C NT CL A-1A 5.67% 11-15-2052

11/15/2052

5.67%

565,052

PVTPL SMB PRIVATE EDUCATION LOAN TRUST 20SR 23-A CLS A1B 01-15-2053

1/15/2053

5.48%

1,091,930

PVTPL SMB PRIVATE EDUCATION LOAN TRUST SER 24-E CL A1A 5.09% 10-16-2056

10/16/2056

5.09%

1,667,861

PVTPL SMB PRIVATE EEDUCATION LN TR SER 24-A CL A1B 03-15-2056

3/15/2056

5.43%

1,545,203

PVTPL SMB PVT ED LN TR 2022-C DUE 05-16-2050 BEO

5/16/2050

5.83%

1,194,863

PVTPL SMBC AVIATION CAP FIN DAC 5.7% 07-25-2033

7/25/2033

5.70%

3,138,630

PVTPL SMITHFIELD FOODS INC 4.25% 02-01-2027

2/1/2027

4.25%

4,155,906

PVTPL SOCIAL PROFESSIONAL LOAN PROGRAM LLC SR 21-B CL AFX 1.14% 02-15-2047

2/15/2047

1.14%

2,321,081

PVTPL SOCIETE GENERALE 2.889% 06-09-2032/

6/9/2032

2.89%

371,474

PVTPL SOCIETE GENERALE 4.027% 01-21-2043

1/21/2043

4.03%

169,757

PVTPL SOCIETE GENERALE 5.249% 05-22-2029

5/22/2029

5.25%

7,316,158

PVTPL SOCIETE GENERALE 5.5% 04-13-2029

4/13/2029

5.50%

4,205,160

PVTPL SOCIETE GENERALE 6.066% 01-19-2035

1/19/2035

6.07%

1,057,181

PVTPL SOCIETE GENERALE MEDIUM TERM NTS BOOK EN DUE 01-10-2034/01-10-2023 BEO

1/10/2034

6.69%

2,290,257

PVTPL SOFI CONSUMER LN PROGRAM 2025-1 SR25-1 CL B 5.12% DUE 02-27-2034 BEO

2/27/2034

5.12%

1,365,127

PVTPL SOFI CONSUMER LOAN PROGRAM SR 25-4CL A 4.24% 08-25-2035

8/25/2035

4.24%

4,032,368

PVTPL SOFI PROFESSIONAL LN PROGRAM SER 19-C CL A2FX 2.8% 11-16-2048

11/16/2048

2.37%

470,875

PVTPL SOFI PROFESSIONAL LN PROGRAM SR 20-A CL A2FX 2.54% 05-15-2046

5/15/2046

2.54%

1,451,247

PVTPL SOLRR AIRCRAFT 2021-1 LTD/SOLRR AIRCRA SR 21-1 CL A 2.636% 10-15-2046

10/15/2046

2.64%

2,124,609

PVTPL SOUND POINT CLO LTD SR 20-3A CLA1RFLTG RT 01-25-2032

1/25/2032

5.14%

920,727

PVTPL SOUND POINT CLO LTD SR 21-1A CL B1R FLTG 04-25-2034

4/25/2034

5.51%

1,451,573

PVTPL SOUND POINT CLO XX LTD (US) SER 18-2A CLS A FLTG RT 07-26-2031

7/26/2031

5.22%

209,706

PVTPL SOUND PT CLO LTD SER 17-4A CL A1 FLTG RATE 01-20-2031 BEO

1/21/2031

5.27%

202,761

PVTPL SP POWERASSETS LTD GLOBAL MEDIUM TERM NT 3% DUE 09-26-2027 BEO

9/26/2027

3.00%

2,041,816

PVTPL STANDARD CHARTERED PLC 5.545% 01-21-2029

1/21/2029

5.54%

5,075,105

PVTPL STANDARD CHARTERED PLC 5.688% 05-14-2028

5/14/2028

5.69%

2,581,928

PVTPL STANDARD CHARTERED PLC 6.296% 07-06-2034

7/6/2034

6.30%

1,624,454

PVTPL STANDARD CHARTERED PLC 7.767% DUE 11-16-2028/11-16-2022 BEO

11/16/2028

7.77%

2,301,258

PVTPL STELLANTIS FIN US INC 5.75% 03-18-2030

3/18/2030

5.75%

516,145

PVTPL STELLANTIS FINANCE US INC 2.0% DUE01-29-2027

1/29/2027

1.71%

583,210

PVTPL STREAM INNOVATIONS 2025-1 ISSUER TRUST SR 25-1A CL A 5.05% 09-15-2045

9/15/2045

5.05%

668,859

PVTPL SUMITOMO MITSUI TRUST BANK LTD 5.65% DUE 03-09-2026

3/9/2026

5.65%

1,158,875

PVTPL SWEDBANK AB MEDIUM TERM NTS BOOK ENTRY 1 6.136% 09-12-2026

9/12/2026

6.14%

615,389

PVTPL SYMPHONY CLO LTD SR 20-22A CL A1ARFLTG RT 04-18-2033

4/18/2033

5.06%

4,110,509

PVTPL SYMPHONY CLO LTD SR 22-32A CL AR FLTG RT 10-23-2035

10/23/2035

5.42%

2,101,028

PVTPL SYMPHONY CLO XIX LTD/SYMPHONY CLO XIX SR SECD NT CL A FLTG 04-16-2031

4/16/2031

5.12%

244,467

PVTPL TCW CLO 2019-1 AMR LTD SR 19-1A CLASNR FLTG RT 08-16-2034

8/16/2034

5.15%

3,003,509

PVTPL TCW GEM LTD SR 20-1A CL A1R3 FLTG RT 04-20-2034

4/20/2034

4.93%

7,741,075

PVTPL TESLA AUTO LEASE TRUST SR 24-B CL A3 4.82% 10-20-2027

10/20/2027

4.82%

3,823,556

PVTPL TEXAS EASTN TRANSMISSION LP 3.5% DUE 01-15-2028 BEO

1/15/2028

3.50%

2,473,342

PVTPL TOWD POINT ASSET TRUST SER21-SL1 CL A2 FLTG 11-20-2061

11/20/2061

4.55%

499,451

PVTPL TOWD PT MTG TR FLTG RT SER 19-HY2 CL A1 12-25-2048 BEO

5/25/2058

4.85%

54,924

PVTPL TOWD PT MTG TR SER 18-2 CL A1 VAR 03-25-2058

3/25/2058

3.25%

34,661

PVTPL TOWD PT MTG TR SER 2019-HY3 CL A1A FLTG 12-25-2048

10/25/2059

4.85%

1,421,324

PVTPL TOYOTA AUTO LOAN EXTENDED NOTE SER 23-1A CL A 4.93% DUE 06-25-2036

6/25/2036

4.93%

9,082,560

PVTPL TOYOTA AUTO LOAN EXTENDED NOTE SR 25-1A CL A 4.65% DUE 05-25-2038 BEO

5/25/2038

4.65%

6,022,981

169

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL TOYOTA LEASE OWNER TRUST SER 24-B CL A3 4.21% 09-20-2027

9/20/2027

4.21%

1,101,901

PVTPL TOYOTA LEASE OWNER TRUST SR 25-B CL A3 3.96% 11-20-2028

11/20/2028

3.96%

5,614,738

PVTPL TRESTLES CLO VIII LTD SR 25-8A CL A1 FLTG RT 06-11-2035

6/11/2035

5.63%

695,761

PVTPL TRIMARAN CAVU LTD SR 19-1A CL A1R FLTG RT 01-20-2037

1/20/2037

5.07%

7,753,798

PVTPL TRINITAS CLO LTD SR 21-17A CL AR FLTG10-20-2034

10/20/2034

5.03%

4,199,095

PVTPL TRINITAS CLO LTD SR 22-19A CL A1R FLTG RT 10-20-2033

10/20/2033

4.99%

3,479,478

PVTPL TRINITAS CLO LTD SR 24-29A CL A FLTG RT 07-23-2037

7/23/2037

5.35%

1,836,314

PVTPL TRINITAS CLO XI LTD 19-11A A1RR FLTG 07-15-2034

7/15/2034

5.09%

17,500,457

PVTPL UBER TECHNOLOGIES INC 15/08/2029 4.5% DUE 08-15-2029/08-15-2025 BEO

8/15/2029

4.50%

5,680,699

PVTPL UBS GROUP AG 1.305% 02-02-2027

2/2/2027

1.30%

2,198,308

PVTPL UBS GROUP AG 11/02/2032 2.095% DUE02-11-2032/02-11-2031 BEO

2/11/2032

2.10%

696,435

PVTPL UBS GROUP AG 3.869% 01-12-2018

1/12/2029

3.87%

1,243,208

PVTPL UBS GROUP AG 4.151% 12-23-2029

12/23/2029

4.15%

4,167,626

PVTPL UBS GROUP AG 4.194% 04-01-2031

4/1/2031

4.19%

1,695,437

PVTPL UBS GROUP AG 4.751% DUE 05-12-2028BEO

5/12/2028

4.75%

5,041,107

PVTPL UBS GROUP AG 4.988% 08-05-2033 BEO

8/5/2033

4.99%

5,079,325

PVTPL UBS GROUP AG 5.01% 03-23-2037

3/23/2037

5.01%

785,102

PVTPL UBS GROUP AG 5.379% 09-06-2045

9/6/2045

5.38%

885,490

PVTPL UBS GROUP AG 5.428% 02-08-2030

2/8/2030

5.43%

1,561,337

PVTPL UBS GROUP AG 6.301% 09-22-2034

9/22/2034

6.30%

218,526

PVTPL UBS GROUP AG VAR RT 05-14-2032

5/14/2032

3.09%

4,783,005

PVTPL UBS GROUP FDG SWITZ AG SR 4.253% DUE 03-23-2028

3/23/2028

4.25%

5,296,430

PVTPL VAR ENERGI ASA 7.5% DUE 01-15-2028/11-15-2022 BEO

1/15/2028

7.50%

1,588,744

PVTPL VENTURE CDO LTD SER 19-36A CL A1AR FLTG 04-20-2032

4/20/2032

5.28%

1,044,724

PVTPL VICI PPTYS L P/VICI NT 4.625% DUE 12-01-2029

12/1/2029

4.62%

3,165,937

PVTPL VICI PPTYS L P/VICI NT CO INC 3.875% DUE 02-15-2029 BEO

2/15/2029

3.88%

367,906

PVTPL VICI PPTYS L P/VICI NT CO INC 4.125% DUE 08-15-2030

8/15/2030

4.12%

4,659,843

PVTPL VICI PPTYS L P/VICI NT CO INC 4.5%DUE 01-15-2028 BEO

1/15/2028

4.50%

571,281

PVTPL VICI PROPERTIES INC 4.5% 09-01-2026

9/1/2026

4.50%

4,072,075

PVTPL VICI PROPERTIES INC 5.75% DUE 02-01-2027 BEO

2/1/2027

5.75%

1,263,124

PVTPL VISTRA OPERATIONS CO LLC 4.3% DUE 07-15-2029

7/15/2029

4.30%

3,905,095

PVTPL VISTRA OPERATIONS CO LLC 3.7% 01-30-2027

1/30/2027

3.70%

3,053,444

PVTPL VISTRA OPERATIONS CO LLC 4.3% 10-15-2028

10/15/2028

4.30%

1,922,542

PVTPL VISTRA OPERATIONS CO LLC 4.6% 10-15-2030

10/15/2030

4.60%

2,548,967

PVTPL VISTRA OPERATIONS CO LLC 5.05% 12-30-2026

12/30/2026

5.05%

1,958,881

PVTPL VOLKSWAGEN GROUP AMER FIN LLC 5.65% 09-12-2028

9/12/2028

5.65%

585,784

PVTPL VOLKSWAGEN GROUP AMER FIN LLC 3.2% DUE 09-26-2026

9/26/2026

3.20%

1,998,939

PVTPL VOLKSWAGEN GROUP AMER FIN LLC 4.95%08-15-2029

8/15/2029

4.95%

3,001,371

PVTPL VOLKSWAGEN GROUP AMER FIN LLC GTD NT 6.45% 11-16-2030

11/16/2030

6.45%

751,707

PVTPL VOLKSWAGEN GROUP AMERICA 4.45% 09-11-2027

9/11/2027

4.45%

598,499

PVTPL VOLKSWAGEN GROUP AMERICA 4.55% 09-11-2028

9/11/2028

4.55%

356,815

PVTPL VOLVO FINANCIAL EQUIPMENT LLC SR 24-1A CL A4 4.29% 07-15-2031

7/15/2031

4.29%

554,004

PVTPL VOLVO FINL EQUIP LLC SER 24-1A CL A3 4.29% 10-16-2028

10/16/2028

4.29%

602,476

PVTPL VOLVO FINL EQUIP LLC SR 25-1A CL A3 4.46% 05-15-2029

5/15/2029

4.46%

957,775

PVTPL WEIR GROUP PLC 5.35% 05-06-2030

5/6/2030

5.35%

5,924,063

PVTPL WESTGATE RESORTS SR 24-1A CL A 6.06% 6.06% 01-20-2038

1/20/2038

6.06%

742,906

PVTPL WESTLAKE AUTOMOBILE RECEIVABLE 2023-3 SR 23-3A CL B 5.92% 09-15-2028

9/15/2028

5.92%

1,441,407

PVTPL WHEELS FLEET LEASE FDG 1 LLC SR 24-1A CL A1 5.49% 02-18-2039

2/18/2039

5.49%

1,242,024

170

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

PVTPL WHEELS FLEET LEASE FUNDING 1 LLC SR 25-3A CL A1 0.0% 09-18-2040

9/18/2040

4.08%

2,206,109

PVTPL WIND RIVER CLO LTD SR 16-1KRA CL A1R3 FLTG RT 10-15-2034

10/15/2034

4.96%

1,390,651

PVTPL WISE CLO 2023-2 LTD/WISE CLO 2023-2 LL SER 23-2A CL A FLTG 01-15-2037

1/15/2037

5.70%

1,753,262

PVTPL XSTRATA FIN CDA LTD GTD NT 5.3 DUE10-25-2042 BEO

10/25/2042

5.55%

126,145

PVTPL ZAIS ZAIS CLO 13 LTD SR 19-13A CL A1AR FRN 07-15-2032

7/15/2032

5.20%

452,297

PVTPLSAMMONS FINL GROUP 6.875% 04-15-2034

4/15/2034

6.88%

877,271

Q TECHNOLOGY GROUP CO LTD HKD0.01

133,058

QANTAS AIRWAYS NPV

2,112,399

QBE INS GROUP NPV

9,868

QIAGEN NV ORD EUR0.01 (POST REV SPLT)

5,808,475

QNITY ELECTRONICS INC COM

705,701

QUAKER CHEM CORP COM

4,589,449

QUALCOMM INC 2.15% DUE 05-20-2030

5/20/2030

2.15%

258,090

QUALCOMM INC COM

3,552,366

QUANEX BLDG PRODS CORP COM STK

3,297,903

QUANTA SVCS INC 2.9% DUE 10-01-2030

10/1/2030

2.90%

655,720

QUANTA SVCS INC 4.3% DUE 08-09-2028

8/9/2028

4.30%

6,812,443

QUANTA SVCS INC 4.75% 08-09-2027

8/9/2027

4.75%

1,736,089

QUANTA SVCS INC COM

1,749,439

QUANTA SVCS INC SR NT 3.05% 10-01-2041

10/1/2041

3.05%

252,516

QUANTA SVCS INC SR NT 5.1% 08-09-2035

8/9/2035

5.10%

401,671

QUANTUMSCAPE CORP COM USD0.0001 CL A

26,925

QUE PROV CDA MEDIUM TERM NTS BOOK ENT TRANCHE # TR 00050 7.14 2-27-26

2/27/2026

7.14%

522,081

QUEBEC PROV CDA 2.75% DUE 04-12-2027 BEO

4/12/2027

2.75%

899,050

QUEBEC PROV CDA PROVINCE DE QUEBEC GLOBAL NOTE 7.5% DUE 09-15-2029 BEO

9/15/2029

7.50%

4,287,771

QUEBEC(PROV OF) 4.45% NTS 01/09/2034 CAD1

9/1/2034

4.45%

4,140,775

QUEBECOR INC CLASS'B'SUB-VTG NPV

852,395

QUESS CORP LTD INR10

154,502

QUEST DIAGNOSTICS INC 2.95% DUE 06-30-2030 BEO

6/30/2030

2.95%

236,680

QUEST DIAGNOSTICS INC 4.6% 12-15-2027

12/15/2027

4.60%

784,458

QUEST DIAGNOSTICS INC COM

1,451,926

QUINSTREET INC COM STK

487,114

QXO INC COM PAR VALUE $0.00001 NEW

4,153,812

R&D COMPUTER CO LTD NPV

2,435

RABOBANK NEDERLAND 1.98% DUE 12-15-2027

12/15/2027

1.98%

2,015,229

RADICO KHAITAN INR2

165,508

RADIUM LIFE TECH C TWD10

27,406

RADNET INC COM STK

2,557,327

RADWARE LTD COM STK

776,854

RAI WAY SPA NPV

44,689

RAIA DROGASIL SA COM NPV

1,416,000

RAIFFEISEN BK INTL NPV (REGD)

2,380,013

RAINBOW TOURS SA PLN0.10

282,527

RAITO KOGYO CO LTD NPV

71,265

RALLIS INDIA LTD INR1

379,872

RALPH LAUREN CORP CL A CL A

2,490,475

RAMBUS INC DEL COM

4,752,735

RAMELIUS RESOURCES NPV

466,989

171

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

RANDSTAD N.V. EUR0.10

1,196,546

RANGE RES CORP COM

259,090

RANGER ENERGY SVCS INC COM CL A COM CL A

51,027

RANK GROUP PLC ORD GBP0.1388888

129,833

RAPID7 INC COM

904,658

RAPT THERAPEUTICS INC COM NEW

8,129

RAS AL KHAIMAH AED1

126,128

RASAN INFORMATION SAR1

738,728

RASIYAT HOLDING CO KWD0.10

88,186

RATEGAIN TRAVEL TE INR1

70,440

RATOS AB SER'B'NPV

815,209

RAYDIUM SEMI-CONDU TWD10

246,718

RAYMOND JAMES FNCL INC COM STK

173,598

RAYONIER ADVANCED MATLS INC COM

192,744

RB GLOBAL INC COM NPV

8,223,119

RBL BANK LIMITED INR10

227,815

REALTEK SEMICOND TWD10

3,517,258

REALTY INCOME CORP .75% DUE 03-15-2026

3/15/2026

0.75%

546,277

REALTY INCOME CORP 2.7% 02-15-2032

2/15/2032

2.70%

904,308

REALTY INCOME CORP 3% DUE 01-15-2027

1/15/2027

3.00%

22,796

REALTY INCOME CORP 3.25% DUE 01-15-2031 REG

1/15/2031

3.25%

1,624,624

REALTY INCOME CORP 3.25% DUE 06-15-2029

6/15/2029

3.25%

1,044,978

REALTY INCOME CORP 5.125% 04-15-2035

4/15/2035

5.12%

173,261

REALTY INCOME CORP 5.975% 09-01-2054

9/1/2054

5.38%

222,506

RECHI PRECISION CO LTD TWD10

163,384

RECKITT BENCK GRP ORD GBP0.10

2,581,500

RECRUIT HLDGS CO L NPV

8,703,355

RED RIV BANCSHARES INC COM

19,286

RED ROCK RESORTS INC CL A CL A

1,003,900

RED VIOLET INC COM USD0.001 WHEN ISSUED

643,364

REDDIT INC CL A CL A

2,772,922

REGAL REXNORD CORPORATION COM STK USD0.01

1,118,210

REGENCY CTRS CORP COM

1,580,718

REGENERON PHARMACEUTICALS INC COM

13,092,459

REGIS HEALTHCARE LIMITED NPV

24,661

REGIS RESOURCES LT NPV

2,979,727

REINET INVESTMENTS ORD NPV

47,639

REINSURANCE GROUP AMER INC COM NEW STK

5,331,262

REITMANS(CANADA) CLASS'A'NON VTG NPV

33,148

RELAY THERAPEUTICS INC COM

9,035

RELIANCE INC COM NPV

669,312

RELIANCE INDS INR10(100%DEMAT)

3,736,434

RELX CAP INC 4.75% 03-27-2030

3/27/2030

4.75%

875,626

RELX PLC

10,942,964

RENAISSANCE RE HLDGS LTD COM

9,653,347

RENASANT CORP COM

4,733,709

RENAULT SA EUR3.81

333,167

RENEW WIND ENERGY AP 2 PVT LTD / SR SECDNT 144A 4.5% 07-14-2028

7/14/2028

4.50%

1,726,154

172

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

REN-REDES ENERGET EUR1(REGD)

284,220

REORG/ANYWHERE MERGER COMPASS 2V1JAT3 01-09-2026

16,440

REORG/MIND CHANGE DEFINIUM 2G1EAW5 01-15-2026

157,065

REORG/PINNACLE MERGER PINNACLE 2G16AX5 02 JAN 2026

722,158

REORG/QIAGEN EXCHANGE QIAGEN 2H19AL5 01-08-2026

819,533

REORG/SYNOVUS MERGER PINNACLE 2G16AX5 01-02-2026

4,331,427

REP BANCORP INC KY CDT-CL A COM STK

26,561

REP OF SOUTH AFRICA 8.75% 28/02/2048

2/28/2048

8.75%

92,868

REPCO HOME FIN LTD INR10

160,458

REPLIGEN CORP COM STK USD0.01

6,940,126

REPT BATTERO ENERG CNY1 H

286,170

REPUBLIC OF CHILE 4.34% 03-07-2042

3/7/2042

4.34%

408,940

REPUBLIC OF GUATEMALA 5.375% DUE 04-24-2032 REG

4/24/2032

5.38%

201,900

REPUBLIC OF PANAMA SENIOR SECURED TERM LN 05/03/2027

3/5/2027

—%

234,420

REPUBLIC OF POLAND 5.5% 03-18-2054

3/18/2054

5.50%

268,146

REPUBLIC OF TURKIYE 7.625% 05-15-2034

5/15/2034

7.62%

977,362

REPUBLIC SVCS INC COM

2,075,219

REPUBLICA ORIENT URUGUAY 5.25% T-BOND 09-10-2060

9/10/2060

5.25%

420,075

RESOLUTE MINING NPV

157,662

RESOLUTION FDG CORP FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 04-15-2030

4/15/2030

—%

2,008,170

RESOURCES CONNECTION INC COM

83,185

REUNERT NPV

19,606

REVOLUTION MEDICINES INC COM

2,923,474

REVVITY INC

39,764

REXEL EUR5

2,277,909

REXFORD INDUSTRIAL REALTY INC 5.0% DUE 06-15-2028

6/15/2028

5.00%

1,221,215

REYNOLDS AMERN INC FIXED 5.85% DUE 08-15-2045

8/15/2045

5.85%

384,860

RGA GLOBAL FDG 4.35% DUE 08-25-2028

8/25/2028

4.35%

2,556,684

RGA GLOBAL FDG 4.6% DUE 11-25-2030

11/25/2030

4.60%

3,001,449

RGA GLOBAL FDG 5.448% DUE 05-24-2029

5/24/2029

5.45%

2,381,294

RGA GLOBAL FDG MEDIUM TERM SR SECD TRANCHE # TR 00006 5.05% 12-06-2031

12/6/2031

5.05%

2,553,326

RH COM

910,978

RHB BANK BHD NPV

202,155

RHEINMETALL AG NPV

1,638,985

RHEON AUTO MACHNRY NPV

24,118

RHYTHM PHARMACEUTICALS INC COM

889,395

RIBBON COMMUNICATIONS INC COM STK USD0.0001

74,261

RICH HONOUR INTERN TWD10

15,324

RICHWAVE TECHNOLOGY CORPORATION TWD10

60,152

RICOH CO LTD NPV

1,247,378

RINGKJOBING LNDOBK DKK1

1,332,194

RINNAI CORP NPV

1,493,100

RIO TINTO FIN USA 5.125% DUE 03-09-2053

3/9/2053

5.12%

289,652

RIO TINTO FIN USA PLC 4.5% 03-14-2028

3/14/2028

4.50%

483,658

RIO TINTO FIN USA PLC 4.875% 03-14-2030

3/14/2030

4.88%

2,360,408

RIO TINTO FIN USA PLC 5.75% 03-14-2055

3/14/2055

5.75%

317,116

RIO TINTO FINANCE (USA)PLC 4.375% 03-12-2027

3/12/2027

4.38%

271,829

RIO TINTO ORD GBP0.10

6,418,100

173

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

RIOT PLATFORMS INC COM NPV

150,089

RISO KAGAKU CORP NPV

41,402

RITHM CAPITAL CORP

652,757

RIYAD BANK SAR10

306,812

RIYADH CABLES GROUP CO. SAR10

973,531

RLI CORP COM

17,275

RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A2A'

6/12/2044

4.21%

1,918,919

RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A3A'

6/12/2044

4.23%

417,470

RMAC SECS NO 1 PLC FRN MTG 06/44 EUR REGS'A2C'

6/12/2044

2.18%

309,063

ROBERT HALF INC COM USD0.001

8,472,127

ROBINHOOD MKTS INC COM CL A COM CL A

566,179

ROBLOX CORP COM USD0.0001 CL A

1,669,785

ROCHE HLDGS AG GENUSSCHEINE NPV

48,849,499

ROCKET COS INC CL A CL A

408,612

ROCKET LAB CORP COM

2,725,174

ROCKWELL AUTOMATION

2,355,430

ROGERS 2.9% DUE 11-15-2026

11/15/2026

2.90%

141,546

ROGERS COMMUNICATIONS INC 3.2% 03-15-2027

3/15/2027

3.20%

2,839,625

ROGERS COMMUNICATIONS INC 4.5% 03-15-2042

3/15/2042

4.50%

372,973

ROGERS COMMUNICATIONS INC 5.0% 02-15-2029

2/15/2029

5.00%

3,474,492

ROGERS CORP COM

181,309

ROHM CO LTD NPV

1,590,520

ROKU INC COM CL A COM CL A

4,898,757

ROLLS ROYCE HLDGS ORD GBP0.20

21,554,038

ROMANIA(REP OF) 5.25% MTN 10/03/30 EUR1000

3/10/2030

5.25%

615,614

ROMANIA(REP OF) 5.375% MTN 07/06/33 EUR1000

6/7/2033

5.38%

2,498,262

ROPER TECHNOLOGIES INC

6,021,719

ROPER TECHNOLOGIES INC 4.2% 09-15-2028

9/15/2028

4.20%

250,780

ROPER TECHNOLOGIES INC 4.25% 09-15-2028

9/15/2028

4.25%

1,098,335

ROPER TECHNOLOGIES INC 4.75% 02-15-2032

2/15/2032

4.75%

187,286

ROPER TECHNOLOGIES INC 4.9% 10-15-2034

10/15/2034

4.90%

64,975

ROSNEFT OIL CO RUB0.01(RUB)

113,275

ROSS STORES INC COM

1,027,338

ROYAL BANK OF CANADA 4.498% 08-06-2029

8/6/2029

4.50%

4,964,128

ROYAL BANK OF CANADA 4.51% 10-18-2027

10/18/2027

4.51%

3,773,261

ROYAL BANK OF CANADA 4.715% 03-27-2028

3/27/2028

4.72%

7,975,913

ROYAL BANK OF CANADA 4.875% 01-19-2027

1/19/2027

4.88%

5,021,847

ROYAL BANK OF CANADA 4.969% 08-02-2030

8/2/2030

4.97%

363,862

ROYAL BANK OF CANADA FLTG 02-04-2031

2/4/2031

4.94%

501,928

ROYAL BANK OF CANADA MTN 4.522% 10-18-2028

10/18/2028

4.52%

3,242,808

ROYAL BANK OF CANADA MTN 4.95% 02-01-2029

2/1/2029

4.95%

224,943

ROYAL BK CDA 6% DUE 11-01-2027

11/1/2027

6.00%

67,492

ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK ENTRY 5.2% 07-20-2026

7/20/2026

5.20%

898,319

ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT1.15% 07-14-2026

7/14/2026

1.15%

456,471

ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT3.875% 05-04-2032

5/4/2032

3.88%

4,815,487

ROYAL BK CDA MONTREAL QUE COM NPV

308,757

ROYAL BK OF CANADA COM NPV

1,536,320

ROYAL CARIBBEAN GROUP COM STK

283,941

174

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG ORD SH

15,333,439

ROYAL GOLD INC COM STK USD0.01

785,128

ROYAL UNIBREW A/S DKK2 (POST SPLIT)

93,046

ROYALTY PHARMA PLC 4.45% 03-25-2031

3/25/2031

4.45%

399,315

RPM INTL INC

50,128

RR KABEL LTD INR5

17,731

RTX CORP 5.75% 11-08-2026

11/8/2026

5.75%

6,630,446

RTX CORP 6.0% 03-15-2031

3/15/2031

6.00%

3,438,793

RTX CORPORATION 2.375% 03-15-2032

3/15/2032

2.38%

892,261

RTX CORPORATION 2.82% 09-01-2051

9/1/2051

2.82%

513,253

RTX CORPORATION 2.25% DUE 07-01-2030

7/1/2030

2.25%

2,508,453

RTX CORPORATION 3.125% 05-04-2027

5/4/2027

3.12%

2,000,690

RTX CORPORATION 3.5% 03-15-2027 USD

3/15/2027

3.50%

942,510

RTX CORPORATION 4.125% 11-16-2028

11/16/2028

4.12%

2,932,769

RTX CORPORATION 4.15% 05-15-2045

5/15/2045

4.15%

167,502

RTX CORPORATION 4.35% DUE 04-15-2047

4/15/2047

4.35%

263,535

RTX CORPORATION 5.375% 02-27-2053

2/27/2053

5.38%

96,474

RTX CORPORATION COMSTK

58,048,301

RUBIS EUR1.25(POST SPLIT)

79,448

RUBRIK INC COM USD0.000025 CL A

270,586

RUSH ENTERPRISES INC CL A CL A

5,215,459

RUSH STREET INTERACTIVE INC COM USD0.0001 CL A

3,818,986

RXSIGHT INC COM

174,014

RYDER SYS INC COM

2,728,073

RYDER SYSTEM INC 2.85% 03-01-2027

3/1/2027

2.85%

1,539,937

RYDER SYSTEM INC 4.9% 12-01-2029

12/1/2029

4.90%

558,840

RYDER SYSTEM INC 4.95% 09-01-2029

9/1/2029

4.95%

623,037

RYDER SYSTEM INC 5.25% 06-01-2028

6/1/2028

5.25%

2,227,178

RYDER SYSTEM INC 5.375% 03-15-2029

3/15/2029

5.38%

648,211

RYDER SYSTEM INC 5.5% 06-01-2029

6/1/2029

5.50%

241,626

RYERSON HLDG CORP COM STOCK

319,809

RYMAN HOSPITALITY PPTYS INC COM

4,716,807

S & T BANCORP INC COM STK

377,445

S FOODS INC NPV

67,727

S INDIA BK LTD COMSTK

67,606

S&P GLOBAL INC 2.45% 03-01-2027

3/1/2027

2.45%

1,596,349

S&P GLOBAL INC 2.7% 03-01-2029

3/1/2029

2.70%

1,102,350

S&P GLOBAL INC 2.9% 03-01-2032

3/1/2032

2.90%

521,673

S&P GLOBAL INC COM

3,976,910

S.W. AIRL CO COM

99,357

SABIC AGRI-NUTRIEN SAR10

151,759

SABINE PASS FIXED 4.2% DUE 03-15-2028

3/15/2028

4.20%

2,724,262

SABINE PASS LIQUEFACTION LLC 4.5% DUE 05-15-2030 REG

5/15/2030

4.50%

1,741,673

SABINE PASS LIQUEFACTION LLC 5.0% 03-15-2027

3/15/2027

5.00%

8,812,753

SABRA HEALTH CARE REIT INC COM

29,774

SABRA HLTH CARE 3.9% DUE 10-15-2029

10/15/2029

3.90%

1,274,163

SAFEHOLD INC NEW COM

2,820

SAFEHOLD OPER PARTNERSHIP LP 2.85% 01-15-2032

1/15/2032

2.85%

586,456

175

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

SAFETY INS GROUP INC COM

186,984

SAFILO GROUP NPV

148,839

SAGILITY LIMITED

169,586

SAIA INC COM STK

8,232,875

SAINSBURY(J) ORD GBP0.28571428

1,896,704

SAINT MARC HOLDING NPV

27,530

SAIZERIYA COMPANY NPV

227,248

SAKAI CHEMICAL IND NPV

28,403

SALES TAX SECURITIZATION CORP ILL 3.238%01-01-2042 BEO TAXABLE

1/1/2042

3.24%

6,824,495

SALESFORCE INC COM USD0.001

27,428,516

SAMPO OYJ/SH CL COMMON STOCK

634,107

SAMSUNG CARD KRW5000

32,247

SAMSUNG E&A CO LTD KRW5000

664,111

SAMSUNG ELECTRO-MECHANICS CO KRW5000 009150

345,712

SAMSUNG ELECTRONIC KRW100

29,852,191

SAMSUNG FIRE & MARINE INS.CO.LTD

1,558,397

SAMSUNG SECURITIES KRW5000

1,287,710

SAMTY RESIDENTIAL REIT

45,338

SAN DIEGO CALIF REDEV AGY SUCCESSOR AGY TX ALLOCATION 3.5 09-01-2028 BEO TAXABLE

9/1/2028

3.50%

1,302,496

SAN DIEGO GAS & ELEC CO 4.95% 08-15-2028

8/15/2028

4.95%

84,067

SAN DIEGO GAS & ELEC CO 5.4% 04-15-2035

4/15/2035

5.40%

3,110,411

SAN DIEGO GAS & ELEC CO 5.55% 04-15-2054

4/15/2054

5.55%

190,293

SAN DIEGO GAS & ELECTRIC CO 4.1% 06-15-2049

6/15/2049

4.10%

436,874

SAN-A CO LTD NPV

809,062

SAN-AI OBBLI CO LTD NPV

20,211

SANDFIRE RESOURCES LTD

2,204,336

SANDISK CORP COM

1,705,101

SANDOZ GROUP AG CHF0.05

1,030,789

SANDS CHINA LTD 4.3% 01-08-2026

1/8/2026

3.80%

1,798,520

SANDVIK AB NPV

1,430,351

SANGAMO THERAPEUTICS INC COM

1,160

SANIL ELECTRIC CO KRW500

960,218

SANIONA AB NPV

234,576

SANKI ENGINEERING NPV

1,472,124

SANKYO CO LTD NPV

110,235

SANMINA CORP COM

34,516

SANOFI EUR2

2,033,846

SANOFI SPONSORED ADR

675,290

SANTA ANA CALIF PENSION OBLIG 1.665% 08-01-2028 BEO TAXABLE

8/1/2028

1.66%

4,256,590

SANTA ANA CALIF PENSION OBLIG 1.869% 08-01-2029 BEO TAXABLE

8/1/2029

1.87%

2,728,655

SANTA ANA CALIF PENSION OBLIG 2.089% 08-01-2030 BEO TAXABLE

8/1/2030

2.09%

1,466,242

SANTAM LIMITED NPV

39,366

SANTANDER DR AUTO 4.96% DUE 11-15-2028

11/15/2028

4.96%

2,110,015

SANTANDER DR AUTO 5% DUE 11-15-2029

11/15/2029

5.00%

5,565,599

SANTANDER DR AUTO 5.61% DUE 07-17-2028

7/17/2028

5.61%

188,708

SANTANDER DR AUTO 5.77% DUE 11-15-2030

11/15/2030

5.77%

2,444,618

SANTANDER DR AUTO 5.84% DUE 06-17-2030

6/17/2030

5.84%

5,254,016

SANTANDER DR AUTO 6.02% DUE 09-15-2028

9/15/2028

6.02%

1,023,878

176

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

SANTANDER DR AUTO 6.43% DUE 02-18-2031

2/18/2031

6.43%

8,003,342

SANTANDER DR AUTO RECEIVABLES TR 4.49% 09-15-2031

9/15/2031

4.49%

4,803,446

SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED CTF CL C 6.69% 03-17-2031

3/17/2031

6.69%

1,359,720

SANTANDER DR AUTO RECEIVABLES TR SER 24-4 CL B 4.93% 09-17-2029

9/17/2029

4.93%

705,292

SANTANDER DR AUTO RECEIVABLES TR SR 25-4 CL C 4.66% 01-15-2032

1/15/2032

4.66%

170,443

SANTANDER DRIVE AUTO REC SER 24-1 CL A3 5.25% 04-17-2028

4/17/2028

5.25%

190,421

SANTANDER DRIVE AUTO REC TR 2012-6 SER 24-A CLS C 4.95% 04-15-2030

4/15/2030

4.95%

2,425,566

SANTANDER DRIVE AUTO REC TR SER 24-4 CLS A3 4.85% 01-16-2029

1/16/2029

4.85%

1,379,300

SANTANDER DRIVE AUTO RECEIVABLES SER 24-5 CL B 4.63% 08-15-2029

8/15/2029

4.63%

2,010,463

SANTANDER DRIVE AUTO RECEIVABLES TR SER 23-4 CL B 5.77% DUE 12-15-2028

12/15/2028

5.77%

853,097

SANTANDER DRIVE AUTO RECEIVABLES TR SER 23-4 CL C 6.04% DUE 12-15-2031

12/15/2031

6.04%

3,793,467

SANTANDER DRIVE AUTO RECEIVABLES TR 2022AUTO LN NT CL C 4.86% 08-15-2029

8/15/2029

4.49%

3,435,984

SANTANDER DRIVE AUTO RECEIVABLES TR SER 25-3 CL C 4.68% 09-15-2031

9/15/2031

4.68%

473,015

SANTANDER DRIVE AUTO RECEIVABLES TR SR 25-1 CL C 5.04% 03-17-2031

3/17/2031

5.04%

399,796

SANTANDER DRIVE AUTO RECEIVABLES TRUST SR 24-3 CL C 6.03% 08-15-2030

8/15/2030

5.64%

5,254,856

SANTANDER DRIVE AUTO SER 24-1 CL B 5.23% 12-15-2028

12/15/2028

5.23%

351,556

SANTANDER HLDGS USA INC 2.49% 01-06-2028

1/6/2028

2.49%

1,722,193

SANTANDER HLDGS USA INC 5.353% 09-06-2030

9/6/2030

5.35%

767,783

SANTANDER UK GROUP FIXED 2.896% 03-15-2032

3/15/2032

2.90%

2,665,316

SANTANDER UK GROUP FLTG RT 5.136% DUE 09-22-2036

9/22/2036

5.14%

637,808

SANTANDER UK GROUP HLDGS PLC 2.469% 01-11-2028

1/11/2028

2.47%

687,940

SANTANDER UK GROUP HLDGS PLC 5.694% 04-15-2031

4/15/2031

5.69%

2,921,327

SANTANDER UK GROUP HOLDINGS PLC 6.534% 01-10-2029

1/10/2029

6.53%

1,254,189

SANTEN PHARM CO NPV

1,809,145

SANY HEAVY EQUIPME HKD0.1

353,810

SANYO CHEMICAL IND NPV

29,972

SAP SE

16,791,086

SAPUTO INC COM NPV

105,479

SAREPTA THERAPEUTICS INC COM

414,863

SARTORIUS AG NON VTG PRF NPV

1,723,073

SASOL LTD NPV

361,670

SASSEUR REAL REIT FUND

386,849

SATO CORPORATION NPV

88,844

SATS ASA NOK2.125

694,187

SAUDI ARABIAN MINI SAR10

63,001

SAUDI AWWAL BANK

204,667

SAUDI ELECTRIC CO SAR10

44,179

SAUDI NATIONAL BANK SAR10

208,770

SAVARA INC COM

177,994

SBA COMMUNICATIONS CORP COM USD0.01 CL A

759,019

SBA TOWER TR 2.328% DUE 07-15-2052

7/15/2052

2.33%

4,036,438

SBERBANK OF RUSSIA

716,368

SBERBANK OF RUSSIA SPON ADR

1,065

SBM OFFSHORE NV EUR0.25

1,548,071

SBNA AUTO LEASE TR 6.51% DUE 04-20-2027

4/20/2027

6.51%

314,732

SCALES CORP LT NPV

107,929

SCANDIC HOTELS GRO NPV

291,305

177

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

SCANDINAVIAN TOBAC DKK1

56,793

SCANSOURCE INC COM

518,482

SCATEC ASA NOK0.025

590,389

SCB X PCL THB10 (NVDR)

603,561

SCCU AUTO 5.11% DUE 06-15-2029

6/15/2029

5.11%

1,107,414

SCE RECOVERY FDG 5.541% DUE 09-15-2052

9/15/2052

5.54%

6,241,217

SCE RECOVERY FUNDING LLC 4.453% 03-15-2036

3/15/2036

4.45%

3,917,568

SCF EQUIP LEASING 6.17% DUE 05-20-2032

5/20/2032

6.17%

1,660,280

SCG HOTEL ISSUER INC COML MTG PASSTHRU CTF CL A 5.18019% 09-15-2042

9/15/2042

5.25%

3,204,996

SCHINDLER-HLDG AG CHF0.10 (PTG CERT)

3,744,485

SCHNEIDER ELECTR INR2

100,473

SCHNEIDER ELECTRIC EUR4.00

20,287,541

SCHNEIDER NATL INC WIS CL B CL B

4,936,331

SCHOLAR ROCK HLDG CORP COM

2,800,347

SCHOLASTIC CORP COM

216,566

SCHWAB CHARLES .9% DUE 03-11-2026

3/11/2026

0.90%

3,748,575

SCHWAB CHARLES 3.2% DUE 01-25-2028

1/25/2028

3.20%

320,620

SCHWAB CHARLES 3.2% DUE 03-02-2027

3/2/2027

3.20%

89,294

SCHWAB CHARLES CORP COM NEW

13,271,145

SCHWAB CHARLES CORP NEW 5.875% 08-24-2026

8/24/2026

5.88%

1,167,684

SCHWAB(CHARLES)CORP 1.95% 12-01-2031 BEO

12/1/2031

1.95%

7,625,326

SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001

21,441

SCIENTECH CORPORAT TWD10

31,890

SCOR SE EUR7.876972

1,540,620

SCOTTS MIRACLE-GRO CLASS'A'COM NPV

5,778,342

SCREEN HOLDINGS CO LTD NPV

641,705

SCROLL CORP NPV

307,761

SEABOARD CORP DEL COM

208,907

SEACOAST BKG CORP FLA COM NEW COM NEW

7,646,591

SEADRILL LIMITED

295,968

SEAGATE TECHNOLOGY HOLDINGS PLC

1,831,068

SEALED AIR CORP NEW COM STK

26,971

SECRETARIA TESOURO 0% T-BILL 01/04/26 BRL1000

4/1/2026

—%

21,465,703

SEEGENE INC KRW500

241,445

SEI INVTS CO COM

384,346

SEIKITOKYU KOGYO NPV

50,497

SEIKO EPSON CORP NPV

784,370

SEKISUI JUSHI CORP NPV

14,955

SELECT MED HLDGS CORP COM

18,087

SELECT WATER SOLUTIONS INC

3,602,332

SELECTIVE INS GROUP INC COM

602,675

SELECTQUOTE INC COM

34,066

SEMPRA 5.4% 08-01-2026

8/1/2026

5.40%

580,718

SEMPRA 6% DUE 10-15-2039

10/15/2039

6.00%

187,863

SEMPRA ENERGY 3.8% DUE 02-01-2038

2/1/2038

3.80%

284,213

SEMTECH CORP COM

5,290,205

SENAO NETWORKS INC TWD10

16,613

SENSEONICS HLDGS INC COM NEW

374,124

178

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

SENTINELONE INC CL A COM CL A COM

1,079,250

SERABI GOLD PLC ORD GBP0.10

364,160

SERBIA (REPUBLIC) 1% SNR MTN 23/09/2028 EUR

9/23/2028

1.00%

1,977,086

SERBIA (REPUBLIC) 6% SNR MTN 12/06/34 USD1000

6/12/2034

6.00%

517,762

SERCOMM CORP TWD10

27,867

SERVICE CORP INTL COM

1,346,854

SERVICE STREAM LTD NPV

487,198

SERVICENOW INC COM USD0.001

50,919,896

SERVICETITAN INC CL A CL A

11,289

SERVISFIRST BANCSHARES INC COMMON STOCK

5,471,906

SEVEN & I HOLDINGS NPV

9,935,539

SEVEN BANK NPV

20,633

SEVERSTAL PJSC GDR EACH REPR 1 ORD 'REGS'

994

SFS GROUP AG CHF0.1 (REGD)

111,581

SG COML MTG SECS 3.055% DUE 10-10-2048

10/10/2048

3.06%

3,267,513

SGS SA CHF0.04 (REGD)

61,816

SHAKE SHACK INC CL A CL A

1,202,371

SHANGHAI ELECTRIC 'H'CNY1

83,531

SHANGHAI HENLIUS BIOTECH I-H

93,819

SHARJAH ISLAMIC BK AED1

803,586

SHARKNINJA COM USD0.0001

6,357,710

SHELL FIN US INC 4.0% 05-10-2046

5/10/2046

4.00%

136,262

SHELL FINANCE US INC 3.75% 09-12-2046

9/12/2046

3.75%

390,845

SHELL FINANCE US INC 4.75% 01-06-2036

1/6/2036

4.75%

545,291

SHELL PLC ORD EUR0.07

1,785,412

SHENG SIONG GROUP NPV

298,585

SHENZHEN BINGCHUAN A CNY1

217,965

SHERWIN-WILLIAMS 3.45% DUE 06-01-2027

6/1/2027

3.45%

1,181,930

SHERWIN-WILLIAMS CO 4.3% 08-15-2028

8/15/2028

4.30%

10,789,299

SHERWIN-WILLIAMS CO 4.5% 08-15-2030

8/15/2030

4.50%

1,168,989

SHERWIN-WILLIAMS CO COM

4,975,157

SHIBAURA MACHINE CO LTD

16,402

SHIKOKU BANK NPV

19,067

SHIKOKU ELEC POWER NPV

122,659

SHIMIZU CORP NPV

401,777

SHINDENGEN ELECTRC NPV

38,585

SHIN-ETSU CHEMICAL NPV

11,729,771

SHINHAN FINANCIAL GROUP CO LTD KRW5000 055550

1,933,457

SHINNIHONSEIYAKU C NPV

102,161

SHINSEGAE INC. KRW5000

180,893

SHOE CARNIVAL INC COM

98,917

SHOPIFY INC CL A SUB VTG SHS SHOPIFY INC

16,175,875

SHORE BANCSHARES INC COM

32,266

SHOUCHENG HOLDINGS LTD

62,645

SHOWBOX CORP COMMMON STOCK

29,302

SHR TR 2024-LXRY 7.05% 10-15-2041

10/15/2041

5.70%

1,002,082

SHRIRAM PISTONS & INR10

427,629

SHURGARD SELF NPV

268,065

179

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

SIAM CEMENT PCL-NVDR

209,681

SICHUAN EXPRESSWAY 'H'CNY1

14,783

SIEMENS AG NPV(REGD)

2,989,858

SIEMENS ENERGY AG NPV

4,828,940

SIERRA TIMESHARE 2021-1 RECEIVABLES VACATION TIMESHARE LN BKD .99 11-20-2037

11/20/2037

0.99%

223,093

SIGA TECHNOLOGIES INC COM

136,919

SIGMAROC PLC COMMON STOCK

101,389

SIGNET JEWELERS LTD ORD USD0.18

1,893,394

SIGURD MICROELECTR TWD10

693,353

SIHUAN PHARM HLDG COMSTK

21,966

SILICON LABORATORIES INC COM

1,515,728

SIMCERE PHARMACEU. NPV

595,155

SIMMONS FIRST NATL CORP CL A $0.01 PAR CL A $0.01 PAR

726,649

SIMON PPTY GROUP L FIXED 3.25% 09-13-2049

9/13/2049

3.25%

138,468

SIMON PPTY GROUP L P 4.375% 10-01-2030

10/1/2030

4.38%

4,214,300

SIMPLO TECHNOLOGY TWD10

79,980

SIMPSON MFG INC COM

5,070,158

SINGAPORE EXCHANGE NPV

5,727,627

SINGAPORE TECHNOLOGIES ENGINEERING

2,560,047

SINGAPORE TELECOMMUNICATIONS NEW COM STK

4,730,797

SINO BIOPHARMACEUT HKD0.025

524,826

SINOFERT HOLDINGS HKD0.1

47,336

SINOPAC FIN HLDGS TWD10

49,662

SINOPEC ENGINEERIN 'H' CNY1

622,464

SIRIUSPOINT LTD COM USD0.1

33,711

SITE CTRS CORP COM PAR $

251,144

SITIME CORP COM

510,713

SJS ENTERPRISES LT INR10

18,871

SK DISCOVERY CO LT KRW5000

20,463

SK GAS KRW5000

55,604

SK HYNIX INC 000660

24,556,829

SK INC KRW200

1,817,428

SKANDINAVISKA ENSKILDA BANKEN AB PUBL 4.5% 09-03-2030

9/3/2030

4.50%

703,431

SKISTAR AB SER'B'NPV

74,548

SKYWARD SPECIALTY INS GROUP INC COM

39,099

SKYWORKS SOLUTIONS INC COM

3,263,332

SKYWORTH GROUP LIMITED

45,794

SL CORPORATION KRW500

71,836

SL GREEN RLTY CORP COM

730,434

SLB LIMITED COM

12,128,042

SLEEP NUMBER CORP COM

157,720

SLIDE INS HLDGS INC COM

3,506,361

SLM CORP 6.5% 01-31-2030

1/31/2030

6.50%

103,492

SLM PRIVATE CR STUDENT LN TR 2007-A STUDLN BACKED NT A-4 FLTG 12-16-2041BEO

12/16/2041

4.22%

2,714,077

SLM PRIVATE CR STUDENT LN TR ASSTBCKD SER 2005-A CL A4 FLTG 12-15-2038 BEO

12/15/2038

4.29%

390,061

SLM STUDENT LN 3-7 3.8%-FRN A/BKD 15/12/33 EUR

12/15/2033

2.65%

134,593

SLR INVT CORP COM STK

85,648

SMALL BUSINESS 5.67999982834% DUE 06-01-2028

6/1/2028

5.68%

15,182

180

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

SMART-CORE HOLDING USD0.00001

28,059

SMARTFINANCIAL INC COM NEW COM NEW

37,434

SMARTSTOP SELF STORAGE REIT INC COM USD0.001

622,172

SMB PRIVATE ED LN TR 2020-PT-B PVT ED LNBACKED EXCHANGE 1.6% 09-15-2054

9/15/2054

1.60%

2,200,521

SMB PRIVATE ED LN TR 2021-A PVT ED LN BKD NT CL A-2A1 4.52467% 01-15-2053

1/15/2053

4.59%

727,312

SMB PRIVATE ED LN TR 2021-E PVT ED LN BKS NTS CL A-1A 1.68% 02-15-2051

2/15/2051

1.68%

697,637

SMB PRIVATE ED LN TR 2025-B PVT ED LN BACKED NT 144A 5.02% 03-17-2053

3/17/2053

5.02%

1,916,827

SMB PVT ED LN TR 4.48% DUE 05-16-2050

5/16/2050

4.48%

1,740,046

SMB PVT ED LN TR 5.13% DUE 04-15-2054

4/15/2054

5.13%

4,489,938

SMB PVT ED LN TR 5.38% DUE 01-15-2053

1/15/2053

5.38%

536,671

SMB PVT ED LN TR FLTG RT 4.80668% DUE 06-17-2052

6/17/2052

5.07%

2,581,454

SMC CORP NPV

868,608

SMITH & NEPHEW PLC 5.15% 03-20-2027

3/20/2027

5.15%

1,572,877

SMITH A O CORP COM

306,845

SMITHFIELD FOODS INC COM

800,307

SMITHS NEWS PLC

146,275

SMK CORP NPV

42,091

SMRT 2022-MINI COML MTG PASSTHRU CTF CL B 5.031% 01-15-2039

1/15/2039

5.10%

2,494,698

SMUCKER J M CO COM NEW

6,234,898

SMURFIT WESTROCK LTD

2,272,481

SNAM SPA X GLOBAL B NT 144A 5.75% 05-28-2035

5/28/2035

5.75%

627,613

SNAM SPA X GLOBAL C NT 144A 6.5% 05-28-2055

5/28/2055

6.50%

2,988,048

SNAP INC SNAP INC

469,077

SNOWFLAKE INC CL A CL A

40,123,796

SOBHA LTD INR10

149,795

SOCIETE GENERALE 5.25% DUE 02-19-2027

2/19/2027

5.25%

2,048,196

SOCIETE GENERALE EUR1.25

16,805,064

SOCIONEXT INC NPV

780,842

SODICK CO LTD NPV

476,377

SOFI PROFESSIONAL LN PROGRAM 2020-C POSTGRADUATE LN AST BKD NT 1.95% 02-15-2046

2/15/2046

1.95%

319,537

SOFI TECHNOLOGIES INC COM

1,592,111

SOFTCREATE HLDGS C NPV

28,912

S-OIL CORP KRW2500

414,957

SOJITZ CORPORATION

149,042

SOKEN CHEM & ENG NPV

52,192

SOLAR INDUSTRIES INDIA LTD INR2

68,431

SOLARA ACTIVE PHAR INR10

194,817

SOLAREDGE TECHNOLOGIES INC COM

122,901

SOLARIA ENERGIA Y COMSTK

952,368

SOLARIS ENERGY INFRA STRUCTURE INC

4,530,160

SOLARIS RESOURCES COM NPV

102,300

SOLENO THERAPEUTICS INC COM PAR

943,038

SOLID PWR INC COM CL A

98,439

SOLSTICE ADVANCED MATLS INC COM

17,343

SOLVENTUM CORP 5.4% 03-01-2029

3/1/2029

5.40%

2,113,096

SOMPO HOLDINGS INC

10,658,723

SONIC AUTOMOTIVE INC CL A

527,418

SONIC HEALTHCARE NPV

30,788

181

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

SONOCO PRODS CO 5.0% 09-01-2034

9/1/2034

5.00%

99,231

SONOS INC COM

1,586,599

SONOVA HOLDING AG CHF0.05 (REGD)

3,861,512

SONY FINANCIAL GROUP INC NPV

28,382

SONY GROUP CORPORA NPV

18,201,640

SOPRA STERIA GROUP

94,780

SOUTH AFRICA(REPUBLIC OF) 6.25% BDS 31/03/36 ZAR

3/31/2036

6.25%

71,850

SOUTH BOW CORPOR COM NPV

24,786

SOUTH PLAINS FINL INC COM

18,857

SOUTH32 LTD NPV

844,327

SOUTHERN CALI EDISON 5.45% 06-01-2031

6/1/2031

5.45%

724,945

SOUTHERN CALIF EDISON CO 4.125% 03-01-2048

3/1/2048

4.12%

605,235

SOUTHERN CALIF EDISON CO 5.3% 03-01-2028

3/1/2028

5.30%

899,769

SOUTHERN CALIF EDISON CO 5.65% 10-01-2028

10/1/2028

5.65%

2,552,208

SOUTHERN CALIF EDISON CO SR NT 2.75% 02-01-2032

2/1/2032

2.75%

1,870,943

SOUTHERN CALIF GAS CO 5.75% 06-01-2053

6/1/2053

5.75%

209,446

SOUTHERN CO 3.25% DUE 07-01-2026

7/1/2026

3.25%

1,500,321

SOUTHERN CO 3.7% DUE 04-30-2030 REG

4/30/2030

3.70%

2,291,396

SOUTHERN CO 4.4% DUE 07-01-2046

7/1/2046

4.40%

296,340

SOUTHERN CO 4.85% 06-15-2028

6/15/2028

4.85%

988,802

SOUTHERN CO 5.2% 06-15-2033

6/15/2033

5.20%

401,267

SOUTHERN CO 5.5% 03-15-2029

3/15/2029

5.50%

3,061,085

SOUTHERN CO COM STK

25,755,654

SOUTHERN CO GAS CAP 3.15% 09-30-2051

9/30/2051

3.15%

227,254

SOUTHERN CO GAS CAP 3.25% 06-15-2026

6/15/2026

3.25%

2,788,102

SOUTHERN CO GAS CAP 4.05% 09-15-2028

9/15/2028

4.05%

2,591,819

SOUTHERN CO GAS CAPITAL 5.1% 09-15-2035

9/15/2035

5.10%

146,388

SOUTHERN FIRST BANCSHARES COM

5,873

SOUTHERN MO BANCORP INC COM

38,487

SOUTHERN POWER COMPANIES 4.25% 10-01-2030

10/1/2030

4.25%

703,790

SOUTHERN PWR CO 5.15% DUE 09-15-2041

9/15/2041

5.15%

57,938

SOUTHN CAL EDISON 1.2% DUE 02-01-2026

2/1/2026

1.20%

298,913

SOUTHN CAL EDISON 2.85% DUE 08-01-2029

8/1/2029

2.85%

663,256

SOUTHN CAL EDISON 3.65% DUE 03-01-2028

3/1/2028

3.65%

346,062

SOUTHN CAL EDISON 4% DUE 04-01-2047

4/1/2047

4.00%

222,041

SOUTHN CAL EDISON CO 5.55 DUE 01-15-2036BEO

1/15/2036

5.55%

165,762

SOUTHN CAL GAS CO 5.45% DUE 06-15-2035

6/15/2035

5.45%

3,544,975

SOUTHN COPPER CORP DEL COM

1,314,329

SOUTHWEST GAS CORP 5.45% 03-23-2028

3/23/2028

5.45%

307,644

SOUTHWESTERN ELEC PWR CO 5.3% 04-01-2033

4/1/2033

5.30%

720,270

SOUTHWESTERN PUBLIC SERVICE CO 3.75% 06-15-2049

6/15/2049

3.75%

185,341

SOUTHWESTN ELEC 3.9% DUE 04-01-2045

4/1/2045

3.90%

74,626

SPACE CO LTD NPV

39,682

SPAR GROUP LIMITED ZAR

45,145

SPAREBANK 1 NORD-NORGE GRUNNFONDSBEVIS NOK50

610,019

SPAREBANK 1 SMN NOK25

1,630,407

SPAREBANKEN NORGE NOK25 GRUNNFONDSBEVIS

196,040

SPAREK.SJAELLAND-F DKK10

87,567

182

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

SPCL1 GEN ELEC CAP CORP 5.875% DUE 01-14-2038

1/14/2038

5.88%

184,720

SPEED TECH TWD10

40,254

SPOTIFY TECHNOLOGY S A COM EUR0.025

15,747,694

SPRINT CAP CORP 6.875% DUE 11-15-2028

11/15/2028

6.88%

1,276,318

SPROUTS FMRS MKT INC COM

732,008

SPRUCE BIOSCIENCES INC COM NEW

60,193

SPYRE THERAPEUTICS INC COM NEW COM USD0.0001 POST REV SPLIT

251,564

SS&C TECHNOLOGIES HLDGS INC COM

2,367,771

SSR MNG INC COM NPV

283,448

ST GALLER KTBK AG CHF80 (REGD)

192,435

STANDARD CHARTERED PLC SHS

5,322,316

STANDARDAERO INC. COM USD0.01

2,359,217

STANFORD UNIVERSIT 4.679% 03-01-2035

3/1/2035

4.68%

5,149,528

STANLEY AGRICULTUR 'A'CNY1

355,165

STANLEY BLACK & DECKER INC 3.4% 03-01-2026

3/1/2026

3.40%

3,728,675

STANLEY BLACK & DECKER INC 6.0% 03-06-2028

3/6/2028

6.00%

1,872,098

STANLEY BLACK & DECKER INC COM

13,810,138

STANLEY ELECTRIC NPV

259,208

STAR PETROLEUM PLC THB6.92 (NVDR)

445,220

STARBUCKS CORP COM

874,352

STARK TECHNOLOGY TWD10

28,835

STARWOOD MTG 1.172% DUE 05-25-2065

5/25/2065

1.17%

113,797

STARWOOD MTG 1.431% DUE 05-25-2065

5/25/2065

1.43%

164,470

STARWOOD MTG 1.486% DUE 04-25-2065

4/25/2065

1.49%

33,271

STATE OF ISRAEL 5.625% 02-19-2035

2/19/2035

5.62%

522,144

STATE OF ISRAEL 5.375% 02-19-2030

2/19/2030

5.38%

827,180

STATE OF ISRAEL 5.5% 03-12-2034

3/12/2034

5.50%

621,304

STATE STR CORP 4.536% DUE 02-28-2028

2/28/2028

4.54%

1,652,322

STATE STR CORP 4.543% 04-24-2028

4/24/2028

4.54%

2,402,898

STATE STR CORP 4.784% 10-23-2036

10/23/2036

4.78%

498,383

STATE STR CORP COM

16,719,696

STATE STR CORP FLTG RT 3.031% DUE 11-01-2034

11/1/2034

3.03%

1,364,242

STATE STR CORP FLTG RT 4.53% DUE 02-20-2029

2/20/2029

4.53%

1,261,261

STATE STR CORP FLTG RT 4.821% DUE 01-26-2034

1/26/2034

4.82%

578,348

STATE STREET BANK & TRUST 4.594% 11-25-2026

11/25/2026

4.59%

1,786,022

STATE STREET CORPP 4.729% 02-28-2030

2/28/2030

4.73%

292,879

STEEL DYNAMICS INC 3.45% DUE 04-15-2030 BEO

4/15/2030

3.45%

96,708

STEEL DYNAMICS INC 4.0% 12-15-2028

12/15/2028

4.00%

4,603,920

STEEL DYNAMICS INC 5.75% 05-15-2055

5/15/2055

5.75%

329,869

STEEL DYNAMICS INC COM

432,775

STEEL DYNAMICS INC SR NT 5.375% 08-15-2034

8/15/2034

5.38%

399,497

STELLA JONES INC COM NPV

975,044

STELLANTIS N.V COM EUR0.01

104,403

STEPAN CO COM

3,772,840

STEPSTONE GROUP INC CL A CL A

1,398,713

STEVANATO GROUP S.P.A. COM NPV

5,150,559

STEWART INFORMATION SVCS CORP COM

13,560

STH AFRICA(REP OF) 8% SNR 31/01/2030 ZAR1000

1/31/2030

8.00%

1,208,358

183

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

STH AFRICA(REP OF) 8.5% SNR 31/01/2037 ZAR1000

1/31/2037

8.50%

269,366

STH AFRICA(REP OF) 8.875% SNR 28/02/35 ZAR1000

2/28/2035

8.88%

16,877,697

STH AFRICA(REP OF) 9% SNR 31/01/2040 ZAR1000

1/31/2040

9.00%

84,719

STICHTING AK RABOBANK CERTIFICATEN 6.5% 31/12/2049

12/31/2049

6.50%

558,000

STIFEL FINL CORP COM

1,597,432

STITCH FIX INC CL A CL A

407,710

STOKE THERAPEUTICS INC COM

215,197

STONERIDGE INC COM

50,170

STOREBRAND ASA SER'A'NOK5

1,611,714

STRABAG SE NPV (BR)

50,324

STRATEGIC ED INC

87,017

STRATTEC SEC CORP COM

273,419

STRIDES PHARMA SCIENCE LIMITED

381,569

STRUCTURED ASSET INVT LN TR 2004-2 MTG PASSTHRU CTF CL A4 03-25-2034 REG

3/25/2034

4.55%

133,715

STRYKER CORP

20,618,285

STRYKER CORP 3.65% 03-07-2028

3/7/2028

3.65%

567,911

STRYKER CORP 4.55% 02-10-2027

2/10/2027

4.55%

1,760,938

STRYKER CORP 4.7% 02-10-2028

2/10/2028

4.70%

1,461,001

STWD 2025-FL4 LLC FLTG RT 5.12536% DUE 11-19-2042

11/19/2042

5.18%

1,249,105

STX METAL CO LTD KRW2500

513,248

SUAL PHOTONICS TWD10

260,371

SUBARU CORPORATION NPV

394,201

SUMITOMO CHEMICAL CO. LTD NPV

108,312

SUMITOMO CORP NPV

186,448

SUMITOMO ELECTRIC NPV

581,071

SUMITOMO HEAVY IND NPV

341,460

SUMITOMO METAL MINING CO LTD NPV

4,056

SUMITOMO MITSUI FINANCIAL GROUP NPV

20,412,279

SUMITOMO MITSUI FINL GROUP INC 1.402% 09-17-2026

9/17/2026

1.40%

2,094,278

SUMITOMO MITSUI FINL GROUP INC 5.464% 01-13-2026

1/13/2026

5.46%

954,675

SUMITOMO MITSUI FINL GROUP INC 5.52% 01-13-2028

1/13/2028

5.52%

4,168,524

SUMITOMO MITSUI FINL GROUP INC 5.716% 09-14-2028

9/14/2028

5.72%

543,868

SUMITOMO MITSUI FINL GROUP INC 5.88% 07-13-2026

7/13/2026

5.88%

3,852,849

SUMITOMO MITSUI FINL GROUP INC FIXED 3.04% 07-16-2029

7/16/2029

3.04%

752,019

SUMITOMO MITSUI TR BK LTD 4.5% 03-13-2028

3/13/2028

4.50%

4,307,030

SUMITOMO OSAKA CEM NPV

351,526

SUMITOMO PHARMA CO LTD NPV

11,831

SUMITOMO SEIKA NPV

51,676

SUN FRONTIER FUDOS NPV

15,311

SUN INC NPV

24,348

SUN INTL LTD ZAR0.08

14,819

SUN KING TECHNOLOGY GROUP LTD

153,432

SUNAC CHINA HLDGS HKD0.10

31,136

SUNCOKE ENERGY INC COM USD0.01

450,727

SUNCOR ENERGY INC 4% DUE 11-15-2047

11/15/2047

4.00%

304,784

SUNCOR ENERGY INC COM NPV 'NEW'

8,865,454

SUNDRUG CO LTD NPV

961,498

SUNOCO LOGISTICS PARTNER 4.0% 10-01-2027

10/1/2027

4.00%

1,852,235

184

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

SUNOCO LOGISTICS PARTNERS 5.4% 10-01-2047

10/1/2047

5.40%

549,920

SUNOCOCORP LLC COM UNIT REPSTG LLC UINTS

8,969

SUNONWEALTH ELECTR TWD10

582,327

SUNOPTA INC COM

153,284

SUNPLUS INNOVATION TWD10

80,513

SUNREX TECHNOLOGY TWD10

100,476

SUNTORY BEVERAGE & NPV

1,094,709

SUNWAY CONSTRUCTION GROUP BHD MYR0.2

735,605

SUNWAY REAL ESTATE REIT

465,928

SUPER GROUP SGHC LTD

178,055

SUPERNUS PHARMACEUTICALS INC COM STK

1,133,806

SURGUTNEFTEGAS PJS RUB1(RUB)

58,232

SURYA CITRA MEDIA IDR10

33,466

SUSCO PCL THB1(NVDR)

35,143

SUSTAINED INFRASTR SAR10

302,952

SUTTER HEALTH TAXABLE BD SER 2025A 5.537% 08-15-2035

8/15/2035

5.54%

1,778,344

SUZUKI MOTOR CORP NPV

7,616,596

SVENSKA HANDELSBANKEN SER'A'NPV (P/S)

5,815

SWEDBANK AB MEDIUM 1.538% DUE 11-16-2026

11/16/2026

1.54%

1,518,806

SWEPCO STORM RECOVERY FU 4.88% 09-01-2041

9/1/2041

4.88%

4,007,743

SWIRE PACIFIC 'B' NPV

3,726

SWIRE PROPERTIES LTD HKD1

23,720

SWISSQUOTE GP HLDG CHF0.20 (REGD)(POST SUBD)

143,239

SY HOLDINGS GROUP LTD HKD0.01

335,869

SYMBOTIC INC COM USD0.0001 CLASS A

4,347,546

SYMPHONY LTD INR2

72,683

SYNCHRONY CARD ISSUANCE TR SER 23-A2 CL A 5.74% 10-15-2029

10/15/2029

5.74%

9,231,054

SYNCHRONY FINANCIAL 5.019% 07-29-2029

7/29/2029

5.02%

2,403,645

SYNCHRONY FINANCIAL 5.935% 08-02-2030

8/2/2030

5.94%

1,568,271

SYNCHRONY FINL 3.95% DUE 12-01-2027

12/1/2027

3.95%

391,180

SYNCHRONY FINL FLTG RT 5.45% DUE 03-06-2031

3/6/2031

5.45%

3,190,987

SYNDAX PHARMACEUTICALS INC COM

1,399,266

SYNGENE INTERNATIONAL LTD INR10 COMM

194,700

SYNOPSYS INC 4.65% 04-01-2028

4/1/2028

4.65%

5,071,390

SYNOPSYS INC 4.85% 04-01-2030

4/1/2030

4.85%

2,446,874

SYNOPSYS INC 5.0% 04-01-2032

4/1/2032

5.00%

408,957

SYNOPSYS INC 5.15% 04-01-2035

4/1/2035

5.15%

1,461,319

SYNOPSYS INC 5.7% 04-01-2055

4/1/2055

5.70%

318,432

SYNOPSYS INC COM

2,478,712

SYNTHOMER PLC COMMON STOCK

674

SYRMA SGS TECH LTD INR10

52,311

SYSCO CORP 5.1% 09-23-2030

9/23/2030

5.10%

309,983

SYSCO CORP COM

599,468

SYSTEM ENERGY RES INC FIRST MTG BD 5.3% 12-15-2034

12/15/2034

5.30%

2,632,807

SYSTEM RESEARCH CO NPV

32,361

SYSTEM SUPPORT HOLDINGS INC

49,816

T RAD CO LTD JPY50

62,854

TAB GIDA SANAYI VE TRY1

305,688

185

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

TAC CONSUMER PCL THB0.25 (NVDR)

65,060

TACHI-S CO LTD NPV

388,042

TACTILE SYS TECHNOLOGY INC COM

1,247

TAEKWANG IND CO KRW5000

19,043

TAG IMMOBILIEN AG NPV

1,337,928

TAICHUNG COMM BANK TWD10

7,306

TAIHO KOGYO NPV

17,700

TAIKISHA LTD NPV

63,064

TAIKO BANK NPV

29,040

TAIWAN PCB TECHVES TWD10

14,503

TAIWAN SEMICON MAN TWD10

59,640,999

TAIWAN SURFACE MOU TWD10

51,616

TAKARA & CO LTD

60,098

TAKASAGO THML ENG NPV

90,542

TAKEDA PHARMACEUTICAL 5.3% 07-05-2034

7/5/2034

5.30%

775,564

TAKEDA PHARMACEUTICAL CO LTD SR NT 3.025% 07-09-2040

7/9/2040

3.02%

322,328

TAKE-TWO INTERACTIVE SOF 5.6% 06-12-2034

6/12/2034

5.60%

261,127

TAKE-TWO INTERACTIVE SOFTWARE INC COM STK USD0.01

4,268,532

TAKE-TWO INTERACTIVE SOFTWARE INC 4.95% 04-14-2023

3/28/2028

4.95%

2,210,403

TAKE-TWO INTERACTIVE SOFTWARE INC 5.0% 03-28-2026

3/28/2026

5.00%

2,833,911

TAKUMA CO LTD NPV

28,445

TALANX AG NPV

1,437,432

TALEN ENERGY CORP NEW COM

1,906,061

TANDEM DIABETES CARE INC COM NEW COM USD0.001(POST REV SPLT)

1,408,039

TANGER INC

887,542

TANSEISHA CO LTD NPV

187,133

TAPESTRY INC COM USD0.01

1,260,068

TARGA RES CORP 4.35% 01-15-2029

1/15/2029

4.35%

1,223,313

TARGA RES CORP 4.9% 09-15-2030

9/15/2030

4.90%

2,529,453

TARGA RES CORP COM

478,778

TARGA RES PARTNERS LP/TARGA RES FIN 5.5% SNR NTS 03-01-2030 USD

3/1/2030

5.50%

3,601,344

TARSUS PHARMACEUTICALS INC COM

7,779

TASMEA LIMITED NPV

157,879

TATA CHEMICALS INR10

19,888

TATA CONSULTANCY S INR1

3,050,797

TATA STEEL LTD INR1.00(POST SUBDIVISION)

64,798

TATNEFT PJSC RUB1(RUB)

302,739

TAURON POLSKA ENER PLN5.00

322,171

TAV HAVALIMANLARI TRY1

199,315

TAYLOR MORRISON HOME CORP COM USD0.00001

1,453,206

TAZMO CO LTD NPV

102,660

TCL ELECTRONICS HOLDINGS LTD

342,733

TCO COML MTG TR 2024-DPM COML MTG PASS THRU CTF CL A 4.9231% 12-15-2039

12/15/2039

4.99%

2,109,563

TD SYNNEX CORP 6.1% 04-12-2034

4/12/2034

6.10%

846,700

TDK CORP NPV

2,285,126

TE CONNECTIVITY PLC COM USD0.01

7,565,163

TEACHERS INS & 3.3% DUE 05-15-2050

5/15/2050

3.30%

3,441,013

TEACHERS INS & 4.27% DUE 05-15-2047

5/15/2047

4.27%

387,047

186

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

TECAN GROUP AG CHF0.10 (REGD)

212,802

TECHMATRIX CORP NPV

147,605

TECHNIPFMC PLC COM USD1

2,612,241

TECHNOGYM S P A

1,310,516

TECNICAS REUNIDAS ORD EUR0.10

353,152

TECNOGLASS INC COMMON STOCK

2,721,356

TECSYS INC COM NPV

42,484

TEEKAY CORPORATION COM STK USD0.001

130,113

TEEKAY TANKERS LTD (BM) COM USD0.01 CL A

692,697

TEGMA GESTAO LOGIS COM NPV

30,376

TEGNA INC COM

13,801

TEIJIN LTD NPV

49,292

TEIKOKU ELECTRIC M NPV

142,977

TEJAS NETWORKS LTD COMN STOCK

118,166

TEL AVIV STK COM

316,075

TELECOM ITALIA SPA NPV

943,533

TELEDYNE TECHNOLOGIES INC COM

4,023,531

TELEDYNE TECHNOLOGIES INC NT 1.6% 04-01-2026

4/1/2026

1.60%

651,498

TELEFLEX INC COM

5,108,228

TELEFONICA EMISIONES S A U 5.213% 03-08-2047 REG

3/8/2047

5.21%

265,086

TELKOM INDONESIA (PERSERO) TBK IDR50

1,582,539

TELKOM SA SOC LTD ZAR10

435,039

TELOS CORP MD COM

22,226

TEMAIRAZU INC NPV

45,194

TEMPUS AI INC COM USD0.0001 CL A

24,151

TENCENT HLDGS LTD HKD0.00002

20,563,089

TENET HEALTHCARE CORP COM NEW .

1,105,678

TENN VALLEY AUTHORITY 1.5% 09-15-2031

9/15/2031

1.50%

70,349

TENN VALLEY AUTHORITY 5.25% 02-01-2055

2/1/2055

5.25%

1,549,891

TENNESSEE VALLEY AUTH FED BOOK ENTRY CPNGENERIC INT PMT 04-01-2028

4/1/2028

—%

2,710,140

TENNESSEE VALLEY AUTHORITY 4.375% 08-01-2034

8/1/2034

4.38%

2,429,108

TENNESSEE VY AUTH 4.875% 05-15-2035

5/15/2035

4.88%

17,210,229

TENNESSEE VY AUTH GLOBAL POWER BD SER A 4.625% DUE 09-15-2060 REG

9/15/2060

4.62%

40,204

TENNESSEE VY AUTH GLOBAL PWR BD SER A 4.25% DUE 09-15-2065 REG

9/15/2065

4.25%

59,639

TENNESSEE VY AUTH TENN VALLEY AUTH 4.875% DUE 01-15-2048 REG

1/15/2048

4.88%

299,417

TERADYNE INC COM

3,666,801

TERAWULF INC COM USD0.10

802,921

TERNS PHARMACEUTICALS INC COM

394,062

TERUMO CORP NPV

5,165,772

TERWIN MTG TR 2003-6HE ASSET BKD CTF CL A-1 FLTG 11-25-2033 REG

11/25/2033

4.79%

14,746

TES CO LTD KRW500

241,468

TESCO ORD GBP0.0633333

8,523,069

TESLA INC COM USD0.001

82,337,886

TEST RESEARCH INC TWD10

79,232

TETRA TECH INC NEW COM

277,644

TEXAS HEALTH RES FIXED 2.328% DUE 11-15-2050

11/15/2050

2.33%

248,973

TEXAS INSTRUMENTS INC COM

28,849,652

TEXAS NAT GAS SECURITIZATION FIN CORP RE0.0% SER 23-1 CL A1 04-01-2035

4/1/2035

5.10%

4,813,397

187

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

TEXAS ROADHOUSE INC COMMON STOCK

6,950,918

TEXTRON INC 3.9% 09-17-2029

9/17/2029

3.90%

1,501,935

TEXTRON INC FIXED 2.45% DUE 03-15-2031

3/15/2031

2.45%

635,139

TF1 - TV FRANCAISE EUR0.20

55,862

TG THERAPEUTICS INC COM

766,981

THAI LIFE INSURANC THB1 (NVDR)

105,738

THAI OIL PCL THB10(NVDR)

98,270

THAIFOODS GROUP THB1 (NVDR)

340,364

THE A2 MILK CO LTD NPV

678,374

THE BEAUTY HEALTH CO CL A

34,897

THE CIGNA GROUP

41,927,437

THE HARTFORD INSURANCE GROUP INC COM USD0.01

7,620,891

THE MARZETTI COMPANY

808,124

THE PEOPLE S INSUR 'H'CNY1

15,610

THE REAL BROKERAGE INC COM NPV (POST REVSPLIT)

339,216

THE TRADE DESK INC COM CL A COM CL A

671,854

THERAVANCE BIOPHARMA INC COM

33,846

THERMO FISHER SCIENTIFIC INC 5.0% 12-05-2026

12/5/2026

5.00%

558,452

THERMO FISHER SCIENTIFIC INC COM USD1

4,038,187

THIRD COAST BANCSHARES INC COM

25,847

THK CO LTD NPV

38,346

THOMSON REUTERS CORPORATION

726,766

THOR INDS INC COM STK

4,035,650

THYSSENKRUPP AG NPV

382,260

TI CLOUD INC USD0.0001

10,243

TIANGONG INTERNATI USD0.0025

471,957

TIANNENG BATTERY G CNY1 (SHANGHAI STOCK CONNEC

286,532

TIANRUN CRANKSHAFT CO. LTD. 'A'CNY1(STOCK CONNECT)

181,301

TIGER BRANDS ZAR0.10

139,577

TIM S.A. COM NPV

318,506

TIME DOTCOM BHD NPV

60,336

TIME WARNER CABLE 4.5% DUE 09-15-2042

9/15/2042

4.50%

331,745

TIMKEN CO COM

10,710,086

TIPS MUSIC LIMITED INR1(POST SUBD)

37,702

TIS INC

959,203

TISCO FINANCIAL GR THB10(NVDR)

1,036,080

TJX COS INC COM NEW

6,467,903

TK CHEMICAL CORP KRW500

24,144

TKMS AG & CO KGAA NPV

61,484

TLB CO LTD KRW500

171,984

T-MOBILE US INC COM

4,602,714

T-MOBILE USA INC 2.05% DUE 02-15-2028

2/15/2028

2.05%

4,286,517

T-MOBILE USA INC 2.25% DUE 02-15-2026

2/15/2026

2.25%

569,695

T-MOBILE USA INC 2.55% 02-15-2031

2/15/2031

2.55%

5,943,142

T-MOBILE USA INC 2.625% DUE 04-15-2026 BEO

4/15/2026

2.62%

1,192,261

T-MOBILE USA INC 3.0% DUE 02-15-2041 BEO

2/15/2041

3.00%

1,176,873

T-MOBILE USA INC 3.375% 04-15-2029

4/15/2029

3.38%

4,385,112

T-MOBILE USA INC 3.875% 04-15-2030

4/15/2030

3.88%

9,171,889

188

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

T-MOBILE USA INC 4.5% DUE 04-15-2050

4/15/2050

4.50%

347,315

T-MOBILE USA INC 4.7% 01-15-2035

1/15/2035

4.70%

2,362,345

T-MOBILE USA INC 4.75% 02-01-2028

2/1/2028

4.75%

1,670,680

T-MOBILE USA INC 4.95% DUE 03-15-2028

3/15/2028

4.95%

696,056

T-MOBILE USA INC 5.15% 04-15-2034

4/15/2034

5.15%

1,023,961

T-MOBILE USA INC 5.2% DUE 01-15-2033 BEO

1/15/2033

5.20%

3,503,665

T-MOBILE USA INC 5.75% 01-15-2054

1/15/2054

5.75%

137,887

T-MOBILE USA INC 5.875% DUE 11-15-2055

11/15/2055

5.88%

110,238

T-MOBILE USA INC FIXED 3.75% DUE 04-15-2027

4/15/2027

3.75%

5,981,898

T-MOBILE USA INC SR SECD NT 1.5% 02-15-2026

2/15/2026

1.50%

7,704,959

TN VY AUTH FED BOOK ENTRY CPNSTRIPS GENERIC INT PMT 09-15-2028 (UNDDATE) REG

9/15/2028

—%

679,199

TN VY AUTH FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 06-15-2035 (UNDDATE)

6/15/2035

—%

290,036

TOA CORP (CONST) NPV

39,735

TOA ROAD CORP NPV

100,543

TOAGOSEI CO LTD NPV

9,425

TOAST INC COM USD0.000001 CLASS A

5,960,354

TOBACCO SETTLEMENT FIN AUTH WEST VA AST BACKED 3.151 06-01-2032 BEO TAXABLE

6/1/2032

3.15%

4,800,540

TOBU RAILWAY CO Y50

47,168

TODA CORP NPV

66,230

TOFU RESTAURANT CO TWD10

26,480

TOKAI HLDGS CORP NPV

47,586

TOKAI RIKA CO NPV

65,581

TOKAI TOKYO FINANCIAL HOLDINGS INC

1,866,570

TOKYO ELECTRON NPV

8,889,547

TOKYO SEIMITSU CO NPV

368,407

TOKYU CONST(NEW) NPV

1,419,694

TOLL BROS FIN CORP 4.35% DUE 02-15-2028

2/15/2028

4.35%

1,876,635

TOLL BROS INC COM

910,031

TOMONY HOLDINGS IN NPV

26,509

TON YI INDL CORP TWD10

30,025

TONGGUAN GOLD GP L HKD0.1

25,181

TOPBUILD CORP COM

5,348,376

TOPCO SCIENTIFIC C TWD10

74,092

TOPY INDUSTRIES NPV

17,771

TOREX GOLD RES INC COM NPV (POST REV SPLT)

1,716,495

TORO CO COM

3,230,669

TOROMONT INDUSTRIE COM STK NPV

157,479

TORONTO DOMINION 4.108% DUE 06-08-2027

6/8/2027

4.11%

2,743,070

TORONTO DOMINION 5.298% DUE 01-30-2032

1/30/2032

5.30%

606,371

TORONTO DOMINION BANK 4.574% 06-02-2028

6/2/2028

4.57%

4,526,849

TORONTO DOMINION BANK 4.98% 04-05-2027

4/5/2027

4.98%

1,326,739

TORONTO DOMINION BANK 5.156% 01-10-2028

1/10/2028

5.16%

70,581

TORONTO DOMINION BK 4.861% 01-31-2028

1/31/2028

4.86%

2,518,230

TORONTO DOMINION BK ONT COVERED BD 144A 5.141% 09-13-2029

9/13/2029

5.14%

8,355,427

TORONTO DOMINION FIXED 5.532% 07-17-2026

7/17/2026

5.53%

896,253

TORONTO-DOMINION BANK 4.693% 09-15-2027

9/15/2027

4.69%

759,880

TORONTO-DOMINION BANK MTN 2.8% DUE 03-10-2027

3/10/2027

2.80%

3,450,487

TORONTO-DOMINION COM NPV

20,276,985

189

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

TORRENT PHARM INR5

77,103

TORUNLAR GYO TRY1 (C SHARES)

97,345

TOSEI CORPORATION NPV

21,895

TOSHIBA TEC CORP NPV

194,035

TOSHO CO LTD NPV

30,853

TOTAL CAP INTL 3.127% DUE 05-29-2050 REG

5/29/2050

3.13%

528,564

TOTAL CAP INTL 3.461% DUE 07-12-2049

7/12/2049

3.46%

143,419

TOTALENERGIES CAP 5.425% 09-10-2064

9/10/2064

5.42%

140,883

TOTALENERGIES CAPITAL SA 5.488% 04-05-2054

4/5/2054

5.49%

145,728

TOTALENERGIES SE

10,865,503

TOTECH CORP NPV

14,029

TOTVS SA COM NPV TOTS3

3,100,086

TOVIS CO LTD KRW500

40,979

TOWA PHARMACEUTICAL CO. LTD NPV

23,222

TOWD PT MTG TR 2020-1 MTG PASS THRU CTF CL A1 2.71% 01-25-2060

1/25/2060

2.71%

124,461

TOWD PT MTG TR 2020-2 ASSET BACKED NT CLA1A VAR RT 04-25-2060

4/25/2060

1.64%

185,054

TOWER SEMICONDUCTOR LTD

1,167,977

TOWNGAS SMART ENERGY CO LTD HKD0.10

44,137

TOYO KANETSU KK NPV

715,437

TOYODA GOSEI NPV

508,141

TOYOTA AUTO 4.48% DUE 11-15-2027

11/15/2027

4.48%

2,275,466

TOYOTA AUTO RECEIVABLES OWNER TR SER 25-A CL A3 4.64% 08-15-2029

8/15/2029

4.64%

12,887,180

TOYOTA AUTO RECEIVABLES OWNER TRUST SER 23-C CL A3 5.16% DUE 04-17-2028

4/17/2028

5.16%

208,725

TOYOTA AUTO RECEIVABLES OWNER TRUST SER 23-D CL A3 5.54% DUE 08-15-2028

8/15/2028

5.54%

1,598,742

TOYOTA AUTO RECEIVABLES SER 23-A CL A4 4.42% 08-15-2028

8/15/2028

4.42%

905,107

TOYOTA BOSHOKU CP NPV

455,320

TOYOTA MOTOR CORP NPV

605,919

TOYOTA MTR CR CORP 4.35% 10-08-2027

10/8/2027

4.35%

515,007

TOYOTA MTR CR CORP 4.5% 05-14-2027

5/14/2027

4.50%

1,548,892

TOYOTA MTR CR CORP 4.75% 07-21-2027

7/21/2027

4.26%

1,598,924

TOYOTA MTR CR CORP 5.4% 11-20-2026

11/20/2026

5.40%

1,595,998

TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK 5.0% DUE 03-19-2027

3/19/2027

5.00%

1,584,616

TP ICAP GROUP PLC ORD GBP0.25

980,106

TPG PARTNERS LLC CL A COM

1,856,914

TPR CO LTD NPV

39,534

TRACTOR SUPPLY CO COM

1,163,933

TRADEWEB MKTS INC CL A CL A

1,661,708

TRANE TECHNOLOGIES PLC COM USD1

19,647,984

TRANS-ALLEGHENY INTST LINE CO SR NT 144A5% 01-15-2031

1/15/2031

5.00%

205,686

TRANSALTA CORP MTN COM NPV

15,198

TRANSDIGM GROUP INC COM

1,330

TRANSMEDICS GROUP INC COM

2,301,496

TRANSMISSORA ALIAN UNITS (1 COM & 2 PRF)

329,672

TRANSUNION COM

17,857,523

TRANSURBAN FIN CO 2.45% DUE 03-16-2031

3/16/2031

2.45%

159,437

TRAVELERS COS INC COM STK

35,985,714

TRAVERE THERAPEUTICS INC COM

174,429

190

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

TRCNTNTL GAS PIPE 3.25% DUE 05-15-2030

5/15/2030

3.25%

1,366,380

TRCNTNTL GAS PIPE 7.25% DUE 12-01-2026

12/1/2026

7.25%

1,491,565

TRE HLDGS CORP NPV

2,053

TREEHOUSE FOODS INC COM

4,742

TREND MICRO INC NPV

2,746,068

TREVI THERAPEUTICS INC COM

257,474

TREX CO INC COM

3,357,717

TRI POINTE HOMES INC

1,265,251

TRICO BANCSHARES COM STK

105,351

TRIDENT LTD INR1 (POST SUB/DIV)

155,277

TRINET GROUP INC COM USD0.000025

745,038

TRINITY HLTH CORP 3.434% DUE 12-01-2048

12/1/2048

3.43%

174,891

TRIP COM GROUP LTD USD0.00125

2,537,432

TRIPOD TECHNOLOGY TWD10

444,614

TRIPUTRA AGRO PERS IDR100

95,568

TRITAX BIG BOX REIT PLC ORD

306,666

TRIUMPH FINANCIAL INC COM USD0.01

3,292,710

TRUIST BANK 4.136% 10-23-2029

10/23/2029

4.14%

1,454,435

TRUIST BK 4.671% 05-20-2027

5/20/2027

4.67%

2,000,425

TRUIST FINANCIAL CORPORATION 1.887%06-07-2029

6/7/2029

1.89%

1,107,094

TRUIST FINANCIAL CORPORATION 5.435% 01-24-2030

1/24/2030

5.44%

1,635,824

TRUIST FINANCIAL CORPORATION 7.161% 10-30-2029

10/30/2029

7.16%

232,008

TRUIST FINL CORP 5.711% 01-24-2035

1/24/2035

5.71%

1,001,352

TRUIST FINL CORP COM

13,148,912

TRUIST FINL CORP SR MED TERM NTS 5.122% 01-26-2034

1/26/2034

5.12%

209,184

TRUIST FINL CORP SR MED TERM NTS BOOK EN6.047% 06-08-2027

6/8/2027

6.05%

6,291,542

TRUIST FINL CORP VAR RT 1.267% DUE 03-02-2027

3/2/2027

1.27%

915,396

TRUST ANADOLU TRY1 (C SHARES)

301,116

TRUST DOGAL ENERJI TRY1 (C SHARES)

387,757

TRUSTCO BK CORP N Y COM NEW

69,930

TRUSTEES OF 2.612% DUE 07-01-2026

7/1/2026

2.61%

992,751

TRUSTEES OF PRINCETON UNIV 6.647% 07-01-2030

7/1/2030

4.65%

4,506,002

TRUSTMARK CORP COM

120,394

TRUWORTHS INTERNAT ZAR0.00015

5,559

TSI HOLDINGS CO LTD

442,257

TSMC ARIZ CORP 2.5% DUE 10-25-2031

10/25/2031

2.50%

2,298,476

TSUBAKIMOTO CHAIN NPV

107,722

TSUGAMI CORP NPV

47,656

TSUKADA GLOBAL HOLDINGS INC. NPV

30,693

TSUKISHIMA HOLDINGS CO LTD NPV

525,896

TSY INFL IX N/B 1.75% 01-15-2034

1/15/2034

1.85%

20,459,736

TSY INFL IX N/B TII 0 1/8 01/15/32 01-15-2032

1/15/2032

0.15%

1,181,982

TTY BIOPHARM COMPA TWD10

300,886

TUHU CAR INC. USD0.00002 A

249,249

TULARE CNTY CALIF PENSION OBLIG 4.009% 06-01-2028 BEO TAXABLE

6/1/2028

4.01%

1,000,217

TULARE CNTY CALIF PENSION OBLIG 4.109% 06-01-2029 BEO TAXABLE

6/1/2029

4.11%

2,279,947

TUNG HO STEEL ENT TWD10

32,387

TUPRAS(T PETR RAF) TRY1 (A SHARES)

480,996

191

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

TURK HAVA YOLLARI TRY1 (A SHARES)

95,816

TURK TELEKOMUNIKAS TRY1 (D SHARES)

281,040

TURKIYE GARANTI BK TRY1

634,584

TURKIYE IS BANKASI TRY1 (C SHARES)

187,555

TURKIYE SINAI KALK TRY1

56,705

TURKIYE VAKIFLAR TRY1 (D SHARES)

178,532

TURNING PT BRANDS INC COM

106,882

TUTOR PERINI CORP COM

212,856

TUYA INC SPON ADS EACH REP 1 CL A ORD SHS

18,169

TWILIO INC CL A CL A

3,192,861

TX NAT GAS SECURITIZATION FIN CORP 5.169% 04-01-2041

4/1/2041

5.17%

611,910

TYCO ELECTRONICS 3.7% DUE 02-15-2026

2/15/2026

3.70%

3,255,428

TYLER TECHNOLOGIES INC COM STK

16,950,493

TYM CORP

48,419

TYRA BIOSCIENCES INC COM

173,514

TYSON FOODS INC 4.875% DUE 08-15-2034

8/15/2034

4.88%

95,872

TYSON FOODS INC 5.4% 03-15-2029

3/15/2029

5.40%

357,572

TYSON FOODS INC CL A COM (DELAWARE)

1,682,394

U S BANCORP 5.083% 05-15-2031

5/15/2031

5.08%

319,782

U S BANCORP 5.775% 06-12-2029

6/12/2029

5.78%

4,138,091

U S BANCORP MEDIUM TERM NTS- BOOK 5.384%01-23-2030

1/23/2030

5.38%

181,361

U S BK NATL ASSN CIN OH MEDIUM 4.507% 10-22-2027

10/22/2027

4.51%

3,450,935

UBER TECHNOLOGIES INC 4.15% 01-15-2031

1/15/2031

4.15%

3,540,853

UBER TECHNOLOGIES INC 4.8% 09-15-2034

9/15/2034

4.80%

284,938

UBER TECHNOLOGIES INC 5.35% 09-15-2054

9/15/2054

5.35%

572,308

UBER TECHNOLOGIES INC COM USD0.00001

12,105,010

UBER TECHNOLOGIES INC SR NT 4.3% 01-15-2030

1/15/2030

4.30%

2,484,420

UBER TECHNOLOGIES INC SR NT 4.8% 09-15-2035

9/15/2035

4.80%

358,118

UBISOFT ENTERTAIN NPV

85,917

UBS (NINGBO ORIENT WIRES AND CABLES CO) P-NOTE 29/10/2026

812,024

UBS (SHENZHEN ENVICOOL TECHNOLO-A) P-NOTE 16/07/2026

1,254,493

UBS AG LONDON BRH 1.25% 06-01-2026

6/1/2026

1.25%

3,316,789

UBS AG STAMFORD CT 4.864% 01-10-2028

1/10/2028

4.86%

8,459,174

UBS GROUP AG 0.65%-FRN SNR EMTN 14/01/2028 EUR100000

1/14/2028

0.65%

576,349

UBS GROUP AG 6.442% 08-11-2028

8/11/2028

6.44%

2,110,000

UBS GROUP AG FLTG RT 1.364% DUE 01-30-2027

1/30/2027

1.36%

538,789

UBS GROUP AG FLTG RT 5.617% DUE 09-13-2030

9/13/2030

5.62%

626,970

UBS GROUP AG USD0.10 (REGD)

25,218,220

UCB NPV

768,654

UCHIDA YOKO CO JPY50

20,537

UDR INC MEDIUM TERM NTS BOOK ENTRY 2.1% 08-01-2032

8/1/2032

2.10%

342,426

UFP INDUSTRIES INC COM USD1.00

4,402,176

UIPATH INC CL A CL A

29,879

UK(GOVT OF) 4.375% BDS 31/07/54 GBP0.01

7/31/2054

4.38%

4,128,631

UK(GOVT OF) 5.375% BDS 31/01/56 GBP0.01

1/31/2056

5.38%

415,177

UK(GOVT OF) IDX/LKD GTD 22/03/2051 GBP

3/22/2051

0.17%

114,493

UK(GOVT OF) IDX/LKD SNR 22/03/2068 GBP

3/22/2068

0.20%

10,835

UK(GOVT OF) IDX/LKD SNR 22/11/2042 GBP

11/22/2042

1.20%

186,715

192

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

UL SOLUTIONS INC CL A CL A

6,559,575

ULTRAGENYX PHARMACEUTICAL INC COM

1,523,865

ULVAC INC NPV

1,472,506

UNDER ARMOUR INC CL C COM

15,350

UNICAJA BANCO EUR0.25

285,137

UNICREDIT SPA NPV

1,274,201

UNILEVER INDONESIA IDR2

62,572

UNILEVER PLC ORD GBP0.035

7,101,201

UNION ELEC CO 4.0% DUE 04-01-2048

4/1/2048

4.00%

278,879

UNION ELECTRIC COMPANY 5.125% 03-15-2055

3/15/2055

5.12%

183,833

UNION ELECTRIC COMPANY 5.25% 01-15-2054

1/15/2054

5.25%

196,554

UNION PAC CORP 3.95% DUE 08-15-2059

8/15/2059

3.95%

253,404

UNION PAC CORP COM

26,971,449

UNION PROPERTIES AED0.666

31,026

UNION SEMICONDUCT KRW500

61,566

UNIPRES CORP NPV

641,225

UNI-PRESIDENT CHIN HKD0.01

97,140

UNISYS CORP COM NEW

59,158

UNITED AIRLINES 2019-1A 2.7% 11-01-2033

11/1/2033

2.70%

386,343

UNITED AIRLINES HOLDINGS INC COM USD0.01

20,575

UNITED AIRLINES INC 5.45% 08-15-2038

8/15/2038

5.45%

656,114

UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09-01-2027

9/1/2027

4.60%

78,643

UNITED AIRLS INC 2019-1AA PASS THRU TR 4.15% 08-25-2031

8/25/2031

4.15%

130,928

UNITED ARROWS LTD NPV

253,834

UNITED FIRE GROUP INC COM USD0.001

45,946

UNITED MEXICAN 7.375% 05-13-2055

5/13/2055

7.38%

215,400

UNITED MEXICAN STATES 5.375% 03-22-2033

3/22/2033

5.38%

1,976,054

UNITED MEXICAN STATES 5.85% 07-02-2032

7/2/2032

5.85%

410,964

UNITED MEXICAN STATES 6.4% 05-07-2054

5/7/2054

6.40%

710,770

UNITED MEXICAN STATES 6.625% 01-29-2038

1/29/2038

6.62%

663,666

UNITED MEXICAN STS 3.75% 01-11-2028

1/11/2028

3.75%

614,790

UNITED MEXICAN STS 4.75% DUE 04-27-2032 REG

4/27/2032

4.75%

1,948,000

UNITED MEXICAN STS BDS 2.659% DUE 05-24-2031/11-24-2020 REG

5/24/2031

2.66%

273,230

UNITED MEXICAN STS GLOBAL NT 3.25% DUE 04-16-2030 REG

4/16/2030

3.25%

661,150

UNITED MEXICAN STS GLOBAL NT 3.771% 05-24-2061

5/24/2061

3.77%

153,875

UNITED PARCEL SERVICE 5.95% 05-14-2055

5/14/2055

5.95%

321,395

UNITED RENTALS INC COM

6,404,149

UNITED STATES OF AMER 0% TBILL 02-03-2026

2/3/2026

—%

29,906,247

UNITED STATES OF AMER 3.5% 11-15-2028

11/15/2028

3.50%

105,866,227

UNITED STATES OF AMER TREAS BILLS 0% T-BILL 04-16-2026

4/16/2026

—%

11,877,869

UNITED STATES OF AMER TREAS BILLS 0% T-BILL 02-12-2026

2/12/2026

—%

59,754,598

UNITED STATES OF AMER TREAS BILLS 0% T-BILL03-19-2026

3/19/2026

—%

12,406,953

UNITED STATES OF AMER TREAS BOND 3.125% 11-15-2028

11/15/2028

3.12%

1,978,359

UNITED STATES OF AMER TREAS BONDS 4.25% 05-15-2039

5/15/2039

4.25%

4,618,117

UNITED STATES OF AMER TREAS BONDS 4.125% 08-15-2044

8/15/2044

4.12%

15,553,987

UNITED STATES OF AMER TREAS BONDS 2.0% 08-15-2051

8/15/2051

2.00%

3,267,115

UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE 08-15-2042 USD100'BONDS 08/42'

8/15/2042

2.75%

232,465

UNITED STATES OF AMER TREAS BONDS 2.875% 05-15-2052

8/15/2047

2.75%

280,797

193

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

UNITED STATES OF AMER TREAS BONDS 3% DUE08-15-2052

8/15/2052

3.00%

3,597,656

UNITED STATES OF AMER TREAS BONDS 3.375% 05-15-2044

5/15/2044

3.38%

8,119,070

UNITED STATES OF AMER TREAS BONDS 3.625%02-15-2053

2/15/2053

3.62%

4,066,211

UNITED STATES OF AMER TREAS BONDS 4.0% 11-15-2042

8/15/2048

3.00%

6,859,566

UNITED STATES OF AMER TREAS BONDS 4.25% 02-15-2054

8/15/2052

3.00%

23,881,633

UNITED STATES OF AMER TREAS BONDS 4.375% 08-15-2043

8/15/2043

3.62%

6,669,208

UNITED STATES OF AMER TREAS BONDS 4.5% 02-15-2044

5/15/2048

3.12%

20,486,781

UNITED STATES OF AMER TREAS BONDS 4.5% 11-15-2054

11/15/2054

4.50%

8,999,766

UNITED STATES OF AMER TREAS BONDS 4.625%02-15-2055

2/15/2055

4.62%

46,728,363

UNITED STATES OF AMER TREAS BONDS 4.75% 08-15-2055

2/15/2052

2.25%

42,827,875

UNITED STATES OF AMER TREAS BONDS 4.875% 08-15-2045

8/15/2045

4.88%

171,101,693

UNITED STATES OF AMER TREAS NOTES 2.25% 08-15-2027

8/15/2027

2.25%

20,887,313

UNITED STATES OF AMER TREAS NOTES 4.125% 05-31-2032

5/31/2032

4.12%

6,381,402

UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033

11/15/2033

4.50%

11,377,695

UNITED STATES OF AMER TREAS NOTES .75% 08-31-2026

8/31/2026

0.75%

2,027,225

UNITED STATES OF AMER TREAS NOTES 1.125% 01-15-2033

1/15/2033

1.23%

20,005,191

UNITED STATES OF AMER TREAS NOTES 1.5% DUE 01-31-2027 REG

1/31/2027

1.50%

4,893,359

UNITED STATES OF AMER TREAS NOTES 1.875% 07-15-2034

7/15/2034

1.95%

14,928,621

UNITED STATES OF AMER TREAS NOTES 2.125%01-15-2035

1/15/2035

2.19%

42,899,818

UNITED STATES OF AMER TREAS NOTES 2.875%DUE 05-15-2032 REG

5/15/2032

2.88%

21,622,609

UNITED STATES OF AMER TREAS NOTES 3.25% DUE 06-30-2029

6/30/2029

3.25%

8,506,273

UNITED STATES OF AMER TREAS NOTES 3.375%09-15-2028

9/15/2028

3.38%

71,393,457

UNITED STATES OF AMER TREAS NOTES 3.375%12-31-2027

12/31/2027

3.38%

49,371,326

UNITED STATES OF AMER TREAS NOTES 3.5% 10-31-2027

10/31/2027

3.50%

15,414,417

UNITED STATES OF AMER TREAS NOTES 3.5% 04-30-2028

4/30/2028

3.50%

2,100,082

UNITED STATES OF AMER TREAS NOTES 3.625% 03-31-2030

3/31/2030

3.62%

2,397,281

UNITED STATES OF AMER TREAS NOTES 3.75% 06-30-2030

6/30/2030

3.75%

5,818,578

UNITED STATES OF AMER TREAS NOTES 3.75% 04-15-2028

4/15/2028

3.75%

66,446,266

UNITED STATES OF AMER TREAS NOTES 3.75% 08-15-2027

8/15/2027

3.75%

15,279,188

UNITED STATES OF AMER TREAS NOTES 3.75% 08-31-2026

8/31/2026

3.75%

200,216

UNITED STATES OF AMER TREAS NOTES 3.875% 10-15-2027

10/15/2027

3.88%

33,888,783

UNITED STATES OF AMER TREAS NOTES 3.875%03-31-2027

3/31/2027

3.88%

4,720,563

UNITED STATES OF AMER TREAS NOTES 3.875%12-31-2029

12/31/2029

3.88%

4,243,601

UNITED STATES OF AMER TREAS NOTES 3.875%12-31-2030

12/31/2030

3.75%

6,109,055

UNITED STATES OF AMER TREAS NOTES 4% 01-15-2027

1/15/2027

4.00%

28,256,200

UNITED STATES OF AMER TREAS NOTES 4.0% 02-28-2030

2/28/2030

4.00%

79,253,867

UNITED STATES OF AMER TREAS NOTES 4.0% 06-30-2028

6/30/2028

4.00%

910,758

UNITED STATES OF AMER TREAS NOTES 4.0% 01-31-2031

1/31/2031

4.00%

26,255,138

UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034

2/15/2034

4.00%

22,820,545

UNITED STATES OF AMER TREAS NOTES 4.125% 02-28-2027

2/28/2027

4.12%

96,699,088

UNITED STATES OF AMER TREAS NOTES 4.125% 03-31-2029

3/31/2029

4.12%

1,525,547

UNITED STATES OF AMER TREAS NOTES 4.125% 11-15-2027

11/15/2027

4.12%

1,911,779

UNITED STATES OF AMER TREAS NOTES 4.125%07-31-2028

7/31/2028

4.12%

913,676

UNITED STATES OF AMER TREAS NOTES 4.25% 01-15-2028

1/15/2028

4.25%

5,622,451

UNITED STATES OF AMER TREAS NOTES 4.25% 02-15-2028

2/15/2028

4.25%

81,193,758

UNITED STATES OF AMER TREAS NOTES 4.25% 08-31-2030

8/31/2030

4.12%

7,944,117

UNITED STATES OF AMER TREAS NOTES 4.25% 11-15-2034

11/15/2034

4.25%

3,376,818

UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034

5/15/2034

4.38%

8,190,625

194

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

UNITED STATES OF AMER TREAS NOTES 4.375%12-15-2026

12/15/2026

4.38%

40,479,664

UNITED STATES OF AMER TREAS NOTES 4.625%09-30-2028

9/30/2028

4.62%

2,160,047

UNITED STATES OF AMER TREAS NOTES 4.875%DUE 10-31-2028

10/31/2028

4.88%

1,242,938

UNITED STATES OF AMER TREAS NOTES DTD 4.625% 02-15-2035

2/15/2035

4.62%

21,842,461

UNITED STATES OF AMER TREAS NOTES FLTG RT 01-31-2026

1/31/2026

3.85%

3,999,921

UNITED STATES TREAS 2.375% DUE 02-15-2042 REG

8/15/2043

3.62%

3,177,465

UNITED STATES TREAS 4.625% 06-15-2027

6/15/2027

4.62%

7,899,825

UNITED STATES TREAS BDS 2.25% DUE 08-15-2046

8/15/2046

2.25%

198,281

UNITED STATES TREAS BDS 2.875% DUE 11-15-2046

11/15/2046

2.88%

296,594

UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000 4.625 DUE 02-15-2040REG

2/15/2040

4.62%

2,535,059

UNITED STATES TREAS BDS 1.875% DUE 02-15-2051 REG

2/15/2050

2.00%

702,002

UNITED STATES TREAS BDS 1.875% DUE 02-15-2041 REG

11/15/2054

4.50%

10,939,500

UNITED STATES TREAS BDS 15/05/2042 3.25%DUE 05-15-2042 REG

2/15/2044

3.62%

17,494,769

UNITED STATES TREAS BDS 2.0% 02-15-2052

2/15/2052

2.25%

3,048,438

UNITED STATES TREAS BDS 2.25% 05-15-2041 REG

2/15/2055

4.62%

575,859

UNITED STATES TREAS BDS 2.25% 08-15-2049

8/15/2049

2.25%

2,646,164

UNITED STATES TREAS BDS 2.25% DUE 05-15-2051 REG

5/15/2051

2.38%

3,229,336

UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-2043

5/15/2043

2.88%

8,026,758

UNITED STATES TREAS BDS 3.0% DUE 08-15-2048

8/15/2048

3.00%

6,261,059

UNITED STATES TREAS BDS 3.0% DUE 02-15-2048

2/15/2048

3.00%

298,906

UNITED STATES TREAS BDS 3.625 DUE 02-15-2044 TBOND

2/15/2044

3.62%

1,723,438

UNITED STATES TREAS BDS 3.625 DUE 08-15-2043

8/15/2043

3.62%

1,299,668

UNITED STATES TREAS BDS 4.375% DUE 11-15-2039

11/15/2039

4.38%

989,609

UNITED STATES TREAS BDS 4.625% 11-15-2045

11/15/2045

4.62%

980,781

UNITED STATES TREAS BDS 4.625% 05-15-2044

2/15/2053

3.62%

1,562,768

UNITED STATES TREAS BDS 4.625% 11-15-2044

5/15/2051

2.38%

18,248,149

UNITED STATES TREAS BDS BD 3.125% DUE 02-15-2043 REG

2/15/2043

3.12%

4,440,956

UNITED STATES TREAS BDS BDS 3% DUE 05-15-2042 REG

5/15/2042

3.00%

161,547

UNITED STATES TREAS BDS DTD 3.125% 05-15-2048

5/15/2048

3.12%

1,144,043

UNITED STATES TREAS BDS DTD 00271 1.125%DUE 08-15-2040

8/15/2040

1.12%

1,891,523

UNITED STATES TREAS BDS DTD 02/15/2023 3.875% 02-15-2043

2/15/2043

3.88%

2,166,937

UNITED STATES TREAS BDS DTD 11/15/2012 2.75% DUE 11-15-2042 REG

11/15/2042

2.75%

4,474,156

UNITED STATES TREAS BDS DTD 11/15/2020 1.625% 11-15-2050

8/15/2048

3.00%

105,531

UNITED STATES TREAS BDS DTD 2.75% 08-15-2047

8/15/2047

2.75%

11,909,852

UNITED STATES TREAS BDS TBOND FIXED 3% 02-15-2049

2/15/2049

3.00%

9,894,888

UNITED STATES TREAS BDS TREASURY BOND 2.375% DUE 11-15-2049 REG

11/15/2049

2.38%

1,096,965

UNITED STATES TREAS INFL INDEX NTS 0.5% 01-15-2028

1/15/2028

0.66%

5,551,649

UNITED STATES TREAS NTS 1.25% DUE 12-31-2026

12/31/2026

1.25%

22,499,171

UNITED STATES TREAS NTS 2.875% 08-15-2028

8/15/2028

2.88%

26,770,750

UNITED STATES TREAS NTS 3.75% 05-15-2028

5/15/2028

3.75%

132,429,564

UNITED STATES TREAS NTS .125% DUE 07-15-2030

7/15/2030

0.16%

2,399,183

UNITED STATES TREAS NTS .5% DUE 04-30-2027 REG

4/30/2027

0.50%

10,437,761

UNITED STATES TREAS NTS .625% DUE 07-15-2032 REG

7/15/2032

0.70%

7,789,376

UNITED STATES TREAS NTS 1.5% DUE 11-30-2028 BEO

11/30/2028

1.50%

18,633,386

UNITED STATES TREAS NTS 1.875% DUE 02-15-2032 REG

2/15/2032

1.88%

25,944,147

UNITED STATES TREAS NTS 2.375% 03-31-2029

3/31/2029

2.38%

15,065,244

UNITED STATES TREAS NTS 3.375% 11-30-2027

11/30/2027

3.38%

12,792,354

UNITED STATES TREAS NTS 3.5% 09-30-2027

9/30/2027

3.50%

32,860,266

195

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

UNITED STATES TREAS NTS 3.5% 12-15-2028

12/15/2028

3.50%

115,806,555

UNITED STATES TREAS NTS 3.625% 08-31-2027

8/31/2027

3.62%

4,841,132

UNITED STATES TREAS NTS 3.625% 12-31-2030

12/31/2030

3.62%

75,343,299

UNITED STATES TREAS NTS 3.875% 06-30-2030

6/30/2030

3.88%

25,209

UNITED STATES TREAS NTS 3.875% 07-15-2028

7/15/2028

3.88%

32,853,715

UNITED STATES TREAS NTS 3.875% 09-30-2029

9/30/2029

3.88%

22,202,813

UNITED STATES TREAS NTS 3.875% 12-31-2032

12/31/2032

3.88%

30,136,502

UNITED STATES TREAS NTS 30/04/2028 1.25%DUE 04-30-2028 BEO

4/30/2028

1.25%

147,280,273

UNITED STATES TREAS NTS 4.0% 12-15-2027

12/15/2027

4.00%

2,756,873

UNITED STATES TREAS NTS 4.25% 06-30-2029

6/30/2029

4.25%

26,051,836

UNITED STATES TREAS NTS 4.25% 08-15-2035

8/15/2035

4.25%

6,681,053

UNITED STATES TREAS NTS 4.25% 11-30-2026

11/30/2026

4.25%

16,098,250

UNITED STATES TREAS NTS 4.375% 11-30-2030

11/30/2030

4.38%

7,002,406

UNITED STATES TREAS NTS 4.625% 11-15-2026

11/15/2026

4.62%

36,175,734

UNITED STATES TREAS NTS 4.875% 10-31-2030

10/31/2030

4.88%

3,574,781

UNITED STATES TREAS NTS DTD 4.625% 05-31-2031

5/31/2031

4.62%

8,335,938

UNITED STATES TREAS NTS DTD 03/15/2025 3.875% 03-15-2028

3/15/2028

3.88%

135,759,811

UNITED STATES TREAS NTS DTD 04/30/2022 2.875% 04-30-2029

4/30/2029

2.88%

5,870,156

UNITED STATES TREAS NTS DTD 04/30/2025 3.875% 04-30-2030

4/30/2030

3.88%

50,349,000

UNITED STATES TREAS NTS DTD 05/31/2023 3.75% 05-31-2030

5/31/2030

3.75%

5,417,719

UNITED STATES TREAS NTS DTD 06/30/2021 1.25% 06-30-2028

6/30/2028

1.25%

2,840,039

UNITED STATES TREAS NTS DTD 06/30/2022 3.25% DUE 06-30-2027

6/30/2027

3.25%

2,925,140

UNITED STATES TREAS NTS DTD 09/30/2021 1.25% 09-30-2028

9/30/2028

1.25%

1,223,270

UNITED STATES TREAS NTS DTD 09/30/2023 4.625% 09-30-2030

9/30/2030

4.62%

3,536,266

UNITED STATES TREAS NTS DTD 09/30/2025 3.875% 09-30-2032

9/30/2032

3.88%

13,857,770

UNITED STATES TREAS NTS DTD 10/31/2022 4% 10-31-2029

10/31/2029

4.00%

4,054,844

UNITED STATES TREAS NTS DTD 11/15/2016 2.0% 11-15-2026 REG

11/15/2026

2.00%

47,464,930

UNITED STATES TREAS NTS DTD 3.875% 11-30-2029

11/30/2029

3.88%

48,069,877

UNITED STATES TREAS SEC STRIP DISC NT 02-15-2049

2/15/2049

—%

208,087

UNITED STATES TREAS SEC STRIPPED 11-15-2048

11/15/2048

—%

72,531

UNITED STATES TREAS SEC STRIPPED INT PMT 08-15-2045 (UNDDATE) REG

8/15/2045

—%

178,343

UNITED STATES TREAS SEC STRIPPED INT PMT00122 02-15-2040 (UNDDATE) REG

2/15/2040

—%

512,746

UNITED STATES TREAS SEC STRIPPED INT PMT00521 05-15-2029 (UNDDATE) REG

5/15/2029

—%

2,653,225

UNITED STATES TREAS SEC STRIPPED INT PMT00753 05-15-2036 (UNDDATE) REG

5/15/2036

—%

847,279

UNITED STATES TREAS SEC STRIPPED INT PMT00765 02-15-2038 (UNDDATE) REG

2/15/2038

—%

809,428

UNITED STATES TREAS SEC STRIPPED INT PMT00835 08-15-2032 (UNDDATE) BEO

8/15/2032

—%

7,284,323

UNITED STATES TREAS SEC STRIPPED INT PMT00839 08-15-2034 (UNDDATE) REG

8/15/2034

—%

3,477,972

UNITED STATES TREAS SEC STRIPPED INT PMT00840 02-15-2035 (UNDDATE) REG

2/15/2035

—%

1,947,595

UNITED STATES TREAS SEC STRIPPED INT PMT00841 08-15-2035 (UNDDATE) REG

8/15/2035

—%

2,016,739

UNITED STATES TREAS SEC STRIPPED INT PMT00842 02-15-2036 (UNDDATE) REG

2/15/2036

—%

6,612,938

UNITED STATES TREAS SEC STRIPPED INT PMT00873 08-15-2036

8/15/2036

—%

479,496

UNITED STATES TREAS SEC STRIPPED INT PMT00882 05-15-2031

5/15/2031

—%

11,698,719

UNITED STATES TREAS SEC STRIPPED INT PMT00888 05-15-2034 (UNDDATE) REG

5/15/2034

—%

5,637,343

UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 02-15-2045 (UNDDATE) REG

2/15/2045

—%

279,367

UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-2041

5/15/2041

—%

2,777,192

UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-2042 (UNDDATE) REG

5/15/2042

—%

143,299

UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 08-15-2041 (UNDDATE) REG

8/15/2041

—%

2,029,369

UNITED STATES TREAS SEC STRIPPED INT PMTNT 194 08-15-2040 (UNDDATE) REG

8/15/2040

—%

1,526,870

196

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

UNITED STATES TREASURY 2.25% 11-15-2027

11/15/2027

2.25%

2,933,789

UNITED STS TREAS NTS 0.125% 07-15-2031

7/15/2031

0.15%

788,788

UNITED STS TREAS NTS 1.25% 03-31-2028

3/31/2028

1.25%

9,329,141

UNITED STS TREAS NTS DTD .875% 11-15-2030

11/15/2030

0.88%

3,500,156

UNITED THERAPEUTICS CORP DEL COM STK

2,254,993

UNITEDHEALTH GROUP 4.75% DUE 07-15-2045

7/15/2045

4.75%

342,870

UNITEDHEALTH GROUP 5.75% DUE 07-15-2064

7/15/2064

5.75%

980,572

UNITEDHEALTH GROUP 5.875% DUE 02-15-2053

2/15/2053

5.88%

485,523

UNITEDHEALTH GROUP 6.05% DUE 02-15-2063

2/15/2063

6.05%

205,134

UNITEDHEALTH GROUP FIXED 2.95% DUE 10-15-2027

10/15/2027

2.95%

1,129,084

UNITEDHEALTH GROUP INC 2.0% 05-15-2030

5/15/2030

2.00%

136,932

UNITEDHEALTH GROUP INC 3.05% DUE 05-15-2041 BEO

5/15/2041

3.05%

319,357

UNITEDHEALTH GROUP INC 4.5% 04-15-2033

4/15/2033

4.50%

7,484,332

UNITEDHEALTH GROUP INC 4.75% 07-15-2026

7/15/2026

4.75%

960,333

UNITEDHEALTH GROUP INC 4.8% 01-15-2030

1/15/2030

4.80%

2,931,255

UNITEDHEALTH GROUP INC 5.05% 04-15-2053

4/15/2053

5.05%

244,505

UNITEDHEALTH GROUP INC 5.778% 07-15-2044

7/15/2044

5.50%

368,273

UNITEDHEALTH GROUP INC COM

42,707,981

UNITEDHEALTH GROUP INC SR NT 4.25% 01-15-2029

1/15/2029

4.25%

6,335,911

UNITIL CORP COM

83,995

UNITY BANCORP NJ

55,185

UNITY SOFTWARE INC COM

7,641,498

UNIV CALIF REGTS MED CTR POOLED REV 3.256% 05-15-2060 BEO TAXABLE

5/15/2060

3.26%

194,487

UNIV CALIF REGTS MED CTR POOLED REV 4.132% DUE 05-15-2032 REG

5/15/2032

4.13%

1,829,913

UNIVERSAL CORP VA COM

214,482

UNIVERSAL DISPLAY CORP COM

5,778,858

UNIVERSAL INS HLDGS INC COM

444,031

UNIVERSAL MICROWAV TWD10

1,426,266

UNIVERSAL ROBINA PHP1

34,455

UNIVERSAL SCIENTIFIC IND 'A'CNY1 (STOCK CONNECT)

782,971

UNIVEST FINANCIAL CORP

35,457

UNO MINDA LIMITED

277,276

UNUM GROUP

777,093

UNUM GROUP 5.25% 12-15-2035

12/15/2035

5.25%

3,182,238

UNUSUAL MACHS INC NEV COM USD0.01

1,708,421

UNVL HEALTH SERVICES INC CL B COM

1,153,762

URANIUM ENERGY CORP COM

1,084,757

URBAN EDGE PPTYS COM

1,338,195

US BANCORP

29,056,975

US BANCORP 5.046% 02-12-2031

2/12/2031

5.05%

1,514,169

US BANCORP 5.678% 01-23-2035

1/23/2035

5.68%

195,712

US BANK NA CINCINNATI 4.73% 05-15-2028

5/15/2028

4.73%

2,006,493

US FOODS HLDG CORP COM

2,316,768

US TREAS BDS DTD 02-15-2011 4.75% DUE 02-15-2041 REG

2/15/2041

4.75%

245,063

US TREAS BDS DTD 05-16-2011 4.375 DUE 05-15-2041 REG

5/15/2041

4.38%

87,989

US TREAS SEC 0 DUE 11-15-2041

11/15/2041

—%

729,354

US TREAS SEC 4.5 DUE 08-15-2039 REG

8/15/2039

4.50%

1,607,625

US TREAS SEC STRIPPED INT PMT 0 STRIP 15/11/2028 USD1000 11-15-2028 REG

11/15/2028

—%

1,805,120

197

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 08-15-2028 REG

8/15/2028

—%

4,555,905

US TREAS SEC STRIPPED INT PMT NT 200 0 11-15-2040 REG

11/15/2040

—%

2,026,194

US TREAS SEC STRIPPED INT PMT ZCP NT 2060 2-15-2041 REG

2/15/2041

—%

2,181,881

US TREASURY N/B 2% DUE 02-15-2050 REG

2/15/2050

2.00%

5,578,389

US TREASURY N/B 3.125% DUE 08-31-2027 REG

8/31/2027

3.12%

106,145,362

US TREASURY N/B 3.375% 05-15-2033

5/15/2033

3.38%

3,851,875

US TREASURY N/B 3.5% 10-15-2028

10/15/2028

3.50%

51,793,557

US TREASURY N/B 3.625% 09-15-2027

9/15/2027

3.38%

48,568,476

US TREASURY N/B 3.875% 06-15-2028

6/15/2028

3.88%

52,620,475

US TREASURY N/B 3.875% 08-15-2034

8/15/2034

3.88%

8,232,538

US TREASURY N/B 4.75% 02-15-2045

8/15/2042

2.75%

534,227

US TREASURY N/B 4.75% 05-15-2055

2/15/2043

3.88%

113,509

US TREASURY N/B 5.0% T-BOND 05-15-2045

2/15/2043

3.12%

8,366,138

USAA CAP CORP 4.375% DUE 06-01-2028

6/1/2028

4.38%

580,209

USANA HEALTH SCIENCES INC CDT-SHS

239,270

USD INTEREST BEARING DEPOSIT

30,098,930

USHIO INC NPV

71,916

UTD AIRLS INC 2018-1AA PASS THRU TR 3.5% 09-01-2031

9/1/2031

3.50%

128,892

UTD AIRLS INC 3.7% DUE 09-01-2031

9/1/2031

3.70%

434,925

UTD AIRLS PASS 3.1% DUE 01-07-2030

1/7/2030

3.10%

2,722,510

UTD INTEGRATION SE TWD10

1,268,535

UTD MEXICAN STS TRANCHE # TR 00026 4.75 DUE 03-08-2044

3/8/2044

4.75%

626,240

UTD PLANT BERHAD MYR1

608,904

UTD STATES TREAS 2.75% DUE 07-31-2027

7/31/2027

2.75%

14,535,199

UTD STATES TREAS 3.5% DUE 11-30-2030

11/30/2030

3.50%

1,743,913

UTD STATES TREAS 3.625% DUE 08-15-2028

8/15/2028

3.62%

60,073,483

UTD STATES TREAS 4.375% DUE 12-31-2029

12/31/2029

4.38%

10,376,961

UTD STATES TREAS SEC STRIPPED INT GENERIC TINT PMT 0% 05-15-2050

5/15/2050

—%

444,153

UTD STATES TREAS ZERO CPN 0% DUE 02-15-2030

2/15/2030

—%

4,287,164

UTD STATES TREAS ZERO CPN 0% DUE 02-15-2042

2/15/2042

—%

2,359,397

UTD STATES TREAS ZERO CPN 0% DUE 02-15-2051

2/15/2051

—%

846,597

UTD STATES TREAS ZERO CPN 0% DUE 05-15-2043

5/15/2043

—%

919,116

UTD STATES TREAS ZERO CPN 0% DUE 05-15-2044

5/15/2044

—%

360,209

UTD STATES TREAS ZERO CPN 0% DUE 08-15-2042

8/15/2042

—%

3,414,254

UTD STATES TREAS ZERO CPN 0% DUE 11-15-2042

11/15/2042

—%

204,636

UTD STATES TREAS ZERO CPN 0% DUE 11-15-2043

11/15/2043

—%

3,688,557

UTD STATES TREAS ZERO CPN 0% DUE 11-15-2044

11/15/2044

—%

1,998,700

UTD TRACTORS IDR250

1,656,600

UWM MTG TR 2.5% DUE 12-25-2051

12/25/2051

2.50%

1,273,662

UWM MTG TR 3% DUE 01-25-2052

1/25/2052

3.00%

1,354,377

UWM MTG TR FLTG RT 4.82419% DUE 11-25-2051

11/25/2051

4.82%

1,414,179

V F CORP COM

4,805,809

V TECHNOLOGY NPV

36,244

VA ELEC & PWR CO 4.45 02-15-2044

2/15/2044

4.45%

101,416

VAL NATL BANCORP COM

3,167,266

VALARIS LTD COM USD0.40

44,503

VALE OVERSEAS LTD 6.4% 06-28-2054

6/28/2054

6.40%

122,460

VALEO SE EUR1

1,751,053

198

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

VALERO ENERGY CORP COM STK NEW

2,195,223

VALERO ENERGY CORP NEW 2.8% 12-01-2031

12/1/2031

2.80%

3,539,893

VALOR HOLDINGS NPV

23,650

VALUECOMMERCE CO.L NPV

53,881

VALVOLINE INC COM

6,639,919

VANDA PHARMACEUTICALS INC COM

80,262

VAR ENERGI ASA 5.875% DUE 05-22-2030

5/22/2030

5.88%

1,040,879

VAR ENERGI ASA SR NT 144A 5% 05-18-2027

5/18/2027

5.00%

6,492,392

VAREX IMAGING CORP COM

242,716

VARONIS SYS INC COM

1,526,184

VARROC ENGINEERING INR1

288,895

VATTI CORPORATION A'CNY1 (STOCK CONNECT LINE)

394,778

VAUDOISE ASSURANCES HOLDINGS CHF25(REGD)(POST SUBD)

284,860

VAULT MINERALS LTD NPV

571,368

VAXCYTE INC COM

315,459

VEEVA SYS INC CL A COM CL A COM

16,954,765

VEIDEKKE NOK0.50

74,968

VELOCITY FINL INC COM

12,020

VENTAS INC REIT

3,108,045

VENTAS REALTY LP 5.0% 01-15-2035

1/15/2035

5.00%

3,559,944

VENTAS RLTY LTD PARTNERSHIP 3.0% 01-15-2030 REG

1/15/2030

3.00%

716,009

VENTIA SERVICES NPV

217,282

VENTURE 37 CLO LTD / VENTURE 37 CLO 0% 07-15-2032

7/15/2032

5.15%

1,506,815

VENTURE GLOBAL 4.125% DUE 08-15-2031

8/15/2031

4.12%

454,404

VENTYX BIOSCIENCES INC COM

53,331

VERA KONSEPT TRY1

98,190

VERALTO CORP COM

4,693,851

VERALTO CORP SR NT 5.5% 09-18-2026

9/18/2026

5.50%

1,334,275

VERIS RESIDENTIAL INC COM STK USD0.01

16,591

VERISIGN INC COM

840,607

VERISK ANALYTICS INC COM USD0.001

6,863,480

VERIZON 5.401% DUE 07-02-2037

7/2/2037

5.40%

7,657,893

VERIZON 5.875% DUE 11-30-2055

11/30/2055

5.88%

431,027

VERIZON COMMUNICATIONS 4.78% 02-15-2035

2/15/2035

4.78%

5,184,361

VERIZON COMMUNICATIONS INC 2.875% DUE 11-20-2050 BEO

11/20/2050

2.88%

747,056

VERIZON COMMUNICATIONS INC NT 2.355% 03-15-2032

3/15/2032

2.36%

9,109,955

VERIZON COMMUNICATIONS INC NT 5% 01-15-2036

1/15/2036

5.00%

994,097

VERIZON FIXED 2.55% DUE 03-21-2031

3/21/2031

2.55%

1,129,476

VERIZON MASTER TR 4.17% 08-20-2030

8/20/2030

4.17%

8,049,486

VERIZON MASTER TR SER 23-7 CL A1A 0.0567% 11-20-2029

11/20/2029

5.67%

5,080,255

VERTEX PHARMACEUTICALS INC COM

22,580,502

VERTIV HOLDINGS LLC COM USD0.0001

5,578,814

VERUS SECURITIZATION TR 2021-3 MTG BACKED NT CL A-3 144A 1.437% 06-25-2066

6/25/2066

1.44%

1,711,309

VESTAS WIND SYSTEM DKK0.20

429,247

VESTIS CORP COM

746,266

VIATRIS INC SR NT 2.7% 06-22-2030

6/22/2030

2.70%

4,066,034

VIATRIS INC SR NT 3.85% 06-22-2040

6/22/2040

3.85%

841,893

VIAVI SOLUTIONS INC COM NPV

636,851

199

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

VIBRA ENERGIA S.A. COM NPV

1,262,062

VICAT SA EUR4

74,531

VICI PPTYS INC COM

462,405

VICI PPTYS LP 4.75% 04-01-2028

4/1/2028

4.75%

1,202,870

VICI PPTYS LP 4.95% DUE 02-15-2030 BEO

2/15/2030

4.95%

2,035,757

VICI PPTYS LP 5.625% 04-01-2035

4/1/2035

5.62%

409,377

VICI PROPERTIES LP 4.75% 02-15-2028

2/15/2028

4.75%

5,100,813

VICI PROPERTIES LP 5.125% 11-15-2031

11/15/2031

5.12%

304,345

VICTORIAS SECRET & CO COM

16,901

VIENNA INS GRP AG NPV (BR)

164,239

VIKING HOLDINGS LTD

1,975,629

VIKING THERAPEUTICS INC COM

465,818

VINCI EUR2.50

1,838,404

VIOMI TECHNOLOGY CO LTD SPON ADS EACH REPR 3 ORD SHS

24,627

VIPER ENERGY INC NEW CL A

1,341,272

VIPER ENERGY PARTNERS LL 4.9% 08-01-2030

8/1/2030

4.90%

6,399,129

VIPER ENERGY PARTNETS LL 5.7% 08-01-2035

8/1/2035

5.70%

306,159

VIRGINIA ELEC & PWR CO 4.65 DUE 08-15-2043

8/15/2043

4.65%

179,866

VIRGINIA ELEC & PWR CO 5.55% 08-15-2054

8/15/2054

5.55%

107,127

VIRGINIA ELEC & PWR CO 5.6% 09-15-2055

9/15/2055

5.60%

146,167

VIRGINIA PWR FUEL SECURITIZATION LLC 4.877% 05-01-2033

5/1/2033

4.88%

11,333,875

VIRGINIA PWR FUEL SECURITIZATION LLC 5.088% 05-01-2029

5/1/2029

5.09%

408,621

VIRIDIAN THERAPEUTICS INC COM

185,133

VIRIDIEN EUR1 (POST CONSOLIDATION)

2,542

VIRTU FINL INC CL A CL A

832,800

VIRTUS INVT PARTNERS INC COM

195,454

VISA INC COM CL A STK

43,497,509

VISHAL MEGA MART INR10

959,662

VISHAY INTERTECHNOLOGY INC COM STK

4,261,248

VISTEON CORP COM NEW COM NEW

164,903

VISTRA CORP COM USD0.01

607,730

VITA COCO CO INC COM

1,313,111

VITAL FARMS INC COM

3,054,263

VM INC KRW100

298,656

VMED O2 UK FING I 5.625% SNR SEC 15/04/32 EUR

4/15/2032

5.62%

1,540,093

VMWARE INC 1.4% 08-15-2026

8/15/2026

1.40%

3,937,834

VMWARE INC 3.9% 08-21-2027

8/21/2027

3.90%

9,865,462

VMWARE LLC SR NT 1.8% 08-15-2028

8/15/2028

1.80%

122,972

VODACOM GROUP LIMI ZAR0.01

433,976

VODAFONE GROUP ORD USD0.2095238

9,011

VODAFONE GROUP PLC 5.75% 06-28-2054

6/28/2054

5.75%

1,247,192

VODAFONE QATAR QAR1

346,058

VOESTALPINE AG NPV

238,892

VOLKSWAGEN AG NON VTG PRF NPV

128,060

VOLKSWAGEN AUTO 5.8% DUE 04-20-2028

4/20/2028

5.80%

2,203,736

VOLKSWAGEN AUTO LN 5.48% DUE 12-20-2028

12/20/2028

5.48%

6,403,653

VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 23-1 CL A3 5.02% 06-20-2028

6/20/2028

5.02%

1,413,769

VOLKSWAGEN GROUP 4.35% DUE 06-08-2027

6/8/2027

4.35%

2,769,474

200

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

VOLKSWAGEN GROUP 5.05% DUE 03-27-2028

3/27/2028

5.05%

2,782,411

VOLKSWAGEN GROUP 5.25% DUE 03-22-2029

3/22/2029

5.25%

1,717,128

VOLTAMP TRANSFORME INR10

40,361

VOLUTION GRP PLC ORD GBP0.01

104,853

VOLVO CAR AB SER'B'NPV

71,532

VONTOBEL HLDG AG CHF1 (REGD)

175,065

VOYA 24-4A 5.64316987991% 07-20-2037

7/20/2037

5.23%

8,779,894

VOYA FINL INC COM

662,261

VOYAGER TECHNOLOGIES INC CL A CL A

347,453

VSE CORP COM

385,623

VT HOLDINGS CO LTD NPV

18,466

VTEX COM USD0.0001 CL A

244,118

VULCABRAS AZALEIA SA

8,781

VULCAN MATERIALS CO 4.95% 12-01-2029

12/1/2029

4.95%

1,673,484

VULCAN MATERIALS CO COM

16,525,932

W P CAREY INC 2.25% DUE 04-01-2033

4/1/2033

2.25%

717,924

W P CAREY INC 2.4% DUE 02-01-2031

2/1/2031

2.40%

81,195

W P CAREY INC 4.25% DUE 10-01-2026

10/1/2026

4.25%

1,413,130

W P CAREY INC COM

452,129

W VA UNIV HLTH SYS 3.129% DUE 06-01-2050

6/1/2050

3.13%

261,631

WABASH NATL CORP COM

279,689

WABTEC CORP COM

1,255,086

WALKER & DUNLOP INC COM .

5,282,373

WALMART INC 4.5% DUE 04-15-2053

4/15/2053

4.50%

719,153

WALMART INC 4.5% DUE 09-09-2052 BEO

9/9/2052

4.50%

123,781

WALMART INC COM

60,376,867

WALT DISNEY CO

42,052,805

WANGUO GOLD GROUP HKD0.025

39,211

WANT WANT CHINA HO USD0.02

21,461

WARBY PARKER INC CL A COM CL A COM

3,287,022

WARNER BROS DISCOVERY INC

10,606

WARNER MUSIC GROUP CORP CL A CL A

6,786,658

WARNERMEDIA HLDGS 3.755% 03-15-2027

3/15/2027

3.76%

688,338

WARRIOR MET COAL INC COM

207,905

WARTSILA EUR3.50

4,673,917

WASION HOLDINGS LTD

613,611

WASTE CONNECTIONS INC 5.0% 03-01-2034

3/1/2034

5.00%

2,609,409

WASTE MGMT INC DEL 4.95% 07-03-2027

7/3/2027

4.95%

224,757

WASTE MGMT INC DEL COM STK

145,668

WATERBRIDGE INFRASTRUCTURE LLC CL A SHS REPSTG LTD LIAB CO

2,225,972

WATERS CORP COM

18,232

WATSCO INC COM

3,065,234

WAVE LIFE SCIENCES PTE LTD COM NPV

418,200

WAYFAIR INC CL A CL A

5,065,283

WD 40 CO COM STK

596,410

WEALTHFRONT CORP COM

1,056,813

WEATHERFORD INTL LTD COMMON STOCK

4,431,159

WEAVE COMMUNICATIONS INC COM

246,652

201

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

WEAVER NETWORK TEC A CNY1

276,907

WEBLINK INTERNATIO TWD10

45,436

WEC ENERGY GROUP 5.15% DUE 10-01-2027

10/1/2027

5.15%

1,465,514

WEC ENERGY GROUP INC 4.75% DUE 01-09-2026

1/9/2026

4.75%

3,877,425

WEC ENERGY GROUP INC COM

1,517,358

WEIBO CORPORATION USD0.00025 A

56,844

WEICHAI POWER CO H CNY1

1,457,314

WELLS FARGO & CO 2.572% 02-11-2031

2/11/2031

2.57%

3,122,031

WELLS FARGO & CO 2.879% 10-30-2030

10/30/2030

2.88%

1,271,554

WELLS FARGO & CO 3.068% 04-30-2041

4/30/2041

3.07%

684,394

WELLS FARGO & CO 3.9%-FRN SNR 22/07/2032EUR

7/22/2032

3.90%

240,689

WELLS FARGO & CO 4.4% DUE 06-14-2046

6/14/2046

4.40%

100,545

WELLS FARGO & CO 4.611% 04-25-2053

4/25/2053

4.61%

190,354

WELLS FARGO & CO 4.808% 07-25-2028

7/25/2028

4.81%

4,854,531

WELLS FARGO & CO 4.9% 01-24-2028

1/24/2028

4.90%

8,602,532

WELLS FARGO & CO 5.605% 04-23-2036

4/23/2036

5.60%

703,568

WELLS FARGO & CO 5.606% DUE 01-15-2044

1/15/2044

5.61%

347,891

WELLS FARGO & CO FLTG RT 5.013% 04-04-2051

4/4/2051

5.01%

632,970

WELLS FARGO & CO MEDIUM TERM SR NTS 6.491% 10-23-2034

10/23/2034

6.49%

620,843

WELLS FARGO & CO MEDIUM TERM SR NTS BOOK3.526% 03-24-2028

3/24/2028

3.53%

1,344,339

WELLS FARGO & CO MEDIUM TERM SR NTS BOOK5.15% 04-23-2031

4/23/2031

5.15%

6,676,958

WELLS FARGO & CO NEW COM STK

76,445,809

WELLS FARGO & COMPANY 3.584% 05-22-2028

5/22/2028

3.58%

2,647,781

WELLS FARGO & COMPANY 4.078% 09-15-2029

9/15/2029

4.08%

4,752,537

WELLS FARGO & COMPANY 4.897% 07-25-2033

7/25/2033

4.90%

5,085,530

WELLS FARGO & COMPANY 4.97% 04-23-2029

4/23/2029

4.97%

15,320,740

WELLS FARGO & COMPANY 5.198% 01-23-2030

1/23/2030

5.20%

2,689,874

WELLS FARGO & COMPANY 5.389% 04-24-2034

4/24/2034

5.39%

4,099,431

WELLS FARGO & COMPANY 5.499% 01-23-2035

1/23/2035

5.50%

18,155,026

WELLS FARGO & COMPANY 5.557% 07-25-2034

7/25/2034

5.56%

2,541,133

WELLS FARGO & COMPANY 5.574% 07-25-2029

7/25/2029

5.57%

4,280,284

WELLS FARGO & COMPANY 5.707% 04-22-2028

4/22/2028

5.71%

5,864,816

WELLS FARGO & COMPANY 6.303% 10-23-2029

10/23/2029

6.30%

4,285,942

WELLS FARGO AND COMPANY 5.211% 12-03-2035

12/3/2035

5.21%

788,004

WELLS FARGO BK N A 5.45% DUE 08-07-2026

8/7/2026

5.45%

2,020,719

WELLS FARGO CARD ISSUANCE TRUST SER 25-A1 CL A 4.34% 05-15-2030

5/15/2030

4.34%

5,795,255

WELLS FARGO COML 3.426% DUE 03-15-2059

3/15/2059

3.43%

1,460,465

WELLS FARGO COML 3.862% DUE 12-15-2039

12/15/2039

3.86%

1,843,946

WELLS FARGO COML 5.309% DUE 08-15-2057

8/15/2057

5.31%

1,160,454

WELLS FARGO COML 5.92% DUE 11-15-2057

11/15/2057

5.92%

6,846,372

WELLS FARGO COML FLTG RT 3.7487% DUE 06-15-2036

6/15/2036

3.75%

1,690,750

WELLS FARGO COML MTG TR 2016-C36 SR 16-C36 CL A3 2.807% 11-15-2059

11/15/2059

2.81%

834,995

WELLS FARGO COML MTG TR 2017-C40 SR 17-C40 CL A2 2.495% 10-15-2050

10/15/2050

2.50%

402,477

WELLS FARGO COML MTG TR 2017-C40 CL A-SB 3.395% 10-15-2050 10-15-2050

10/15/2050

3.40%

866,181

WELLS FARGO COML MTG TR 2017-C41 CL A-SB 3.39% 11-15-2050

11/15/2050

3.39%

1,899,409

WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 1.354% 04-15-2054

4/15/2054

1.35%

3,675,904

WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 2.298% 04-15-2054

4/15/2054

2.30%

1,638,339

WELLS FARGO COML MTG TR 2022-C62 COML MTG PASS THRU CTF CL 3.589% 04-15-2055

4/15/2055

3.59%

7,669,055

202

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

WELLS FARGO COML MTG TR 2025-5C5 5.59% 07-15-2058

7/15/2058

5.59%

1,437,158

WELLS FARGO COML SER 2018-C44 CL ASB 4.167% 05-15-2051

5/15/2051

4.17%

1,840,702

WELLTOWER INC COM REIT

252,244

WELLTOWER OP LLC 4.5% 07-01-2030

7/1/2030

4.50%

5,935,886

WERNER ENTERPRISES INC COM

8,350,553

WESCO INTL INC COM

2,706,942

WESDOME GOLD MIN L COM NPV

1,688,807

WESFARMERS LTD NPV

29,903

WEST AFRICAN RES NPV

45,056

WESTAMERICA BANCORPORATION COM

98,625

WESTAR ENERGY INC FIXED 3.25% 09-01-2049

9/1/2049

3.25%

102,508

WESTERN MIDSTREAM OPERATING LP 5.25% 02-01-2050

2/1/2050

5.25%

270,353

WESTERN UN CO FIXED 1.35% DUE 03-15-2026

3/15/2026

1.35%

1,788,705

WESTERN-SOUTHERN 4.7% DUE 12-10-2032

12/10/2032

4.70%

2,987,157

WESTGOLD RESOURCES NPV

357,136

WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.7% 09-15-2028

9/15/2028

4.70%

3,680,289

WESTINGHOUSE AIR FIXED 3.45% DUE 11-15-2026

11/15/2026

3.45%

4,656,469

WESTLAKE 4.72% DUE 11-15-2029

11/15/2029

4.72%

3,013,014

WESTLAKE 6.68% DUE 04-17-2028

4/17/2028

6.68%

1,415,968

WESTLAKE 7.01% DUE 11-15-2028

11/15/2028

7.01%

1,023,724

WESTLAKE CORPORATION COM USD0.01

473,364

WESTN DIGITAL CORP COM

3,133,074

WESTN GAS PARTNERS 4.65% DUE 07-01-2026

7/1/2026

4.65%

2,880,532

WESTN MIDSTREAM 5.5% DUE 12-15-2035

12/15/2035

5.50%

219,436

WESTPAC BKG CORP 4.184% DUE 05-22-2028

5/22/2028

4.18%

6,312,278

WESTPAC BKG CORP 4.322% DUE 11-23-2031

11/23/2031

4.32%

289,818

WESTPAC BKG FIXED 2.668% DUE 11-15-2035

11/15/2035

2.67%

453,230

WESTPAC NEW 4.902% DUE 02-15-2028

2/15/2028

4.90%

5,091,192

WESTPORTS HOLDINGS NPV

260,585

WEX INC COM

921,888

WEYERHAEUSER CO FIXED 4% DUE 04-15-2030

4/15/2030

4.00%

4,738,350

WEYERHAEUSER CO SR NT 4% 03-09-2052

3/9/2052

4.00%

774,620

WH GROUP LTD USD0.0001

18,379

WHITE MOUNTAINS INSURANCE GROUP COM STOCK

8,993,714

WHITECAP RESOURCES INC COMMON STOCK

45,304

WHITESTONE REIT COMMON SHARES

155,304

WI TREASURY N/B 28/02/2029 1.875% 02-28-2029

2/28/2029

1.88%

3,800,625

WI TREASURY SEC 3% DUE 05-15-2045 REG

5/15/2045

3.00%

471,344

WI TREASURY SEC 3.375% DUE 11-15-2048 REG

11/15/2048

3.38%

41,021,648

WI TREASURY SEC 3.875% 05-15-2043

2/15/2052

2.25%

9,003,906

WI TREASURY SEC 4.0% 11-15-2035

11/15/2035

4.00%

4,851,345

WILH WILHEL. HLDG SER'A'NOK20

266,957

WILLDAN GROUP INC COM

222,973

WILLIAMS CO INC COM

310,408

WILLIAMS COMPANIES INC 5.15% 03-15-2034

3/15/2034

5.15%

2,974,053

WILLIAMS COMPANIES INC 5.4% DUE 03-02-2026

3/2/2026

5.40%

4,680,188

WILLIAMS COS INC 5.8% 11-15-2054

11/15/2054

5.80%

843,176

WILLIAMS PARTNERS 3.75% DUE 06-15-2027

6/15/2027

3.75%

257,042

203

Table of Contents

Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

WILLIAMS PARTNERS 4.9% DUE 01-15-2045

1/15/2045

4.90%

404,229

WILLIAMS PARTNERS 5.1% DUE 09-15-2045

9/15/2045

5.10%

764,001

WILLIAMS PARTNERS 5.4% DUE 03-04-2044

3/4/2044

5.40%

240,483

WILLIAMS SONOMA INC COM

1,516,051

WILLSCOT HOLDINGS CORPORATION COM

1,854,755

WILSON BAYLY HOLME ZAR0.01

33,105

WIN SEMICONDUCTORS TWD10

2,003,533

WINBOND ELECTRONIC TWD10

1,056,800

WINGSTOP INC COM

5,662,468

WINMARK CORP COM

1,021,259

WINNEBAGO INDS INC COM

5,832,044

WISDOM TREE INC

696,171

WIX.COM LTD COM ILS0.01

5,271,067

WOLTERS KLUWER EUR0.12

1,158,587

WOLVERINE WORLD WIDE INC COM

509,616

WONDER HI-TECH TWD10

156,306

WONIK IPS COM STK

1,015,849

WONIK PNE CO LTD KRW500

24,783

WOODSIDE FIN LTD 5.4% 05-19-2030

5/19/2030

5.40%

1,541,784

WOODWARD INC COM

6,949,732

WOORI FINANCIAL GR KRW5000

870,798

WORKDAY INC CL A COM USD0.001

36,190,430

WORKDAY INC SR NT 3.5% 04-01-2027

4/1/2027

3.50%

2,108,438

WORKDAY INC SR NT 3.8% 04-01-2032

4/1/2032

3.80%

3,124,092

WORKIVA INC COM CL A COM CL A

4,414,706

WORLD FINANCIAL NETWORK CR CARD MASTER TRUST 4.62% 05-15-2031

5/15/2031

4.62%

5,057,999

WORLD FINL NETWORK CR CARD MASTER SER 2023-A AST BACKED NT CL 5.02% 03-15-2030

3/15/2030

5.02%

1,039,005

WORLD FINL NETWORK CR SR 24-A CL A 5.47 5.47% 5.47% 02-17-2031

2/15/2031

5.47%

9,162,800

WORLD KINECT CORPORATION COM USD0.01

669,161

WORLD OMNI AUTO 5.61% DUE 02-15-2028

2/15/2028

5.61%

155,000

WORLD OMNI AUTO RECEIVABLES SER 22-B CL A3 3.25% 07-15-2027

7/15/2027

3.25%

62,312

WORLD OMNI AUTO RECEIVABLES TR SR 24-B CL A3 5.27% 09-17-2029

9/17/2029

5.27%

5,312,032

WORLD OMNI AUTO RECEIVABLES TR SR 25-A CL A3 4.73% 03-15-2030

3/15/2030

4.99%

1,248,523

WORLD OMNI AUTO RECEIVABLES TR SR 25-A CL A2A 4.49% 04-17-2028

4/17/2028

4.49%

1,028,987

WORLD OMNI AUTO RECEIVABLES TR SR 25-B CL A3 4.34% 09-16-2030

9/16/2030

4.34%

322,861

WORLD OMNI AUTO RECEIVABLES TRUST SER 23-C CL A3 5.15% DUE 11-15-2028

11/15/2028

5.15%

5,722,319

WORLD OMNI SLECT 4.39% DUE 08-15-2031

8/15/2031

4.39%

2,252,753

WORLDWIDE PLAZA TR 3.5263% DUE 11-10-2036 BEO

11/10/2036

3.53%

1,439,823

WORLEY LTD

109,582

WP CAREY INC 2.45% 02-01-2032

2/1/2032

2.45%

770,933

WRKCO INC 3% DUE 06-15-2033

6/15/2033

3.00%

223,119

WT MICROELECTRONIC TWD10

274,693

WUXI APPTEC CO LTD CNY1 H

125,539

WYETH NT 5.95 DUE 04-01-2037/03-27-2007 BEO

4/1/2037

5.95%

539,067

WYNDHAM HOTELS & RESORTS INC COM

3,145,638

WYNN RESORTS LTD COM

218,519

XCEL ENERGY INC 4.75% 03-21-2028

3/21/2028

4.75%

405,300

XCEL ENERGY INC COM

18,425,485

204

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Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

XD INC COM

29,994

XEBIO HOLDINGS CO NPV

101,030

XENCOR INC COM

416,478

XENIA HOTELS & RESORTS INC COM

578,991

XENON PHARMACEUTICALS INC COMMON STOCK

883,178

XERIS BIOPHARMA HLDGS INC COM

236,654

XIABUXIABU CATERIN USD0.000025

23,945

XIAMEN JIHONG CO 'A'CNY1

1,057,548

XIAMEN XIANGYU CO. LTD. 'A'CNY1 (STOCK CONNECT)

477,148

XIN POINT HLDGS LT HKD0.1

47,238

XOMETRY INC CL A COM CL A COM

4,027,784

XP INC COM USD0.00001 CLASS A

383,582

XPENG INC USD0.00001 A CLASS

450,440

XPERI INC COM

110,027

XPO INC COM

9,198,253

XTB SA PLN0.05

684,999

XTEP INTERNATIONAL HKD0.01

32,746

XYLEM INC 3.25% DUE 11-01-2026

11/1/2026

3.25%

3,368,987

XYLEM INC FIXED 2.25% DUE 01-30-2031

1/30/2031

2.25%

408,664

YAHAGI CONSTRUCT NPV

25,303

YAKULT HONSHA CO NPV

10,935

YALE UNIV 4.701% DUE 04-15-2032

4/15/2032

4.70%

3,810,151

YAMABIKO CORPO NPV

109,972

YAMAHA CORP NPV

59,244

YAMAMAH CEMENT CO SAR10

19,100

YAMANA GOLD INC FIXED 4.625% 12-15-2027

12/15/2027

4.62%

1,599,551

YANGZIJIANG SHIPBU NPV (SGD)

1,154,137

YANKEY ENGINEERING TWD10

173,151

YAPI KREDI BANKASI TRY1

1,686,794

YARA INTERNATIONAL ASA 144A 4.75% DUE 06-01-2028 BE

6/1/2028

4.75%

1,310,771

YATSEN HLDG LTD ADR NEW

16,622

YEXT INC COM

31,015

YIXIN GROUP LTD USD0.0001

11,676

YIXINTANG PHARMACE 'A'CNY1

264,387

YOKOGAWA B HOLDING NPV

75,266

YOKOGAWA ELECTRIC NPV

1,097,635

YOKOWO CO LTD NPV

119,513

YOUNGONE HOLDINGS CO LTD KRW500

15,686

YTL CORP BHD WARRANT 31/12/2099

21,698

YUEXIU TRANSPORT I HKD0.10

23,092

ZABKA GROUP SA NPV

1,340,445

ZAMIL IND INV CO SAR10

318,231

ZAPTEC ASA

252,603

ZBOM HOME (STOCK CONNECT)

469,564

ZEALAND PHARMA A/S

1,679,292

ZEHNDER GROUP CHF0.05 (REGD) 'A'

106,244

ZETRIX AI BERHAD NPV

68,644

ZHAOJIN MINING IND 'H'CNY1

9,873

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Security Name

Maturity Date

Rate

Cost

Current Value
(in dollars)

ZHEJIANG EXPRESS 'H'CNY1

101,330

ZHEJIANG LEAPMOTOR CNY1 H

46,849

ZHEJIANG SEMIR GARMENT CO LTD 'A'CNY1 (STOCK CONNECT LINE)

502,405

ZHEJIANG TAOTAO CNY1 A

633,705

ZHEN DING TECHNOLO TWD10

1,125,316

ZHIHU INC SPONSORED ADR NEW

17,332

ZIGEXN CO LTD NPV

76,103

ZIJIN MINING GROUP LTD 'H'CNY0.1

613,919

ZILLOW GROUP INC COM USD0.0001

2,360,622

ZILLOW GROUP INC COM USD0.0001 CLASS C

208,549

ZIMMER BIOMET HLDGS 4.7% 02-19-2027

2/19/2027

4.70%

5,220,160

ZIMMER BIOMET HLDGS 5.05% 02-19-2030

2/19/2030

5.05%

308,715

ZIMMER BIOMET HLDGS INC COM

6,069,600

ZIMMER BIOMET HLDGS INC NT 2.6% 11-24-2031

11/24/2031

2.60%

551,575

ZIONS BANCORPORATION N A

521,474

ZIPRECRUITER INC CL A CL A

205,374

ZOETIS INC 4.15% 08-17-2028

8/17/2028

4.15%

845,943

ZOETIS INC SR NT 5% 08-17-2035

8/17/2035

5.00%

379,774

ZON OPTIMUS SGPS SA

222,275

ZOOMLION HEAVY INDUSTRY SCIENC

1,124,738

ZOZO INC

3,848,003

ZSCALER INC COM

1,801,609

ZUMIEZ INC COM

295,563

ZURICH INSURANCE GROUP AG CHF0.10

12,488,727

Metropolitan Life (wrap contract)

81,490,178

Prudential (wrap contract)

70,033,789

RGA (wrap contract)

19,273,940

Royal Bank of Canada (wrap contract)

83,883,392

Voya (wrap contract)

113,706,227

TOTAL

79,601,237,708

*PARTICIPANT LOANS (Interest from 3.25% to 9.50% maturing through December 2045)

719,542,358

*Party-in-interest

**Cost information is not required for participant directed investment and therefore is not included.

(Concluded)

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THE BOEING COMPANY 401(k) RETIREMENT PLAN

FORM 5500, SCHEDULE H, LINE 4(a) - SCHEDULE OF DELINQUENT PARTICIPANT CONTRIBUTIONS

FOR THE YEAR ENDED DECEMBER 31, 2025


Participant Contributions Transferred Late to Plan (1)	Total That Constitute Nonexempt Prohibited Transactions
Check here if Late Participant Loan Repayments are included: ☐	Contributions Not Corrected (2)	Contributions Corrected Outside VFCP (3)	Contributions Pending Correction in VFCP	Total Fully Corrected Under VFCP and PTE 2002-51
$7,583	$253	$7,330	$—	$—

(1) The Boeing Distribution Services, Inc. Retirement Plan (“BDSI Plan”) was merged into the Plan effective December 31, 2024. Prior to this merger, participant contributions from various pay periods in 2024 were remitted late to the BDSI Plan.

(2) Contributions of $253 were remitted to the BDSI Plan in 2024. Lost earnings are in the process of being calculated and will be remitted to the Plan once finalized.

(3) Contributions of $5,627 were remitted to the BDSI Plan in 2024 and contributions of $1,703 were remitted to the Plan in 2025. Lost earnings were remitted to the Plan in 2025.

207

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THE BOEING COMPANY 401(k) RETIREMENT PLAN

FORM 5500, SCHEDULE G, PART III - SCHEDULE OF NONEXEMPT TRANSACTIONS

FOR THE YEAR ENDED DECEMBER 31, 2025

Party Involved

Relationship to Plan

Description of Transaction

Cost of Asset

Current Value of Asset

Net Gain on Each Transaction

Morningstar

Service provider

Plan assets were inadvertently used to make an overpayment to a third-party provider.

$4,700

$5,011

$311

208

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SIGNATURE

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