# EDGAR Filing Document

**Accession Number:** 0000880268
**File Stem:** 0001145549-23-018839
**Filing Date:** 2023-3
**Character Count:** 479791
**Document Hash:** a656149a93523c9580d84d939bd95c8f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018839.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018839

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY INTERNATIONAL BOND FUNDS
- **CENTRAL INDEX KEY:** 0000880268
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06441
- **FILM NUMBER:** 23768399

**BUSINESS ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111
- **BUSINESS PHONE:** 8003218321

**MAIL ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENHAM INTERNATIONAL FUNDS
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### GLOBAL BOND FUND (Series ID: S000035738)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000109545 | INVESTOR CLASS | AGBVX           |
| C000109546 | R5 CLASS       | AGBNX           |
| C000109547 | A CLASS        | AGBAX           |
| C000109548 | C CLASS        | AGBTX           |
| C000109549 | R CLASS        | AGBRX           |
| C000131612 | R6 CLASS       | AGBDX           |
| C000189710 | I CLASS        | AGBHX           |
| C000189711 | Y CLASS        | AGBWX           |
| C000194400 | G CLASS        | AGBGX           |

## Nport-Ex

**American Century Investments**<sup>®</sup>

**Quarterly Portfolio Holdings**

**Global Bond Fund**

**January 31, 2023**

------

---

| |
|:---|
| **<u>Global Bond Fund - Schedule of Investments</u>** |
| **JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares/<br>Principal Amount ($)** | **Value ($)** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 29.0%** | | | |
| **Australia — 0.9%** | | | |
| Australia Government Bond, 2.75%, 4/21/24 | AUD | 3192000 | 2241328 |
| Australia Government Bond, 1.50%, 6/21/31 | AUD | 6500000 | 3925054 |
| Australia Government Bond, 1.75%, 6/21/51 | AUD | 5500000 | 2441867 |
| New South Wales Treasury Corp., 1.50%, 2/20/32 | AUD | 5800000 | 3257112 |
| New South Wales Treasury Corp., 2.00%, 3/8/33 | AUD | 6000000 | 3430742 |
| Treasury Corp. of Victoria, 4.25%, 12/20/32 | AUD | 3600000 | 2528409 |
| Treasury Corp. of Victoria, 2.25%, 9/15/33 | AUD | 6900000 | 3974953 |
|  |  |  | 21799465 |
| **Austria — 0.4%** |  |  |  |
| Republic of Austria Government Bond, 0.75%, 10/20/26<sup>(1)</sup> | EUR | 4192000 | 4268674 |
| Republic of Austria Government Bond, 0.90%, 2/20/32<sup>(1)</sup> | EUR | 450000 | 414361 |
| Republic of Austria Government Bond, 4.15%, 3/15/37<sup>(1)</sup> | EUR | 3939000 | 4883098 |
|  |  |  | 9566133 |
| **Belgium — 0.4%** |  |  |  |
| Kingdom of Belgium Government Bond, 4.25%, 3/28/41<sup>(1)</sup> | EUR | 3716000 | 4663715 |
| Kingdom of Belgium Government Bond, 1.60%, 6/22/47<sup>(1)</sup> | EUR | 5586000 | 4509894 |
|  |  |  | 9173609 |
| **Canada — 2.4%** |  |  |  |
| Canadian Government Bond, 0.25%, 2/1/23 | CAD | 5000000 | 3757619 |
| Canadian Government Bond, 3.00%, 11/1/24 | CAD | 4000000 | 2962113 |
| Canadian Government Bond, 3.00%, 10/1/25 | CAD | 3000000 | 2226816 |
| Canadian Government Bond, 0.25%, 3/1/26 | CAD | 2150000 | 1471269 |
| Canadian Government Bond, 2.75%, 9/1/27 | CAD | 2500000 | 1856150 |
| Canadian Government Bond, 2.25%, 6/1/29 | CAD | 1750000 | 1267344 |
| Canadian Government Bond, 0.50%, 12/1/30 | CAD | 11300000 | 7080303 |
| Canadian Government Bond, 1.50%, 6/1/31 | CAD | 3500000 | 2358972 |
| Canadian Government Bond, 2.00%, 6/1/32 | CAD | 1000000 | 695750 |
| Canadian Government Bond, 2.75%, 12/1/48 | CAD | 3250000 | 2330310 |
| Canadian Government Bond, 2.00%, 12/1/51 | CAD | 5300000 | 3221785 |
| Province of British Columbia Canada, 2.85%, 6/18/25 | CAD | 10911000 | 8034926 |
| Province of Quebec Canada, 3.00%, 9/1/23 | CAD | 3058000 | 2278107 |
| Province of Quebec Canada, 5.75%, 12/1/36 | CAD | 12032000 | 10809801 |
| Province of Quebec Canada, 3.50%, 12/1/48 | CAD | 7300000 | 5049737 |
|  |  |  | 55401002 |
| **Chile**<sup>†</sup> |  |  |  |
| Chile Government International Bond, 4.00%, 1/31/52 |  | $1425000 | 1161086 |
| **China — 0.3%** |  |  |  |
| China Government Bond, 3.81%, 9/14/50 | CNY | 36000000 | 5812161 |
| **Colombia — 0.2%** |  |  |  |
| Colombia Government International Bond, 7.50%, 2/2/34<sup>(2)</sup> |  | $3642000 | 3603599 |
| **Czech Republic — 0.2%** |  |  |  |
| Czech Republic Government Bond, 0.25%, 2/10/27 | CZK | 138700000 | 5271810 |
| **Denmark — 0.2%** |  |  |  |
| Denmark Government Bond, 0.50%, 11/15/29 | DKK | 35000000 | 4491500 |
| **Finland — 0.8%** |  |  |  |
| Finland Government Bond, 4.00%, 7/4/25<sup>(1)</sup> | EUR | 5169000 | 5820629 |
| Finland Government Bond, 0.125%, 4/15/36<sup>(1)</sup> | EUR | 11000000 | 8345704 |
| Finland Government Bond, 1.375%, 4/15/47<sup>(1)</sup> | EUR | 3045000 | 2542165 |

---

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| | | | |
|:---|:---|:---|:---|
| Finland Government Bond, 0.125%, 4/15/52<sup>(1)</sup> | EUR | 1100000 | 594728 |
|  |  |  | 17303226 |
| **France — 3.2%** |  |  |  |
| French Republic Government Bond OAT, 1.75%, 11/25/24 | EUR | 2539000 | 2713657 |
| French Republic Government Bond OAT, 0.75%, 11/25/28 | EUR | 17000000 | 16703849 |
| French Republic Government Bond OAT, 5.50%, 4/25/29 | EUR | 42980 | 54509 |
| French Republic Government Bond OAT, 0.00%, 11/25/29<sup>(3)</sup> | EUR | 21650000 | 19761899 |
| French Republic Government Bond OAT, 2.50%, 5/25/30 | EUR | 3845000 | 4164645 |
| French Republic Government Bond OAT, 0.00%, 5/25/32<sup>(3)</sup> | EUR | 25500000 | 21595320 |
| French Republic Government Bond OAT, 5.75%, 10/25/32 | EUR | 2675000 | 3659514 |
| French Republic Government Bond OAT, 3.25%, 5/25/45 | EUR | 3433000 | 3867255 |
| French Republic Government Bond OAT, 0.75%, 5/25/52 | EUR | 2000000 | 1239130 |
|  |  |  | 73759778 |
| **Germany — 2.1%** |  |  |  |
| Bundesobligation, 0.00%, 4/16/27<sup>(3)</sup> | EUR | 11500000 | 11342936 |
| Bundesobligation, 1.30%, 10/15/27 | EUR | 8000000 | 8316848 |
| Bundesrepublik Deutschland Bundesanleihe, 0.00%, 2/15/32<sup>(3)</sup> | EUR | 10500000 | 9352874 |
| Bundesrepublik Deutschland Bundesanleihe, 1.70%, 8/15/32 | EUR | 8100000 | 8411371 |
| Bundesrepublik Deutschland Bundesanleihe, 1.00%, 5/15/38 | EUR | 9750000 | 8792165 |
| Bundesrepublik Deutschland Bundesanleihe, 0.00%, 8/15/50<sup>(3)</sup> | EUR | 3600000 | 2173152 |
|  |  |  | 48389346 |
| **Greece — 0.1%** |  |  |  |
| Hellenic Republic Government Bond, 1.50%, 6/18/30<sup>(1)</sup> | EUR | 2500000 | 2287591 |
| **Indonesia — 1.5%** |  |  |  |
| Indonesia Government International Bond, 3.50%, 2/14/50 |  | $2800000 | 2163571 |
| Indonesia Treasury Bond, 6.375%, 4/15/32 | IDR | 134000000000 | 8760682 |
| Indonesia Treasury Bond, 7.00%, 2/15/33 | IDR | 347500000000 | 23626870 |
|  |  |  | 34551123 |
| **Ireland — 0.9%** |  |  |  |
| Ireland Government Bond, 3.40%, 3/18/24 | EUR | 6186000 | 6788191 |
| Ireland Government Bond, 1.10%, 5/15/29 | EUR | 3850000 | 3830774 |
| Ireland Government Bond, 0.20%, 10/18/30 | EUR | 1500000 | 1359698 |
| Ireland Government Bond, 0.40%, 5/15/35 | EUR | 8650000 | 7006569 |
| Ireland Government Bond, 0.55%, 4/22/41 | EUR | 1500000 | 1066015 |
| Ireland Government Bond, 1.50%, 5/15/50 | EUR | 320000 | 252490 |
|  |  |  | 20303737 |
| **Italy — 2.2%** |  |  |  |
| Italy Buoni Poliennali Del Tesoro, 2.00%, 12/1/25 | EUR | 4964000 | 5212760 |
| Italy Buoni Poliennali Del Tesoro, 0.00%, 4/1/26<sup>(3)</sup> | EUR | 9650000 | 9438729 |
| Italy Buoni Poliennali Del Tesoro, 1.60%, 6/1/26 | EUR | 3000000 | 3082042 |
| Italy Buoni Poliennali Del Tesoro, 0.25%, 3/15/28 | EUR | 14100000 | 12975756 |
| Italy Buoni Poliennali Del Tesoro, 1.35%, 4/1/30 | EUR | 3550000 | 3269165 |
| Italy Buoni Poliennali Del Tesoro, 0.60%, 8/1/31<sup>(1)</sup> | EUR | 1000000 | 827033 |
| Italy Buoni Poliennali Del Tesoro, 2.50%, 12/1/32 | EUR | 6500000 | 6158972 |
| Italy Buoni Poliennali Del Tesoro, 1.80%, 3/1/41<sup>(1)</sup> | EUR | 1500000 | 1122610 |
| Italy Buoni Poliennali Del Tesoro, 4.75%, 9/1/44<sup>(1)</sup> | EUR | 7519000 | 8643154 |
| Italy Buoni Poliennali Del Tesoro, 1.70%, 9/1/51<sup>(1)</sup> | EUR | 500000 | 324030 |
|  |  |  | 51054251 |
| **Japan — 3.5%** |  |  |  |
| Japan Government Thirty Year Bond, 2.40%, 3/20/37 | JPY | 231950000 | 2102509 |
| Japan Government Thirty Year Bond, 2.00%, 9/20/41 | JPY | 1234500000 | 10543719 |
| Japan Government Thirty Year Bond, 1.40%, 12/20/45 | JPY | 1673400000 | 12651189 |
| Japan Government Thirty Year Bond, 0.40%, 3/20/50 | JPY | 700000000 | 4011742 |
| Japan Government Thirty Year Bond, 0.70%, 9/20/51 | JPY | 1350000000 | 8338552 |

---

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| | | | |
|:---|:---|:---|:---|
| Japan Government Thirty Year Bond, 0.70%, 12/20/51 | JPY | 1790000000 | 11015506 |
| Japan Government Thirty Year Bond, 1.00%, 3/20/52 | JPY | 297300000 | 1985986 |
| Japan Government Thirty Year Bond, 1.30%, 6/20/52 | JPY | 380000000 | 2734060 |
| Japan Government Twenty Year Bond, 0.60%, 9/20/37 | JPY | 1222000000 | 8786885 |
| Japan Government Twenty Year Bond, 0.30%, 12/20/39 | JPY | 1078800000 | 7103917 |
| Japan Government Twenty Year Bond, 0.50%, 12/20/41 | JPY | 831000000 | 5504590 |
| Japan Government Twenty Year Bond, 1.10%, 9/20/42 | JPY | 835000000 | 6125599 |
|  |  |  | 80904254 |
| **Malaysia — 0.2%** |  |  |  |
| Malaysia Government Bond, 4.70%, 10/15/42 | MYR | 20900000 | 5232852 |
| **Mexico — 1.5%** |  |  |  |
| Mexican Bonos, 7.75%, 5/29/31 | MXN | 584000000 | 29343437 |
| Mexico Government International Bond, 4.15%, 3/28/27 |  | $2700000 | 2672866 |
| Mexico Government International Bond, 6.35%, 2/9/35 |  | $1828000 | 1944620 |
|  |  |  | 33960923 |
| **Netherlands — 0.8%** |  |  |  |
| Netherlands Government Bond, 0.50%, 7/15/26<sup>(1)</sup> | EUR | 7389000 | 7508026 |
| Netherlands Government Bond, 0.00%, 7/15/31<sup>(1)(3)</sup> | EUR | 9000000 | 7934200 |
| Netherlands Government Bond, 2.75%, 1/15/47<sup>(1)</sup> | EUR | 2080000 | 2390076 |
|  |  |  | 17832302 |
| **New Zealand — 1.0%** |  |  |  |
| New Zealand Government Bond, 0.50%, 5/15/24 | NZD | 36479000 | 22328716 |
| New Zealand Government Bond, 1.50%, 5/15/31 | NZD | 2750000 | 1458469 |
|  |  |  | 23787185 |
| **Norway — 0.2%** |  |  |  |
| Norway Government Bond, 2.00%, 5/24/23<sup>(1)</sup> | NOK | 43725000 | 4367796 |
| Norway Government Bond, 1.75%, 2/17/27<sup>(1)</sup> | NOK | 2800000 | 268403 |
|  |  |  | 4636199 |
| **Philippines — 0.1%** |  |  |  |
| Philippine Government International Bond, 6.375%, 10/23/34 |  | $1400000 | 1596000 |
| **Poland — 0.1%** |  |  |  |
| Republic of Poland Government Bond, 1.75%, 4/25/32 | PLN | 16300000 | 2662668 |
| **Portugal — 0.2%** |  |  |  |
| Portugal Obrigacoes do Tesouro OT, 0.90%, 10/12/35<sup>(1)</sup> | EUR | 1000000 | 818496 |
| Portugal Obrigacoes do Tesouro OT, 4.10%, 2/15/45<sup>(1)</sup> | EUR | 2350000 | 2770742 |
|  |  |  | 3589238 |
| **Romania — 0.1%** |  |  |  |
| Romanian Government International Bond, 6.00%, 5/25/34<sup>(1)</sup> |  | $2000000 | 1966464 |
| **Saudi Arabia — 0.3%** |  |  |  |
| Saudi Government International Bond, 4.75%, 1/18/28<sup>(1)</sup> |  | $3243000 | 3289375 |
| Saudi Government International Bond, 5.50%, 10/25/32<sup>(1)</sup> |  | $2490000 | 2672392 |
|  |  |  | 5961767 |
| **Singapore — 0.1%** |  |  |  |
| Singapore Government Bond, 2.875%, 7/1/29 | SGD | 4240000 | 3206302 |
| **South Africa — 0.7%** |  |  |  |
| Republic of South Africa Government Bond, 8.50%, 1/31/37 | ZAR | 347000000 | 16211416 |
| Republic of South Africa Government International Bond, 5.875%, 6/22/30 |  | $400000 | 383638 |
|  |  |  | 16595054 |
| **Spain — 1.1%** |  |  |  |
| Spain Government Bond, 0.00%, 1/31/28<sup>(3)</sup> | EUR | 6000000 | 5645121 |
| Spain Government Bond, 5.15%, 10/31/28<sup>(1)</sup> | EUR | 1263000 | 1531673 |
| Spain Government Bond, 0.10%, 4/30/31<sup>(1)</sup> | EUR | 11750000 | 10037129 |
| Spain Government Bond, 1.85%, 7/30/35<sup>(1)</sup> | EUR | 2200000 | 2012458 |
| Spain Government Bond, 2.70%, 10/31/48<sup>(1)</sup> | EUR | 7100000 | 6579161 |
|  |  |  | 25805542 |

---

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| | | | |
|:---|:---|:---|:---|
| **Sweden — 0.1%** | | | |
| Sweden Government Bond, 3.50%, 3/30/39<sup>(1)</sup> | SEK | 15600000 | 1807485 |
| **Switzerland — 0.5%** |  |  |  |
| Swiss Confederation Government Bond, 1.25%, 5/28/26 | CHF | 5902000 | 6489281 |
| Swiss Confederation Government Bond, 2.50%, 3/8/36 | CHF | 2534000 | 3159455 |
| Swiss Confederation Government Bond, 0.00%, 7/24/39<sup>(3)</sup> | CHF | 2500000 | 2192286 |
|  |  |  | 11841022 |
| **Thailand — 0.3%** |  |  |  |
| Thailand Government Bond, 1.59%, 12/17/35 | THB | 219000000 | 5808742 |
| **United Kingdom — 2.4%** |  |  |  |
| United Kingdom Gilt, 0.125%, 1/30/26 | GBP | 7000000 | 7901681 |
| United Kingdom Gilt, 4.75%, 12/7/30 | GBP | 3600000 | 4891591 |
| United Kingdom Gilt, 0.25%, 7/31/31 | GBP | 10300000 | 9851926 |
| United Kingdom Gilt, 1.00%, 1/31/32 | GBP | 9500000 | 9557987 |
| United Kingdom Gilt, 1.75%, 9/7/37 | GBP | 12500000 | 12100697 |
| United Kingdom Gilt, 4.50%, 12/7/42 | GBP | 954000 | 1300457 |
| United Kingdom Gilt, 4.25%, 12/7/49 | GBP | 3720000 | 4948694 |
| United Kingdom Gilt, 4.25%, 12/7/55 | GBP | 3780000 | 5146006 |
|  |  |  | 55699039 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $767,522,399) |  |  | **666822455** |
| **CORPORATE BONDS — 22.2%** |  |  |  |
| **Aerospace and Defense — 0.2%** |  |  |  |
| Lockheed Martin Corp., 5.25%, 1/15/33 |  | 1259000 | 1344378 |
| Raytheon Technologies Corp., 4.125%, 11/16/28 |  | 2880000 | 2827785 |
|  |  |  | 4172163 |
| **Air Freight and Logistics**<sup>†</sup> |  |  |  |
| GXO Logistics, Inc., 2.65%, 7/15/31 |  | 1016000 | 799201 |
| **Airlines — 0.3%** |  |  |  |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> |  | 2997615 | 2942039 |
| British Airways Pass Through Trust, Series 2021-1, Class A, 2.90%, 9/15/36<sup>(1)</sup> |  | 341455 | 281839 |
| Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.75%, 10/20/28<sup>(1)</sup> |  | 1555000 | 1515957 |
| United Airlines Pass Through Trust, Series 2020-1, Class B, 4.875%, 7/15/27 |  | 1169900 | 1141197 |
|  |  |  | 5881032 |
| **Auto Components**<sup>†</sup> |  |  |  |
| Aptiv PLC, 3.10%, 12/1/51 |  | 445000 | 289012 |
| **Automobiles — 0.6%** |  |  |  |
| Ford Motor Credit Co. LLC, 3.375%, 11/13/25 |  | 2230000 | 2080211 |
| Ford Motor Credit Co. LLC, 7.35%, 11/4/27 |  | 1170000 | 1229962 |
| Ford Motor Credit Co. LLC, 7.35%, 3/6/30 |  | 1312000 | 1378755 |
| General Motors Co., 5.15%, 4/1/38 |  | 620000 | 563371 |
| General Motors Financial Co., Inc., 2.75%, 6/20/25 |  | 3618000 | 3415523 |
| General Motors Financial Co., Inc., 2.40%, 10/15/28 |  | 1037000 | 889152 |
| Toyota Motor Credit Corp., 4.625%, 1/12/28 |  | 2304000 | 2328502 |
| Volkswagen Financial Services NV, 1.125%, 9/18/23 | GBP | 1500000 | 1812309 |
|  |  |  | 13697785 |
| **Banks — 6.5%** |  |  |  |
| Abanca Corp. Bancaria SA, 0.75%, 5/28/29 | EUR | 600000 | 560543 |
| Banco Santander SA, VRN, 1.72%, 9/14/27 |  | 1400000 | 1230110 |
| Banco Santander SA, VRN, 4.18%, 3/24/28 |  | 400000 | 381341 |
| Bank of America Corp., 2.30%, 7/25/25 | GBP | 800000 | 940256 |
| Bank of America Corp., VRN, 3.38%, 4/2/26 |  | 2450000 | 2370591 |
| Bank of America Corp., VRN, 5.08%, 1/20/27 |  | 1715000 | 1721976 |
| Bank of America Corp., VRN, 6.20%, 11/10/28 |  | 370000 | 390426 |
| Bank of America Corp., VRN, 3.42%, 12/20/28 |  | 301000 | 281684 |

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| | | | |
|:---|:---|:---|:---|
| Bank of America Corp., VRN, 2.88%, 10/22/30 |  | 2217000 | 1945546 |
| Bank of America Corp., VRN, 4.57%, 4/27/33 |  | 585000 | 565836 |
| Bank of America Corp., VRN, 5.02%, 7/22/33 |  | 809000 | 809224 |
| Bank of America Corp., VRN, 2.48%, 9/21/36 |  | 1730000 | 1351477 |
| Bank of Ireland Group PLC, VRN, 2.03%, 9/30/27<sup>(1)</sup> |  | 664000 | 580891 |
| Bank of Ireland Group PLC, VRN, 2.375%, 10/14/29 | EUR | 1200000 | 1236772 |
| Bank of New Zealand, 4.85%, 2/7/28<sup>(1)(2)</sup> |  | 1980000 | 1994104 |
| Bank of Nova Scotia, 4.85%, 2/1/30<sup>(2)</sup> |  | 1215000 | 1218209 |
| Banque Federative du Credit Mutuel SA, 0.25%, 7/19/28 | EUR | 4100000 | 3662823 |
| Barclays PLC, 3.25%, 2/12/27 | GBP | 600000 | 687218 |
| Barclays PLC, VRN, 1.375%, 1/24/26 | EUR | 1600000 | 1652227 |
| Barclays PLC, VRN, 2.28%, 11/24/27 |  | 897000 | 804549 |
| Barclays PLC, VRN, 2.00%, 2/7/28 | EUR | 2000000 | 2173929 |
| Barclays PLC, VRN, 1.125%, 3/22/31 | EUR | 2000000 | 1912576 |
| BNP Paribas SA, VRN, 5.125%, 1/13/29<sup>(1)</sup> |  | 1130000 | 1140081 |
| BNP Paribas SA, VRN, 2.00%, 5/24/31 | GBP | 3500000 | 3784193 |
| BPCE SA, VRN, 5.98%, 1/18/27<sup>(1)</sup> |  | 1102000 | 1116449 |
| Caixa Geral de Depositos SA, VRN, 0.375%, 9/21/27 | EUR | 2000000 | 1871405 |
| CaixaBank SA, VRN, 2.75%, 7/14/28 | EUR | 1000000 | 1076956 |
| CaixaBank SA, VRN, 2.25%, 4/17/30 | EUR | 3700000 | 3750965 |
| Citigroup Inc., VRN, 3.06%, 1/25/33 |  | 2160000 | 1851901 |
| Citigroup, Inc., VRN, 3.07%, 2/24/28 |  | 1372000 | 1276080 |
| Citigroup, Inc., VRN, 3.67%, 7/24/28 |  | 265000 | 251179 |
| Citigroup, Inc., VRN, 3.52%, 10/27/28 |  | 1786000 | 1674346 |
| Commerzbank AG, 1.75%, 1/22/25 | GBP | 700000 | 801493 |
| Commerzbank AG, VRN, 4.00%, 12/5/30 | EUR | 2500000 | 2622057 |
| Cooperatieve Rabobank UA, VRN, 3.875%, 11/30/32 | EUR | 2000000 | 2107811 |
| Credit Agricole SA, 5.30%, 7/12/28<sup>(1)</sup> |  | 535000 | 546476 |
| Credit Mutuel Arkea SA, 1.125%, 5/23/29 | EUR | 600000 | 555935 |
| European Financial Stability Facility, 0.40%, 5/31/26 | EUR | 12000000 | 12078659 |
| European Financial Stability Facility, 2.35%, 7/29/44 | EUR | 1410000 | 1376878 |
| European Union, 0.00%, 7/4/31<sup>(3)</sup> | EUR | 20800000 | 17831375 |
| FNB Corp., 2.20%, 2/24/23 |  | 1160000 | 1157464 |
| HSBC Holdings PLC, VRN, 1.75%, 7/24/27 | GBP | 1500000 | 1645107 |
| HSBC Holdings PLC, VRN, 4.76%, 6/9/28 |  | 1914000 | 1885896 |
| HSBC Holdings PLC, VRN, 2.80%, 5/24/32 |  | 990000 | 815570 |
| HSBC Holdings PLC, VRN, 5.40%, 8/11/33 |  | 1590000 | 1589350 |
| Huntington National Bank, 5.65%, 1/10/30 |  | 870000 | 906006 |
| ING Groep NV, 2.125%, 1/10/26 | EUR | 2600000 | 2726903 |
| Intesa Sanpaolo SpA, 4.75%, 9/6/27 | EUR | 2000000 | 2212561 |
| JPMorgan Chase & Co., VRN, 2.95%, 2/24/28 |  | 2506000 | 2326755 |
| JPMorgan Chase & Co., VRN, 2.07%, 6/1/29 |  | 2754000 | 2388131 |
| JPMorgan Chase & Co., VRN, 2.52%, 4/22/31 |  | 941000 | 805026 |
| JPMorgan Chase & Co., VRN, 4.91%, 7/25/33 |  | 1350000 | 1346005 |
| KeyBank NA, 5.00%, 1/26/33 |  | 805000 | 807678 |
| La Banque Postale SA, VRN, 0.75%, 8/2/32 | EUR | 4500000 | 4030390 |
| Lloyds Banking Group PLC, VRN, 1.875%, 1/15/26 | GBP | 700000 | 808642 |
| Lloyds Banking Group PLC, VRN, 1.75%, 9/7/28 | EUR | 800000 | 856275 |
| Lloyds Banking Group PLC, VRN, 1.99%, 12/15/31 | GBP | 2000000 | 2148482 |
| NatWest Group PLC, VRN, 1.75%, 3/2/26 | EUR | 500000 | 517359 |
| NatWest Group PLC, VRN, 2.11%, 11/28/31 | GBP | 1900000 | 2017418 |
| PNC Financial Services Group Inc., VRN, 5.07%, 1/24/34 |  | 875000 | 883299 |
| Royal Bank of Canada, 0.625%, 9/10/25 | EUR | 3400000 | 3456165 |
| Royal Bank of Canada, 6.00%, 11/1/27 |  | 1610000 | 1701632 |
| Santander UK PLC, 1.125%, 3/12/27 | EUR | 6000000 | 6001808 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Skandinaviska Enskilda Banken AB, 0.05%, 7/1/24 | EUR | 2200000 | 2282935 |
| Skandinaviska Enskilda Banken AB, 3.70%, 6/9/25<sup>(1)</sup> |  | 3603000 | 3509038 |
| Societe Generale SA, 1.25%, 12/7/27 | GBP | 2500000 | 2582213 |
| Societe Generale SA, VRN, 6.69%, 1/10/34<sup>(1)</sup> |  | 414000 | 442981 |
| Svenska Handelsbanken AB, 0.125%, 6/18/24 | EUR | 1000000 | 1038785 |
| Toronto-Dominion Bank, 2.00%, 9/10/31 |  | 858000 | 703370 |
| Toronto-Dominion Bank, 2.45%, 1/12/32 |  | 990000 | 830839 |
| Toronto-Dominion Bank, 4.46%, 6/8/32 |  | 1096000 | 1076254 |
| Truist Financial Corp., VRN, 4.12%, 6/6/28 |  | 985000 | 963982 |
| Truist Financial Corp., VRN, 5.12%, 1/26/34 |  | 745000 | 755578 |
| UniCredit SpA, VRN, 5.86%, 6/19/32<sup>(1)</sup> |  | 4370000 | 4065408 |
| US Bancorp, VRN, 5.85%, 10/21/33 |  | 525000 | 564305 |
| US Bancorp, VRN, 4.84%, 2/1/34<sup>(2)</sup> |  | 1015000 | 1010217 |
| Wells Fargo & Co., VRN, 4.54%, 8/15/26 |  | 735000 | 728125 |
| Wells Fargo & Co., VRN, 3.35%, 3/2/33 |  | 716000 | 631823 |
| Wells Fargo & Co., VRN, 3.07%, 4/30/41 |  | 1495000 | 1166983 |
| Wells Fargo & Co., VRN, 4.61%, 4/25/53 |  | 511000 | 477599 |
|  |  |  | 150050904 |
| **Beverages — 0.2%** |  |  |  |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 2/1/46 |  | 1185000 | 1158055 |
| Anheuser-Busch InBev SA, 1.65%, 3/28/31 | EUR | 1000000 | 957792 |
| Anheuser-Busch InBev Worldwide, Inc., 4.75%, 1/23/29 |  | 1230000 | 1250353 |
| Keurig Dr Pepper, Inc., 4.05%, 4/15/32 |  | 500000 | 474306 |
| PepsiCo, Inc., 3.90%, 7/18/32 |  | 443000 | 433085 |
|  |  |  | 4273591 |
| **Biotechnology — 0.2%** |  |  |  |
| AbbVie, Inc., 3.20%, 11/21/29 |  | 1260000 | 1172306 |
| AbbVie, Inc., 4.40%, 11/6/42 |  | 990000 | 915595 |
| Amgen, Inc., 4.05%, 8/18/29 |  | 2450000 | 2368749 |
|  |  |  | 4456650 |
| **Building Products — 0.1%** |  |  |  |
| Builders FirstSource, Inc., 5.00%, 3/1/30<sup>(1)</sup> |  | 2791000 | 2606347 |
| Standard Industries, Inc., 4.375%, 7/15/30<sup>(1)</sup> |  | 510000 | 436545 |
|  |  |  | 3042892 |
| **Capital Markets — 0.9%** |  |  |  |
| Bank of New York Mellon Corp., VRN, 4.71%, 2/1/34 |  | 613000 | 610896 |
| Deutsche Bank AG, 2.625%, 12/16/24 | GBP | 2100000 | 2453870 |
| Deutsche Bank AG, VRN, 4.30%, 5/24/28 |  | 2058000 | 2011990 |
| Goldman Sachs Group, Inc., 4.25%, 1/29/26 | GBP | 1400000 | 1707206 |
| Goldman Sachs Group, Inc., VRN, 1.95%, 10/21/27 |  | 965000 | 864205 |
| Goldman Sachs Group, Inc., VRN, 2.64%, 2/24/28 |  | 955000 | 876090 |
| Goldman Sachs Group, Inc., VRN, 3.81%, 4/23/29 |  | 608000 | 574569 |
| Goldman Sachs Group, Inc., VRN, 1.99%, 1/27/32 |  | 1405000 | 1125491 |
| Golub Capital BDC, Inc., 2.50%, 8/24/26 |  | 384000 | 336968 |
| Morgan Stanley, VRN, 2.63%, 2/18/26 |  | 1867000 | 1774544 |
| Morgan Stanley, VRN, 5.12%, 2/1/29 |  | 406000 | 410734 |
| Morgan Stanley, VRN, 2.70%, 1/22/31 |  | 305000 | 264855 |
| Morgan Stanley, VRN, 2.51%, 10/20/32 |  | 950000 | 785229 |
| Morgan Stanley, VRN, 6.34%, 10/18/33 |  | 1160000 | 1276308 |
| Morgan Stanley, VRN, 2.48%, 9/16/36 |  | 501000 | 388708 |
| Owl Rock Capital Corp., 3.40%, 7/15/26 |  | 464000 | 419219 |
| Owl Rock Core Income Corp., 3.125%, 9/23/26 |  | 601000 | 524628 |
| State Street Corp., VRN, 4.82%, 1/26/34 |  | 805000 | 809758 |
| UBS Group AG, VRN, 1.49%, 8/10/27<sup>(1)</sup> |  | 2339000 | 2060687 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| UBS Group AG, VRN, 3.125%, 6/15/30 | EUR | 2000000 | 2070289 |
|  |  |  | 21346244 |
| **Chemicals — 0.1%** |  |  |  |
| Albemarle Corp., 4.65%, 6/1/27 |  | 1195000 | 1186971 |
| CF Industries, Inc., 5.15%, 3/15/34 |  | 448000 | 443589 |
| CF Industries, Inc., 4.95%, 6/1/43 |  | 680000 | 619999 |
|  |  |  | 2250559 |
| **Commercial Services and Supplies — 0.1%** |  |  |  |
| Waste Connections, Inc., 3.20%, 6/1/32 |  | 1235000 | 1108627 |
| **Construction and Engineering — 0.1%** |  |  |  |
| Quanta Services, Inc., 2.35%, 1/15/32 |  | 1525000 | 1221615 |
| **Construction Materials**<sup>†</sup> |  |  |  |
| Eagle Materials, Inc., 2.50%, 7/1/31 |  | 943000 | 771305 |
| **Consumer Finance**<sup>†</sup> |  |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.65%, 10/29/24 |  | 690000 | 645756 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.45%, 10/29/26 |  | 157000 | 141313 |
|  |  |  | 787069 |
| **Containers and Packaging — 0.1%** |  |  |  |
| Sonoco Products Co., 2.25%, 2/1/27 |  | 1378000 | 1247516 |
| **Diversified Financial Services — 0.2%** |  |  |  |
| Antares Holdings LP, 2.75%, 1/15/27<sup>(1)</sup> |  | 713000 | 587173 |
| Block Financial LLC, 3.875%, 8/15/30 |  | 2175000 | 1956501 |
| Capital One Financial Corp., VRN, 5.47%, 2/1/29<sup>(2)</sup> |  | 539000 | 542703 |
| Credit Agricole Public Sector SCF SA, 0.125%, 12/8/32 | EUR | 1000000 | 844119 |
| GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35 |  | 240000 | 233704 |
|  |  |  | 4164200 |
| **Diversified Telecommunication Services — 0.8%** |  |  |  |
| AT&T, Inc., 4.35%, 3/1/29 |  | 985000 | 968851 |
| AT&T, Inc., 4.50%, 5/15/35 |  | 1337000 | 1272170 |
| AT&T, Inc., 4.90%, 8/15/37 |  | 1301000 | 1263397 |
| AT&T, Inc., 4.55%, 3/9/49 |  | 740000 | 656990 |
| Deutsche Telekom AG, 1.375%, 7/5/34 | EUR | 1100000 | 959665 |
| Deutsche Telekom International Finance BV, 1.25%, 10/6/23 | GBP | 1700000 | 2060672 |
| Level 3 Financing, Inc., 4.625%, 9/15/27<sup>(1)</sup> |  | 2148000 | 1823410 |
| Ooredoo International Finance Ltd., 2.625%, 4/8/31<sup>(1)</sup> |  | 1500000 | 1320021 |
| Orange SA, 5.25%, 12/5/25 | GBP | 470000 | 596272 |
| Telecom Italia Capital SA, 6.375%, 11/15/33 |  | 3575000 | 3043630 |
| Telecom Italia SpA, 5.875%, 5/19/23 | GBP | 200000 | 246558 |
| Telecom Italia SpA, 4.00%, 4/11/24 | EUR | 2200000 | 2353527 |
| Verizon Communications, Inc., 4.33%, 9/21/28 |  | 992000 | 979078 |
| Verizon Communications, Inc., 4.27%, 1/15/36 |  | 880000 | 824876 |
| Verizon Communications, Inc., 4.81%, 3/15/39 |  | 980000 | 948977 |
|  |  |  | 19318094 |
| **Electric Utilities — 1.1%** |  |  |  |
| AEP Texas, Inc., 2.10%, 7/1/30 |  | 1950000 | 1631106 |
| Baltimore Gas & Electric Co., 2.25%, 6/15/31 |  | 758000 | 637747 |
| CenterPoint Energy Houston Electric LLC, 4.45%, 10/1/32 |  | 1120000 | 1123519 |
| Commonwealth Edison Co., 5.30%, 2/1/53 |  | 1172000 | 1251074 |
| Duke Energy Carolinas LLC, 2.55%, 4/15/31 |  | 512000 | 442800 |
| Duke Energy Corp., 2.55%, 6/15/31 |  | 540000 | 458571 |
| Duke Energy Corp., 5.00%, 8/15/52 |  | 1380000 | 1321272 |
| Duke Energy Florida LLC, 1.75%, 6/15/30 |  | 1520000 | 1260656 |
| Duke Energy Florida LLC, 5.95%, 11/15/52 |  | 415000 | 470963 |
| Duke Energy Progress LLC, 4.15%, 12/1/44 |  | 310000 | 276048 |
| EDP - Energias de Portugal SA, VRN, 1.70%, 7/20/80 | EUR | 700000 | 693484 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Exelon Corp., 4.45%, 4/15/46 |  | 870000 | 787513 |
| FEL Energy VI Sarl, 5.75%, 12/1/40<sup>(1)</sup> |  | 2993598 | 2604310 |
| Florida Power & Light Co., 2.45%, 2/3/32 |  | 721000 | 622472 |
| Florida Power & Light Co., 4.125%, 2/1/42 |  | 760000 | 696873 |
| MidAmerican Energy Co., 4.40%, 10/15/44 |  | 405000 | 379081 |
| NextEra Energy Capital Holdings, Inc., 5.00%, 7/15/32 |  | 2203000 | 2242105 |
| Northern States Power Co., 3.20%, 4/1/52 |  | 720000 | 553655 |
| NRG Energy, Inc., 2.00%, 12/2/25<sup>(1)</sup> |  | 2370000 | 2132547 |
| Pacific Gas and Electric Co., 6.15%, 1/15/33 |  | 307000 | 315868 |
| Pacific Gas and Electric Co., 4.20%, 6/1/41 |  | 515000 | 408718 |
| PacifiCorp, 3.30%, 3/15/51 |  | 970000 | 753193 |
| PECO Energy Co., 4.375%, 8/15/52 |  | 980000 | 930016 |
| Public Service Electric & Gas Co., 3.10%, 3/15/32 |  | 852000 | 772098 |
| Southern Co. Gas Capital Corp., 1.75%, 1/15/31 |  | 1400000 | 1127188 |
| Union Electric Co., 3.90%, 4/1/52 |  | 700000 | 604580 |
| Xcel Energy, Inc., 3.40%, 6/1/30 |  | 900000 | 828062 |
| Xcel Energy, Inc., 4.60%, 6/1/32 |  | 374000 | 370702 |
|  |  |  | 25696221 |
| **Electrical Equipment — 0.1%** |  |  |  |
| Regal Rexnord Corp., 6.40%, 4/15/33<sup>(1)</sup> |  | 2002000 | 2054754 |
| **Energy Equipment and Services**<sup>†</sup> |  |  |  |
| Schlumberger Investment SA, 2.65%, 6/26/30 |  | 1010000 | 899154 |
| **Entertainment — 0.3%** |  |  |  |
| Netflix, Inc., 5.875%, 11/15/28 |  | 1137000 | 1182399 |
| Warnermedia Holdings, Inc., 3.79%, 3/15/25<sup>(1)</sup> |  | 4285000 | 4141247 |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27<sup>(1)</sup> |  | 762000 | 714558 |
| Warnermedia Holdings, Inc., 5.05%, 3/15/42<sup>(1)</sup> |  | 731000 | 624997 |
|  |  |  | 6663201 |
| **Equity Real Estate Investment Trusts (REITs) — 0.4%** |  |  |  |
| Alexandria Real Estate Equities, Inc., 4.50%, 7/30/29 |  | 125000 | 122958 |
| Alexandria Real Estate Equities, Inc., 4.00%, 2/1/50 |  | 990000 | 811319 |
| American Tower Corp., 3.95%, 3/15/29 |  | 1200000 | 1130649 |
| Crown Castle International Corp., 4.15%, 7/1/50 |  | 540000 | 450074 |
| Equinix, Inc., 2.90%, 11/18/26 |  | 1920000 | 1788881 |
| Healthpeak Properties Inc, 5.25%, 12/15/32 |  | 942000 | 961388 |
| National Retail Properties, Inc., 4.80%, 10/15/48 |  | 980000 | 869803 |
| Realty Income Corp., 3.25%, 1/15/31 |  | 965000 | 871285 |
| VICI Properties LP / VICI Note Co., Inc., 4.125%, 8/15/30<sup>(1)</sup> |  | 2580000 | 2311182 |
|  |  |  | 9317539 |
| **Food and Staples Retailing — 0.2%** |  |  |  |
| Sysco Corp., 5.95%, 4/1/30 |  | 1675000 | 1799446 |
| United Natural Foods, Inc., 6.75%, 10/15/28<sup>(1)</sup> |  | 2250000 | 2174175 |
| Wm Morrison Supermarkets Ltd., 3.50%, 7/27/26 | GBP | 1300000 | 1426407 |
|  |  |  | 5400028 |
| **Food Products — 0.3%** |  |  |  |
| JDE Peet's NV, 2.25%, 9/24/31<sup>(1)</sup> |  | 1554000 | 1222163 |
| Kraft Heinz Foods Co., 3.875%, 5/15/27 |  | 1050000 | 1023579 |
| Kraft Heinz Foods Co., 5.00%, 6/4/42 |  | 1224000 | 1179932 |
| Mondelez International, Inc., 2.625%, 3/17/27 |  | 1080000 | 1005762 |
| Mondelez International, Inc., 1.375%, 3/17/41 | EUR | 1600000 | 1202461 |
|  |  |  | 5633897 |
| **Gas Utilities — 0.1%** |  |  |  |
| Infraestructura Energetica Nova SAPI de CV, 4.75%, 1/15/51<sup>(1)</sup> |  | 2100000 | 1649092 |
| **Health Care Equipment and Supplies — 0.2%** |  |  |  |
| Baxter International, Inc., 1.92%, 2/1/27 |  | 820000 | 740562 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Baxter International, Inc., 2.54%, 2/1/32 |  | 2360000 | 1935529 |
| GE HealthCare Technologies, Inc., 5.65%, 11/15/27<sup>(1)</sup> |  | 2585000 | 2679883 |
|  |  |  | 5355974 |
| **Health Care Providers and Services — 0.7%** |  |  |  |
| Centene Corp., 4.625%, 12/15/29 |  | 2588000 | 2461938 |
| Centene Corp., 3.375%, 2/15/30 |  | 3366000 | 2964302 |
| CVS Health Corp., 4.78%, 3/25/38 |  | 360000 | 344956 |
| CVS Health Corp., 5.05%, 3/25/48 |  | 650000 | 618703 |
| Elevance Health Inc, 5.125%, 2/15/53<sup>(2)</sup> |  | 518000 | 521291 |
| HCA, Inc., 2.375%, 7/15/31 |  | 250000 | 203273 |
| Humana, Inc., 2.15%, 2/3/32 |  | 972000 | 789807 |
| Kaiser Foundation Hospitals, 3.00%, 6/1/51 |  | 520000 | 387352 |
| Roche Holdings, Inc., 2.61%, 12/13/51<sup>(1)</sup> |  | 1420000 | 1002068 |
| UnitedHealth Group, Inc., 5.35%, 2/15/33 |  | 2540000 | 2709004 |
| UnitedHealth Group, Inc., 5.875%, 2/15/53 |  | 850000 | 974581 |
| Universal Health Services, Inc., 1.65%, 9/1/26 |  | 1533000 | 1351400 |
| Universal Health Services, Inc., 2.65%, 10/15/30 |  | 1585000 | 1337573 |
|  |  |  | 15666248 |
| **Hotels, Restaurants and Leisure — 0.4%** |  |  |  |
| Caesars Entertainment, Inc., 4.625%, 10/15/29<sup>(1)</sup> |  | 1548000 | 1325723 |
| Carnival Corp., 5.75%, 3/1/27<sup>(1)</sup> |  | 1170000 | 972750 |
| International Game Technology PLC, 5.25%, 1/15/29<sup>(1)</sup> |  | 2020000 | 1941129 |
| Marriott International, Inc., 3.50%, 10/15/32 |  | 1392000 | 1230972 |
| Penn Entertainment, Inc., 4.125%, 7/1/29<sup>(1)</sup> |  | 1228000 | 1014707 |
| Scientific Games International, Inc., 7.25%, 11/15/29<sup>(1)</sup> |  | 2680000 | 2690452 |
|  |  |  | 9175733 |
| **Household Durables — 0.3%** |  |  |  |
| D.R. Horton, Inc., 2.50%, 10/15/24 |  | 890000 | 856323 |
| KB Home, 4.80%, 11/15/29 |  | 2538000 | 2280393 |
| Safehold Operating Partnership LP, 2.85%, 1/15/32 |  | 1713000 | 1350394 |
| Tempur Sealy International, Inc., 3.875%, 10/15/31<sup>(1)</sup> |  | 2309000 | 1905306 |
|  |  |  | 6392416 |
| **Household Products — 0.1%** |  |  |  |
| Clorox Co., 4.60%, 5/1/32 |  | 2173000 | 2177404 |
| **Insurance — 0.2%** |  |  |  |
| Athene Global Funding, 1.99%, 8/19/28<sup>(1)</sup> |  | 576000 | 480794 |
| Credit Agricole Assurances SA, VRN, 2.625%, 1/29/48 | EUR | 1800000 | 1755403 |
| MetLife Inc., 5.25%, 1/15/54 |  | 860000 | 895901 |
| SBL Holdings, Inc., VRN, 6.50%<sup>(1)(4)</sup> |  | 2275000 | 1749020 |
|  |  |  | 4881118 |
| **Internet and Direct Marketing Retail — 0.2%** |  |  |  |
| Amazon.com, Inc., 4.70%, 11/29/24 |  | 1120000 | 1125697 |
| Amazon.com, Inc., 4.60%, 12/1/25 |  | 1000000 | 1009321 |
| Amazon.com, Inc., 4.55%, 12/1/27 |  | 560000 | 567362 |
| Amazon.com, Inc., 3.60%, 4/13/32 |  | 2635000 | 2508190 |
| Prosus NV, 4.19%, 1/19/32 |  | 325000 | 279721 |
|  |  |  | 5490291 |
| **Life Sciences Tools and Services**<sup>†</sup> |  |  |  |
| Danaher Corp., 2.80%, 12/10/51 |  | 1040000 | 748011 |
| **Machinery — 0.5%** |  |  |  |
| Chart Industries, Inc., 7.50%, 1/1/30<sup>(1)</sup> |  | 2340000 | 2395575 |
| John Deere Capital Corp., 4.75%, 1/20/28 |  | 1427000 | 1457882 |
| Parker-Hannifin Corp., 4.25%, 9/15/27 |  | 4520000 | 4471086 |
| Westinghouse Air Brake Technologies Corp., 4.95%, 9/15/28 |  | 2634000 | 2618725 |
|  |  |  | 10943268 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Media — 0.5%** | | | |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 5.125%, 7/1/49 |  | 775000 | 642963 |
| Comcast Corp., 5.65%, 6/15/35 |  | 982000 | 1071839 |
| Comcast Corp., 6.50%, 11/15/35 |  | 700000 | 815243 |
| Comcast Corp., 3.75%, 4/1/40 |  | 1435000 | 1269353 |
| Comcast Corp., 2.94%, 11/1/56 |  | 970000 | 663524 |
| DISH DBS Corp., 5.25%, 12/1/26<sup>(1)</sup> |  | 1090000 | 941488 |
| Fox Corp., 5.48%, 1/25/39 |  | 971000 | 943681 |
| Gray Escrow II, Inc., 5.375%, 11/15/31<sup>(1)</sup> |  | 3523000 | 2713767 |
| Paramount Global, 4.95%, 1/15/31 |  | 595000 | 549170 |
| Paramount Global, 4.375%, 3/15/43 |  | 300000 | 221770 |
| Time Warner Cable LLC, 4.50%, 9/15/42 |  | 1440000 | 1147543 |
| VTR Finance NV, 6.375%, 7/15/28<sup>(1)</sup> |  | 2262000 | 949361 |
|  |  |  | 11929702 |
| **Metals and Mining — 0.2%** |  |  |  |
| Glencore Capital Finance DAC, 1.125%, 3/10/28 | EUR | 2400000 | 2234791 |
| Glencore Funding LLC, 2.625%, 9/23/31<sup>(1)</sup> |  | 1430000 | 1194898 |
| Minera Mexico SA de CV, 4.50%, 1/26/50<sup>(1)</sup> |  | 193000 | 154623 |
| South32 Treasury Ltd., 4.35%, 4/14/32<sup>(1)</sup> |  | 985000 | 888171 |
|  |  |  | 4472483 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.1%** |  |  |  |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.75%, 6/15/29<sup>(1)</sup> |  | 1949000 | 1621831 |
| **Multiline Retail — 0.1%** |  |  |  |
| Marks & Spencer PLC, 4.50%, 7/10/27 | GBP | 1400000 | 1586226 |
| **Multi-Utilities — 0.6%** |  |  |  |
| Abu Dhabi National Energy Co. PJSC, 2.00%, 4/29/28<sup>(1)</sup> |  | 1645000 | 1473971 |
| Ameren Corp., 3.50%, 1/15/31 |  | 1383000 | 1268656 |
| Ameren Illinois Co., 3.85%, 9/1/32 |  | 1146000 | 1101800 |
| Ameren Illinois Co., 5.90%, 12/1/52 |  | 311000 | 362302 |
| Dominion Energy, Inc., 4.90%, 8/1/41 |  | 840000 | 789000 |
| Dominion Energy, Inc., 4.85%, 8/15/52 |  | 1420000 | 1337538 |
| Sempra Energy, 3.25%, 6/15/27 |  | 860000 | 813342 |
| WEC Energy Group, Inc., 1.375%, 10/15/27 |  | 6089000 | 5314530 |
|  |  |  | 12461139 |
| **Oil, Gas and Consumable Fuels — 2.1%** |  |  |  |
| Aker BP ASA, 3.75%, 1/15/30<sup>(1)</sup> |  | 2820000 | 2557728 |
| Aker BP ASA, 4.00%, 1/15/31<sup>(1)</sup> |  | 800000 | 730686 |
| BP Capital Markets America, Inc., 3.06%, 6/17/41 |  | 840000 | 670860 |
| Cenovus Energy, Inc., 2.65%, 1/15/32 |  | 860000 | 716698 |
| Continental Resources, Inc., 2.27%, 11/15/26<sup>(1)</sup> |  | 1030000 | 915994 |
| Diamondback Energy, Inc., 6.25%, 3/15/33 |  | 950000 | 1011987 |
| Ecopetrol SA, 8.875%, 1/13/33 |  | 4200000 | 4314093 |
| Enbridge, Inc., 3.40%, 8/1/51 |  | 1000000 | 746970 |
| Energy Transfer LP, 3.60%, 2/1/23 |  | 949000 | 949000 |
| Energy Transfer LP, 3.75%, 5/15/30 |  | 560000 | 513811 |
| Energy Transfer LP, 5.75%, 2/15/33 |  | 912000 | 938389 |
| Energy Transfer LP, 4.90%, 3/15/35 |  | 500000 | 471684 |
| Enterprise Products Operating LLC, 4.85%, 3/15/44 |  | 1525000 | 1454811 |
| Enterprise Products Operating LLC, 3.30%, 2/15/53 |  | 714000 | 518565 |
| Equinor ASA, 3.25%, 11/18/49 |  | 320000 | 251485 |
| Galaxy Pipeline Assets Bidco Ltd., 2.94%, 9/30/40<sup>(1)</sup> |  | 4349385 | 3565553 |
| Geopark Ltd., 5.50%, 1/17/27<sup>(1)</sup> |  | 2250000 | 1999898 |
| Kinder Morgan Energy Partners LP, 6.50%, 9/1/39 |  | 770000 | 826746 |
| MEG Energy Corp., 5.875%, 2/1/29<sup>(1)</sup> |  | 4460000 | 4264630 |
| MPLX LP, 2.65%, 8/15/30 |  | 1120000 | 956047 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Petroleos Mexicanos, 5.95%, 1/28/31 |  | 6000000 | 4811061 |
| Petroleos Mexicanos, 6.70%, 2/16/32 |  | 356000 | 295991 |
| Petroleos Mexicanos, 10.00%, 2/7/33<sup>(1)(2)</sup> |  | 1364000 | 6138 |
| Petroleos Mexicanos, 6.625%, 6/15/35 |  | 1290000 | 1014333 |
| SA Global Sukuk Ltd., 2.69%, 6/17/31<sup>(1)</sup> |  | 5250000 | 4654256 |
| Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 |  | 1955000 | 1973207 |
| Shell International Finance BV, 2.375%, 11/7/29 |  | 1120000 | 1004170 |
| Southwestern Energy Co., 5.375%, 3/15/30 |  | 4616000 | 4305689 |
| Venture Global Calcasieu Pass LLC, 3.875%, 11/1/33<sup>(1)</sup> |  | 1901000 | 1617276 |
| Williams Cos., Inc., 4.55%, 6/24/24 |  | 1160000 | 1158108 |
|  |  |  | 49215864 |
| **Paper and Forest Products**<sup>†</sup> |  |  |  |
| Georgia-Pacific LLC, 2.10%, 4/30/27<sup>(1)</sup> |  | 1030000 | 939471 |
| **Personal Products**<sup>†</sup> |  |  |  |
| GSK Consumer Healthcare Capital US LLC, 4.00%, 3/24/52 |  | 755000 | 632506 |
| **Pharmaceuticals — 0.3%** |  |  |  |
| Bayer AG, VRN, 2.375%, 11/12/79 | EUR | 2200000 | 2236149 |
| Bayer AG, VRN, 4.50%, 3/25/82 | EUR | 600000 | 617229 |
| Bristol-Myers Squibb Co., 2.95%, 3/15/32 |  | 1303000 | 1181535 |
| Bristol-Myers Squibb Co., 2.55%, 11/13/50 |  | 1868000 | 1274847 |
| Viatris, Inc., 4.00%, 6/22/50 |  | 739000 | 513028 |
| Zoetis, Inc., 5.60%, 11/16/32 |  | 1282000 | 1381384 |
|  |  |  | 7204172 |
| **Real Estate Management and Development**<sup>†</sup> |  |  |  |
| Essential Properties LP, 2.95%, 7/15/31 |  | 1010000 | 768372 |
| **Road and Rail — 0.3%** |  |  |  |
| Ashtead Capital, Inc., 5.50%, 8/11/32<sup>(1)</sup> |  | 1700000 | 1707125 |
| Ashtead Capital, Inc., 5.55%, 5/30/33<sup>(1)</sup> |  | 349000 | 350553 |
| Burlington Northern Santa Fe LLC, 4.15%, 4/1/45 |  | 847000 | 775418 |
| Burlington Northern Santa Fe LLC, 3.30%, 9/15/51 |  | 610000 | 480745 |
| CSX Corp., 4.25%, 3/15/29 |  | 840000 | 833183 |
| DAE Funding LLC, 1.55%, 8/1/24<sup>(1)</sup> |  | 770000 | 727377 |
| Norfolk Southern Corp., 4.55%, 6/1/53 |  | 1230000 | 1149339 |
| Union Pacific Corp., 3.55%, 8/15/39 |  | 1560000 | 1366936 |
|  |  |  | 7390676 |
| **Semiconductors and Semiconductor Equipment — 0.2%** |  |  |  |
| Broadcom, Inc., 4.00%, 4/15/29<sup>(1)</sup> |  | 897000 | 841682 |
| Broadcom, Inc., 4.93%, 5/15/37<sup>(1)</sup> |  | 913000 | 838984 |
| Intel Corp., 4.90%, 8/5/52 |  | 80000 | 75587 |
| Intel Corp., 3.20%, 8/12/61 |  | 1364000 | 924650 |
| Lam Research Corp., 2.875%, 6/15/50 |  | 785000 | 567308 |
| Micron Technology, Inc., 6.75%, 11/1/29 |  | 860000 | 917844 |
| QUALCOMM, Inc., 5.40%, 5/20/33 |  | 400000 | 430165 |
| QUALCOMM, Inc., 6.00%, 5/20/53 |  | 317000 | 364078 |
|  |  |  | 4960298 |
| **Software — 0.1%** |  |  |  |
| Oracle Corp., 3.90%, 5/15/35 |  | 880000 | 779276 |
| Oracle Corp., 3.85%, 7/15/36 |  | 520000 | 449398 |
| Oracle Corp., 3.60%, 4/1/40 |  | 720000 | 571255 |
|  |  |  | 1799929 |
| **Specialty Retail — 0.5%** |  |  |  |
| Dick's Sporting Goods, Inc., 3.15%, 1/15/32 |  | 1548000 | 1267952 |
| Home Depot, Inc., 3.90%, 6/15/47 |  | 1961000 | 1738048 |
| Lowe's Cos., Inc., 3.35%, 4/1/27 |  | 4263000 | 4084657 |
| Lowe's Cos., Inc., 2.625%, 4/1/31 |  | 2065000 | 1776678 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| O'Reilly Automotive, Inc., 4.70%, 6/15/32 |  | 1610000 | 1608403 |
|  |  |  | 10475738 |
| **Technology Hardware, Storage and Peripherals — 0.2%** |  |  |  |
| Apple, Inc., 3.25%, 8/8/29 |  | 2155000 | 2047923 |
| Apple, Inc., 3.95%, 8/8/52 |  | 1150000 | 1034337 |
| Dell International LLC / EMC Corp., 8.10%, 7/15/36 |  | 384000 | 449979 |
|  |  |  | 3532239 |
| **Thrifts and Mortgage Finance — 0.7%** |  |  |  |
| Arkea Home Loans SFH SA, 0.01%, 10/4/30 | EUR | 3300000 | 2845154 |
| BPCE SFH SA, 0.125%, 12/3/30 | EUR | 3000000 | 2594439 |
| Cie de Financement Foncier SA, 1.20%, 4/29/31 | EUR | 3300000 | 3102694 |
| Coventry Building Society, 0.125%, 6/20/26 | EUR | 4500000 | 4402293 |
| Nationwide Building Society, VRN, 2.00%, 7/25/29 | EUR | 2400000 | 2495185 |
| Societe Generale SFH SA, 0.75%, 1/29/27 | EUR | 600000 | 595958 |
|  |  |  | 16035723 |
| **Trading Companies and Distributors**<sup>†</sup> |  |  |  |
| Aircastle Ltd., 5.25%, 8/11/25<sup>(1)</sup> |  | 659000 | 644431 |
| **Water Utilities — 0.1%** |  |  |  |
| American Water Capital Corp., 4.45%, 6/1/32 |  | 1390000 | 1386717 |
| Essential Utilities, Inc., 2.70%, 4/15/30 |  | 1570000 | 1364350 |
|  |  |  | 2751067 |
| **Wireless Telecommunication Services — 0.7%** |  |  |  |
| Sprint LLC, 7.625%, 2/15/25 |  | 3690000 | 3835021 |
| T-Mobile USA, Inc., 4.75%, 2/1/28 |  | 3230000 | 3203177 |
| T-Mobile USA, Inc., 3.375%, 4/15/29 |  | 500000 | 456428 |
| T-Mobile USA, Inc., 3.50%, 4/15/31 |  | 3963000 | 3551342 |
| T-Mobile USA, Inc., 4.375%, 4/15/40 |  | 480000 | 434739 |
| Vodafone Group PLC, VRN, 4.20%, 10/3/78 | EUR | 1900000 | 1920767 |
| Vodafone Group PLC, VRN, 2.625%, 8/27/80 | EUR | 2000000 | 1974917 |
|  |  |  | 15376391 |
| **TOTAL CORPORATE BONDS**<br>(Cost $553,662,045) |  |  | **510821066** |
| **U.S. TREASURY SECURITIES — 13.0%** |  |  |  |
| U.S. Treasury Bonds, 3.50%, 2/15/39 |  | 50000 | 49520 |
| U.S. Treasury Bonds, 1.375%, 11/15/40 |  | 500000 | 346113 |
| U.S. Treasury Bonds, 2.00%, 11/15/41 |  | 3000000 | 2280703 |
| U.S. Treasury Bonds, 2.375%, 2/15/42 |  | 35210000 | 28495343 |
| U.S. Treasury Bonds, 3.375%, 8/15/42 |  | 22464000 | 21244275 |
| U.S. Treasury Bonds, 2.75%, 11/15/42 |  | 5000000 | 4276172 |
| U.S. Treasury Bonds, 4.00%, 11/15/42 |  | 11012000 | 11381934 |
| U.S. Treasury Bonds, 2.50%, 2/15/45 |  | 13000000 | 10493437 |
| U.S. Treasury Bonds, 2.875%, 8/15/45 |  | 3500000 | 3015469 |
| U.S. Treasury Bonds, 2.50%, 2/15/46 |  | 2000000 | 1608125 |
| U.S. Treasury Bonds, 2.25%, 8/15/46 |  | 5000000 | 3820801 |
| U.S. Treasury Bonds, 3.00%, 5/15/47 |  | 5000000 | 4400977 |
| U.S. Treasury Bonds, 2.25%, 2/15/52 |  | 11500000 | 8643867 |
| U.S. Treasury Bonds, 4.00%, 11/15/52 |  | 2000000 | 2139062 |
| U.S. Treasury Notes, 2.75%, 5/31/23 |  | 21275000 | 21130738 |
| U.S. Treasury Notes, 2.50%, 5/31/24 |  | 46000000 | 44761953 |
| U.S. Treasury Notes, 3.00%, 7/31/24 |  | 21086000 | 20635040 |
| U.S. Treasury Notes, 4.25%, 9/30/24 |  | 31935000 | 31866390 |
| U.S. Treasury Notes, 4.50%, 11/30/24 |  | 15000000 | 15050977 |
| U.S. Treasury Notes, 3.125%, 8/15/25 |  | 13000000 | 12731875 |
| U.S. Treasury Notes, 4.50%, 11/15/25 |  | 25000000 | 25375000 |
| U.S. Treasury Notes, 2.75%, 7/31/27 |  | 2289000 | 2203654 |

---

------

---

| | | |
|:---|:---|:---|
| U.S. Treasury Notes, 3.875%, 12/31/27 | 15910000 | 16091473 |
| U.S. Treasury Notes, 4.00%, 10/31/29 | 1000000 | 1025078 |
| U.S. Treasury Notes, 3.875%, 11/30/29 | 5880000 | 5986575 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $316,824,236) |  | **299054551** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 10.5%** |  |  |
| **Adjustable-Rate U.S. Government Agency Mortgage-Backed Securities — 0.1%** |  |  |
| FHLMC, VRN, 3.87%, (1-year H15T1Y plus 2.25%), 9/1/35 | 353070 | 360028 |
| FHLMC, VRN, 3.76%, (12-month LIBOR plus 1.63%), 8/1/46 | 276693 | 279284 |
| FNMA, VRN, 5.25%, (6-month LIBOR plus 1.57%), 6/1/35 | 207394 | 208449 |
| FNMA, VRN, 5.31%, (6-month LIBOR plus 1.57%), 6/1/35 | 157788 | 158438 |
| FNMA, VRN, 4.10%, (6-month LIBOR plus 1.54%), 9/1/35 | 303189 | 308002 |
| FNMA, VRN, 3.18%, (12-month LIBOR plus 1.61%), 3/1/47 | 707159 | 682821 |
| FNMA, VRN, 3.12%, (12-month LIBOR plus 1.61%), 4/1/47 | 398912 | 384922 |
| FNMA, VRN, 3.20%, (12-month LIBOR plus 1.62%), 5/1/47 | 446454 | 443091 |
|  |  | **2825035** |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 10.4%** |  |  |
| FHLMC, 6.00%, 2/1/38 | 786 | 831 |
| FHLMC, 3.50%, 5/1/50 | 5374427 | 5099495 |
| FHLMC, 2.50%, 10/1/50 | 6702973 | 5924322 |
| FHLMC, 2.50%, 5/1/51 | 187665 | 165780 |
| FHLMC, 3.50%, 5/1/51 | 11775335 | 11197887 |
| FHLMC, 3.00%, 7/1/51 | 6436290 | 5928466 |
| FHLMC, 2.00%, 8/1/51 | 4693574 | 3962338 |
| FHLMC, 2.50%, 12/1/51 | 4921214 | 4330899 |
| FHLMC, 3.00%, 12/1/51 | 6753710 | 6151650 |
| FHLMC, 3.50%, 5/1/52 | 1048907 | 985559 |
| FHLMC, 3.50%, 5/1/52 | 401575 | 380684 |
| FHLMC, 4.00%, 5/1/52 | 370848 | 358711 |
| FHLMC, 6.00%, 11/1/52 | 7248125 | 7511404 |
| FNMA, 2.00%, 5/1/36 | 7706258 | 7032069 |
| FNMA, 2.00%, 1/1/37 | 9986346 | 9111511 |
| FNMA, 2.00%, 1/1/37 | 3894326 | 3544824 |
| FNMA, 3.50%, 10/1/40 | 909836 | 879024 |
| FNMA, 4.50%, 9/1/41 | 6062 | 6149 |
| FNMA, 3.50%, 12/1/41 | 49408 | 47734 |
| FNMA, 3.50%, 5/1/42 | 19552 | 18890 |
| FNMA, 3.50%, 6/1/42 | 11478 | 11090 |
| FNMA, 3.50%, 8/1/42 | 68306 | 65992 |
| FNMA, 3.50%, 9/1/42 | 7533 | 7275 |
| FNMA, 4.00%, 2/1/46 | 117722 | 116054 |
| FNMA, 4.00%, 3/1/50 | 8889032 | 8675113 |
| FNMA, 2.50%, 4/1/50 | 4963597 | 4396829 |
| FNMA, 2.50%, 6/1/50 | 10218880 | 9077409 |
| FNMA, 4.00%, 3/1/51 | 11862779 | 11565118 |
| FNMA, 4.00%, 5/1/51 | 7812362 | 7667906 |
| FNMA, 2.50%, 12/1/51 | 6733916 | 5914475 |
| FNMA, 2.50%, 2/1/52 | 2649646 | 2339504 |
| FNMA, 3.00%, 2/1/52 | 6660055 | 6094883 |
| FNMA, 2.50%, 3/1/52 | 17263149 | 15253434 |
| FNMA, 3.50%, 4/1/52 | 220531 | 207115 |
| FNMA, 2.50%, 5/1/52 | 10093843 | 8878948 |
| FNMA, 3.00%, 5/1/52 | 297163 | 273690 |
| FNMA, 3.50%, 5/1/52 | 10765100 | 10135190 |
| FNMA, 3.50%, 5/1/52 | 737068 | 692556 |

---

------

---

| | | |
|:---|:---|:---|
| FNMA, 3.50%, 5/1/52 | 693576 | 658851 |
| FNMA, 4.00%, 5/1/52 | 7994421 | 7740207 |
| FNMA, 3.00%, 6/1/52 | 116494 | 107292 |
| FNMA, 5.00%, 8/1/52 | 8417073 | 8474489 |
| FNMA, 5.50%, 10/1/52 | 5340374 | 5434838 |
| FNMA, 4.00%, 3/1/51 | 14887829 | 14532209 |
| GNMA, 6.00%, 7/15/33 | 1819 | 1923 |
| GNMA, 5.50%, 1/15/39 | 1713 | 1792 |
| GNMA, 5.50%, 9/15/39 | 7083 | 7458 |
| GNMA, 4.50%, 10/15/39 | 2588 | 2628 |
| GNMA, 5.00%, 10/15/39 | 4244 | 4389 |
| GNMA, 4.50%, 1/15/40 | 3349 | 3397 |
| GNMA, 4.00%, 12/15/40 | 3772 | 3713 |
| GNMA, 4.50%, 12/15/40 | 12374 | 12561 |
| GNMA, 3.50%, 6/20/42 | 2023122 | 1961540 |
| GNMA, 3.50%, 3/15/46 | 353126 | 342869 |
| GNMA, 3.00%, 4/20/50 | 1345153 | 1245823 |
| GNMA, 3.00%, 5/20/50 | 1371329 | 1271258 |
| GNMA, 3.00%, 6/20/50 | 2054497 | 1910697 |
| GNMA, 3.00%, 7/20/50 | 3628532 | 3361830 |
| GNMA, 2.50%, 2/20/51 | 7886567 | 7068785 |
| GNMA, 3.50%, 6/20/51 | 803571 | 767272 |
| GNMA, 2.50%, 9/20/51 | 660856 | 590627 |
| GNMA, 2.50%, 12/20/51 | 10170848 | 9084313 |
| GNMA, 5.50%, 9/20/52 | 4886286 | 4972862 |
| GNMA, 5.50%, 12/20/52 | 6354162 | 6466746 |
|  |  | **240041177** |
| **TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<br>(Cost $244,245,543) |  | **242866212** |
| **COLLATERALIZED LOAN OBLIGATIONS — 6.0%** |  |  |
| ACRES Commercial Realty Ltd., Series 2021-FL1, Class A, VRN, 5.67%, (1-month LIBOR plus 1.20%), 6/15/36<sup>(1)</sup> | 7293500 | 7164991 |
| AIMCO CLO Ltd., Series 2019-10A, Class CR, VRN, 6.72%, (3-month LIBOR plus 1.90%), 7/22/32<sup>(1)</sup> | 3000000 | 2875708 |
| Allegro CLO V Ltd., Series 2017-1A, Class BR, VRN, 6.24%, (3-month LIBOR plus 1.45%), 10/16/30<sup>(1)</sup> | 3250000 | 3126563 |
| AMMC CLO XIII Ltd., Series 2020-2, Class A3R2, VRN, 7.07%, (3-month LIBOR plus 2.25%), 7/24/29<sup>(1)</sup> | 4500000 | 4364238 |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2020-FL1, Class AS, VRN, 6.00%, (1-month SOFR plus 1.51%), 2/15/35<sup>(1)</sup> | 3468000 | 3405496 |
| ARES LII CLO Ltd., Series 2019-52A, Class CR, VRN, 6.92%, (3-month LIBOR plus 2.10%), 4/22/31<sup>(1)</sup> | 2400000 | 2305546 |
| Bain Capital Credit CLO Ltd., Series 2019-2A, Class CR, VRN, 6.89%, (3-month LIBOR plus 2.10%), 10/17/32<sup>(1)</sup> | 2750000 | 2609605 |
| BXMT Ltd., Series 2020-FL2, Class A, VRN, 5.50%, (1-month SOFR plus 1.01%), 2/15/38<sup>(1)</sup> | 3843913 | 3814008 |
| BXMT Ltd., Series 2020-FL2, Class D, VRN, 6.55%, (1-month SOFR plus 2.06%), 2/15/38<sup>(1)</sup> | 8000000 | 7321743 |
| Carlyle Global Market Strategies CLO Ltd., Series 2019-2A, Class A2R, VRN, 6.44%, (3-month LIBOR plus 1.65%), 7/15/32<sup>(1)</sup> | 2400000 | 2329155 |
| Cerberus Loan Funding XXVIII LP, Series 2020-1A, Class A, VRN, 6.64%, (3-month LIBOR plus 1.85%), 10/15/31<sup>(1)</sup> | 4383771 | 4355818 |
| Cerberus Loan Funding XXXIX LP, Series 2022-3A, Class A, VRN, 7.03%, (3-month SOFR plus 2.40%), 1/20/33<sup>(1)</sup> | 4650000 | 4626745 |
| Dewolf Park CLO Ltd., Series 2017-1A, Class CR, VRN, 6.64%, (3-month LIBOR plus 1.85%), 10/15/30<sup>(1)</sup> | 4250000 | 4030737 |
| Dryden 65 CLO Ltd., Series 2018-65A, Class C, VRN, 6.89%, (3-month LIBOR plus 2.10%), 7/18/30<sup>(1)</sup> | 6800000 | 6555577 |
| FS Rialto Issuer LLC, Series 2022-FL6, Class A, SEQ, VRN, 7.07%, (1-month SOFR plus 2.58%), 8/17/37<sup>(1)</sup> | 5078000 | 5084300 |
| Goldentree Loan Opportunities X Ltd., Series 2015-10A, Class AR, VRN, 5.93%, (3-month LIBOR plus 1.12%), 7/20/31<sup>(1)</sup> | 3025000 | 3005006 |
| KKR CLO Ltd., Series 2018, Class CR, VRN, 6.89%, (3-month LIBOR plus 2.10%), 7/18/30<sup>(1)</sup> | 2975000 | 2893903 |
| KKR CLO Ltd., Series 2022A, Class B, VRN, 6.41%, (3-month LIBOR plus 1.60%), 7/20/31<sup>(1)</sup> | 4000000 | 3916268 |
| Magnetite XXV Ltd., Series 2020-25A, Class C, VRN, 6.92%, (3-month LIBOR plus 2.10%), 1/25/32<sup>(1)</sup> | 5200000 | 5055144 |
| Marathon CLO Ltd., Series 2021-17A, Class B1, VRN, 7.49%, (3-month LIBOR plus 2.68%), 1/20/35<sup>(1)</sup> | 4850000 | 4567778 |
| MF1 LLC, Series 2022-FL10, Class D, VRN, 10.22%, (1-month SOFR plus 5.73%), 9/17/37<sup>(1)</sup> | 4000000 | 4009111 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MF1 Ltd., Series 2020-FL4, Class A, VRN, 6.30%, (1-month SOFR plus 1.81%), 11/15/35<sup>(1)</sup> |  | 5677868 | 5633650 |
| MF1 Ltd., Series 2020-FL4, Class D, VRN, 8.70%, (1-month SOFR plus 4.21%), 11/15/35<sup>(1)</sup> |  | 4674000 | 4506321 |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2018-28A, Class B, VRN, 6.41%, (3-month LIBOR plus 1.60%), 4/20/30<sup>(1)</sup> |  | 2300000 | 2258600 |
| Octagon Investment Partners XV Ltd., Series 2013-1A, Class CRR, VRN, 6.80%, (3-month LIBOR plus 2.00%), 7/19/30<sup>(1)</sup> |  | 4500000 | 4309676 |
| Palmer Square Loan Funding Ltd., Series 2021-3A, Class A2, VRN, 6.21%, (3-month LIBOR plus 1.40%), 7/20/29<sup>(1)</sup> |  | 2450000 | 2391705 |
| Palmer Square Loan Funding Ltd., Series 2022-1A, Class B, VRN, 6.63%, (3-month SOFR plus 2.00%), 4/15/30<sup>(1)</sup> |  | 3500000 | 3361257 |
| Palmer Square Loan Funding Ltd., Series 2022-4A, Class B, VRN, 6.82%, (3-month SOFR plus 2.75%), 7/24/31<sup>(1)(2)</sup> |  | 3900000 | 3900000 |
| Palmer Square Loan Funding Ltd., Series 2022-5A, Class A2, VRN, 7.31%, (3-month SOFR plus 2.65%), 1/15/31<sup>(1)</sup> |  | 2150000 | 2128265 |
| PFP Ltd., Series 2021-8, Class D, VRN, 6.60%, (1-month LIBOR plus 2.15%), 8/9/37<sup>(1)</sup> |  | 4800000 | 4386350 |
| Rockford Tower CLO Ltd., Series 2020-1A, Class C, VRN, 7.16%, (3-month LIBOR plus 2.35%), 1/20/32<sup>(1)</sup> |  | 4000000 | 3852632 |
| Sound Point CLO IX Ltd., Series 2015-2A, Class CRRR, VRN, 7.31%, (3-month LIBOR plus 2.50%), 7/20/32<sup>(1)</sup> |  | 8000000 | 7513742 |
| Sound Point CLO XXII Ltd., Series 2019-1A, Class BR, VRN, 6.51%, (3-month LIBOR plus 1.70%), 1/20/32<sup>(1)</sup> |  | 2250000 | 2168451 |
| Symphony CLO XXII Ltd., Series 2020-22A, Class B, VRN, 6.49%, (3-month LIBOR plus 1.70%), 4/18/33<sup>(1)</sup> |  | 4750000 | 4668419 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $141,343,802) |  |  | **138496508** |
| **ASSET-BACKED SECURITIES — 4.3%** |  |  |  |
| Aaset Trust, Series 2021-2A, Class B, 3.54%, 1/15/47<sup>(1)</sup> |  | 5204562 | 3787063 |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2, SEQ, 1.94%, 8/15/46<sup>(1)</sup> |  | 2600000 | 2311796 |
| Blackbird Capital Aircraft, Series 2021-1A, Class A, SEQ, 2.44%, 7/15/46<sup>(1)</sup> |  | 4128148 | 3509305 |
| Cologix Canadian Issuer LP, Series 2022-1CAN, Class A2, SEQ, 4.94%, 1/25/52<sup>(1)</sup> | CAD | 9350000 | 6539343 |
| Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2, SEQ, 3.30%, 12/26/51<sup>(1)</sup> |  | 1746000 | 1564814 |
| Diamond Resorts Owner Trust, Series 2021-1A, Class B, 2.05%, 11/21/33<sup>(1)</sup> |  | 1998375 | 1829031 |
| Domino's Pizza Master Issuer LLC, Series 2015-1A, Class A2II, SEQ, 4.47%, 10/25/45<sup>(1)</sup> |  | 3375000 | 3271452 |
| Falcon Aerospace Ltd., Series 2019-1, Class A, SEQ, 3.60%, 9/15/39<sup>(1)</sup> |  | 3313642 | 2694557 |
| FirstKey Homes Trust, Series 2020-SFR1, Class C, 1.94%, 8/17/37<sup>(1)</sup> |  | 4057000 | 3710592 |
| FirstKey Homes Trust, Series 2020-SFR2, Class E, 2.67%, 10/19/37<sup>(1)</sup> |  | 4000000 | 3634886 |
| FirstKey Homes Trust, Series 2021-SFR1, Class F1, 3.24%, 8/17/38<sup>(1)</sup> |  | 5800000 | 5020470 |
| FirstKey Homes Trust, Series 2022-SFR3, Class B, 4.50%, 7/17/26<sup>(1)</sup> |  | 3700000 | 3550203 |
| Flexential Issuer, Series 2021-1A, Class A2, SEQ, 3.25%, 11/27/51<sup>(1)</sup> |  | 9625000 | 8730425 |
| Goodgreen Trust, Series 2018-1A, Class A, VRN, 3.93%, 10/15/53<sup>(1)</sup> |  | 1453555 | 1364589 |
| Goodgreen Trust, Series 2021-1A, Class A, SEQ, 2.66%, 10/15/56<sup>(1)</sup> |  | 2326308 | 1937587 |
| InStar Leasing III LLC, Series 2021-1A, Class A, SEQ, 2.30%, 2/15/54<sup>(1)</sup> |  | 3893408 | 3360051 |
| Lunar Aircarft Ltd., Series 2020-1A, Class A, SEQ, 3.38%, 2/15/45<sup>(1)</sup> |  | 5296728 | 4409681 |
| Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, SEQ, 2.64%, 10/15/46<sup>(1)</sup> |  | 6408600 | 5236774 |
| MAPS Trust, Series 2021-1A, Class A, SEQ, 2.52%, 6/15/46<sup>(1)</sup> |  | 5620219 | 4819228 |
| Navigator Aircraft ABS Ltd., Series 2021-1, Class A, SEQ, 2.77%, 11/15/46<sup>(1)</sup> |  | 6483482 | 5522410 |
| Pioneer Aircraft Finance Ltd., Series 2019-1, Class A, SEQ, 3.97%, 6/15/44<sup>(1)</sup> |  | 3853130 | 3091004 |
| Progress Residential Trust, Series 2021-SFR1, Class F, 2.76%, 4/17/38<sup>(1)</sup> |  | 7500000 | 6528430 |
| Progress Residential Trust, Series 2021-SFR8, Class E1, 2.38%, 10/17/38<sup>(1)</sup> |  | 2700000 | 2317853 |
| Sierra Timeshare Receivables Funding LLC, Series 2021-8, Class D, 3.17%, 11/20/37<sup>(1)</sup> |  | 985379 | 902641 |
| Stack Infrastructure Issuer LLC, Series 2021-1A, Class A2, SEQ, 1.88%, 3/26/46<sup>(1)</sup> |  | 3634000 | 3232358 |
| Vantage Data Centers LLC, Series 2019-1A, Class A2, SEQ, 3.19%, 7/15/44<sup>(1)</sup> |  | 5939875 | 5693786 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $110,164,120) |  |  | **98570329** |
| **PREFERRED STOCKS — 3.2%** |  |  |  |
| **Automobiles — 0.2%** |  |  |  |
| Volkswagen International Finance NV, 3.875% |  | 4500000 | 4286818 |
| **Banks — 0.4%** |  |  |  |
| Commerzbank AG, 4.25% |  | 600000 | 523927 |
| Cooperatieve Rabobank UA, 3.10% |  | 1400000 | 1239404 |
| Intesa Sanpaolo SpA, 3.75% |  | 2400000 | 2341808 |

---

------

---

| | | |
|:---|:---|:---|
| La Banque Postale SA, 3.875% | 1200000 | 1150372 |
| Lloyds Banking Group PLC, 8.50% | 1600000 | 2031736 |
| UniCredit SpA, 3.875% | 2000000 | 1721774 |
|  |  | 9009021 |
| **Capital Markets — 0.1%** |  |  |
| Deutsche Bank AG, 4.625% | 1400000 | 1226170 |
| **Diversified Telecommunication Services — 0.3%** |  |  |
| Orange SA, 2.375% | 1000000 | 1039588 |
| Telefonica Europe BV, 2.38% | 2900000 | 2518380 |
| Telefonica Europe BV, 2.875% | 1800000 | 1708489 |
| Telefonica Europe BV, 2.88% | 2000000 | 1844207 |
|  |  | 7110664 |
| **Electric Utilities — 0.5%** |  |  |
| Electricite de France SA, 3.375% | 3600000 | 3111424 |
| Enel SpA, 2.25% | 2500000 | 2368982 |
| Naturgy Finance BV, 2.37% | 3000000 | 2882572 |
| SSE PLC, 3.125% | 2600000 | 2632486 |
|  |  | 10995464 |
| **Hotels, Restaurants and Leisure — 0.1%** |  |  |
| Accor SA, 2.625% | 2600000 | 2540398 |
| **Insurance — 1.1%** |  |  |
| Allianz SE, 2.625% | 2600000 | 2137982 |
| Allianz SE, 3.20%<sup>(1)</sup> | 3595000 | 2903322 |
| Assicurazioni Generali SpA, 4.60% | 2900000 | 3097299 |
| AXA SA, 3.875% | 3000000 | 3191901 |
| AXA SA, 6.69% | 1230000 | 1544351 |
| BNP Paribas Cardif SA, 4.03% | 3100000 | 3285170 |
| CNP Assurances, 4.75% | 3500000 | 3599460 |
| Credit Agricole Assurances SA, 4.25% | 3300000 | 3540309 |
| Intesa Sanpaolo Vita SpA, 4.75% | 2300000 | 2458768 |
|  |  | 25758562 |
| **Oil, Gas and Consumable Fuels — 0.4%** |  |  |
| Eni SpA, 3.375% | 5700000 | 5325648 |
| TotalEnergies SE, 2.625% | 4292000 | 4446017 |
|  |  | 9771665 |
| **Trading Companies and Distributors — 0.1%** |  |  |
| Aircastle Ltd., 5.25%<sup>(1)</sup> | 3194000 | 2635050 |
| **TOTAL PREFERRED STOCKS**<br>(Cost $83,392,360) |  | **73333812** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 2.0%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 1.7%** |  |  |
| Angel Oak Mortgage Trust, Series 2019-6, Class M1, VRN, 3.39%, 11/25/59<sup>(1)</sup> | 5500000 | 5031472 |
| Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1, VRN, 6.80%, (1-year H15T1Y plus 2.25%), 2/25/36 | 180995 | 172634 |
| Bellemeade Re Ltd., Series 2019-1A, Class B1, VRN, 8.51%, (1-month LIBOR plus 4.00%), 3/25/29<sup>(1)</sup> | 3700000 | 3679492 |
| Bellemeade Re Ltd., Series 2020-4A, Class M2B, VRN, 8.11%, (1-month LIBOR plus 3.60%), 6/25/30<sup>(1)</sup> | 4879540 | 4907208 |
| Bunker Hill Loan Depositary Trust, Series 2019-3, Class M1, 3.27%, 11/25/59<sup>(1)</sup> | 3000000 | 2635930 |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A5, VRN, 4.26%, 8/25/34 | 491528 | 473408 |
| Deephaven Residential Mortgage Trust, Series 2020-2, Class B1, VRN, 5.84%, 5/25/65<sup>(1)</sup> | 4482000 | 4223346 |
| JP Morgan Mortgage Trust, Series 2006-S1, Class 1A2, SEQ, 6.50%, 4/25/36 | 169372 | 169347 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, VRN, 3.87%, 11/21/34 | 273460 | 248002 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 2A, VRN, 3.70%, 11/25/35 | 14543 | 13819 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A1, VRN, 4.08%, 2/25/35 | 265836 | 249948 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A2, VRN, 4.08%, 2/25/35 | 136690 | 128641 |
| New Residential Mortgage Loan Trust, Series 2015-2A, Class B5, VRN, 5.38%, 8/25/55<sup>(1)</sup> | 3976948 | 3452333 |

---

------

---

| | | |
|:---|:---|:---|
| Radnor Re Ltd., Series 2018-1, Class M2, VRN, 7.21%, (1-month LIBOR plus 2.70%), 3/25/28<sup>(1)</sup> | 9565449 | 9572554 |
| Starwood Mortgage Residential Trust, Series 2020-2, Class B2E, VRN, 3.00%, 4/25/60<sup>(1)</sup> | 5000000 | 4136505 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 2A1, VRN, 5.23%, 7/25/34 | 340136 | 329736 |
|  |  | 39424375 |
| **U.S. Government Agency Collateralized Mortgage Obligations — 0.3%** |  |  |
| FNMA, Series 2013-C01, Class M2, VRN, 9.76%, (1-month LIBOR plus 5.25%), 10/25/23 | 2151233 | 2210312 |
| FNMA, Series 2014-C02, Class 2M2, VRN, 7.11%, (1-month LIBOR plus 2.60%), 5/25/24 | 1156225 | 1171135 |
| FNMA, Series 2022-R09, Class 2M1, VRN, 6.81%, (30-day average SOFR plus 2.50%), 9/25/42<sup>(1)</sup> | 2951726 | 2965912 |
|  |  | 6347359 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $48,499,036) |  | **45771734** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 1.3%** |  |  |
| BX Commercial Mortgage Trust, Series 2020-VIV2, Class C, VRN, 3.54%, 3/9/44<sup>(1)</sup> | 5700000 | 4798431 |
| BX Commercial Mortgage Trust, Series 2020-VIVA, Class D, VRN, 3.55%, 3/11/44<sup>(1)</sup> | 6200000 | 4986361 |
| BX Commercial Mortgage Trust, Series 2021-ACNT, Class D, VRN, 6.31%, (1-month LIBOR plus 1.85%), 11/15/38<sup>(1)</sup> | 10450000 | 10134856 |
| BX Trust, Series 2021-RISE, Class D, VRN, 6.21%, (1-month LIBOR plus 1.75%), 11/15/36<sup>(1)</sup> | 6572000 | 6334294 |
| Great Wolf Trust, Series 2019-WOLF, Class C, VRN, 6.23%, (1-month SOFR plus 1.75%), 12/15/36<sup>(1)</sup> | 4419000 | 4281314 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $33,632,307) |  | **30535256** |
| **MUNICIPAL SECURITIES — 0.6%** |  |  |
| Bay Area Toll Authority Rev., 6.92%, 4/1/40  | 675000 | 822903 |
| California State University Rev., 2.98%, 11/1/51  | 825000 | 620356 |
| Chicago GO, 7.05%, 1/1/29  | 285000 | 294202 |
| Dallas Area Rapid Transit Rev., 6.00%, 12/1/44  | 25000 | 29291 |
| Escambia County Health Facilities Authority Rev., (Baptist Health Care Corp. Obligated Group), 3.61%, 8/15/40 (AGM) | 725000 | 584404 |
| Golden State Tobacco Securitization Corp. Rev., 2.75%, 6/1/34  | 2125000 | 1799308 |
| Los Angeles Community College District GO, 6.75%, 8/1/49  | 800000 | 1061042 |
| Los Angeles Department of Airports Rev., 6.58%, 5/15/39  | 300000 | 339463 |
| Massachusetts GO, 2.66%, 9/1/39  | 246710 | 204178 |
| Metropolitan Transportation Authority Rev., 6.69%, 11/15/40  | 220000 | 238651 |
| Michigan Strategic Fund Rev., (Flint Water Advocacy Fund), 3.23%, 9/1/47  | 1600000 | 1292031 |
| Missouri Highway & Transportation Commission Rev., 5.45%, 5/1/33  | 275000 | 292569 |
| New Jersey Turnpike Authority Rev., 7.41%, 1/1/40  | 100000 | 130880 |
| New Jersey Turnpike Authority Rev., 7.10%, 1/1/41  | 270000 | 343893 |
| New York City Municipal Water Finance Authority Rev. (New York City Water & Sewer System), 5.95%, 6/15/42  | 55000 | 64758 |
| Ohio Turnpike & Infrastructure Commission Rev., 3.22%, 2/15/48  | 830000 | 627904 |
| Pennsylvania Turnpike Commission Rev., 5.56%, 12/1/49  | 170000 | 193905 |
| Port Authority of New York & New Jersey Rev., 4.93%, 10/1/51  | 450000 | 459998 |
| Regents of the University of California Medical Center Pooled Rev., 3.26%, 5/15/60  | 450000 | 329339 |
| Rutgers The State University of New Jersey Rev., 5.67%, 5/1/40  | 205000 | 220267 |
| San Francisco Public Utilities Commission Water Rev., 6.00%, 11/1/40  | 220000 | 245809 |
| Santa Clara Valley Transportation Authority Rev., 5.88%, 4/1/32  | 300000 | 316595 |
| State of California GO, 4.60%, 4/1/38  | 120000 | 118616 |
| State of California GO, 7.55%, 4/1/39  | 460000 | 613816 |
| State of California GO, 7.30%, 10/1/39  | 665000 | 848996 |
| State of California GO, 7.60%, 11/1/40  | 20000 | 27170 |
| University of California Rev., 3.07%, 5/15/51  | 1195000 | 868832 |
| **TOTAL MUNICIPAL SECURITIES**<br>(Cost $15,094,659) |  | **12989176** |
| **BANK LOAN OBLIGATIONS**<sup>(5)</sup> **— 0.2%** |  |  |
| **Technology Hardware, Storage and Peripherals — 0.2%** |  |  |
| McAfee, LLC, 2022 USD Term Loan B, 8.18%, (1-month SOFR plus 3.75%), 3/1/29<br>(Cost $5,923,000) | 5945125 | **5626526** |
| **U.S. GOVERNMENT AGENCY SECURITIES — 0.1%** |  |  |
| FHLMC, 6.25%, 7/15/32 (Cost $2,638,897) | 2000000 | **2395339** |

---

------

---

| | | |
|:---|:---|:---|
| **SHORT-TERM INVESTMENTS — 7.6%** | | |
| **Money Market Funds**<sup>†</sup> | | |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | 101135 | 101135 |
| **Repurchase Agreements — 3.6%** |  |  |
| BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 2.875%, 10/31/23 - 11/30/23, valued at $20,486,366), in a joint trading account at 4.22%, dated 1/31/23, due 2/1/23 (Delivery value $20,083,350) |  | 20080996 |
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 3.875%, 1/15/2026, valued at $64,658,879), at 4.28%, dated 1/31/23, due 2/1/23 (Delivery value $63,398,536) |  | 63391000 |
|  |  | 83471996 |
| **Treasury Bills**<sup>(6)</sup> **— 4.0%** |  |  |
| U.S. Treasury Bills, 3.11%, 2/16/23 | 21360000 | 21321797 |
| U.S. Treasury Bills, 1.55%, 3/23/23 | 26300000 | 26137816 |
| U.S. Treasury Bills, 1.94%, 4/20/23<sup>(7)</sup> | 44778000 | 44338443 |
|  |  | 91798056 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $175,746,192) |  | **175371187** |
| **TOTAL INVESTMENT SECURITIES—100.0%**<br>(Cost $2,498,688,596) |  | **2302654151** |
| **OTHER ASSETS AND LIABILITIES**<sup>†</sup> |  | **(431242)** |
| **TOTAL NET ASSETS — 100.0%** |  | $**2302222909** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| AUD | 7983951 | USD | 5369367 | Bank of America N.A. | 3/15/23 | $275216 |
| AUD | 952326 | USD | 646645 | Bank of America N.A. | 3/15/23 | 26641 |
| USD | 14737996 | AUD | 21830834 | Bank of America N.A. | 3/15/23 | (696210) |
| USD | 5512135 | AUD | 8133112 | Bank of America N.A. | 3/15/23 | (237903) |
| USD | 6246562 | AUD | 9030639 | Bank of America N.A. | 3/15/23 | (138020) |
| BRL | 118542700 | USD | 23173238 | Goldman Sachs & Co. | 3/15/23 | 3356 |
| CAD | 804872 | USD | 594133 | Morgan Stanley | 3/15/23 | 10965 |
| CAD | 1886559 | USD | 1393574 | Morgan Stanley | 3/15/23 | 24731 |
| USD | 37321473 | CAD | 50741043 | Morgan Stanley | 3/15/23 | (825370) |
| USD | 3650872 | CAD | 4976902 | Morgan Stanley | 3/15/23 | (90736) |
| USD | 685836 | CAD | 934938 | Morgan Stanley | 3/15/23 | (17045) |
| USD | 8164125 | CAD | 11118542 | Morgan Stanley | 3/15/23 | (194735) |
| USD | 11537330 | CAD | 15639081 | Morgan Stanley | 3/15/23 | (220047) |
| CHF | 10510427 | USD | 11568035 | Morgan Stanley | 3/15/23 | (36467) |
| USD | 12070850 | CHF | 11204815 | Morgan Stanley | 3/15/23 | (222568) |
| USD | 10888215 | CHF | 10042037 | Morgan Stanley | 3/15/23 | (129456) |
| USD | 5721017 | CNY | 39503624 | Morgan Stanley | 3/15/23 | (144555) |
| USD | 877703 | CNY | 5915315 | Morgan Stanley | 3/15/23 | (614) |
| USD | 5118640 | CZK | 118941843 | UBS AG | 3/15/23 | (306461) |
| USD | 4572023 | DKK | 32093292 | UBS AG | 3/15/23 | (131759) |
| EUR | 1580640 | USD | 1674075 | Goldman Sachs & Co. | 3/15/23 | 48839 |
| EUR | 1721941 | USD | 1848882 | Goldman Sachs & Co. | 3/15/23 | 28050 |
| EUR | 2529621 | USD | 2709323 | Goldman Sachs & Co. | 3/15/23 | 47989 |
| EUR | 17210268 | USD | 18253382 | Goldman Sachs & Co. | 3/15/23 | 505980 |
| EUR | 1927959 | USD | 2101734 | Goldman Sachs & Co. | 3/15/23 | (239) |
| EUR | 365710 | USD | 396969 | Goldman Sachs & Co. | 3/15/23 | 1658 |
| EUR | 214691 | USD | 233832 | Goldman Sachs & Co. | 3/15/23 | 183 |
| USD | 441078785 | EUR | 416926247 | Goldman Sachs & Co. | 3/15/23 | (13374960) |
| USD | 1195704 | EUR | 1130230 | Goldman Sachs & Co. | 3/15/23 | (36258) |
| USD | 1199427 | EUR | 1131348 | Goldman Sachs & Co. | 3/15/23 | (33754) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| USD | 1336821 | EUR | 1259128 | Goldman Sachs & Co. | 3/15/23 | (35641) |
| USD | 1748619 | EUR | 1646534 | Goldman Sachs & Co. | 3/15/23 | (46119) |
| USD | 1921150 | EUR | 1809311 | Goldman Sachs & Co. | 3/15/23 | (51017) |
| USD | 3634099 | EUR | 3423932 | Goldman Sachs & Co. | 3/15/23 | (98020) |
| USD | 905096 | EUR | 853132 | Goldman Sachs & Co. | 3/15/23 | (24826) |
| USD | 409896 | EUR | 384185 | Goldman Sachs & Co. | 3/15/23 | (8870) |
| USD | 876220 | EUR | 820798 | Goldman Sachs & Co. | 3/15/23 | (18458) |
| USD | 2772335 | EUR | 2582568 | Goldman Sachs & Co. | 3/15/23 | (42690) |
| USD | 1135957 | EUR | 1050606 | Goldman Sachs & Co. | 3/15/23 | (9214) |
| USD | 523086 | EUR | 482523 | Goldman Sachs & Co. | 3/15/23 | (2869) |
| USD | 2200854 | EUR | 2017960 | Goldman Sachs & Co. | 3/15/23 | 1257 |
| USD | 3974327 | EUR | 3644831 | Goldman Sachs & Co. | 3/15/23 | 1425 |
| GBP | 9059321 | USD | 10938677 | Bank of America N.A. | 3/15/23 | 240247 |
| GBP | 3154329 | USD | 3765348 | Bank of America N.A. | 3/15/23 | 126997 |
| GBP | 473367 | USD | 582305 | Bank of America N.A. | 3/15/23 | 1815 |
| USD | 91750575 | GBP | 74976772 | Bank of America N.A. | 3/15/23 | (768464) |
| USD | 1017928 | GBP | 830893 | Bank of America N.A. | 3/15/23 | (7369) |
| USD | 988923 | GBP | 806596 | Bank of America N.A. | 3/15/23 | (6392) |
| USD | 4784711 | GBP | 3918885 | Bank of America N.A. | 3/15/23 | (51073) |
| USD | 998013 | GBP | 820978 | Bank of America N.A. | 3/15/23 | (15048) |
| HUF | 4227683888 | USD | 11345832 | UBS AG | 3/16/23 | 240379 |
| IDR | 364310066520 | USD | 24411020 | Goldman Sachs & Co. | 3/15/23 | (141177) |
| USD | 8380790 | IDR | 131134218760 | Goldman Sachs & Co. | 3/15/23 | (355194) |
| USD | 24461623 | IDR | 371449735660 | Goldman Sachs & Co. | 3/15/23 | (283856) |
| USD | 11377285 | ILS | 38751032 | UBS AG | 3/15/23 | 134266 |
| USD | 11515002 | ILS | 39575910 | UBS AG | 3/15/23 | 32657 |
| JPY | 865528991 | USD | 6453537 | Bank of America N.A. | 3/15/23 | 233467 |
| JPY | 736416128 | USD | 5547934 | Bank of America N.A. | 3/15/23 | 141554 |
| JPY | 453142959 | USD | 3421780 | Bank of America N.A. | 3/15/23 | 79164 |
| JPY | 4756407582 | USD | 36743135 | Bank of America N.A. | 3/15/23 | 4466 |
| USD | 111929389 | JPY | 15007949135 | Bank of America N.A. | 3/15/23 | (4020748) |
| USD | 3406758 | JPY | 456638373 | Bank of America N.A. | 3/15/23 | (121192) |
| USD | 6014295 | JPY | 809939388 | Bank of America N.A. | 3/15/23 | (243227) |
| USD | 2462358 | JPY | 332004690 | Bank of America N.A. | 3/15/23 | (102682) |
| USD | 779983 | JPY | 101985950 | Bank of America N.A. | 3/15/23 | (7951) |
| USD | 5350888 | JPY | 709848843 | Bank of America N.A. | 3/15/23 | (133343) |
| KRW | 679153613 | USD | 517603 | Morgan Stanley | 3/15/23 | 33874 |
| USD | 3703501 | KRW | 4564268206 | Morgan Stanley | 3/15/23 | (2719) |
| USD | 2815239 | MXN | 56479614 | UBS AG | 3/15/23 | (162138) |
| USD | 2807880 | MXN | 56291151 | UBS AG | 3/15/23 | (159562) |
| USD | 3143004 | MYR | 13679611 | Goldman Sachs & Co. | 3/15/23 | (77167) |
| USD | 1796469 | MYR | 7955664 | Goldman Sachs & Co. | 3/15/23 | (76289) |
| USD | 4684128 | NOK | 46716542 | UBS AG | 3/15/23 | (5097) |
| NZD | 8967631 | USD | 5598358 | Morgan Stanley | 3/15/23 | 200346 |
| NZD | 17748767 | USD | 11364287 | Morgan Stanley | 3/15/23 | 112527 |
| USD | 23390296 | NZD | 36662020 | Morgan Stanley | 3/15/23 | (316320) |
| USD | 5623642 | NZD | 8818965 | Morgan Stanley | 3/15/23 | (78930) |
| USD | 11486526 | NZD | 17860321 | Morgan Stanley | 3/15/23 | (62422) |
| USD | 22956350 | NZD | 35414170 | Morgan Stanley | 3/15/23 | 56627 |
| PEN | 19009461 | USD | 4920779 | Goldman Sachs & Co. | 3/15/23 | 5819 |
| USD | 4928763 | PEN | 19049669 | Morgan Stanley | 3/15/23 | (8255) |
| USD | 2446065 | PLN | 11082044 | UBS AG | 3/15/23 | (104356) |
| SEK | 51958615 | USD | 5054291 | UBS AG | 3/15/23 | (74534) |
| USD | 1817554 | SEK | 18718841 | UBS AG | 3/15/23 | 23525 |
| USD | 5206518 | SEK | 52816476 | UBS AG | 3/15/23 | 144543 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| USD | 3162063 | SGD | 4281591 | Bank of America N.A. | 3/15/23 | (99663) |
| USD | 3391595 | THB | 116993073 | Bank of America N.A. | 3/15/23 | (167514) |
| USD | 2160243 | THB | 71914504 | Bank of America N.A. | 3/15/23 | (27506) |
| USD | 17134175 | ZAR | 295084764 | UBS AG | 3/15/23 | 235820 |
| ZAR | 295084764 | USD | 17132484 | UBS AG | 3/15/23 | (234129) |
|  |  |  |  |  |  | $(22064815) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)^** |
| Euro-Bobl 5-Year Bonds | 60 | March 2023 | $7651364 | $(173219) |
| U.S. Treasury 5-Year Notes | 667 | March 2023 | 72864540 | 452075 |
| Euro-Buxl 30-Year Bonds | 2 | March 2023 | 313099 | (42126) |
| Japanese 10-Year Government Bonds | 50 | March 2023 | 56297776 | (724578) |
| Korean Treasury 10-Year Bonds | 277 | March 2023 | 25703117 | 258155 |
| U.K. Gilt 10-Year Bonds | 128 | March 2023 | 16492173 | (187006) |
| U.S. Treasury 10-Year Notes | 1177 | March 2023 | 134784891 | (1134121) |
| U.S. Treasury Ultra Bonds | 154 | March 2023 | 21829500 | 548324 |
|  |  |  | $335936460 | $(1002496) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)^** |
| U.S. Treasury 2-Year Notes | 112 | March 2023 | $23032625 | $35219 |
| U.S. Treasury 10-Year Ultra Notes | 166 | March 2023 | 20119719 | (6511) |
|  |  |  | $43152344 | $28708 |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | |
| **Reference Entity** | **Type** | **Fixed<br>Rate<br>Received<br>(Paid)<br>Quarterly** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value^** |
| Markit CDX North America High Yield Index Series 38 | Buy | (5.00)% | 6/20/27 | $46386450 | $(272442) | $(1877448) | $(2149890) |
| Markit CDX North America High Yield Index Series 39 | Buy | (5.00)% | 12/20/27 | $91813000 | (560974) | (2452546) | (3013520) |
|  |  |  |  |  | $(833416) | $(4329994) | $(5163410) |

---

§Credit default swap agreements enable the fund to buy/sell protection against a credit event of a specific issuer or index. As a seller of credit protection against a security or basket of securities, the fund receives an upfront and/or periodic payment to compensate against potential default events. The fund may attempt to enhance returns by selling protection.

^The value for credit default swap agreements serves as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability or profit at the period end. Increasing values in absolute terms when compared to the notional amount of the credit default swap agreement represent a deterioration of the referenced entity's credit soundness and an increased likelihood or risk of a credit event occurring as defined in the agreement.

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** |
| **Floating**<br>**Rate Index** | **Pay/Receive**<br>**Floating Rate**<br>**Index at**<br>**Termination** | **Fixed<br>Rate** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value** |
| CPURNSA | Receive | 2.90% | 10/11/23 | $8350000 | $353 | $(19940) | $(19587) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $12850000 | 362 | (39562) | (39200) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $12850000 | 362 | (39562) | (39200) |
|  |  |  |  |  | $1077 | $(99064) | $(97987) |

---

------

---

| | |
|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| AGM | Assured Guaranty Municipal Corporation |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CDX | Credit Derivatives Indexes |
| CHF | Swiss Franc |
| CNY | Chinese Yuan |
| CPURNSA | U.S. Consumer Price Index Urban Consumers Not Seasonally Adjusted Index |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EUR | Euro |
| FHLMC | Federal Home Loan Mortgage Corporation |
| FNMA | Federal National Mortgage Association |
| GBP | British Pound |
| GNMA | Government National Mortgage Association |
| GO | General Obligation |
| H15T1Y | Constant Maturity U.S. Treasury Note Yield Curve Rate Index |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| LIBOR | London Interbank Offered Rate |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Sol |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SEQ | Sequential Payer |
| SGD | Singapore Dollar |
| SOFR | Secured Overnight Financing Rate |
| THB | Thai Baht |
| USD | United States Dollar |
| VRN | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security's offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. |
| ZAR | South African Rand |

---

†Category is less than 0.05% of total net assets.

(1)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $520,002,249, which represented 22.6% of total net assets.

(2)When-issued security. The issue price and yield are fixed on the date of the commitment, but payment and delivery are scheduled for a future date.

(3)Security is a zero-coupon bond. Zero-coupon securities may be issued at a substantial discount from their value at maturity.

(4)Perpetual maturity with no stated maturity date.

(5)The interest rate on a bank loan obligation adjusts periodically based on a predetermined schedule. Rate or range of rates shown is effective at period end. The maturity date on a bank loan obligation may be less than indicated as a result of contractual or optional prepayments. These prepayments cannot be predicted with certainty.

(6)The rate indicated is the yield to maturity at purchase for non-interest bearing securities. For interest bearing securities, the stated coupon rate is shown.

(7)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward foreign currency exchange contracts, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $16,803,422.

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS**

**1. Investment Valuations**

The fund determines the fair value of its investments and computes its net asset value (NAV) per share at the close of regular trading (usually 4 p.m. Eastern time) on the New York Stock Exchange (NYSE) on each day the NYSE is open. The value of investments of the fund is determined by American Century Investment Management, Inc. (ACIM) (the investment advisor), as the valuation designee, pursuant to its valuation policies and procedures. The Board of Trustees oversees the valuation designee and reviews its valuation policies and procedures at least annually.

Fixed income securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Corporate bonds, U.S. Treasury and Government Agency securities, convertible bonds, bank loan obligations, municipal securities, and sovereign governments and agencies are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information. Mortgage-related and asset-backed securities are valued based on models that consider trade data, prepayment and default projections, benchmark yield and spread data and estimated cash flows of each tranche of the issuer. Collateralized loan obligations are valued based on discounted cash flow models that consider trade and economic data, prepayment assumptions and default projections. Commercial paper is valued using a curve-based approach that considers money market rates for specific instruments, programs, currencies and maturity points from a variety of active market makers. Fixed income securities initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

Equity securities that are listed or traded on a domestic securities exchange are valued at the last reported sales price or at the official closing price as provided by the exchange. Equity securities traded on foreign securities exchanges are generally valued at the closing price of such securities on the exchange where primarily traded or at the close of the NYSE, if that is earlier. If no last sales price is reported, or if local convention or regulation so provides, the mean of the latest bid and asked prices may be used. Securities traded over-the-counter are valued at the mean of the latest bid and asked prices, the last sales price, or the official closing price. Equity securities initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

Hybrid securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Preferred stocks and convertible preferred stocks with perpetual maturities are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information. Hybrid securities initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

Open-end management investment companies are valued at the reported NAV per share. Repurchase agreements are valued at cost, which approximates fair value. Exchange-traded futures contracts are valued at the settlement price as provided by the appropriate exchange. Swap agreements are valued at an evaluated mean as provided by independent pricing services or independent brokers. Forward foreign currency exchange contracts are valued at the mean of the appropriate forward exchange rate at the close of the NYSE as provided by an independent pricing service. Investments initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

If the valuation designee determines that the market price for a portfolio security is not readily available or is believed by the valuation designee to be unreliable, such security is valued at fair value as determined in good faith by the valuation designee, in accordance with its policies and procedures. Circumstances that may cause the fund to determine that market quotations are not available or reliable include, but are not limited to: when there is a significant event subsequent to the market quotation; trading in a security has been halted during the trading day; or trading in a security is insufficient or did not take place due to a closure or holiday.

The valuation designee monitors for significant events occurring after the close of an investment's primary exchange but before the fund's NAV per share is determined. Significant events may include, but are not limited to: corporate announcements and transactions; regulatory news, governmental action and political unrest that could impact a specific investment or an investment sector; or armed conflicts, natural disasters and similar events that could affect investments in a specific country or region. The valuation designee also monitors for significant fluctuations between domestic and foreign markets, as evidenced by the U.S. market or such other indicators that it deems appropriate. The valuation designee may apply a model-derived factor to the closing price of equity securities traded on foreign securities exchanges. The factor is based on observable market data as provided by an independent pricing service.

**2. Fair Value Measurements**

The fund's investments valuation process is based on several considerations and may use multiple inputs to determine the fair value of the investments held by the fund. In conformity with accounting principles generally accepted in the United States of America, the inputs used to determine a valuation are classified into three broad levels.

• Level 1 valuation inputs consist of unadjusted quoted prices in an active market for identical investments.

• Level 2 valuation inputs consist of direct or indirect observable market data (including quoted prices for comparable investments, evaluations of subsequent market events, interest rates, prepayment speeds, credit risk, etc.). These inputs also consist of quoted prices for identical investments initially expressed in local currencies that are adjusted through translation into U.S. dollars.

• Level 3 valuation inputs consist of unobservable data (including a fund's own assumptions).

------

The level classification is based on the lowest level input that is significant to the fair valuation measurement. The valuation inputs are not necessarily an indication of the risks associated with investing in these securities or other financial instruments.

The following is a summary of the level classifications as of period end. The Schedule of Investments provides additional information on the fund's portfolio holdings.

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | | | |
| **Investment Securities** | | | |
| Sovereign Governments and Agencies |  | $666822455 |  |
| Corporate Bonds |  | 510821066 |  |
| U.S. Treasury Securities |  | 299054551 |  |
| U.S. Government Agency Mortgage-Backed Securities |  | 242866212 |  |
| Collateralized Loan Obligations |  | 138496508 |  |
| Asset-Backed Securities |  | 98570329 |  |
| Preferred Stocks |  | 73333812 |  |
| Collateralized Mortgage Obligations |  | 45771734 |  |
| Commercial Mortgage-Backed Securities |  | 30535256 |  |
| Municipal Securities |  | 12989176 |  |
| Bank Loan Obligations |  | 5626526 |  |
| U.S. Government Agency Securities |  | 2395339 |  |
| Short-Term Investments | $101135 | 175270052 |  |
|  | $101135 | $2302553016 |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $1035618 | $258155 |  |
| Forward Foreign Currency Exchange Contracts |  | 3024383 |  |
|  | $1035618 | $3282538 |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $1140632 | $1126929 |  |
| Swap Agreements |  | 5261397 |  |
| Forward Foreign Currency Exchange Contracts |  | 25089198 |  |
|  | $1140632 | $31477524 |  |

---

*This schedule of investments provides information about the fund's portfolio holdings as of the date on the schedule. It is unaudited, and American Century Investments assumes no obligation to update or supplement the schedule to reflect subsequent changes. More information is available in the fund's most recent annual or semiannual shareholder report.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Century International Bond Funds

- **b. Investment Company Act file number:** 811-06441

- **c. CIK number of Registrant:** 0000880268

- **d. LEI of Registrant:** 549300QZXI44OOTBJE66

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

  - **Street Address 1:** 4500 Main St

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

  - **Telephone number:** 816-531-5575

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

- **a. Name of Series:** Global Bond Fund

- **b. EDGAR series identifier (if any):** S000035738

- **c. LEI of Series:** I15JDR3YUE4GFL513533

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2371415301.97

**Total Liabilities:** $77168671.55

**Net Assets:** $2294246630.42

**Cash Not Reported:** $943767.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8.000000000000 | **1-Year:** 15246.000000000000 | **5-Year:** 134159.000000000000 | **10-Year:** 306860.000000000000 | **30-Year:** 328738.000000000000

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

- **3-Month:** 1720.000000000000 | **1-Year:** 1479.000000000000 | **5-Year:** -29519.000000000000 | **10-Year:** 32633.000000000000 | **30-Year:** 26810.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109545 | 2.65%                | -1.49%               | 2.89%                |
| Class ID C000109546 | 2.64%                | -1.42%               | 2.76%                |
| Class ID C000109547 | 2.55%                | -1.46%               | 2.78%                |
| Class ID C000109548 | 2.60%                | -1.58%               | 2.71%                |
| Class ID C000109549 | 2.57%                | -1.42%               | 2.68%                |
| Class ID C000131612 | 2.64%                | -1.41%               | 2.76%                |
| Class ID C000189710 | 2.64%                | -1.46%               | 2.88%                |
| Class ID C000189711 | 2.64%                | -1.43%               | 2.87%                |
| Class ID C000194400 | 2.64%                | -1.38%               | 2.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8251721.31             | $88187396.62                               |
| Month 2  | $-2254093.20             | $-13647575.02                              |
| Month 3  | $-9781153.57             | $75263854.71                               |

**Designated Index Information**

- **Index Name:** BBG Global Aggregate Index (USD Hedged)

- **Index Identifier:** LGAINXUSDH

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA, N.A.                                                           | SOLD AUD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-696209.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD AUD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-237902.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | BOUGHT BRL/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $3355.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | BOUGHT AUD/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $275215.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-825370.16   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | BOUGHT AUD/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $26641.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD JPY/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-4020748.42  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD JPY/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-121191.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD MYR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-76288.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD JPY/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-243227.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD JPY/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-7951.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD JPY/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-133343.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                     | SOLD KRW/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-2718.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | SOLD MXN/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-162138.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | SOLD MXN/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-159561.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD JPY/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-102681.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-35640.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | SOLD ILS/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $134265.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-36257.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | SOLD ILS/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $32657.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $28050.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD IDR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-283855.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD MYR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-77167.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD NZD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $56627.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                     | SOLD PEN/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-8254.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | SOLD PLN/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-104356.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD NZD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-316319.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | SOLD SEK/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $23524.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD SGD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-99662.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD THB/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-167513.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD THB/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-27506.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | SOLD ZAR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $235819.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $47989.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | SOLD SEK/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $144542.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD GBP/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-15048.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | SOLD NOK/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-5096.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD IDR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-355194.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD NZD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-62421.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-239.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | BOUGHT SEK/SOLD USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-74534.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | BOUGHT CAD/SOLD USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $10965.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-13374959.79 | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | SOLD DKK/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-131758.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | SOLD CZK/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-306461.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                     | SOLD CNY/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-144555.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD CHF/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-129456.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD CHF/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-222568.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | BOUGHT CAD/SOLD USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $24731.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-194735.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-17045.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-90735.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-220047.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD AUD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-138019.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-33753.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | BOUGHT ZAR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-234128.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | BOUGHT CHF/SOLD USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-36467.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $1657.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | BOUGHT PEN/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $5818.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | BOUGHT NZD/SOLD USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $112527.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | BOUGHT NZD/SOLD USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $200345.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | BOUGHT KRW/SOLD USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $33874.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $48838.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | BOUGHT JPY/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $79163.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | BOUGHT JPY/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $233466.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | BOUGHT IDR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-141177.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | BOUGHT HUF/SOLD USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $240378.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $1814.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $126997.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $240247.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $183.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | BOUGHT JPY/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $141554.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD NZD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-78929.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-46119.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $505980.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-51016.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-98020.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-24826.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-18458.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-2869.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-9213.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $1257.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $1425.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD GBP/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-768464.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD GBP/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-6392.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD GBP/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-51072.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-42689.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | SOLD GBP/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-7369.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                          | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-8869.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.90 10/11/23                                                                                | CUSIP: SLZ40AHV0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |      8350000 | OU      | $-19586.76    | -0.00%            | 2023-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.HY.38 06/27                                                                       | CUSIP: SPKC06BZ5<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     46386450 | OU      | $-1800409.34  | -0.08%            | 2027-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.HY.39 12/27                                                                       | CUSIP: SPKK09R19<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     91813000 | OU      | $-2465192.82  | -0.11%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.97 10/14/23                                                                                | CUSIP: SL335RP87<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |     12850000 | OU      | $-39200.08    | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.97 10/14/23                                                                                | CUSIP: SL335RPH7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |     12850000 | OU      | $-39200.08    | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 4.63 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      2588000 | PA      | $2461938.52   | 0.11%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 3.38 02/15/2030                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3366000 | PA      | $2964301.56   | 0.13%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | Cenovus Energy Inc 2.65 01/15/2032                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       860000 | PA      | $716698.12    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC 4.45 10/01/2032                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1123518.54   | 0.05%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cerberus Onshore CLO LLC                                                        | Cerberus Loan Funding XXVIII LP 6.64                                                            | CUSIP: 15673EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4383771 | PA      | $4355817.68   | 0.19%             | 2031-10-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding LP                                                        | Cerberus Loan Funding XXXIX LP 7.03                                                             | CUSIP: 15673VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4650000 | PA      | $4626744.89   | 0.20%             | 2033-01-20      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital 5.13 07/01/2049 | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       775000 | PA      | $642963.18    | 0.03%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 5.12 02/01/2029                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       406000 | PA      | $410733.67    | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The 5.07 01/24/2034                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       875000 | PA      | $883299.43    | 0.04%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co 4.20 06/01/2041                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       515000 | PA      | $408717.54    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co 6.15 01/15/2033                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       307000 | PA      | $315867.99    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 6.63 06/15/2035                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1290000 | PA      | $1014333.19   | 0.04%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                            | Progress Residential 2021-SFR8 Trust 2.38                                                       | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2700000 | PA      | $2317852.80   | 0.10%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co 3.10 03/15/2032                                              | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       852000 | PA      | $772098.26    | 0.03%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                               | Ooredoo International Finance Ltd 2.63 04/08/2031                                               | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |      1500000 | PA      | $1320021.00   | 0.06%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty Ltd                                                     | ACRES Commercial Realty 2021-FL1 Ltd 5.67                                                       | CUSIP: 00103CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7293500 | PA      | $7164990.72   | 0.31%             | 2036-06-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP Texas Inc 2.10 07/01/2030                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1631105.97   | 0.07%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMMC CDO                                                                        | AMMC CLO XIII Ltd 7.07                                                                          | CUSIP: 00176DAS8<br>LEI: 549300R4YQWFRASHVE93 | Long             | ABS-CBDO         | CORP              | US        |      4500000 | PA      | $4364237.70   | 0.19%             | 2029-07-24      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.50 05/15/2035                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1337000 | PA      | $1272169.74   | 0.06%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.90 08/15/2037                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1301000 | PA      | $1263397.55   | 0.06%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45 10/29/2026                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       157000 | PA      | $141313.43    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | Albemarle Corp 4.65 06/01/2027                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      1195000 | PA      | $1186970.65   | 0.05%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities Inc 4.00 02/01/2050                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       990000 | PA      | $811319.36    | 0.04%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6702973 | PA      | $5924322.26   | 0.26%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 4.00                                                                           | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       370848 | PA      | $358711.12    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2661657 | PA      | $2350109.23   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 5.50                                                                         | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4886286 | PA      | $4972862.19   | 0.22%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.00                                                                          | CUSIP: 3620A9PM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4244 | PA      | $4388.59      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond 4.15 03/28/2027                                            | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2700000 | PA      | $2672866.03   | 0.12%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.50 02/15/2046                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000000 | PA      | $1608125.00   | 0.07%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.38 11/30/2024                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000000 | PA      | $15050976.60  | 0.66%             | 2024-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc 5.35 02/15/2033                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2709004.08   | 0.12%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc 5.88 02/15/2053                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       850000 | PA      | $974580.96    | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue           | Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060          | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       450000 | PA      | $329338.67    | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 4.54 08/15/2026                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       735000 | PA      | $728124.63    | 0.03%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | Westinghouse Air Brake Technologies Corp 4.95 09/15/2028                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      2634000 | PA      | $2618725.28   | 0.11%             | 2028-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 4.25 01/29/2026                                                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1707206.39   | 0.07%             | 2026-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA 1.72 09/14/2027                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1230110.28   | 0.05%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC 2.63 09/23/2031                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1194898.46   | 0.05%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                                       | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2125000 | PA      | $1799308.05   | 0.08%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                           | Golub Capital BDC Inc 2.50 08/24/2026                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |       384000 | PA      | $336968.16    | 0.01%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Instar Leasing III, LLC                                                         | InStar Leasing III LLC 2.30                                                                     | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3893408 | PA      | $3360051.34   | 0.15%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp 4.90 08/05/2052                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |        80000 | PA      | $75586.71     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | Kinder Morgan Energy Partners LP 6.50 09/01/2039                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       770000 | PA      | $826745.93    | 0.04%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation 1.30 10/15/2027                                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      8000000 | PA      | $8316847.79   | 0.36%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas Cardif SA (pfd) 4.03% 11/25/2171 Perpetual                                          | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | EP               | CORP              | FR        |      3100000 | NS      | $3285170.40   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo Vita SpA                                                        | Intesa Sanpaolo Vita SpA (pfd) 4.75% 12/17/2171 Perpetual                                       | CUSIP: T5R13LAB3<br>LEI: 549300UM31PJ24TTSR94 | Long             | EP               | CORP              | IT        |      2300000 | NS      | $2458768.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | Cie de Financement Foncier SA 1.20 04/29/2031                                                   | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3102693.66   | 0.14%             | 2031-04-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Geopark Ltd                                                                     | Geopark Ltd 5.50 01/17/2027                                                                     | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |      2250000 | PA      | $1999898.28   | 0.09%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities Ltd                                               | Goldentree Loan Opportunities X Ltd 5.93                                                        | CUSIP: 38137PAQ3<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | US        |      3025000 | PA      | $3005005.96   | 0.13%             | 2031-07-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 3.81 04/23/2029                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       608000 | PA      | $574569.09    | 0.03%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.99 01/27/2032                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1405000 | PA      | $1125491.38   | 0.05%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.95 10/21/2027                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       965000 | PA      | $864205.12    | 0.04%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 2.64 02/24/2028                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       955000 | PA      | $876089.86    | 0.04%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2021-1 Trust                                                          | Goodgreen 2021-1 Trust 2.66                                                                     | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2326308 | PA      | $1937586.62   | 0.08%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                                | Goodgreen 2018-1 3.93                                                                           | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |      1453555 | PA      | $1364588.99   | 0.06%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | Malaysia Government Bond 4.70 10/15/2042                                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     20900000 | PA      | $5232852.36   | 0.23%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG (pfd) 4.63% 04/30/2171 Perpetual                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EP               | CORP              | DE        |      1400000 | NS      | $1226169.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond 0.50 12/20/2041                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    831000000 | PA      | $5504589.77   | 0.24%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | Santander UK PLC 1.13 03/12/2027                                                                | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $6001808.02   | 0.26%             | 2027-03-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC 7.35 11/04/2027                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1229962.50   | 0.05%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | National Retail Properties Inc 4.80 10/15/2048                                                  | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       980000 | PA      | $869802.83    | 0.04%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | Parker-Hannifin Corp 4.25 09/15/2027                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      4520000 | PA      | $4471086.19   | 0.19%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT 5.75 10/25/2032                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2675000 | PA      | $3659513.83   | 0.16%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 6.70 02/16/2032                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       356000 | PA      | $295991.02    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 5.95 01/28/2031                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      6000000 | PA      | $4811061.42   | 0.21%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond 6.38 10/23/2034                                        | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1400000 | PA      | $1596000.00   | 0.07%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | Port Authority of New York & New Jersey 4.93% 10/01/2051                                        | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       450000 | PA      | $459997.56    | 0.02%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR1                                                  | Progress Residential 2021-SFR1 2.76                                                             | CUSIP: 74331FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7500000 | PA      | $6528430.50   | 0.28%             | 2038-04-17      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | Eni SpA (pfd) 3.38% 10/13/2171 Perpetual                                                        | CUSIP: T3666JJY3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EP               | CORP              | IT        |      5700000 | NS      | $5325647.72   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro 0.25 03/15/2028                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     14100000 | PA      | $12975756.33  | 0.57%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond 0.13 04/15/2052                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      1100000 | PA      | $594728.34    | 0.03%             | 2052-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA 3.75 01/15/2030                                                                     | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      2820000 | PA      | $2557728.24   | 0.11%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                            | Telefonica Europe BV (pfd) 2.38% 05/12/2171 Perpetual                                           | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |      2900000 | NS      | $2518380.23   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro 0.60 08/01/2031                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1000000 | PA      | $827033.30    | 0.04%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA 4.00 01/15/2031                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       800000 | PA      | $730685.86    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities Inc 4.50 07/30/2029                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       125000 | PA      | $122957.94    | 0.01%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                        | ARES LII CLO Ltd 6.92                                                                           | CUSIP: 04009AAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2400000 | PA      | $2305546.08   | 0.10%             | 2031-04-22      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                             | Ashtead Capital Inc 5.50 08/11/2032                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1707124.77   | 0.07%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro 0.00 04/01/2026                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | USGA              | IT        |      9650000 | PA      | $9438729.09   | 0.41%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2006-1                                                   | Bear Stearns ARM Trust 2006-1 6.80                                                              | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       180995 | PA      | $172633.94    | 0.01%             | 2036-02-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                                        | BXMT 2020-FL2 LTD 5.50                                                                          | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3843913 | PA      | $3814008.52   | 0.17%             | 2038-02-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3132DPKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4921214 | PA      | $4330898.86   | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | General Motors Co 5.15 04/01/2038                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       620000 | PA      | $563370.95    | 0.02%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 4.76 06/09/2028                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1914000 | PA      | $1885895.84   | 0.08%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | Healthpeak Properties Inc 5.25 12/15/2032                                                       | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |       942000 | PA      | $961388.27    | 0.04%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc                                                  | Tempur Sealy International Inc 3.88 10/15/2031                                                  | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      2309000 | PA      | $1905305.99   | 0.08%             | 2031-10-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | Time Warner Cable LLC 4.50 09/15/2042                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1147543.32   | 0.05%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 2.00 09/10/2031                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       858000 | PA      | $703370.23    | 0.03%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA 1.25 12/07/2027                                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2582213.04   | 0.11%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond 0.10 04/30/2031                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     11750000 | PA      | $10037128.85  | 0.44%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TSE Japanese 10 Year Bond Futu                                                  | JPN 10Y BOND(OSE) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | JP        |           50 | NC      | $-724578.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                    | US 5YR NOTE (CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          667 | NC      | $452074.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE                                                                | LONG GILT FUTURE  Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |          128 | NC      | $-187006.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KFE 10 Year Treasury Bond Futu                                                  | KOREA 10YR BND FU Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | KR        |          277 | NC      | $258155.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                    | Glencore Capital Finance DAC 1.13 03/10/2028                                                    | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      2400000 | PA      | $2234791.46   | 0.10%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                       | Aptiv PLC 3.10 12/01/2051                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       445000 | PA      | $289011.80    | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                       | Telecom Italia Capital SA 6.38 11/15/2033                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      3575000 | PA      | $3043629.88   | 0.13%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co 3.85 09/01/2032                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      1146000 | PA      | $1101799.90   | 0.05%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co 5.90 12/01/2052                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |       311000 | PA      | $362301.80    | 0.02%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp 3.95 03/15/2029                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1130649.44   | 0.05%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp 4.45 06/01/2032                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      1390000 | PA      | $1386717.01   | 0.06%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc 4.05 08/18/2029                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2368748.98   | 0.10%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-6                                                 | Angel Oak Mortgage Trust 2019-6 3.39                                                            | CUSIP: 03464VAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5500000 | PA      | $5031471.50   | 0.22%             | 2059-11-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.90 02/01/2046                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1185000 | PA      | $1158055.51   | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | Anheuser-Busch InBev Worldwide Inc 4.75 01/23/2029                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      1230000 | PA      | $1250352.79   | 0.05%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7871871 | PA      | $7726314.64   | 0.34%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.00                                                                          | CUSIP: 36230UCQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3772 | PA      | $3713.32      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                               | GXO Logistics Inc 2.65 07/15/2031                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      1016000 | PA      | $799200.62    | 0.03%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK Consumer Healthcare Capital US LLC 4.00 03/24/2052                                          | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |       755000 | PA      | $632506.13    | 0.03%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | Regal Rexnord Corp 6.40 04/15/2033                                                              | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      2002000 | PA      | $2054754.40   | 0.09%             | 2033-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | Roche Holdings Inc 2.61 12/13/2051                                                              | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1002068.17   | 0.04%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond 6.00 05/25/2034                                          | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2000000 | PA      | $1966464.00   | 0.09%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada 6.00 11/01/2027                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      1610000 | PA      | $1701631.81   | 0.07%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RUTGERS THE STATE UNIV                                                          | Rutgers The State University of New Jersey 5.67% 05/01/2040                                     | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |       205000 | PA      | $220267.09    | 0.01%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                     | Santa Clara Valley Transportation Authority 5.88% 04/01/2032                                    | CUSIP: 80168NEP0<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |       300000 | PA      | $316594.68    | 0.01%             | 2032-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 3.38 04/15/2029                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       500000 | PA      | $456427.95    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.52 10/27/2028                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1786000 | PA      | $1674345.71   | 0.07%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 0.00 02/24/2028                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1372000 | PA      | $1276079.62   | 0.06%             | 2028-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust Inc 4.26                                                          | CUSIP: 17307GLC0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       491528 | PA      | $473408.25    | 0.02%             | 2034-08-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.06 01/25/2033                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2160000 | PA      | $1851900.58   | 0.08%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond 7.50 02/02/2034                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3642000 | PA      | $3603599.33   | 0.16%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | Commonwealth Edison Co 5.30 02/01/2053                                                          | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      1172000 | PA      | $1251074.38   | 0.05%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R09                                    | Connecticut Avenue Securities Trust 2022-R09 6.81                                               | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2951726 | PA      | $2965912.41   | 0.13%             | 2042-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc 4.85 08/15/2052                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1337537.69   | 0.06%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7886567 | PA      | $7068785.35   | 0.31%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1345153 | PA      | $1245823.27   | 0.05%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1371329 | PA      | $1271258.39   | 0.06%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2054497 | PA      | $1910697.40   | 0.08%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3628532 | PA      | $3361829.58   | 0.15%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 05/15/2047                                                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000000 | PA      | $4400976.55   | 0.19%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.38 11/15/2040                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       500000 | PA      | $346113.28    | 0.02%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.00 11/15/2041                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2280703.14   | 0.10%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.00 11/15/2052                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000000 | PA      | $2139062.50   | 0.09%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy Inc 3.40 06/01/2030                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       900000 | PA      | $828062.48    | 0.04%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | Zoetis Inc 5.60 11/16/2032                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      1282000 | PA      | $1381383.91   | 0.06%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond 2.00 09/20/2041                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1234500000 | PA      | $10543718.68  | 0.46%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | Norway Government Bond 2.00 05/24/2023                                                          | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     43725000 | PA      | $4367796.15   | 0.19%             | 2023-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wm Morrison Supermarkets PLC                                                    | WM Morrison Supermarkets Ltd 3.50 07/27/2026                                                    | CUSIP: N/A<br>LEI: 213800IN6LSRGTZSOS29       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1426406.90   | 0.06%             | 2026-07-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT 3.25 05/25/2045                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      3433000 | PA      | $3867255.12   | 0.17%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                                 | Allegro CLO V Ltd 6.24                                                                          | CUSIP: 01748RAN5<br>LEI: 254900TYK5TGNAFE3053 | Long             | ABS-CBDO         | CORP              | US        |      3250000 | PA      | $3126563.05   | 0.14%             | 2030-10-16      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.55 03/09/2049                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       740000 | PA      | $656990.17    | 0.03%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Aimco CDO                                                                       | AIMCO CLO 10 Ltd 6.72                                                                           | CUSIP: 00901AAN7<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |      3000000 | PA      | $2875707.60   | 0.13%             | 2032-07-22      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | Allianz SE (pfd) 3.20% 04/30/2171 Perpetual                                                     | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | EP               | CORP              | DE        |      3595000 | NS      | $2903322.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 3.60 04/13/2032                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      2635000 | PA      | $2508190.34   | 0.11%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | Aircastle Ltd (pfd) 5.25% 09/15/2171 Perpetual                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |      3194000 | NS      | $2635050.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                 | Aligned Data Centers Issuer LLC 1.94                                                            | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2600000 | PA      | $2311796.24   | 0.10%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.70 11/29/2024                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1125697.03   | 0.05%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.60 12/01/2025                                                                  | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1009321.56   | 0.04%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                          | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd 6.00                                   | CUSIP: 03880WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3468000 | PA      | $3405496.58   | 0.15%             | 2035-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America Inc 3.06 06/17/2041                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       840000 | PA      | $670860.04    | 0.03%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.55 12/01/2027                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       560000 | PA      | $567361.91    | 0.02%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | Ameren Corp 3.50 01/15/2031                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      1383000 | PA      | $1268656.27   | 0.06%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co 2.55 11/13/2050                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      1868000 | PA      | $1274847.10   | 0.06%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co 2.95 03/15/2032                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      1303000 | PA      | $1181534.98   | 0.05%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 3620AE6Y1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2588 | PA      | $2627.88      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 3620AMRV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        12374 | PA      | $12561.40     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XHR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       116494 | PA      | $107291.68    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XHX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9986346 | PA      | $9111510.57   | 0.40%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 3.50                                                                          | CUSIP: 3622A2VT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       353126 | PA      | $342869.16    | 0.01%             | 2046-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HealthCare Technologies Inc 5.65 11/15/2027                                                  | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      2585000 | PA      | $2679883.12   | 0.12%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10137755 | PA      | $8917574.96   | 0.39%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC 7.35 03/06/2030                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1312000 | PA      | $1378754.56   | 0.06%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | Fox Corp 5.48 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       971000 | PA      | $943681.37    | 0.04%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 3.50 04/15/2031                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3963000 | PA      | $3551342.38   | 0.15%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada 3.00 09/01/2023                                                       | CUSIP: 74814ZEP4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3058000 | PA      | $2278107.15   | 0.10%             | 2023-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada 3.50 12/01/2048                                                       | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      7300000 | PA      | $5049736.80   | 0.22%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG 1.49 08/10/2027                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2339000 | PA      | $2060686.46   | 0.09%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co 3.90 04/01/2052                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       700000 | PA      | $604580.12    | 0.03%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Radnor Re 2018-1 Ltd                                                            | Radnor Re 2018-1 Ltd 7.21                                                                       | CUSIP: 750496AB7<br>LEI: 549300ED4YNDE7SVU538 | Long             | ABS-MBS          | CORP              | US        |      9565449 | PA      | $9572553.80   | 0.42%             | 2028-03-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp 3.25 01/15/2031                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       965000 | PA      | $871284.95    | 0.04%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                          | Rockford Tower CLO 2020-1 Ltd 7.16                                                              | CUSIP: 77341EAE5<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $3852632.00   | 0.17%             | 2032-01-20      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond 5.50 10/25/2032                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      2490000 | PA      | $2672392.50   | 0.12%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp 3.55 08/15/2039                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      1560000 | PA      | $1366936.30   | 0.06%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 08/15/2045                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3500000 | PA      | $3015468.75   | 0.13%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | Sempra Energy 3.25 06/15/2027                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       860000 | PA      | $813342.33    | 0.04%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | Shell International Finance BV 2.38 11/07/2029                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      1120000 | PA      | $1004170.22   | 0.04%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.88 12/31/2027                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15910000 | PA      | $16091473.44  | 0.70%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos Inc/The 4.55 06/24/2024                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      1160000 | PA      | $1158107.59   | 0.05%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT 2.50 05/25/2030                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      3845000 | PA      | $4164644.69   | 0.18%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT 1.75 11/25/2024                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2539000 | PA      | $2713657.24   | 0.12%             | 2024-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond 2.88 07/01/2029                                                       | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      4240000 | PA      | $3206302.33   | 0.14%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | European Financial Stability Facility 2.35 07/29/2044                                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      1410000 | PA      | $1376878.36   | 0.06%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                                      | Assicurazioni Generali SpA (pfd) 4.60% 11/21/2171 Perpetual                                     | CUSIP: N3494CAA3<br>LEI: 549300X5UKJVE386ZB61 | Long             | EP               | CORP              | IT        |      2900000 | NS      | $3097298.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FS RIALTO                                                                       | FS Rialto 2022-FL6 Issuer LLC 7.07                                                              | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5078000 | PA      | $5084300.27   | 0.22%             | 2037-08-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                 | Federal Home Loan Mortgage Corp 6.25 07/15/2032                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2000000 | PA      | $2395339.42   | 0.10%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138E2JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        49408 | PA      | $47734.49     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 3.75 04/01/2040                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1435000 | PA      | $1269352.55   | 0.06%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138EJMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        11478 | PA      | $11089.64     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7706258 | PA      | $7032068.84   | 0.31%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp 2.55 06/15/2031                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       540000 | PA      | $458571.49    | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC 4.15 12/01/2044                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       310000 | PA      | $276048.13    | 0.01%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14887829 | PA      | $14532209.47  | 0.63%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6733916 | PA      | $5914474.83   | 0.26%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 5.95 11/15/2052                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       415000 | PA      | $470963.08    | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | Equinix Inc 2.90 11/18/2026                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      1920000 | PA      | $1788880.88   | 0.08%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA 3.25 11/18/2049                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       320000 | PA      | $251484.96    | 0.01%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAPTIST HOSP INC OBLIG GP                                                       | Escambia County Health Facilities Authority 3.61% 08/15/2040                                    | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       725000 | PA      | $584404.01    | 0.03%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd                                                                | Marathon Clo 2021-17 Ltd 7.49                                                                   | CUSIP: 56578AAJ0<br>LEI: 549300PRAU42OGUUTY83 | Long             | ABS-CBDO         | CORP              | US        |      4850000 | PA      | $4567778.50   | 0.20%             | 2035-01-20      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond 4.75 01/18/2028                                             | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3243000 | PA      | $3289374.90   | 0.14%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities Inc 2.70 04/15/2030                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1364350.36   | 0.06%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2022-5 Ltd 7.31                                                      | CUSIP: 69702QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2150000 | PA      | $2128264.58   | 0.09%             | 2031-01-15      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada 5.75 12/01/2036                                                       | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     12032000 | PA      | $10809800.92  | 0.47%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC Energy Group Inc 1.38 10/15/2027                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      6089000 | PA      | $5314530.10   | 0.23%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond 1.25 05/28/2026                                             | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      5902000 | PA      | $6489281.37   | 0.28%             | 2026-05-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe 1.00 05/15/2038                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      9750000 | PA      | $8792164.97   | 0.38%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections Inc 3.20 06/01/2032                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |      1235000 | PA      | $1108626.77   | 0.05%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 3.35 03/02/2033                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       716000 | PA      | $631822.54    | 0.03%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal/Chicago IL 4.22 02/01/2023                                     | Bank of Montreal/Chicago IL 4.22 02/01/2023                                                     | CUSIP: RPE94PXO5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |     20080996 | PA      | $20080995.72  | 0.88%             | 2023-02-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                                       | Telecom Italia SpA/Milano 5.88 05/19/2023                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $246557.58    | 0.01%             | 2023-05-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 4.61 04/25/2053                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       511000 | PA      | $477599.17    | 0.02%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond 4.25 03/28/2041                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      3716000 | PA      | $4663715.17   | 0.20%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond 4.15 03/15/2037                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      3939000 | PA      | $4883098.48   | 0.21%             | 2037-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond 2.75 04/21/2024                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      3192000 | PA      | $2241328.24   | 0.10%             | 2024-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond 6.38 04/15/2032                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 134000000000 | PA      | $8760682.48   | 0.38%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caixa Geral de Depositos SA                                                     | Caixa Geral de Depositos SA 0.38 09/21/2027                                                     | CUSIP: N/A<br>LEI: TO822O0VT80V06K0FH57       | Long             | DBT              | CORP              | PT        |      2000000 | PA      | $1871405.34   | 0.08%             | 2027-09-21      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond 0.60 09/20/2037                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1222000000 | PA      | $8786885.05   | 0.38%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA 2.25 04/17/2030                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      3700000 | PA      | $3750964.52   | 0.16%             | 2030-04-17      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | Skandinaviska Enskilda Banken AB 0.05 07/01/2024                                                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      2200000 | PA      | $2282935.51   | 0.10%             | 2024-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond 2.70 10/31/2048                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      7100000 | PA      | $6579161.21   | 0.29%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond 0.70 09/20/2051                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1350000000 | PA      | $8338552.20   | 0.36%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                            | Telefonica Europe BV (pfd) 2.88% 05/24/2171 Perpetual                                           | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |      2000000 | NS      | $1844207.01   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Finance BV                                                              | Naturgy Finance BV (pfd) 2.37% 02/23/2171 Perpetual                                             | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | EP               | CORP              | NL        |      3000000 | NS      | $2882571.46   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 3.42 12/20/2028                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       301000 | PA      | $281683.60    | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.48 09/21/2036                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1730000 | PA      | $1351476.81   | 0.06%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc 2.15 02/03/2032                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       972000 | PA      | $789806.71    | 0.03%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | Huntington National Bank/The 5.65 01/10/2030                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |       870000 | PA      | $906006.05    | 0.04%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond 3.50 02/14/2050                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      2800000 | PA      | $2163570.53   | 0.09%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                      | Infraestructura Energetica Nova SAPI de CV 4.75 01/15/2051                                      | CUSIP: 456829AC4<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |      2100000 | PA      | $1649091.55   | 0.07%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp 3.20 08/12/2061                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      1364000 | PA      | $924649.67    | 0.04%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                   | US 10YR NOTE (CBT)Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         1347 | NC      | $-908026.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex 30 Year Euro BUXL Future                                                  | EURO-BUXL 30Y BND Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |            2 | NC      | $-42126.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex 5 Year Euro BOBL Future                                                   | EURO-BOBL FUTURE  Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |           60 | NC      | $-173218.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                             | US 10yr Ultra Fut Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         -166 | NC      | $-6511.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aircastle Ltd                                                                   | Aircastle Ltd 5.25 08/11/2025                                                                   | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |       659000 | PA      | $644430.73    | 0.03%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | Bay Area Toll Authority 6.92% 04/01/2040                                                        | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |       675000 | PA      | $822903.44    | 0.04%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2019-1 Ltd                                                        | Bellemeade Re 2019-1 Ltd 8.51                                                                   | CUSIP: 07876RAD8<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | US        |      3700000 | PA      | $3679492.38   | 0.16%             | 2029-03-25      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2020-4 Ltd                                                        | Bellemeade Re 2020-4 Ltd 8.11                                                                   | CUSIP: 07876UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4879540 | PA      | $4907208.24   | 0.21%             | 2030-06-25      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                                      | Blackbird Capital Aircraft 2.44                                                                 | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4128148 | PA      | $3509304.57   | 0.15%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                             | Block Financial LLC 3.88 08/15/2030                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2175000 | PA      | $1956500.67   | 0.09%             | 2030-08-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA 5.13 01/13/2029                                                                  | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1130000 | PA      | $1140081.20   | 0.05%             | 2029-01-13      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         6062 | PA      | $6148.53      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       220531 | PA      | $207115.09    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       297163 | PA      | $273689.96    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10170848 | PA      | $9084312.56   | 0.40%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 2.45 01/12/2032                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       990000 | PA      | $830839.23    | 0.04%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp 4.63 01/12/2028                                                        | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      2304000 | PA      | $2328502.05   | 0.10%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp 4.12 06/06/2028                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       985000 | PA      | $963981.62    | 0.04%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp 5.12 01/26/2034                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       745000 | PA      | $755577.84    | 0.03%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA 5.86 06/19/2032                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      4370000 | PA      | $4065407.77   | 0.18%             | 2032-06-19      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.50 02/15/2039                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        50000 | PA      | $49519.53     | 0.00%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 11/15/2042                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000000 | PA      | $4276171.90   | 0.19%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.25 11/15/2042                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11012000 | PA      | $11381934.38  | 0.50%             | 2042-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 3.88 11/30/2029                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5880000 | PA      | $5986575.00   | 0.26%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp 4.13 11/16/2028                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      2880000 | PA      | $2827785.14   | 0.12%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | Vantage Data Centers Issuer LLC 3.19                                                            | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5939875 | PA      | $5693785.78   | 0.25%             | 2044-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy Inc 4.60 06/01/2032                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       374000 | PA      | $370702.11    | 0.02%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria 4.25 12/20/2032                                                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      3600000 | PA      | $2528408.75   | 0.11%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond 0.40 03/20/2050                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    700000000 | PA      | $4011742.40   | 0.17%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA 2.00 05/24/2031                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3784192.77   | 0.16%             | 2031-05-24      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC 2.11 11/28/2031                                                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2017418.19   | 0.09%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH SA 0.13 12/03/2030                                                                     | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2594438.57   | 0.11%             | 2030-12-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc 3.25 08/08/2029                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      2155000 | PA      | $2047922.79   | 0.09%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc 3.95 08/08/2052                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1034337.28   | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG 4.30 05/24/2028                                                                | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2058000 | PA      | $2011989.58   | 0.09%             | 2028-05-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                                  | Dewolf Park CLO Ltd 6.64                                                                        | CUSIP: 25211AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4250000 | PA      | $4030737.40   | 0.18%             | 2030-10-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust 2021-1                                              | Diamond Resorts Owner Trust 2021-1 2.05                                                         | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1998375 | PA      | $1829030.86   | 0.08%             | 2033-11-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy Inc 0.00 03/15/2033                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       950000 | PA      | $1011986.58   | 0.04%             | 2033-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                       | Dick's Sporting Goods Inc 3.15 01/15/2032                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      1548000 | PA      | $1267951.66   | 0.06%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS Corp 5.25 12/01/2026                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1090000 | PA      | $941487.50    | 0.04%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc 2.75 06/20/2025                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      3618000 | PA      | $3415523.08   | 0.15%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The 3.90 06/15/2047                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      1961000 | PA      | $1738048.16   | 0.08%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE Peet's NV 2.25 09/24/2031                                                                   | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |      1554000 | PA      | $1222162.54   | 0.05%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO 18 Ltd 6.89                                                                             | CUSIP: 48251JAQ6<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | US        |      2975000 | PA      | $2893903.58   | 0.13%             | 2030-07-18      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | Kaiser Foundation Hospitals 3.00 06/01/2051                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |       520000 | PA      | $387351.54    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB Home 4.80 11/15/2029                                                                         | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      2538000 | PA      | $2280393.00   | 0.10%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper Inc 4.05 04/15/2032                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       500000 | PA      | $474305.77    | 0.02%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KeyBank NA/Cleveland OH 5.00 01/26/2033                                                         | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |       805000 | PA      | $807678.06    | 0.04%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 4.46 06/08/2032                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      1096000 | PA      | $1076253.66   | 0.05%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class B Pass Through Trust                               | United Airlines 2020-1 Class B Pass Through Trust 4.88 07/15/2027                               | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1169900 | PA      | $1141197.07   | 0.05%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.50 02/15/2045                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13000000 | PA      | $10493437.50  | 0.46%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.35 03/01/2029                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       985000 | PA      | $968851.07    | 0.04%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2997615 | PA      | $2942038.92   | 0.13%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                                              | Aaset 2021-2 Trust 3.54                                                                         | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5204562 | PA      | $3787062.87   | 0.17%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc 4.40 11/06/2042                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       990000 | PA      | $915595.27    | 0.04%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc 3.20 11/21/2029                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1260000 | PA      | $1172306.22   | 0.05%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC                                               | Abu Dhabi National Energy Co PJSC 2.00 04/29/2028                                               | CUSIP: 00388WAJ0<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |      1645000 | PA      | $1473971.00   | 0.06%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.65 10/29/2024                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       690000 | PA      | $645755.74    | 0.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GE Capital International Funding Co Unlimited Co                                | GE Capital International Funding Co Unlimited Co 4.42 11/15/2035                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |       240000 | PA      | $233704.48    | 0.01%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.50                                                                         | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2023122 | PA      | $1961540.09   | 0.09%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 5.50                                                                         | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6354162 | PA      | $6466745.71   | 0.28%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 3620A94L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3349 | PA      | $3396.90      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                        | Neuberger Berman Loan Advisers CLO 28 Ltd 6.41                                                  | CUSIP: 64130PAE3<br>LEI: 5493008C5LSWKG3UQ392 | Long             | ABS-CBDO         | CORP              | US        |      2300000 | PA      | $2258600.00   | 0.10%             | 2030-04-20      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                             | New Jersey Turnpike Authority 7.41% 01/01/2040                                                  | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |       100000 | PA      | $130879.50    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA Global Sukuk Ltd 2.69 06/17/2031                                                             | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |      5250000 | PA      | $4654256.25   | 0.20%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | Sabine Pass Liquefaction LLC 5.63 03/01/2025                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      1955000 | PA      | $1973206.70   | 0.09%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Safehold Operating Partnership LP                                               | Safehold Operating Partnership LP 2.85 01/15/2032                                               | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |      1713000 | PA      | $1350393.87   | 0.06%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue              | City of San Francisco CA Public Utilities Commission Water Revenue 6.00% 11/01/2040             | CUSIP: 79765RSV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       220000 | PA      | $245809.08    | 0.01%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.25 08/15/2046                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000000 | PA      | $3820800.80   | 0.17%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 2.25 02/15/2052                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11500000 | PA      | $8643867.13   | 0.38%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.38 02/15/2042                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35210000 | PA      | $28495343.14  | 1.24%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.38 08/15/2042                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22464000 | PA      | $21244274.89  | 0.93%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT 4.10 02/15/2045                                               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      2350000 | PA      | $2770741.56   | 0.12%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt 4.25 12/07/2049                                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3720000 | PA      | $4948693.49   | 0.22%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | Sweden Government Bond 3.50 03/30/2039                                                          | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     15600000 | PA      | $1807485.33   | 0.08%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond 4.00 07/04/2025                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      5169000 | PA      | $5820628.88   | 0.25%             | 2025-07-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond 3.40 03/18/2024                                                         | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      6186000 | PA      | $6788190.59   | 0.30%             | 2024-03-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                               | International Game Technology PLC 5.25 01/15/2029                                               | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |      2020000 | PA      | $1941129.10   | 0.08%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2006-S1                                                | JP Morgan Mortgage Trust 2006-S1 6.50                                                           | CUSIP: 466247M75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       169372 | PA      | $169347.16    | 0.01%             | 2036-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.52 04/22/2031                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       941000 | PA      | $805026.12    | 0.04%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.07 06/01/2029                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2754000 | PA      | $2388131.24   | 0.10%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.95 02/24/2028                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2506000 | PA      | $2326754.59   | 0.10%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 4.91 07/25/2033                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1346004.51   | 0.06%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO Ltd 22 6.41                                                                             | CUSIP: 48252WAC7<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $3916267.60   | 0.17%             | 2031-07-20      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG 3.13 06/15/2030                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      2000000 | PA      | $2070288.62   | 0.09%             | 2030-06-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| CME Ultra Long Term US Treasury                                                 | US ULTRA BOND CBT Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          154 | NC      | $548324.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                    | US 2YR NOTE (CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         -112 | NC      | $35218.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT 0.90 10/12/2035                                               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      1000000 | PA      | $818495.98    | 0.04%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | Volkswagen International Finance NV (pfd) 3.88% 06/17/2171 Perpetual                            | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |      4500000 | NS      | $4286818.52   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | MetLife Inc 5.25 01/15/2054                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       860000 | PA      | $895900.84    | 0.04%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | Metropolitan Transportation Authority 6.69% 11/15/2040                                          | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |       220000 | PA      | $238651.25    | 0.01%             | 2040-11-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| FLINT WATER ADVOCACY FUND                                                       | Michigan Strategic Fund 3.23% 09/01/2047                                                        | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1600000 | PA      | $1292031.36   | 0.06%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology Inc 6.75 11/01/2029                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       860000 | PA      | $917844.27    | 0.04%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Minera Mexico SA de CV                                                          | Minera Mexico SA de CV 4.50 01/26/2050                                                          | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |       193000 | PA      | $154622.96    | 0.01%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 6.34 10/18/2033                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1160000 | PA      | $1276308.26   | 0.06%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro 2.00 12/01/2025                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      4964000 | PA      | $5212759.63   | 0.23%             | 2025-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG 4.00 12/05/2030                                                                  | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2622057.08   | 0.11%             | 2030-12-05      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond 0.20 10/18/2030                                                         | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      1500000 | PA      | $1359698.48   | 0.06%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA (pfd) 3.38% 09/15/2171 Perpetual                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EP               | CORP              | FR        |      3600000 | NS      | $3111424.21   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | Volkswagen Financial Services NV 1.13 09/18/2023                                                | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1812309.14   | 0.08%             | 2023-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | China Government Bond 3.81 09/14/2050                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     36000000 | PA      | $5812160.59   | 0.25%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International Inc 1.38 03/17/2041                                                      | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1202461.31   | 0.05%             | 2041-03-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 1.75 07/24/2027                                                               | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1645107.01   | 0.07%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | Cooperatieve Rabobank UA (pfd) 3.10% 06/29/2171 Perpetual                                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | EP               | CORP              | US        |      1400000 | NS      | $1239403.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | Caesars Entertainment Inc 4.63 10/15/2029                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      1548000 | PA      | $1325722.68   | 0.06%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.30% 10/01/2039                                                            | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       665000 | PA      | $848996.39    | 0.04%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | Chart Industries Inc 7.50 01/01/2030                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      2340000 | PA      | $2395575.00   | 0.10%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                         | Dryden 65 CLO Ltd 6.89                                                                          | CUSIP: 26251YAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6800000 | PA      | $6555577.40   | 0.29%             | 2030-07-18      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                             | Eagle Materials Inc 2.50 07/01/2031                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |       943000 | PA      | $771304.76    | 0.03%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA 8.88 01/13/2033                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      4200000 | PA      | $4314093.00   | 0.19%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 3.75 05/15/2030                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       560000 | PA      | $513810.60    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding Ltd 0.00                                                             | CUSIP: 69702YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3900000 | PA      | $3900000.00   | 0.17%             | 2031-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.81 03/15/2039                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       980000 | PA      | $948976.60    | 0.04%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.33 09/21/2028                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       992000 | PA      | $979078.49    | 0.04%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 4.38 03/15/2043                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       300000 | PA      | $221769.48    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 4.95 01/15/2031                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       595000 | PA      | $549170.42    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | Viatris Inc 4.00 06/22/2050                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       739000 | PA      | $513027.96    | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI Properties LP / VICI Note Co Inc 4.13 08/15/2030                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2580000 | PA      | $2311181.49   | 0.10%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 3.07 04/30/2041                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1495000 | PA      | $1166982.96   | 0.05%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | Southern Co Gas Capital Corp 1.75 01/15/2031                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1127187.67   | 0.05%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | Southwestern Energy Co 5.38 03/15/2030                                                          | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      4616000 | PA      | $4305689.40   | 0.19%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                                     | Sprint LLC 7.63 02/15/2025                                                                      | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      3690000 | PA      | $3835020.69   | 0.17%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC 1.88                                                            | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3634000 | PA      | $3232358.33   | 0.14%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | Standard Industries Inc/NJ 4.38 07/15/2030                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       510000 | PA      | $436545.15    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-2                                      | Starwood Mortgage Residential Trust 2020-2 3.00                                                 | CUSIP: 85573DBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $4136504.50   | 0.18%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp 4.82 01/26/2034                                                               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       805000 | PA      | $809758.17    | 0.04%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 3.79 03/15/2025                                                        | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      4285000 | PA      | $4141246.82   | 0.18%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                               | Magnetite XXV Ltd 6.92                                                                          | CUSIP: 55955GAC7<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | US        |      5200000 | PA      | $5055143.60   | 0.22%             | 2032-01-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                    | Missouri Highway & Transportation Commission 5.45% 05/01/2033                                   | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       275000 | PA      | $292569.01    | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International Inc 2.63 03/17/2027                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      1080000 | PA      | $1005761.53   | 0.04%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.70 01/22/2031                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       305000 | PA      | $264854.76    | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.48 09/16/2036                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       501000 | PA      | $388708.16    | 0.02%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.51 10/20/2032                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       950000 | PA      | $785228.66    | 0.03%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.63 02/18/2026                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1867000 | PA      | $1774544.46   | 0.08%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond 1.10 05/15/2029                                                         | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      3850000 | PA      | $3830774.06   | 0.17%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | Societe Generale SFH SA 0.75 01/29/2027                                                         | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $595958.40    | 0.03%             | 2027-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond 1.50 05/15/2050                                                         | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |       320000 | PA      | $252489.82    | 0.01%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA (pfd) 3.88% 06/03/2171 Perpetual                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EP               | CORP              | IT        |      2000000 | NS      | $1721774.32   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond 1.50 06/18/2030                                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      2500000 | PA      | $2287590.65   | 0.10%             | 2030-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond 0.55 04/22/2041                                                         | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      1500000 | PA      | $1066015.03   | 0.05%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond 1.00 03/20/2052                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    297300000 | PA      | $1985986.47   | 0.09%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        19552 | PA      | $18889.78     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138M8M75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         7533 | PA      | $7275.02      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       117722 | PA      | $116054.26    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.25                                                                            | CUSIP: 31407GYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       207394 | PA      | $208449.06    | 0.01%             | 2035-06-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.20                                                                            | CUSIP: 3140FPBT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       446454 | PA      | $443091.04    | 0.02%             | 2047-05-01      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140QNN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17263149 | PA      | $15253434.09  | 0.66%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 6.00                                                                          | CUSIP: 36290RRK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1819 | PA      | $1922.60      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | Commonwealth of Massachusetts 2.66% 09/01/2039                                                  | CUSIP: 57582RYN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |       246710 | PA      | $204178.30    | 0.01%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond 0.13 04/15/2036                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     11000000 | PA      | $8345704.15   | 0.36%             | 2036-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | Deutsche Telekom AG 1.38 07/05/2034                                                             | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $959664.64    | 0.04%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond 0.00 07/15/2031                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | USGA              | NL        |      9000000 | PA      | $7934200.23   | 0.35%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe 0.00 08/15/2050                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      3600000 | PA      | $2173151.74   | 0.09%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.18                                                                            | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       707159 | PA      | $682821.32    | 0.03%             | 2047-03-01      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.12                                                                            | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       398912 | PA      | $384922.32    | 0.02%             | 2047-04-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140QDDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4992227 | PA      | $4422189.41   | 0.19%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       693576 | PA      | $658851.47    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8006238 | PA      | $7751648.54   | 0.34%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10765100 | PA      | $10135189.85  | 0.44%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6660055 | PA      | $6094882.82   | 0.27%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond 7.00 02/15/2033                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 347500000000 | PA      | $23626870.41  | 1.03%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | Cooperatieve Rabobank UA 3.88 11/30/2032                                                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2107810.52   | 0.09%             | 2032-11-30      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | Intesa Sanpaolo SpA 4.75 09/06/2027                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2212561.28   | 0.10%             | 2027-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC (pfd) 8.50% 12/27/2171 Perpetual                                       | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EP               | CORP              | GB        |      1600000 | NS      | $2031736.01   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond 1.10 09/20/2042                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    835000000 | PA      | $6125599.52   | 0.27%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 3.38 04/02/2026                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2370591.11   | 0.10%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 4.57 04/27/2033                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       585000 | PA      | $565836.31    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 5.02 07/22/2033                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       809000 | PA      | $809224.29    | 0.04%             | 2033-07-22      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 6.20 11/10/2028                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       370000 | PA      | $390426.04    | 0.02%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                             | Bank of New Zealand 4.85 02/07/2028                                                             | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      1980000 | PA      | $1994103.54   | 0.09%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       401575 | PA      | $380684.31    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co 3.88 05/15/2027                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1023578.82   | 0.04%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                                  | MF1 2020-FL4 Ltd 6.30                                                                           | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5677868 | PA      | $5633649.66   | 0.25%             | 2035-11-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                                  | MF1 2020-FL4 Ltd 8.70                                                                           | CUSIP: 58003UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4674000 | PA      | $4506321.18   | 0.20%             | 2035-11-15      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA (pfd) 3.88% 10/08/2171 Perpetual                                                         | CUSIP: F0609NAT5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EP               | CORP              | FR        |      3000000 | NS      | $3191900.51   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria 2.25 09/15/2033                                                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      6900000 | PA      | $3974952.97   | 0.17%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC 1.13 03/22/2031                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1912575.72   | 0.08%             | 2031-03-22      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro 2.50 12/01/2032                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      6500000 | PA      | $6158971.82   | 0.27%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEL Energy VI Sarl                                                              | FEL Energy VI Sarl 5.75 12/01/2040                                                              | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |      2993598 | PA      | $2604310.12   | 0.11%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6753710 | PA      | $6151650.26   | 0.27%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DMWU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6436290 | PA      | $5928465.78   | 0.26%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11775335 | PA      | $11197887.28  | 0.49%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.31                                                                            | CUSIP: 31407GYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       157788 | PA      | $158438.36    | 0.01%             | 2035-06-01      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140QPAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       737068 | PA      | $692556.26    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140X8S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8889032 | PA      | $8675113.14   | 0.38%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XJAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3894326 | PA      | $3544824.35   | 0.15%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10218880 | PA      | $9077408.50   | 0.40%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.50                                                                         | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       803571 | PA      | $767272.03    | 0.03%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       660856 | PA      | $590626.95    | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36297FW57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         7083 | PA      | $7458.28      | 0.00%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix Inc 5.88 11/15/2028                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      1137000 | PA      | $1182399.08   | 0.05%             | 2028-11-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                          | Penn Entertainment Inc 4.13 07/01/2029                                                          | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1228000 | PA      | $1014707.30   | 0.04%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                | Pennsylvania Turnpike Commission 5.56% 12/01/2049                                               | CUSIP: 709223ZZ7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |       170000 | PA      | $193905.20    | 0.01%             | 2049-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc 3.90 07/18/2032                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       443000 | PA      | $433084.61    | 0.02%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Aircraft Finance Ltd                                                    | Pioneer Aircraft Finance Ltd 3.97                                                               | CUSIP: 72353PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      3853130 | PA      | $3091004.40   | 0.13%             | 2044-06-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Bill 0.00 02/16/2023                                                     | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21360000 | PA      | $21321796.79  | 0.93%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VTR Finance NV                                                                  | VTR Finance NV 6.38 07/15/2028                                                                  | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | CL        |      2262000 | PA      | $949361.40    | 0.04%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.27 01/15/2036                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       880000 | PA      | $824875.74    | 0.04%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro 4.75 09/01/2044                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      7519000 | PA      | $8643154.08   | 0.38%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp 4.28 02/01/2023                                      | Fixed Income Clearing Corp 4.28 02/01/2023                                                      | CUSIP: RPEA4PFP9<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     63391000 | PA      | $63391000.00  | 2.76%             | 2023-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt 4.25 12/07/2055                                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3780000 | PA      | $5146006.16   | 0.22%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | Orange SA 5.25 12/05/2025                                                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       470000 | PA      | $596272.18    | 0.03%             | 2025-12-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140XHNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11862779 | PA      | $11565117.55  | 0.50%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                                  | FirstKey Homes 2020-SFR2 Trust 2.67                                                             | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3634886.00   | 0.16%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co 2.45 02/03/2032                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       721000 | PA      | $622471.73    | 0.03%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029              | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1949000 | PA      | $1621831.12   | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                               | Lam Research Corp 2.88 06/15/2050                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       785000 | PA      | $567308.41    | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | Level 3 Financing Inc 4.63 09/15/2027                                                           | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2148000 | PA      | $1823410.35   | 0.08%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp 5.25 01/15/2033                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      1259000 | PA      | $1344377.65   | 0.06%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT 5.50 04/25/2029                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |        42980 | PA      | $54509.10     | 0.00%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                       | Los Angeles Community College District/CA 6.75% 08/01/2049                                      | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       800000 | PA      | $1061041.44   | 0.05%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                      | City of Los Angeles Department of Airports 6.58% 05/15/2039                                     | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       300000 | PA      | $339462.93    | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC 1.75 09/07/2028                                                        | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $856275.25    | 0.04%             | 2028-09-07      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group PLC 4.20 10/03/2078                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $1920767.40   | 0.08%             | 2078-10-03      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                                       | Telecom Italia SpA/Milano 4.00 04/11/2024                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      2200000 | PA      | $2353526.97   | 0.10%             | 2024-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond 0.50 11/15/2029                                                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     35000000 | PA      | $4491500.43   | 0.20%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | Credit Mutuel Arkea SA 1.13 05/23/2029                                                          | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $555935.41    | 0.02%             | 2029-05-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Coventry Building Society                                                       | Coventry Building Society 0.13 06/20/2026                                                       | CUSIP: N/A<br>LEI: 2138004G59FXEAZ6IO10       | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $4402293.45   | 0.19%             | 2026-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | La Banque Postale SA (pfd) 3.88% 05/20/2171 Perpetual                                           | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | EP               | CORP              | FR        |      1200000 | NS      | $1150372.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | Intesa Sanpaolo SpA (pfd) 3.75% 08/27/2171 Perpetual                                            | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EP               | CORP              | IT        |      2400000 | NS      | $2341807.89   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt 4.50 12/07/2042                                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       954000 | PA      | $1300457.36   | 0.06%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond 2.40 03/20/2037                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    231950000 | PA      | $2102508.67   | 0.09%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt 4.75 12/07/2030                                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3600000 | PA      | $4891590.55   | 0.21%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond 5.15 10/31/2028                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1263000 | PA      | $1531672.82   | 0.07%             | 2028-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada 2.85 06/18/2025                                             | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     10911000 | PA      | $8034925.84   | 0.35%             | 2025-06-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-RISE                                                              | BX Trust 2021-RISE 6.21                                                                         | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6572000 | PA      | $6334294.05   | 0.28%             | 2036-11-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2015-2                                      | New Residential Mortgage Loan Trust 2015-2 5.38                                                 | CUSIP: 64829EAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3976948 | PA      | $3452332.92   | 0.15%             | 2055-08-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority 5.95% 06/15/2042                | New York City Municipal Water Finance Authority 5.95% 06/15/2042                                | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |        55000 | PA      | $64758.14     | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc 5.00 07/15/2032                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      2203000 | PA      | $2242105.41   | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp 4.55 06/01/2053                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      1230000 | PA      | $1149339.43   | 0.05%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | Northern States Power Co/MN 3.20 04/01/2052                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       720000 | PA      | $553654.60    | 0.02%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'Reilly Automotive Inc 4.70 06/15/2032                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      1610000 | PA      | $1608403.41   | 0.07%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                       | Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048                                      | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       830000 | PA      | $627903.55    | 0.03%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                        | United Natural Foods Inc 6.75 10/15/2028                                                        | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2174175.00   | 0.09%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                               | British Airways 2021-1 Class A Pass Through Trust 2.90 09/15/2036                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       341455 | PA      | $281838.51    | 0.01%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc 4.00 04/15/2029                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       897000 | PA      | $841681.58    | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc 4.93 05/15/2037                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       913000 | PA      | $838984.43    | 0.04%             | 2037-05-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 6.50 11/15/2035                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       700000 | PA      | $815242.76    | 0.04%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 2.94 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       970000 | PA      | $663524.13    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp 5.00 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1321272.11   | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 31417CS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        68306 | PA      | $65992.22     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.36                                                                            | CUSIP: 31418MCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       303189 | PA      | $308001.48    | 0.01%             | 2035-09-01      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 31418XYX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       909836 | PA      | $879023.68    | 0.04%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co 4.13 02/01/2042                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       760000 | PA      | $696872.53    | 0.03%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International Inc/MD 3.50 10/15/2032                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      1392000 | PA      | $1230972.03   | 0.05%             | 2032-10-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond 1.40 12/20/2045                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1673400000 | PA      | $12651189.27  | 0.55%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond 0.75 10/20/2026                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      4192000 | PA      | $4268673.92   | 0.19%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro 1.60 06/01/2026                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      3000000 | PA      | $3082041.80   | 0.13%             | 2026-06-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond 1.60 06/22/2047                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      5586000 | PA      | $4509893.38   | 0.20%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.30 07/25/2025                                                            | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       800000 | PA      | $940256.36    | 0.04%             | 2025-07-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC 3.25 02/12/2027                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       600000 | PA      | $687218.06    | 0.03%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | Deutsche Telekom International Finance BV 1.25 10/06/2023                                       | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      1700000 | PA      | $2060671.73   | 0.09%             | 2023-10-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | New South Wales Treasury Corp 2.00 03/08/2033                                                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      6000000 | PA      | $3430742.07   | 0.15%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond 0.10 03/20/2030                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   4855000000 | PA      | $36519452.11  | 1.59%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA 0.25 07/19/2028                                           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      4100000 | PA      | $3662823.02   | 0.16%             | 2028-07-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG (pfd) 4.25% 04/09/2171 Perpetual                                                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EP               | CORP              | DE        |       600000 | NS      | $523927.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond 0.70 12/20/2051                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1790000000 | PA      | $11015505.57  | 0.48%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond 0.90 02/20/2032                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       450000 | PA      | $414360.98    | 0.02%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond 1.50 06/21/2031                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      6500000 | PA      | $3925053.73   | 0.17%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                             | Antares Holdings LP 2.75 01/15/2027                                                             | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |       713000 | PA      | $587172.59    | 0.03%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                                        | BXMT 2020-FL2 LTD 6.55                                                                          | CUSIP: 12434LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $7321743.20   | 0.32%             | 2038-02-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | Continental Resources Inc/OK 2.27 11/15/2026                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      1030000 | PA      | $915994.22    | 0.04%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA 5.30 07/12/2028                                                              | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       535000 | PA      | $546475.70    | 0.02%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | Crown Castle Inc 4.15 07/01/2050                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       540000 | PA      | $450073.65    | 0.02%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2020-2                                     | Deephaven Residential Mortgage Trust 2020-2 5.84                                                | CUSIP: 24380NAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4482000 | PA      | $4223345.57   | 0.18%             | 2065-05-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | Domino's Pizza Master Issuer LLC 4.47                                                           | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3375000 | PA      | $3271451.63   | 0.14%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                         | Essential Properties LP 2.95 07/15/2031                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |      1010000 | PA      | $768371.92    | 0.03%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1048907 | PA      | $985558.77    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.90 05/15/2035                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       880000 | PA      | $779276.28    | 0.03%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.85 07/15/2036                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       520000 | PA      | $449397.60    | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.60 04/01/2040                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       720000 | PA      | $571254.82    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp                                                       | OWL Rock Core Income Corp 3.13 09/23/2026                                                       | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       601000 | PA      | $524628.44    | 0.02%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | Owl Rock Capital Corp 3.40 07/15/2026                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       464000 | PA      | $419218.99    | 0.02%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO Energy Co 4.38 08/15/2052                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       980000 | PA      | $930015.88    | 0.04%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM Inc 5.40 05/20/2033                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       400000 | PA      | $430165.19    | 0.02%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond 6.35 02/09/2035                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1828000 | PA      | $1944619.64   | 0.08%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                             | Ashtead Capital Inc 5.55 05/30/2033                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |       349000 | PA      | $350553.36    | 0.02%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International Inc 1.92 02/01/2027                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       820000 | PA      | $740562.37    | 0.03%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International Inc 2.54 02/01/2032                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      2360000 | PA      | $1935528.37   | 0.08%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                        | Builders FirstSource Inc 5.00 03/01/2030                                                        | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      2791000 | PA      | $2606346.60   | 0.11%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust 2019-3                                        | Bunker Hill Loan Depositary Trust 2019-3 3.27                                                   | CUSIP: 12062BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2635929.60   | 0.11%             | 2059-11-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                  | Burlington Northern Santa Fe LLC 4.15 04/01/2045                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       847000 | PA      | $775417.89    | 0.03%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                  | Burlington Northern Santa Fe LLC 3.30 09/15/2051                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       610000 | PA      | $480744.63    | 0.02%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIVA                                          | BX Commercial Mortgage Trust 2020-VIVA 3.55                                                     | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6200000 | PA      | $4986360.54   | 0.22%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc 4.95 06/01/2043                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |       680000 | PA      | $619999.32    | 0.03%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond 0.50 12/01/2030                                                        | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     11300000 | PA      | $7080302.88   | 0.31%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond 0.25 03/01/2026                                                        | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2150000 | PA      | $1471268.65   | 0.06%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond 2.00 06/01/2032                                                        | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $695749.88    | 0.03%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond 2.75 09/01/2027                                                        | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1856149.71   | 0.08%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond 3.00 10/01/2025                                                        | CUSIP: 135087P24<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2226815.98   | 0.10%             | 2025-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp 5.47 02/01/2029                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       539000 | PA      | $542703.29    | 0.02%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC 2.55 04/15/2031                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       512000 | PA      | $442800.22    | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.50                                                                            | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5340374 | PA      | $5434837.59   | 0.24%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                                        | Flexential Issuer 2021-1 3.25                                                                   | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9625000 | PA      | $8730424.59   | 0.38%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp 3.30 03/15/2051                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       970000 | PA      | $753192.55    | 0.03%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2022-1 Ltd 6.63                                                      | CUSIP: 69701CAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3500000 | PA      | $3361257.20   | 0.15%             | 2030-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2021-3 Ltd 6.21                                                      | CUSIP: 69702BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2450000 | PA      | $2391705.44   | 0.10%             | 2029-07-20      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 4.38 04/15/2040                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       480000 | PA      | $434738.64    | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | New South Wales Treasury Corp 1.50 02/20/2032                                                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      5800000 | PA      | $3257112.02   | 0.14%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC 1.99 12/15/2031                                                        | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2148481.93   | 0.09%             | 2031-12-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | European Union 0.00 07/04/2031                                                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | BE        |     20800000 | PA      | $17831375.47  | 0.78%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond 1.75 04/25/2032                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     16300000 | PA      | $2662668.24   | 0.12%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT 0.00 05/25/2032                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | USGA              | FR        |     25500000 | PA      | $21595320.20  | 0.94%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | Orange SA (pfd) 2.38% 04/15/2171 Perpetual                                                      | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EP               | CORP              | FR        |      1000000 | NS      | $1039587.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond 1.85 07/30/2035                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2200000 | PA      | $2012458.32   | 0.09%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                   | DR Horton Inc 2.50 10/15/2024                                                                   | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |       890000 | PA      | $856323.67    | 0.04%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE Funding LLC 1.55 08/01/2024                                                                 | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | AE        |       770000 | PA      | $727376.73    | 0.03%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                       | Dallas Area Rapid Transit 6.00% 12/01/2044                                                      | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |        25000 | PA      | $29290.65     | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | Danaher Corp 2.80 12/10/2051                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      1040000 | PA      | $748010.88    | 0.03%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp 4.75 01/20/2028                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      1427000 | PA      | $1457881.56   | 0.06%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp 8.10 07/15/2036                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       384000 | PA      | $449978.53    | 0.02%             | 2036-07-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc 4.90 08/01/2041                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       840000 | PA      | $788999.64    | 0.03%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PFP III Ltd                                                                     | PFP 2021-8 Ltd 6.60                                                                             | CUSIP: 69357XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4800000 | PA      | $4386349.92   | 0.19%             | 2037-08-09      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                | SBL Holdings Inc 6.50                                                                           | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |      2275000 | PA      | $1749020.00   | 0.08%             | 2171-11-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                              | Scientific Games International Inc 7.25 11/15/2029                                              | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      2680000 | PA      | $2690452.00   | 0.12%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                 | Sierra Timeshare 2021-1 Receivables Funding LLC 3.17                                            | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       985379 | PA      | $902640.84    | 0.04%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | Skandinaviska Enskilda Banken AB 3.70 06/09/2025                                                | CUSIP: 830505AX1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      3603000 | PA      | $3509037.90   | 0.15%             | 2025-06-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 4.75 02/01/2028                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3230000 | PA      | $3203176.79   | 0.14%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TotalEnergies SE (pfd) 2.63% 02/26/2171 Perpetual                                               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EP               | CORP              | FR        |      4292000 | NS      | $4446016.95   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT 0.75 11/25/2028                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     17000000 | PA      | $16703849.15  | 0.73%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.88 10/22/2030                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2217000 | PA      | $1945546.15   | 0.08%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 5.08 01/20/2027                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1715000 | PA      | $1721976.35   | 0.08%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | Bank of Ireland Group PLC 2.03 09/30/2027                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       664000 | PA      | $580891.48    | 0.03%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp/The 4.71 02/01/2034                                                | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       613000 | PA      | $610895.72    | 0.03%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC 2.28 11/24/2027                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       897000 | PA      | $804548.78    | 0.04%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                                  | CARLYLE US CLO 2019-2 LTD 6.44                                                                  | CUSIP: 14316EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2400000 | PA      | $2329154.64   | 0.10%             | 2032-07-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp 4.45 04/15/2046                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       870000 | PA      | $787513.08    | 0.03%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                     | FNB Corp/PA 2.20 02/24/2023                                                                     | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |      1160000 | PA      | $1157464.45   | 0.05%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5374427 | PA      | $5099495.45   | 0.22%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group PLC 2.63 08/27/2080                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1974917.27   | 0.09%             | 2080-08-27      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | Bayer AG 4.50 03/25/2082                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $617229.59    | 0.03%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | Credit Agricole Assurances SA (pfd) 4.25% 01/13/2172 Perpetual                                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | EP               | CORP              | FR        |      3300000 | NS      | $3540309.38   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | Galaxy Pipeline Assets Bidco Ltd 2.94 09/30/2040                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |      4349385 | PA      | $3565552.93   | 0.16%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc 2.40 10/15/2028                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1037000 | PA      | $889151.79    | 0.04%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | Georgia-Pacific LLC 2.10 04/30/2027                                                             | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      1030000 | PA      | $939471.21    | 0.04%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                             | Gray Escrow II Inc 5.38 11/15/2031                                                              | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3523000 | PA      | $2713766.90   | 0.12%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                      | Great Wolf Trust 2019-WOLF 6.23                                                                 | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4419000 | PA      | $4281314.12   | 0.19%             | 2036-12-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc 2.38 07/15/2031                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       250000 | PA      | $203272.87    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 2.80 05/24/2032                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       990000 | PA      | $815570.39    | 0.04%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 5.40 08/11/2033                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1590000 | PA      | $1589350.12   | 0.07%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS Ltd                                                      | Navigator Aircraft ABS Ltd 2.77                                                                 | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6483482 | PA      | $5522409.91   | 0.24%             | 2046-11-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt 1.00 01/31/2032                                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      9500000 | PA      | $9557986.46   | 0.42%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt 0.25 07/31/2031                                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     10300000 | PA      | $9851926.28   | 0.43%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond 0.50 07/15/2026                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      7389000 | PA      | $7508025.88   | 0.33%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt 1.75 09/07/2037                                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     12500000 | PA      | $12100696.99  | 0.53%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond 3.00 11/01/2024                                                        | CUSIP: 135087P40<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2962113.41   | 0.13%             | 2024-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | Carnival Corp 5.75 03/01/2027                                                                   | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $972749.70    | 0.04%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond 4.00 01/31/2052                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1425000 | PA      | $1161085.64   | 0.05%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                      | Cologix Canadian Issuer LP 4.94                                                                 | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      9350000 | PA      | $6539343.13   | 0.29%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers US Issuer LLC                                              | Cologix Data Centers US Issuer LLC 3.30                                                         | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1746000 | PA      | $1564813.56   | 0.07%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 5.65 06/15/2035                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       982000 | PA      | $1071838.63   | 0.05%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG Energy Inc 2.00 12/02/2025                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2370000 | PA      | $2132546.90   | 0.09%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA 6.69 01/10/2034                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       414000 | PA      | $442980.96    | 0.02%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Lunar 2021-1 Structured Aircraft Portfolio Notes                                | Lunar 2021-1 Structured Aircraft Portfolio Notes 2.64                                           | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6408600 | PA      | $5236774.30   | 0.23%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | Sonoco Products Co 2.25 02/01/2027                                                              | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      1378000 | PA      | $1247515.93   | 0.05%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO Ltd                                                             | Sound Point CLO IX Ltd 7.31                                                                     | CUSIP: 83609GBS3<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $7513741.60   | 0.33%             | 2032-07-20      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO Ltd                                                             | SOUND POINT CLO XXII LTD 6.51                                                                   | CUSIP: 83611KAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2250000 | PA      | $2168451.00   | 0.09%             | 2032-01-20      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | Republic of South Africa Government International Bond 5.88 06/22/2030                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       400000 | PA      | $383637.60    | 0.02%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                            | South32 Treasury Ltd 4.35 04/14/2032                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |       985000 | PA      | $888170.54    | 0.04%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp 5.85 10/21/2033                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       525000 | PA      | $564304.51    | 0.02%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 05/31/2023                                                | CUSIP: 9128284S6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21275000 | PA      | $21130738.05  | 0.92%             | 2023-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 2.50 05/31/2024                                                | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46000000 | PA      | $44761953.24  | 1.95%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 07/31/2024                                                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21086000 | PA      | $20635039.62  | 0.90%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.00 10/31/2029                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $1025078.12   | 0.04%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond 0.50 05/15/2024                                                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     36479000 | PA      | $22328716.60  | 0.97%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc 5.15 03/15/2034                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |       448000 | PA      | $443589.28    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX Corp 4.25 03/15/2029                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       840000 | PA      | $833182.80    | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp 4.78 03/25/2038                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       360000 | PA      | $344955.85    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp 5.05 03/25/2048                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       650000 | PA      | $618703.41    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.55% 04/01/2039                                                            | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       460000 | PA      | $613815.95    | 0.03%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                              | City of Chicago IL 7.05% 01/01/2029                                                             | CUSIP: 167486M97<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |       285000 | PA      | $294202.39    | 0.01%             | 2029-01-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.67 07/24/2028                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       265000 | PA      | $251179.17    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       187665 | PA      | $165780.19    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.00                                                                           | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4693574 | PA      | $3962338.04   | 0.17%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 6.00                                                                           | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7248125 | PA      | $7511403.81   | 0.33%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.76                                                                  | CUSIP: 31347AMD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       276693 | PA      | $279283.49    | 0.01%             | 2046-08-01      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp 4.84 02/01/2034                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       674000 | PA      | $670823.86    | 0.03%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 07/31/2027                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2289000 | PA      | $2203654.27   | 0.10%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.13 08/15/2025                                                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13000000 | PA      | $12731875.00  | 0.55%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.25 09/30/2024                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31935000 | PA      | $31866389.57  | 1.39%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services Inc 2.65 10/15/2030                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      1585000 | PA      | $1337573.19   | 0.06%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services Inc 1.65 09/01/2026                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      1533000 | PA      | $1351399.55   | 0.06%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | University of California 3.07% 05/15/2051                                                       | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1195000 | PA      | $868831.92    | 0.04%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC 3.88 11/01/2033                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      1901000 | PA      | $1617275.75   | 0.07%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos 5.50 05/29/2031                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    584000000 | PA      | $29343437.51  | 1.28%             | 2031-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                        | Republic of South Africa Government Bond 8.50 01/31/2037                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    347000000 | PA      | $16211416.02  | 0.71%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond 2.75 01/15/2047                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      2080000 | PA      | $2390075.90   | 0.10%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe 1.70 08/15/2032                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      8100000 | PA      | $8411371.34   | 0.37%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA (pfd) 6.69% 07/06/2171 Perpetual                                                         | CUSIP: F9652WAG0<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EP               | CORP              | FR        |      1230000 | NS      | $1544350.74   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | La Banque Postale SA 0.75 08/02/2032                                                            | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $4030390.20   | 0.18%             | 2032-08-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                         | Arkea Home Loans SFH SA 0.01 10/04/2030                                                         | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $2845153.81   | 0.12%             | 2030-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                   | Clorox Co/The 4.60 05/01/2032                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |      2173000 | PA      | $2177403.69   | 0.09%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.38 11/15/2025                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000000 | PA      | $25375000.00  | 1.11%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc 2.63 04/01/2031                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      2065000 | PA      | $1776678.20   | 0.08%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc 3.35 04/01/2027                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      4263000 | PA      | $4084656.97   | 0.18%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LTD                                                       | LUNAR AIRCRAFT 2020-1 LTD 3.38                                                                  | CUSIP: 55037LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5296728 | PA      | $4409681.25   | 0.19%             | 2045-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                 | MEG Energy Corp 5.88 02/01/2029                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      4460000 | PA      | $4264629.70   | 0.19%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                                  | MF1 2022-FL10 LLC 10.22                                                                         | CUSIP: 55285BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $4009110.80   | 0.17%             | 2037-09-17      | Variable      | 10.22%                | No            |                  2 | On Loan: No      |
| MAPS 2021-1 Trust                                                               | MAPS 2021-1 Trust 2.52                                                                          | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5620219 | PA      | $4819228.53   | 0.21%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 2.65 08/15/2030                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      1120000 | PA      | $956047.37    | 0.04%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 3.76 03/15/2027                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       762000 | PA      | $714557.77    | 0.03%             | 2027-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Abanca Corp Bancaria SA                                                         | Abanca Corp Bancaria SA 0.75 05/28/2029                                                         | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |       600000 | PA      | $560543.27    | 0.02%             | 2029-05-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC 1.88 01/15/2026                                                        | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $808641.54    | 0.04%             | 2026-01-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG 2.63 12/16/2024                                                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2453870.36   | 0.11%             | 2024-12-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                                                   | EDP - Energias de Portugal SA 1.70 07/20/2080                                                   | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       700000 | PA      | $693484.27    | 0.03%             | 2080-07-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG 1.75 01/22/2025                                                                  | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       700000 | PA      | $801493.07    | 0.03%             | 2025-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond 0.30 12/20/2039                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1078800000 | PA      | $7103917.02   | 0.31%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT 0.75 05/25/2052                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2000000 | PA      | $1239129.58   | 0.05%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC (pfd) 3.13% 07/14/2171 Perpetual                                                        | CUSIP: G8842PSA1<br>LEI: 549300KI75VYLLMSK856 | Long             | EP               | CORP              | GB        |      2600000 | NS      | $2632486.01   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond 1.59 12/17/2035                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    219000000 | PA      | $5808741.60   | 0.25%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro 1.80 03/01/2041                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1500000 | PA      | $1122609.58   | 0.05%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation 0.00 04/16/2027                                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | USGA              | DE        |     11500000 | PA      | $11342936.38  | 0.49%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co 5.00 06/04/2042                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      1224000 | PA      | $1179932.46   | 0.05%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 5.05 03/15/2042                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       731000 | PA      | $624997.41    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-13                                   | MASTR Adjustable Rate Mortgages Trust 2004-13 3.87                                              | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       273460 | PA      | $248001.63    | 0.01%             | 2034-11-21      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE LLC 2022 USD TERM LOAN B                                                                 | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      5945125 | PA      | $5626525.75   | 0.25%             | 2029-03-01      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3                       | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 3.70                                  | CUSIP: 59020UL45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        14543 | PA      | $13819.24     | 0.00%             | 2035-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                      | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 4.08                                 | CUSIP: 59020USH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       265836 | PA      | $249948.18    | 0.01%             | 2035-02-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                      | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 4.08                                 | CUSIP: 59020USJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       136690 | PA      | $128641.11    | 0.01%             | 2035-02-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MidAmerican Energy Co 4.40 10/15/2044                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       405000 | PA      | $379080.87    | 0.02%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer PLC                                                             | Marks & Spencer PLC 4.50 07/10/2027                                                             | CUSIP: N/A<br>LEI: 213800CN1RI3UCIZWB95       | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1586226.48   | 0.07%             | 2027-07-10      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond 0.00 07/24/2039                                             | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | USGA              | CH        |      2500000 | PA      | $2192285.64   | 0.10%             | 2039-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro 1.35 04/01/2030                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      3550000 | PA      | $3269165.23   | 0.14%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond 1.50 05/15/2031                                                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      2750000 | PA      | $1458468.74   | 0.06%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                            | Telefonica Europe BV (pfd) 2.88% 09/24/2171 Perpetual                                           | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |      1800000 | NS      | $1708488.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT 0.00 11/25/2029                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | USGA              | FR        |     21650000 | PA      | $19761898.97  | 0.86%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | Bank of Ireland Group PLC 2.38 10/14/2029                                                       | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      1200000 | PA      | $1236772.21   | 0.05%             | 2029-10-14      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                        | Accor SA (pfd) 2.63% 04/30/2171 Perpetual                                                       | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EP               | CORP              | FR        |      2600000 | NS      | $2540398.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | Bayer AG 2.38 11/12/2079                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2236148.62   | 0.10%             | 2079-11-12      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond 0.40 05/15/2035                                                         | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      8650000 | PA      | $7006569.30   | 0.31%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                            | Credit Agricole Public Sector SCF SA 0.13 12/08/2032                                            | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $844118.98    | 0.04%             | 2032-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe 0.00 02/15/2032                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | USGA              | DE        |     10500000 | PA      | $9352873.66   | 0.41%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.60% 11/01/2040                                                            | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        20000 | PA      | $27170.24     | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 4.60% 04/01/2038                                                            | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       120000 | PA      | $118616.00    | 0.01%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIV                                                           | California State University 2.98% 11/01/2051                                                    | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       825000 | PA      | $620356.28    | 0.03%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond 2.75 12/01/2048                                                        | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3250000 | PA      | $2330310.21   | 0.10%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond 2.00 12/01/2051                                                        | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      5300000 | PA      | $3221784.98   | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond 2.25 06/01/2029                                                        | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1750000 | PA      | $1267344.33   | 0.06%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond 0.25 02/01/2023                                                        | CUSIP: 135087L77<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      5000000 | PA      | $3757619.03   | 0.16%             | 2023-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond 1.50 06/01/2031                                                        | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $2358971.85   | 0.10%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                                  | FirstKey Homes 2020-SFR1 Trust 1.94                                                             | CUSIP: 33767MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4057000 | PA      | $3710591.84   | 0.16%             | 2037-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                  | FirstKey Homes 2021-SFR1 Trust 3.24                                                             | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5800000 | PA      | $5020469.56   | 0.22%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2022-SFR3 Trust                                                  | FirstKey Homes 2022-SFR3 Trust 4.50                                                             | CUSIP: 33768EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3700000 | PA      | $3550203.28   | 0.15%             | 2026-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC 3.38 11/13/2025                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2230000 | PA      | $2080210.90   | 0.09%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                      | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |       101135 | NS      | $101134.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Bill 0.00 03/23/2023                                                     | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     26300000 | PA      | $26137816.58  | 1.14%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Bill 0.00 04/20/2023                                                     | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44778000 | PA      | $44338443.48  | 1.93%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond 1.38 04/15/2047                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      3045000 | PA      | $2542164.45   | 0.11%             | 2047-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | Czech Republic Government Bond 0.25 02/10/2027                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    138700000 | PA      | $5271809.56   | 0.23%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA 2.75 07/14/2028                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1076956.11   | 0.05%             | 2028-07-14      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | Nationwide Building Society 2.00 07/25/2029                                                     | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      2400000 | PA      | $2495184.79   | 0.11%             | 2029-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC 2.00 02/07/2028                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2173928.83   | 0.09%             | 2028-02-07      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC 1.38 01/24/2026                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1600000 | PA      | $1652226.70   | 0.07%             | 2026-01-24      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | Credit Agricole Assurances SA 2.63 01/29/2048                                                   | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $1755402.92   | 0.08%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | Prosus NV 4.19 01/19/2032                                                                       | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       325000 | PA      | $279720.68    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding 1.99 08/19/2028                                                           | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       576000 | PA      | $480794.35    | 0.02%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 5.98 01/18/2027                                                                         | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      1102000 | PA      | $1116448.60   | 0.05%             | 2027-01-18      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV2                                          | BX Commercial Mortgage Trust 2020-VIV2 3.54                                                     | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5700000 | PA      | $4798431.00   | 0.21%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Commercial Mortgage Trust 2021-ACNT 6.31                                                     | CUSIP: 05609QAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10450000 | PA      | $10134856.22  | 0.44%             | 2038-11-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO                                                         | Bain Capital Credit CLO 2019-2 6.89                                                             | CUSIP: 05682LAN7<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | US        |      2750000 | PA      | $2609605.35   | 0.11%             | 2032-10-17      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co                                                     | Baltimore Gas and Electric Co 2.25 06/15/2031                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       758000 | PA      | $637747.46    | 0.03%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA 4.18 03/24/2028                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $381341.34    | 0.02%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The 4.85 02/01/2030                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1215000 | PA      | $1218208.52   | 0.05%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 1.75 06/15/2030                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      1520000 | PA      | $1260655.53   | 0.05%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health Inc 5.13 02/15/2053                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       518000 | PA      | $521291.13    | 0.02%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc 3.40 08/01/2051                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $746970.32    | 0.03%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 3.60 02/01/2023                                                              | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       949000 | PA      | $949000.00    | 0.04%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 4.90 03/15/2035                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       500000 | PA      | $471683.91    | 0.02%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 5.75 02/15/2033                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       912000 | PA      | $938388.72    | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC 4.85 03/15/2044                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      1525000 | PA      | $1454810.75   | 0.06%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC 3.30 02/15/2053                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       714000 | PA      | $518564.95    | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                             | New Jersey Turnpike Authority 7.10% 01/01/2041                                                  | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |       270000 | PA      | $343892.87    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Lt                                                  | Octagon Investment Partners XV Ltd 6.80                                                         | CUSIP: 67590EBL7<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | US        |      4500000 | PA      | $4309675.65   | 0.19%             | 2030-07-19      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM Inc 6.00 05/20/2053                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       317000 | PA      | $364078.19    | 0.02%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services Inc 2.35 01/15/2032                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      1525000 | PA      | $1221615.40   | 0.05%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                           | Delta Air Lines Inc / SkyMiles IP Ltd 4.75 10/20/2028                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1555000 | PA      | $1515957.42   | 0.07%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                  | Structured Adjustable Rate Mortgage Loan Trust 5.23                                             | CUSIP: 86359BWE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       340136 | PA      | $329736.41    | 0.01%             | 2034-07-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                                | Symphony CLO XXII Ltd 6.49                                                                      | CUSIP: 87167GAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4750000 | PA      | $4668418.75   | 0.20%             | 2033-04-18      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp 5.95 04/01/2030                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      1675000 | PA      | $1799446.59   | 0.08%             | 2030-04-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond 0.00 01/31/2028                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | USGA              | ES        |      6000000 | PA      | $5645120.61   | 0.25%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond 1.75 06/21/2051                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      5500000 | PA      | $2441867.51   | 0.11%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | Enel SpA (pfd) 2.25% 03/10/2171 Perpetual                                                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EP               | CORP              | IT        |      2500000 | NS      | $2368982.08   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro 1.70 09/01/2051                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       500000 | PA      | $324029.71    | 0.01%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | Allianz SE (pfd) 2.63% 04/30/2171 Perpetual                                                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EP               | CORP              | DE        |      2600000 | NS      | $2137982.42   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Falcon 2019-1 Aerospace Ltd                                                     | Falcon 2019-1 Aerospace Ltd 3.60                                                                | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      3313642 | PA      | $2694557.07   | 0.12%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 9.76                                                   | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      2151233 | PA      | $2210311.99   | 0.10%             | 2023-10-25      | Variable      | 9.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 7.11                                                   | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      1156225 | PA      | $1171134.83   | 0.05%             | 2024-05-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | Freddie Mac Gold Pool 6.00                                                                      | CUSIP: 3128M5YL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          786 | PA      | $831.18       | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.87                                                                  | CUSIP: 3128QLQ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       353070 | PA      | $360027.87    | 0.02%             | 2035-09-01      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.00                                                                            | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8417073 | PA      | $8474488.56   | 0.37%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36296UMM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1713 | PA      | $1792.06      | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                      | Schlumberger Investment SA 2.65 06/26/2030                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |      1010000 | PA      | $899153.74    | 0.04%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond 1.30 06/20/2052                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    380000000 | PA      | $2734059.58   | 0.12%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond 2.50 03/08/2036                                             | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      2534000 | PA      | $3159455.05   | 0.14%             | 2036-03-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | European Financial Stability Facility 0.40 05/31/2026                                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     12000000 | PA      | $12078659.28  | 0.53%             | 2026-05-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | Norway Government Bond 1.75 02/17/2027                                                          | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |      2800000 | PA      | $268403.35    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                                                  | CNP Assurances (pfd) 4.75% 12/27/2171 Perpetual                                                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | EP               | CORP              | FR        |      3500000 | NS      | $3599459.58   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada 0.63 09/10/2025                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      3400000 | PA      | $3456165.45   | 0.15%             | 2025-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC 1.75 03/02/2026                                                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       500000 | PA      | $517359.42    | 0.02%             | 2026-03-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV 2.13 01/10/2026                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2600000 | PA      | $2726902.62   | 0.12%             | 2026-01-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | Anheuser-Busch InBev SA/NV 1.65 03/28/2031                                                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $957792.07    | 0.04%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | Svenska Handelsbanken AB 0.13 06/18/2024                                                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1038784.95   | 0.05%             | 2024-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt 0.13 01/30/2026                                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      7000000 | PA      | $7901681.42   | 0.34%             | 2026-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-28

**Name of Applicant:** American Century International Bond Funds

**Signature:** Amy R. Bitter

**Name of Signer:** Amy R. Bitter

**Title:** Assistant Treasurer