# EDGAR Filing Document

**Accession Number:** 0000880268
**File Stem:** 0001193125-25-335005
**Filing Date:** 2025-12
**Character Count:** 319326
**Document Hash:** a199d0e4da1f4c4bcce94f0e37ff7e3d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-335005.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001193125-25-335005

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY INTERNATIONAL BOND FUNDS
- **CENTRAL INDEX KEY:** 0000880268

**ORGANIZATION NAME:**
- **EIN:** 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:** 251608140

**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           |

## 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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $2711193790.71

**Total Liabilities:** $80201012.93

**Net Assets:** $2630992777.78

**Cash Not Reported:** $366598.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1806.000000000000 | **1-Year:** 24630.000000000000 | **5-Year:** 191166.000000000000 | **10-Year:** 330074.000000000000 | **30-Year:** 325149.000000000000

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

- **3-Month:** 140.000000000000 | **1-Year:** 9553.000000000000 | **5-Year:** 75671.000000000000 | **10-Year:** 22929.000000000000 | **30-Year:** 32523.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109545 | 0.57%                | 0.69%                | 0.91%                |
| Class ID C000109546 | 0.45%                | 0.74%                | 0.91%                |
| Class ID C000109547 | 0.46%                | 0.75%                | 0.80%                |
| Class ID C000109548 | 0.47%                | 0.57%                | 0.82%                |
| Class ID C000109549 | 0.46%                | 0.69%                | 0.81%                |
| Class ID C000131612 | 0.57%                | 0.75%                | 0.91%                |
| Class ID C000189710 | 0.45%                | 0.72%                | 0.91%                |
| Class ID C000189711 | 0.57%                | 0.74%                | 0.91%                |
| Class ID C000194400 | 0.68%                | 0.78%                | 0.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1247742.28              | $25594543.82                               |
| Month 2  | $17705624.10             | $-7977003.75                               |
| Month 3  | $5820804.09              | $-12000727.16                              |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global Aggregate Bond Index (USD Hedged)

- **Index Identifier:** Bloomberg Barclays Global Aggregate Bond Index (USD Hedged)

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS AG                                                                       | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $49661.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $90119.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD SGD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $59699.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT GBP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-29823.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | BOUGHT GBP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-9810.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT GBP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-10673.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT GBP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-30434.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT GBP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-59758.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT GBP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-33281.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-98564.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-734795.11   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-785441.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-155714.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-65579.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-33729.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-179706.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-31623.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-190265.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-8656.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-56347.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-155917.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $205767.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-54881.92    | -0.00%            |  |  |  | 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      | $-19808.80    | -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      | $1538641.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD GBP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $680507.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD GBP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $166181.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD GBP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $62007.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD IDR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $85029.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                         | SOLD ILS/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-46136.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD JPY/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $4912107.61   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $86306.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $2319.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $15863.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $20272.18     | 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      | $945.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD GBP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $2078663.27   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD CZK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $98664.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD DKK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $103759.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $7808353.45   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $183260.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $546670.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $203381.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT GBP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-42254.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | BOUGHT NZD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-5671.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $417253.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD CAD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $57102.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD CNY/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $130801.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD COP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-51762.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                            | Dell International LLC / EMC Corp 4.50 02/15/2031                                            | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3790000 | PA      | $3780493.92   | 0.14%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                            | Dell International LLC / EMC Corp 5.30 04/01/2032                                            | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      1177000 | PA      | $1215989.77   | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC 3.95 03/20/2028                                                 | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      2435000 | PA      | $2338817.50   | 0.09%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 65 CLO Ltd 6.25                                                                       | CUSIP: 26251YAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6800000 | PA      | $6820354.44   | 0.26%             | 2030-07-18      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                             | Duke Energy Corp 4.95 09/15/2035                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       980000 | PA      | $975061.97    | 0.04%             | 2035-09-15      | Fixed         | 4.95%                 | 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        |       620000 | PA      | $530353.21    | 0.02%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                     | Duke Energy Progress LLC 5.55 03/15/2055                                                     | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      3360000 | PA      | $3393348.44   | 0.13%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA 6.95 01/26/2039                                                     | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4096000 | PA      | $4591427.09   | 0.17%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                      | Eni SpA 5.95 05/15/2054                                                                      | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       909000 | PA      | $904694.19    | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                               | EPR Properties 4.95 04/15/2028                                                               | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      2040000 | PA      | $2060255.24   | 0.08%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                           | Expand Energy Corp 5.38 03/15/2030                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      5171000 | PA      | $5248630.67   | 0.20%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                          | Sprint Capital Corp 6.88 11/15/2028                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      2559000 | PA      | $2749845.69   | 0.10%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                               | EPR Properties 3.75 08/15/2029                                                               | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       500000 | PA      | $481799.04    | 0.02%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                     | Eagle Funding Luxco Sarl 5.50 08/17/2030                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     13000000 | PA      | $13222950.00  | 0.50%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                              | Stack Infrastructure Issuer LLC 0.00                                                         | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-MBS          | CORP              | US        |      3634000 | PA      | $3590832.80   | 0.14%             | 2046-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                              | Standard Building Solutions Inc 6.50 08/15/2032                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      1253000 | PA      | $1289351.74   | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                      | Bank of Nova Scotia/The 6.88 10/27/2085                                                      | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1800000 | PA      | $1817720.26   | 0.07%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                              | Eastern Energy Gas Holdings LLC 5.65 10/15/2054                                              | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |       277000 | PA      | $272819.70    | 0.01%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA 7.75 02/01/2032                                                                 | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      2535000 | PA      | $2622280.05   | 0.10%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC (pfd) 8.00% 12/15/2173 Perpetual                                                | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |      7523000 | NS      | $8033224.91   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                   | Barclays Commercial Mortgage Trust 2019-C4 3.25                                              | CUSIP: 07335CAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3359000 | PA      | $2119664.03   | 0.08%             | 2052-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                         | Beacon Funding Trust 6.27 08/15/2054                                                         | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |       710000 | PA      | $730911.14    | 0.03%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                            | Benchmark 2020-B16 Mortgage Trust 2.50                                                       | CUSIP: 08161NAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5544000 | PA      | $4180579.60   | 0.16%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elara Hgv Timeshare Issuer 2025-A LLC                                        | Elara Hgv Timeshare Issuer 2025-A LLC 4.54                                                   | CUSIP: 28416VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12776124 | PA      | $12781547.67  | 0.49%             | 2040-01-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO Ltd                                                              | Elmwood CLO 24 Ltd 5.63                                                                      | CUSIP: 290020AQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7625000 | PA      | $7637331.15   | 0.29%             | 2038-01-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                            | Benchmark 2019-B13 Mortgage Trust 2.50                                                       | CUSIP: 08162DAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2514000 | PA      | $1483880.20   | 0.06%             | 2057-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                            | Benchmark 2021-B31 Mortgage Trust 2.25                                                       | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2618000 | PA      | $1738375.56   | 0.07%             | 2054-12-15      | Fixed         | 2.25%                 | 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      | $8812216.15   | 0.33%             | 2045-12-20      | Fixed         | 1.40%                 | 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        |      4086000 | PA      | $3139770.63   | 0.12%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                    | Emera Inc 6.75 06/15/2076                                                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      7400000 | PA      | $7458918.80   | 0.28%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                 | Enbridge Inc 6.00 01/15/2077                                                                 | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      6880000 | PA      | $6912452.96   | 0.26%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                | Colombian TES 7.00 06/30/2032                                                                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  11500000000 | PA      | $2371781.15   | 0.09%             | 2032-06-30      | Fixed         | 7.00%                 | 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      | $6310218.54   | 0.24%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                                  | Biocon Biologics Global PLC 6.67 10/09/2029                                                  | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      4735000 | PA      | $4684139.47   | 0.18%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                                      | Blackbird Capital II Aircraft Lease Ltd 2.44                                                 | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3145108 | PA      | $2981216.46   | 0.11%             | 2046-07-15      | Fixed         | 2.44%                 | 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        |     10000000 | PA      | $10225999.64  | 0.39%             | 2031-08-01      | Fixed         | 0.60%                 | 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        |      4500000 | PA      | $5806099.15   | 0.22%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                              | Danske Bank A/S (pfd) 4.38% 11/18/2173 Perpetual                                             | CUSIP: K2227DL59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EP               | CORP              | DK        |     11100000 | NS      | $11053031.24  | 0.42%             |  |  |  | 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        |      3200000 | PA      | $4137683.33   | 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      | $2442156.57   | 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      | $3041299.61   | 0.12%             | 2030-12-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                               | European Union 0.00 07/04/2031                                                               | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     15800000 | PA      | $15794562.85  | 0.60%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG (pfd) 4.25% 04/09/2174 Perpetual                                              | CUSIP: D1706CHH0<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EP               | CORP              | DE        |      7000000 | NS      | $8017637.85   | 0.30%             |  |  |  | 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      | $3647661.67   | 0.14%             | 2032-04-25      | Fixed         | 1.75%                 | 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      | $2266364.96   | 0.09%             | 2027-09-21      | Variable      | 0.38%                 | 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      | $5116040.36   | 0.19%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                         | Banco de Sabadell SA (pfd) 5.00% 02/19/2174 Perpetual                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EP               | CORP              | ES        |      3000000 | NS      | $3504023.90   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                         | Telefonica Europe BV (pfd) 2.88% 05/24/2174 Perpetual                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |      1600000 | NS      | $1814328.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S COVERED 12/32 0.125                                 | CREDIT AGRICOLE PUBLIC S COVERED 12/32 0.125                                                 | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $979546.49    | 0.04%             | 2032-12-08      | Fixed         | 0.12%                 | 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      | $6739803.92   | 0.26%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                   | Mizuho Financial Group Inc 2.10 04/08/2032                                                   | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      6565000 | PA      | $7116417.90   | 0.27%             | 2032-04-08      | Fixed         | 2.10%                 | 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      | $1215807.70   | 0.05%             | 2052-03-20      | Fixed         | 1.00%                 | 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        |     31900000 | PA      | $8415425.96   | 0.32%             | 2042-10-15      | Fixed         | 4.70%                 | 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      | $1680676.83   | 0.06%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                         | La Banque Postale SA 5.63 09/21/2028                                                         | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1336986.11   | 0.05%             | 2028-09-21      | Variable      | 5.62%                 | 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      | $4464732.10   | 0.17%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC 8.41 11/14/2032                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2954180.82   | 0.11%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                             | Blue Owl Technology Finance Corp 6.10 03/15/2028                                             | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      6584000 | PA      | $6636850.89   | 0.25%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                | Boeing Co/The 5.71 05/01/2040                                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2025000 | PA      | $2065921.75   | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                          | United Kingdom Gilt 3.75 01/29/2038                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     20000000 | PA      | $24018157.69  | 0.91%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA (pfd) 7.25% 03/23/2174 Perpetual                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EP               | CORP              | FR        |      4900000 | NS      | $6099023.61   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA (pfd) 7.38% 06/11/2174 Perpetual                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EP               | CORP              | FR        |      2400000 | NS      | $3034894.87   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 1.60 12/20/2052                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1423845.44   | 0.05%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                               | Braskem Netherlands Finance BV 4.50 01/10/2028                                               | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1007000 | PA      | $453754.20    | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                               | Braskem Netherlands Finance BV 4.50 01/31/2030                                               | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      8636000 | PA      | $3481085.24   | 0.13%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | China Government Bond 2.64 01/15/2028                                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     48000000 | PA      | $6932782.30   | 0.26%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                     | Queensland Treasury Corp 4.50 08/22/2035                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     18850000 | PA      | $11964164.32  | 0.45%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV (pfd) 7.50% 05/16/2174 Perpetual                                                | CUSIP: N4578ELM8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |      7125000 | NS      | $7451333.98   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                            | Rothesay Life PLC 7.73 05/16/2033                                                            | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      6080000 | PA      | $8879927.59   | 0.34%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                      | Bristol-Myers Squibb Co 5.55 02/22/2054                                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $995736.98    | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                 | Broadcom Inc 4.80 02/15/2036                                                                 | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2165000 | PA      | $2149808.07   | 0.08%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA 6.63 05/31/2033                                                          | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      3200000 | PA      | $4585673.71   | 0.17%             | 2033-05-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                   | Credit Agricole Italia SpA 3.50 01/15/2030                                                   | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      9000000 | PA      | $10737973.09  | 0.41%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 1.20 06/20/2053                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1853500000 | PA      | $7852872.86   | 0.30%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                            | Japan Government Twenty Year Bond 1.10 06/20/2043                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2629220.23   | 0.10%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                     | Builders FirstSource Inc 4.25 02/01/2032                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      7540000 | PA      | $7139396.26   | 0.27%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                      | Capital Automotive REIT 5.25                                                                 | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6753255 | PA      | $6726093.61   | 0.26%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC 4.92 08/08/2030                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      3100000 | PA      | $3825922.57   | 0.15%             | 2030-08-08      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | Indonesia Treasury Bond 6.63 02/15/2034                                                      | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 181530000000 | PA      | $11317553.89  | 0.43%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 1.80 09/20/2053                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $4946160.60   | 0.19%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | China Government Bond 2.67 11/25/2033                                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     88000000 | PA      | $13245172.90  | 0.50%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | China Government Bond 2.54 12/25/2030                                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    277000000 | PA      | $40782549.49  | 1.55%             | 2030-12-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                           | Kingdom of Belgium Government Bond 2.85 10/22/2034                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     16250000 | PA      | $18414187.92  | 0.70%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                           | CNA Financial Corp 5.20 08/15/2035                                                           | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      3724000 | PA      | $3733918.80   | 0.14%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                      | CNO Financial Group Inc 5.25 05/30/2029                                                      | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      3880000 | PA      | $3944591.68   | 0.15%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                | Banco BPM SpA 3.38 01/24/2030                                                                | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      2400000 | PA      | $2845392.34   | 0.11%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                            | Italy Buoni Poliennali Del Tesoro 3.85 07/01/2034                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     17700000 | PA      | $21419558.20  | 0.81%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd                                                                 | Enerflex Ltd 9.00 10/15/2027                                                                 | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      3736000 | PA      | $3825761.14   | 0.15%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                      | CNO Financial Group Inc 6.45 06/15/2034                                                      | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      1615000 | PA      | $1714767.21   | 0.07%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                              | CVS Health Corp 6.00 06/01/2044                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1190991.50   | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                              | CVS Health Corp 7.00 03/10/2055                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2288000 | PA      | $2407493.09   | 0.09%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                              | CVS Health Corp 5.45 09/15/2035                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1006000 | PA      | $1027677.42   | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 4.13 03/08/2033                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1916395.93   | 0.07%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 1.80 03/20/2054                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1120000000 | PA      | $5514798.60   | 0.21%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                   | COPT Defense Properties LP 4.50 10/15/2030                                                   | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      1176000 | PA      | $1169614.59   | 0.04%             | 2030-10-15      | Fixed         | 4.50%                 | 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        |      4673000 | PA      | $4399431.83   | 0.17%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                        | Spain Government Bond 3.10 07/30/2031                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10000000 | PA      | $11819042.82  | 0.45%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 2.20 06/20/2054                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    680000000 | PA      | $3675991.22   | 0.14%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| State of California                                                          | State of California 7.60% 11/01/2040                                                         | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |        20000 | PA      | $24766.50     | 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: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       120000 | PA      | $122471.57    | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| California State University                                                  | California State University 2.98% 11/01/2051                                                 | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       825000 | PA      | $574189.36    | 0.02%             | 2051-11-01      | Fixed         | 2.98%                 | 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        |      2180000 | PA      | $1139326.08   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 09/54 2.19                                       | CHINA GOVERNMENT BOND BONDS 09/54 2.19                                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    118000000 | PA      | $16693628.57  | 0.63%             | 2054-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                           | Kingdom of Belgium Government Bond 3.10 06/22/2035                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      1500000 | PA      | $1719088.74   | 0.07%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                   | Capital One Financial Corp 2.36 07/29/2032                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      3460000 | PA      | $3007336.12   | 0.11%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                             | Carlisle Cos Inc 5.55 09/15/2040                                                             | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      1233000 | PA      | $1253652.44   | 0.05%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                | Carnival Corp 4.00 08/01/2028                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      1960000 | PA      | $1929346.15   | 0.07%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                | Carnival Corp 5.13 05/01/2029                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      2731000 | PA      | $2766469.38   | 0.11%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                     | Celanese US Holdings LLC 6.67 07/15/2027                                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1485000 | PA      | $1525343.00   | 0.06%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                 | Centene Corp 4.63 12/15/2029                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      2060000 | PA      | $1999691.03   | 0.08%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                        | Banque Federative du Credit Mutuel SA 4.00 01/15/2035                                        | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3529381.02   | 0.13%             | 2035-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                 | Sumitomo Mitsui Banking Corp 2.74 02/18/2030                                                 | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | JP        |      6000000 | PA      | $6928529.68   | 0.26%             | 2030-02-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                       | CenterPoint Energy Inc 5.95 04/01/2056                                                       | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      2702000 | PA      | $2721586.80   | 0.10%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding LP                                                     | Cerberus Loan Funding XXXIX LP 5.30                                                          | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |      3952263 | PA      | $3957116.00   | 0.15%             | 2033-01-15      | Floating      | 5.30%                 | 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        |      6440000 | PA      | $6724332.44   | 0.26%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-3                              | Chase Home Lending Mortgage Trust Series 2024-3 6.00                                         | CUSIP: 16159HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7876287 | PA      | $7988591.40   | 0.30%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-10                                    | Chase Home Lending Mortgage Trust 2024-10 6.00                                               | CUSIP: 16159YAD2<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |      6869109 | PA      | $6958988.78   | 0.26%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-10                                    | Chase Home Lending Mortgage Trust 2025-10 5.50                                               | CUSIP: 16160BAE7<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |     10102318 | PA      | $10187159.20  | 0.39%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                     | Chase Home Lending Mortgage Trust 2024-9 5.50                                                | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7002170 | PA      | $7021654.51   | 0.27%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                     | Chase Home Lending Mortgage Trust 2024-9 5.50                                                | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2561120 | PA      | $2561001.24   | 0.10%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                              | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                         | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3007013 | PA      | $3042841.65   | 0.12%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                          | Cheniere Energy Inc 4.63 10/15/2028                                                          | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      1065000 | PA      | $1062940.46   | 0.04%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc/Delaware                                                   | Cisco Systems Inc 5.50 02/24/2055                                                            | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       994000 | PA      | $1004335.18   | 0.04%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                          | Citadel Finance LLC 5.90 02/10/2030                                                          | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1010572.45   | 0.04%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                          | Saudi Government International Bond 3.38 03/05/2032                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     14250000 | PA      | $16568883.85  | 0.63%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                                                | Alpha Bank SA 4.31 07/23/2036                                                                | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |      4500000 | PA      | $5277909.90   | 0.20%             | 2036-07-23      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                           | Kingdom of Belgium Government Bond 5.00 03/28/2035                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     15220000 | PA      | $20238791.34  | 0.77%             | 2035-03-28      | Fixed         | 5.00%                 | 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      | $4279492.69   | 0.16%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc (pfd) 6.25% 02/15/2174 Perpetual                                               | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      4430000 | NS      | $4472900.12   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc (pfd) 3.88% 05/18/2174 Perpetual                                               | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      7483000 | NS      | $7445502.69   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc 5.17 09/11/2036                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2030000 | PA      | $2056050.34   | 0.08%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc 5.61 03/04/2056                                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1345000 | PA      | $1366100.05   | 0.05%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-1                                         | Citigroup Mortgage Loan Trust 2024-1 6.00                                                    | CUSIP: 17332CBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6807841 | PA      | $6895804.94   | 0.26%             | 2054-07-25      | Variable      | 6.00%                 | 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      | $1706568.16   | 0.06%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                       | Colombia Government International Bond 8.00 11/14/2035                                       | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       880000 | PA      | $961400.00    | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comerica Bank                                                                | Comerica Bank 5.33 08/25/2033                                                                | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |       595000 | PA      | $597805.03    | 0.02%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | Ford Motor Credit Co LLC 6.05 11/05/2031                                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |      3740000 | PA      | $3824976.09   | 0.15%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                        | Foundry JV Holdco LLC 5.88 01/25/2034                                                        | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1395000 | PA      | $1441695.57   | 0.05%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                        | Foundry JV Holdco LLC 6.25 01/25/2035                                                        | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1575000 | PA      | $1677830.14   | 0.06%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                        | Foundry JV Holdco LLC 6.10 01/25/2036                                                        | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1141000 | PA      | $1206662.58   | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                        | Foundry JV Holdco LLC 6.30 01/25/2039                                                        | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1288686.09   | 0.05%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC 9.25 02/01/2029                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      2530000 | PA      | $2658131.85   | 0.10%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC 8.63 03/15/2031                                         | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6190000 | PA      | $6551396.96   | 0.25%             | 2031-03-15      | Fixed         | 8.62%                 | 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        |      1521230 | PA      | $1449155.68   | 0.06%             | 2042-06-20      | Fixed         | 3.50%                 | 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        |      1040333 | PA      | $937403.21    | 0.04%             | 2050-05-20      | 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        |      2748897 | PA      | $2480409.57   | 0.09%             | 2050-07-20      | Fixed         | 3.00%                 | 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        |      2344020 | PA      | $2162456.90   | 0.08%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 3.00                                                                      | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6352787 | PA      | $5718388.70   | 0.22%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 2.00                                                                      | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12818472 | PA      | $10674702.03  | 0.41%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 4.00                                                                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6948552 | PA      | $6629865.21   | 0.25%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 4.50                                                                      | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4329849 | PA      | $4259333.52   | 0.16%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 4.50                                                                      | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7866306 | PA      | $7736981.70   | 0.29%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 4.00                                                                      | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15781595 | PA      | $14987150.42  | 0.57%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                        | GLP Capital LP / GLP Financing II Inc 5.25 02/15/2033                                        | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2973000 | PA      | $2980908.18   | 0.11%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                           | Ally Financial Inc 8.00 11/01/2031                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      2363000 | PA      | $2691200.76   | 0.10%             | 2031-11-01      | Fixed         | 8.00%                 | 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        |         2487 | PA      | $2499.56      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | 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        |         3049 | PA      | $3135.22      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | 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        |         1699 | PA      | $1705.50      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | 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      | $1188872.81   | 0.05%             | 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      | $1595089.48   | 0.06%             | 2037-03-20      | Fixed         | 2.40%                 | 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        |         8571 | PA      | $8582.18      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 5.00                                                                      | CUSIP: 3622ADQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4341055 | PA      | $4338886.85   | 0.16%             | 2054-12-20      | Fixed         | 5.00%                 | 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      | $4299110.11   | 0.16%             | 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      | $1785967.71   | 0.07%             | 2039-03-30      | Fixed         | 3.50%                 | 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        |         2744 | PA      | $2648.79      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                       | GS Mortgage Securities Trust 2019-GC42 2.80                                                  | CUSIP: 36257UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5175784 | PA      | $3803077.06   | 0.14%             | 2052-09-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                       | GS Mortgage Securities Trust 2019-GSA1 2.80                                                  | CUSIP: 36261PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5990000 | PA      | $4731319.50   | 0.18%             | 2052-11-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                            | GXO Logistics Inc 6.25 05/06/2029                                                            | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      3385000 | PA      | $3559123.66   | 0.14%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                            | GXO Logistics Inc 6.50 05/06/2034                                                            | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |       355000 | PA      | $381216.34    | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ5                                 | GS Mortgage-Backed Securities Trust 2024-PJ5 6.00                                            | CUSIP: 36269XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7093387 | PA      | $7169397.18   | 0.27%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ5                                 | GS Mortgage-Backed Securities Trust 2025-PJ5 5.50                                            | CUSIP: 36272DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13520985 | PA      | $13607386.70  | 0.52%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ6                                 | GS Mortgage-Backed Securities Trust 2025-PJ6 6.00                                            | CUSIP: 36272KAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7178102 | PA      | $7286291.49   | 0.28%             | 2055-11-25      | Variable      | 6.00%                 | 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        |         1260 | PA      | $1294.52      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ7                                 | GS Mortgage-Backed Securities Trust 2024-PJ7 5.50                                            | CUSIP: 362949AM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7702309 | PA      | $7700594.34   | 0.29%             | 2054-11-25      | Variable      | 5.50%                 | 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      | $269205.69    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | 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      | $6858367.68   | 0.26%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                            | Japan Government Twenty Year Bond 0.50 06/20/2038                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    931000000 | PA      | $5059455.13   | 0.19%             | 2038-06-20      | Fixed         | 0.50%                 | 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      | $6829657.08   | 0.26%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                                               | CNP Assurances SA (pfd) 4.75% 12/27/2173 Perpetual                                           | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | EP               | CORP              | FR        |      3500000 | NS      | $4075411.62   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                            | Japan Government Twenty Year Bond 0.70 09/20/2038                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    906000000 | PA      | $5021752.47   | 0.19%             | 2038-09-20      | Fixed         | 0.70%                 | 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      | $2274823.34   | 0.09%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                     | Cooperatieve Rabobank UA (pfd) 3.25% 12/29/2173 Perpetual                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | EP               | CORP              | US        |      5000000 | NS      | $5718504.41   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                         | GCAT 2024-INV3 Trust 5.50                                                                    | CUSIP: 36830FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11243409 | PA      | $11333447.25  | 0.43%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                              | General Motors Financial Co Inc 5.60 06/18/2031                                              | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |      1150000 | PA      | $1196571.61   | 0.05%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co In                                               | General Motors Financial Co Inc 6.15 07/15/2035                                              | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |      1660000 | PA      | $1751422.51   | 0.07%             | 2035-07-15      | Fixed         | 6.15%                 | 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      | $1942111.24   | 0.07%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 6.48 10/24/2029                                                  | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       300000 | PA      | $318829.37    | 0.01%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 4.69 10/23/2030                                                  | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       534000 | PA      | $540861.14    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 4.37 10/21/2031                                                  | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2987734.47   | 0.11%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                        | Golub Capital BDC Inc 7.05 12/05/2028                                                        | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      1318000 | PA      | $1383149.91   | 0.05%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                            | Golub Capital Private Credit Fund 5.45 08/15/2028                                            | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |      3970000 | PA      | $3995218.55   | 0.15%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                             | Goodgreen 2018-1 3.93                                                                        | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |      1008095 | PA      | $930814.85    | 0.04%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                  | Grupo Energia Bogota SA ESP 5.75 10/22/2035                                                  | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |      1634000 | PA      | $1625053.85   | 0.06%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                   | Grupo Aeromexico SAB de CV 8.25 11/15/2029                                                   | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      4875000 | PA      | $4923750.00   | 0.19%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                      | HCA Inc 4.90 11/15/2035                                                                      | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3947000 | PA      | $3901760.00   | 0.15%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                      | HCA Inc 5.70 11/15/2055                                                                      | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2763000 | PA      | $2697130.36   | 0.10%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.00% 11/22/2173 Perpetual                                           | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |      6847000 | NS      | $6904706.52   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.88% 03/11/2174 Perpetual                                           | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |      1973000 | NS      | $2043059.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                  | New Zealand Government Bond 1.75 05/15/2041                                                  | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      6040000 | PA      | $2359632.05   | 0.09%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 2.50 11/30/2032                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2127185.42   | 0.08%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                                          | Alliant Energy Corp 5.75 04/01/2056                                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      4196000 | PA      | $4214126.72   | 0.16%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNCL 5 11/25 MBS 30yr                                                                        | CUSIP: 01F0506B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10159000 | PA      | $10109437.90  | 0.38%             | 2055-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 5.45 01/14/2028                                                   | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      1390000 | PA      | $1401002.14   | 0.05%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 4.90 09/11/2028                                                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      2105000 | PA      | $2090255.72   | 0.08%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                        | American Airlines Inc 7.25 02/15/2028                                                        | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $2815511.82   | 0.11%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                     | American Assets Trust LP 3.38 02/01/2031                                                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |      2410000 | PA      | $2197827.94   | 0.08%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                     | Hawaiian Electric Co Inc 6.00 10/01/2033                                                     | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      4228000 | PA      | $4278169.45   | 0.16%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                            | Herc Holdings Inc 5.50 07/15/2027                                                            | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       688000 | PA      | $688299.00    | 0.03%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                            | Herc Holdings Inc 7.25 06/15/2033                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      2163000 | PA      | $2282112.08   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                  | Hologic Inc 3.25 02/15/2029                                                                  | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      2610000 | PA      | $2578262.14   | 0.10%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                               | American Electric Power Co Inc 5.80 03/15/2056                                               | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1328611.95   | 0.05%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                               | American Electric Power Co Inc 6.05 03/15/2056                                               | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1342920.63   | 0.05%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                          | American Express Co 4.80 10/24/2036                                                          | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      3958000 | PA      | $3914186.48   | 0.15%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                  | American Honda Finance Corp 4.95 01/09/2026                                                  | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | CA        |       650000 | PA      | $650703.26    | 0.02%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                          | American Tower Corp 5.35 03/15/2035                                                          | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      3535000 | PA      | $3634809.77   | 0.14%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                    | Amgen Inc 5.65 03/02/2053                                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1423116.59   | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                | Amphenol Corp 4.13 11/15/2030                                                                | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      2950000 | PA      | $2927282.94   | 0.11%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                | Amphenol Corp 4.40 02/15/2033                                                                | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      2430000 | PA      | $2403638.12   | 0.09%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                | Amphenol Corp 4.63 02/15/2036                                                                | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2949597.75   | 0.11%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                | Amphenol Corp 5.30 11/15/2055                                                                | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1285498.30   | 0.05%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                          | Antares Holdings LP 6.35 10/23/2029                                                          | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |      2485000 | PA      | $2536612.90   | 0.10%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                          | Elevance Health Inc 5.00 01/15/2036                                                          | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1080000 | PA      | $1076061.91   | 0.04%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                | AppLovin Corp 5.13 12/01/2029                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       438000 | PA      | $447210.65    | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                | AppLovin Corp 5.50 12/01/2034                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2507579.34   | 0.10%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                  | Northern States Power Co/MN 5.10 05/15/2053                                                  | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      1035000 | PA      | $992688.31    | 0.04%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                  | Northern States Power Co/MN 5.65 05/15/2055                                                  | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      1284000 | PA      | $1325717.25   | 0.05%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                          | Northern Trust Corp 3.38 05/08/2032                                                          | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      8560000 | PA      | $8416916.86   | 0.32%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| OBX 2024-J1 Trust                                                            | OBX 2024-J1 Trust 5.50                                                                       | CUSIP: 67119QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3980859 | PA      | $3994303.07   | 0.15%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                              | PennyMac Financial Services Inc 6.75 02/15/2034                                              | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       740000 | PA      | $759129.00    | 0.03%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos 6.84 01/23/2030                                                          | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       854000 | PA      | $877134.01    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos 5.95 01/28/2031                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     15650000 | PA      | $15318235.65  | 0.58%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                            | Piedmont Operating Partnership LP 9.25 07/20/2028                                            | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |      3269000 | PA      | $3619022.26   | 0.14%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                           | Saavi Energia Sarl 8.88 02/10/2035                                                           | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      3545000 | PA      | $3815306.25   | 0.15%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                      | Charles Schwab Corp/The (pfd) 4.00% 06/01/2174 Perpetual                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      4064000 | NS      | $4031858.23   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                             | Light & Wonder International Inc 7.25 11/15/2029                                             | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      4005000 | PA      | $4111408.85   | 0.16%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                       | Sempra 4.13 04/01/2052                                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      6838000 | PA      | $6686262.73   | 0.25%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                                | Sequoia Mortgage Trust 2024-8 5.50                                                           | CUSIP: 81749NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8319355 | PA      | $8350256.51   | 0.32%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                                | Sequoia Mortgage Trust 2024-8 5.50                                                           | CUSIP: 81749NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5772735 | PA      | $5771275.10   | 0.22%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-9                                                | Sequoia Mortgage Trust 2024-9 5.50                                                           | CUSIP: 81749PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5468940 | PA      | $5493434.19   | 0.21%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                               | Sequoia Mortgage Trust 2024-10 5.50                                                          | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3926775 | PA      | $3944734.05   | 0.15%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                               | Sequoia Mortgage Trust 2024-10 5.50                                                          | CUSIP: 81749QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2658838 | PA      | $2661359.06   | 0.10%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                         | Siemens Financieringsmaatschappij NV 1.20 03/11/2026                                         | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      1505000 | PA      | $1489889.62   | 0.06%             | 2026-03-11      | Fixed         | 1.20%                 | 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        |       259154 | PA      | $258053.01    | 0.01%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                          | Sirius XM Radio LLC 4.00 07/15/2028                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      6845000 | PA      | $6657078.47   | 0.25%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                          | Sirius XM Radio LLC 3.13 09/01/2026                                                          | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      2685000 | PA      | $2664935.53   | 0.10%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                     | Snam SpA 6.50 05/28/2055                                                                     | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      1677000 | PA      | $1807898.37   | 0.07%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 4.75% 11/26/2173 Perpetual                                         | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |      1207000 | NS      | $1202142.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 9.38% 05/22/2174 Perpetual                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |      7760000 | NS      | $8337506.96   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                              | Solstice Advanced Materials Inc 5.63 09/30/2033                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      3278000 | PA      | $3282949.78   | 0.12%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                 | Southern Co Gas Capital Corp 5.10 09/15/2035                                                 | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      2649000 | PA      | $2665910.98   | 0.10%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                        | Southwest Airlines Co 4.38 11/15/2028                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      3670000 | PA      | $3662654.31   | 0.14%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC (pfd) 7.75% 02/15/2174 Perpetual                                      | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EP               | CORP              | GB        |      2118000 | NS      | $2203067.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                                   | Standard Industries Inc/NY 4.38 07/15/2030                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       470000 | PA      | $453654.12    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JR UNIV                                                      | Leland Stanford Junior University/The 4.68 03/01/2035                                        | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |       500000 | PA      | $506960.41    | 0.02%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                | Sumter Landing Community Development District 5.57% 10/01/2040                               | CUSIP: 86657MCH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       470000 | PA      | $489143.48    | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                | Sumter Landing Community Development District 5.74% 10/01/2045                               | CUSIP: 86657MCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       710000 | PA      | $732280.58    | 0.03%             | 2045-10-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                | Sumter Landing Community Development District 5.82% 10/01/2054                               | CUSIP: 86657MCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1295000 | PA      | $1328619.50   | 0.05%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP 7.00 05/01/2029                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2116000 | PA      | $2207383.69   | 0.08%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP (pfd) 7.88% 03/18/2174 Perpetual                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |      2525000 | NS      | $2566069.13   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP 5.88 03/15/2034                                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2566000 | PA      | $2567234.25   | 0.10%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                  | Surgery Center Holdings Inc 7.25 04/15/2032                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      1166000 | PA      | $1201168.89   | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                        | Switch ABS Issuer LLC 5.44                                                                   | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4800000 | PA      | $4820509.44   | 0.18%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                 | Synopsys Inc 5.00 04/01/2032                                                                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5302000 | PA      | $5414993.15   | 0.21%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                               | TD SYNNEX Corp 4.30 01/17/2029                                                               | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      3302000 | PA      | $3293460.37   | 0.13%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                             | T-Mobile USA Inc 6.70 12/15/2033                                                             | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2203000 | PA      | $2465070.44   | 0.09%             | 2033-12-15      | Fixed         | 6.70%                 | 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      | $7703333.19   | 0.29%             | 2041-09-20      | Fixed         | 2.00%                 | 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      | $9631832.36   | 0.37%             | 2044-09-01      | Fixed         | 4.75%                 | 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      | $2320877.86   | 0.09%             | 2032-12-20      | Fixed         | 4.25%                 | 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      | $3413897.83   | 0.13%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                             | Japan Government Forty Year Bond 1.40 03/20/2055                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    625000000 | PA      | $2754945.70   | 0.10%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140XHNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9025299 | PA      | $8684896.71   | 0.33%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140XJCU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13284210 | PA      | $11911508.65  | 0.45%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 2.50                                                                         | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2143380 | PA      | $1843270.90   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140XLAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14625620 | PA      | $13227730.52  | 0.50%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140XLTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11392178 | PA      | $11272654.66  | 0.43%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140XMAY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3305913 | PA      | $3255592.07   | 0.12%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 2.50                                                                         | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8284111 | PA      | $7105550.36   | 0.27%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3860481 | PA      | $3917219.69   | 0.15%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 31418XYX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       665616 | PA      | $641102.92    | 0.02%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 6.50                                                                        | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4757469 | PA      | $4943738.74   | 0.19%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 5.50                                                                        | CUSIP: 3142GRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10094768 | PA      | $10279393.06  | 0.39%             | 2054-04-01      | 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        |      8675000 | PA      | $8632735.40   | 0.33%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                            | Flowers Foods Inc 5.75 03/15/2035                                                            | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1390955.95   | 0.05%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                             | LPL Holdings Inc 5.15 06/15/2030                                                             | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      2575000 | PA      | $2622978.66   | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | 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        |      4240000 | PA      | $4160879.06   | 0.16%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp           | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031           | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9600000 | PA      | $10091625.60  | 0.38%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                             | Lamar Media Corp 3.75 02/15/2028                                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3550000 | PA      | $3454841.54   | 0.13%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                      | Latam Airlines Group SA 7.88 04/15/2030                                                      | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      3907000 | PA      | $4045307.80   | 0.15%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                     | Liberty Mutual Group Inc 4.13 12/15/2051                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      3170000 | PA      | $3099398.74   | 0.12%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                               | Merck & Co Inc 5.70 09/15/2055                                                               | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      2070000 | PA      | $2136288.15   | 0.08%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                     | MetLife Capital Trust IV 7.88 12/15/2067                                                     | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2891000 | PA      | $3253684.62   | 0.12%             | 2067-12-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                  | MetLife Inc 6.40 12/15/2066                                                                  | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      3102000 | PA      | $3275560.00   | 0.12%             | 2066-12-15      | Fixed         | 6.40%                 | 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      | $1243504.00   | 0.05%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                        | Micron Technology Inc 5.30 01/15/2031                                                        | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      2695000 | PA      | $2786680.02   | 0.11%             | 2031-01-15      | Fixed         | 5.30%                 | 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      | $284991.41    | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                       | Morgan Stanley Capital I Trust 2018-L1 3.00                                                  | CUSIP: 61691QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4192000 | PA      | $3503359.62   | 0.13%             | 2051-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 6.63 11/01/2034                                                               | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2971222.03   | 0.11%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 5.83 04/19/2035                                                               | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       431000 | PA      | $459699.27    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 5.52 11/19/2055                                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       380000 | PA      | $384555.09    | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 4.89 10/22/2036                                                               | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1205000 | PA      | $1198841.10   | 0.05%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H3                                       | Morgan Stanley Capital I Trust 2018-H3 3.00                                                  | CUSIP: 61767YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2392000 | PA      | $2002858.20   | 0.08%             | 2051-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2023-4                        | Morgan Stanley Residential Mortgage Loan Trust 2023-4 6.00                                   | CUSIP: 61775WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3258408 | PA      | $3272179.14   | 0.12%             | 2053-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                               | Morgan Stanley Private Bank NA 4.73 07/18/2031                                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1401959.40   | 0.05%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-3                        | Morgan Stanley Residential Mortgage Loan Trust 2024-3 6.00                                   | CUSIP: 61776QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4437956 | PA      | $4464062.35   | 0.17%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Mountain View Funding CLO                                                    | Mountain View CLO 2017-2 LLC 5.86                                                            | CUSIP: 62432LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       907570 | PA      | $906465.40    | 0.03%             | 2031-01-16      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                             | NMI Holdings Inc 6.00 08/15/2029                                                             | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |      3345000 | PA      | $3453043.50   | 0.13%             | 2029-08-15      | Fixed         | 6.00%                 | 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        |      1850000 | PA      | $1844131.06   | 0.07%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society 4.13 10/18/2032                                                  | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      2299000 | PA      | $2275462.91   | 0.09%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                                    | TEGNA Inc 4.63 03/15/2028                                                                    | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      5490000 | PA      | $5439225.19   | 0.21%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                        | Tenet Healthcare Corp 5.13 11/01/2027                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      4753000 | PA      | $4750985.68   | 0.18%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                        | Tenet Healthcare Corp 6.13 10/01/2028                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1665000 | PA      | $1668186.81   | 0.06%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                | Texas Natural Gas Securitization Finance Corp 5.17% 04/01/2041                               | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       230000 | PA      | $236518.18    | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | 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        |       670000 | PA      | $465435.40    | 0.02%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC 6.75 01/15/2036                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      2486000 | PA      | $2634528.56   | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                                      | Versant Media Group Inc 7.25 01/30/2031                                                      | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       132000 | PA      | $134633.68    | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                       | VERTICAL BRIDGE CC LLC 5.16                                                                  | CUSIP: 92535VAQ5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |      7444627 | PA      | $7455488.71   | 0.28%             | 2055-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                                            | Verus Securitization Trust 2023-8 6.66                                                       | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |      2037810 | PA      | $2059615.45   | 0.08%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                             | Paramount Global 4.38 03/15/2043                                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      3313000 | PA      | $2510508.48   | 0.10%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                             | Paramount Global 6.25 02/28/2057                                                             | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      2498000 | PA      | $2450950.17   | 0.09%             | 2057-02-28      | Variable      | 6.25%                 | 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        |      2270000 | PA      | $2196057.66   | 0.08%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                           | Expand Energy Corp 6.75 04/15/2029                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       435000 | PA      | $438587.53    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                         | WB Commercial Mortgage Trust 2024-HQ 5.94                                                    | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4250000 | PA      | $4260928.03   | 0.16%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc                                                               | Weir Group Inc 5.35 05/06/2030                                                               | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |      2195000 | PA      | $2252574.94   | 0.09%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | Wells Fargo & Co (pfd) 3.9% 06/15/2169 Perpetual                                             | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      3985000 | NS      | $3961268.13   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | Wells Fargo & Co 5.01 04/04/2051                                                             | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1190000 | PA      | $1111475.41   | 0.04%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | Wells Fargo & Co 5.61 04/23/2036                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       940000 | PA      | $988179.74    | 0.04%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                               | Wells Fargo Commercial Mortgage Trust 2017-C41 2.60                                          | CUSIP: 95001AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2067000 | PA      | $1747309.31   | 0.07%             | 2050-11-15      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                               | Wells Fargo Commercial Mortgage Trust 2020-C55 2.50                                          | CUSIP: 95002EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2458000 | PA      | $1651550.85   | 0.06%             | 2053-02-15      | Fixed         | 2.50%                 | 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      | $4596198.13   | 0.17%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                | Mexican Bonos 5.50 05/29/2031                                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    158230000 | PA      | $8311353.77   | 0.32%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                     | Wynnton Funding Trust II 5.99 08/15/2055                                                     | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2444000 | PA      | $2512756.98   | 0.10%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                | Yinson Bergenia Production BV 8.50 01/31/2045                                                | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      5339000 | PA      | $5610267.28   | 0.21%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                             | Zions Bancorp NA 6.82 11/19/2035                                                             | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      4581000 | PA      | $4865088.20   | 0.18%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                        | Spain Government Bond 2.70 01/31/2030                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10000000 | PA      | $11660773.24  | 0.44%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC 1.20 09/23/2031                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      1585000 | PA      | $1801506.39   | 0.07%             | 2031-09-23      | Variable      | 1.20%                 | 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        |       967000 | PA      | $943632.24    | 0.04%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                       | Commonwealth Edison Co 5.95 06/01/2055                                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       845000 | PA      | $902913.20    | 0.03%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R09                                 | Connecticut Avenue Securities Trust 2022-R09 6.68                                            | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1193528 | PA      | $1209454.96   | 0.05%             | 2042-09-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                                 | Connecticut Avenue Securities Trust 2024-R01 5.23                                            | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3378844 | PA      | $3380046.49   | 0.13%             | 2044-01-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                 | Connecticut Avenue Securities Trust 2023-R05 6.08                                            | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4410597 | PA      | $4454769.94   | 0.17%             | 2043-06-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                                | CoreWeave Inc 9.25 06/01/2030                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      4120000 | PA      | $4165736.12   | 0.16%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                   | G2SF 5 11/25 MBS 30yr                                                                        | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5891000 | PA      | $5873784.02   | 0.22%             | 2055-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC         | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 5.60 01/15/2031         | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3975000 | PA      | $3991619.48   | 0.15%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                       | Cox Communications Inc 5.70 06/15/2033                                                       | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      1887000 | PA      | $1923011.51   | 0.07%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                           | CyrusOne Data Centers Issuer I LLC 0.00                                                      | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6300000 | PA      | $6207584.04   | 0.24%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2020-2                                  | Deephaven Residential Mortgage Trust 2020-2 6.40                                             | CUSIP: 24380NAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4482000 | PA      | $4513066.53   | 0.17%             | 2065-05-25      | Variable      | 6.40%                 | 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      | $601548.16    | 0.02%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                             | Essent Group Ltd 6.25 07/01/2029                                                             | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |      2785000 | PA      | $2916729.94   | 0.11%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc                                                            | EUSHI Finance Inc 6.25 04/01/2056                                                            | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2698000 | PA      | $2688466.62   | 0.10%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 5.50 11/15/2045                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1408708.98   | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | 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        |       108489 | NS      | $108489.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGX Mini Japan Government 10 Y                                               | 10YR MINI JGB FUT Dec25                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | JP        |          165 | NC      | $-81953.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                | US 10YR NOTE (CBT)Dec25                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -1431 | NC      | $-225797.84   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT                                                            | CAN 10YR BOND FUT Dec25                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | CA        |          687 | NC      | $1472650.17   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE                                                             | LONG GILT FUTURE  Dec25                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |          933 | NC      | $3844971.78   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                          | US 10yr Ultra Fut Dec25                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         -176 | NC      | $137563.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex 10 Year Euro BUND Future                                               | EURO-BUND FUTURE  Dec25                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |          748 | NC      | $1404438.83   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex 2 Year Euro SCHATZ Futur                                               | EURO-SCHATZ FUT   Dec25                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |        -1527 | NC      | $-2552.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME Ultra Long Term US Treasury                                              | US ULTRA BOND CBT Dec25                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          211 | NC      | $1029706.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                 | US 2YR NOTE (CBT) Dec25                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         -289 | NC      | $231990.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| French Government Bond Futures                                               | Euro-OAT Future   Dec25                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | FR        |          814 | NC      | $2339437.23   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KFE 10 Year Treasury Bond Futu                                               | KOREA 10YR BND FU Dec25                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | KR        |          450 | NC      | $-746025.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co                                                 | Fixed Income Clearing Corp 4.15 11/03/2025                                                   | CUSIP: RPEV0P0O6<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        |     40186000 | PA      | $40186000.00  | 1.53%             | 2025-11-03      | Fixed         | 4.15%                 | 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      | $3492844.33   | 0.13%             | 2031-04-29      | Fixed         | 1.20%                 | 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        |      9375000 | PA      | $9151455.20   | 0.35%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         4562 | PA      | $4582.58      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                  | Hubbell Inc 4.80 11/15/2035                                                                  | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |       930000 | PA      | $926577.93    | 0.04%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        13659 | PA      | $13096.20     | 0.00%             | 2042-05-01      | 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        |        90858 | PA      | $87978.49     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.17                                                                         | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       467695 | PA      | $468021.56    | 0.02%             | 2047-03-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.10                                                                         | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       304168 | PA      | $304102.16    | 0.01%             | 2047-04-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.00                                                                         | CUSIP: 3140N3AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9361092 | PA      | $9409349.90   | 0.36%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                            | Hyatt Hotels Corp 5.75 03/30/2032                                                            | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       855000 | PA      | $893161.20    | 0.03%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                     | Icon Investments Six DAC 6.00 05/08/2034                                                     | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |       441000 | PA      | $462880.66    | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV (pfd) 5.75% 11/16/2173 Perpetual                                                | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |      7410000 | NS      | $7446472.02   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                   | Intel Corp 5.15 02/21/2034                                                                   | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      1065000 | PA      | $1081520.34   | 0.04%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       533129 | PA      | $499748.99    | 0.02%             | 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        |      3757967 | PA      | $3578538.01   | 0.14%             | 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        |      8826946 | PA      | $8172911.98   | 0.31%             | 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        |      5249208 | PA      | $4709219.32   | 0.18%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5462353 | PA      | $5055950.43   | 0.19%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.00                                                                         | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2594416 | PA      | $2602439.07   | 0.10%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.00                                                                         | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10915897 | PA      | $10946838.66  | 0.42%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 3140QREQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4589928 | PA      | $4669610.44   | 0.18%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.50                                                                         | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5261653 | PA      | $5472989.07   | 0.21%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 3140QRR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11367234 | PA      | $11614137.54  | 0.44%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                   | Intel Corp 5.60 02/21/2054                                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       711000 | PA      | $680471.57    | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC                                                       | Brightstar Lottery PLC 5.25 01/15/2029                                                       | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      5440000 | PA      | $5429771.71   | 0.21%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA 4.20 06/01/2032                                                          | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      5941000 | PA      | $5633849.88   | 0.21%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                    | IQVIA Inc 5.00 05/15/2027                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      3910000 | PA      | $3911373.47   | 0.15%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.00                                                                         | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4053621 | PA      | $4193491.47   | 0.16%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.00                                                                         | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1631475 | PA      | $1673968.70   | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7693520 | PA      | $7794594.84   | 0.30%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.00                                                                         | CUSIP: 3140QUNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5533253 | PA      | $5671272.62   | 0.22%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4968344 | PA      | $4860766.88   | 0.18%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140X8S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6631781 | PA      | $6340885.60   | 0.24%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                        | Lincoln National Corp 7.00 06/15/2040                                                        | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      1123000 | PA      | $1275302.06   | 0.05%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                     | Lloyds Banking Group PLC (pfd) 6.75% 09/27/2174 Perpetual                                    | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |      3919000 | NS      | $3952076.36   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                    | IQVIA Inc 6.25 02/01/2029                                                                    | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1265000 | PA      | $1333546.56   | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2025-CCM1                                           | JP Morgan Mortgage Trust 2025-CCM1 5.50                                                      | CUSIP: 46593MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10497758 | PA      | $10563211.25  | 0.40%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                     | JP Morgan Mortgage Trust 5.50                                                                | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6813929 | PA      | $6844041.13   | 0.26%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 5.77 04/22/2035                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2662000 | PA      | $2839932.13   | 0.11%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| LoanCore                                                                     | LoanCore 2021-CRE5 Issuer Ltd 5.90                                                           | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4913654 | PA      | $4910635.06   | 0.19%             | 2036-07-15      | Floating      | 5.90%                 | 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      | $906898.24    | 0.03%             | 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        |       255000 | PA      | $277956.76    | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                                                       | Louisiana-Pacific Corp 3.63 03/15/2029                                                       | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |      2986000 | PA      | $2866468.18   | 0.11%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                               | Louisville Gas and Electric Co 5.85 08/15/2055                                               | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |       616000 | PA      | $635164.84    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                               | Lowe's Cos Inc 4.50 10/15/2032                                                               | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3010000 | PA      | $2982728.50   | 0.11%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                               | Lowe's Cos Inc 4.85 10/15/2035                                                               | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      4360000 | PA      | $4307154.36   | 0.16%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                | M&T Bank Corp (pfd) 5.13% 05/01/2174 Perpetual                                               | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |       163000 | NS      | $162919.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                                    | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2174 Perpetual                                   | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |      5354000 | NS      | $5459125.79   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                               | Warnermedia Holdings Inc 3.76 03/15/2027                                                     | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      3486000 | PA      | $3424995.00   | 0.13%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                            | Magnetite XXV Ltd 6.22                                                                       | CUSIP: 55955GAC7<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | US        |      5200000 | PA      | $5215767.96   | 0.20%             | 2032-01-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                            | Magnetite XXVIII Ltd 5.65                                                                    | CUSIP: 55955LAY8<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | US        |      7975000 | PA      | $7988356.53   | 0.30%             | 2038-01-15      | Floating      | 5.65%                 | 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        |      4300000 | PA      | $1507355.31   | 0.06%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 5.10 04/22/2031                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4475000 | PA      | $4623049.92   | 0.18%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 4.26 10/22/2031                                                          | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2025000 | PA      | $2018381.45   | 0.08%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                            | Magnetite Xli Ltd 5.64                                                                       | CUSIP: 55956AAC9<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | US        |      3525000 | PA      | $3532641.85   | 0.13%             | 2038-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                     | Mars Inc 5.20 03/01/2035                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       989000 | PA      | $1015467.71   | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                             | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2173 Perpetual                            | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |      7200000 | NS      | $7388507.30   | 0.28%             |  |  |  | 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      | $359808.06    | 0.01%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-8                                            | J.P. Morgan Mortgage Trust 2023-8 6.00                                                       | CUSIP: 46657CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3060000 | PA      | $3094349.85   | 0.12%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-7                                              | JP Morgan Mortgage Trust 2023-7 5.50                                                         | CUSIP: 46657DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8843347 | PA      | $8896014.14   | 0.34%             | 2054-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                     | Mars Inc 5.65 05/01/2045                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2245000 | PA      | $2289599.04   | 0.09%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                     | Mars Inc 5.70 05/01/2055                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      1313000 | PA      | $1336927.52   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-8                                       | JP Morgan Mortgage Trust Series 2024-8 5.50                                                  | CUSIP: 46658GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5116816 | PA      | $5124214.67   | 0.19%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                           | J.P. Morgan Mortgage Trust 2024-10 5.50                                                      | CUSIP: 46658LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6794866 | PA      | $6824605.59   | 0.26%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                        | Massachusetts Institute of Technology 5.62 06/01/2055                                        | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       805000 | PA      | $856845.49    | 0.03%             | 2055-06-01      | Fixed         | 5.62%                 | 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        |       241438 | PA      | $205142.35    | 0.01%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                         | Matador Resources Co 6.50 04/15/2032                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      2010000 | PA      | $2030361.30   | 0.08%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                               | MF1 2020-FL4 Ltd 5.85                                                                        | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1142056 | PA      | $1142645.53   | 0.04%             | 2035-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                           | J.P. Morgan Mortgage Trust 2024-10 5.50                                                      | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4692611 | PA      | $4700071.20   | 0.18%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-CCM1                                           | JP Morgan Mortgage Trust 2024-CCM1 5.50                                                      | CUSIP: 46658NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5221584 | PA      | $5258602.38   | 0.20%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                    | Medline Borrower LP/Medline Co-Issuer Inc 6.25 04/01/2029                                    | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      7308000 | PA      | $7527261.92   | 0.29%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-INV1                                           | JP Morgan Mortgage Trust 2024-INV1 6.00                                                      | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6483675 | PA      | $6579927.50   | 0.25%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-5                                       | JP Morgan Mortgage Trust Series 2024-5 6.00                                                  | CUSIP: 46658RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4672394 | PA      | $4692368.65   | 0.18%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-12                                             | JP Morgan Mortgage Trust 2024-12 6.00                                                        | CUSIP: 46658TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6885878 | PA      | $6971277.03   | 0.26%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                             | JP Morgan Mortgage Trust 2024-11 6.00                                                        | CUSIP: 46659AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10413055 | PA      | $10556952.70  | 0.40%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                     | Bundesrepublik Deutschland Bundesanleihe 1.80 08/15/2053                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      3330000 | PA      | $2861446.73   | 0.11%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 1.40 03/20/2053                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    657000000 | PA      | $2951418.45   | 0.11%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                       | Sweden Government Bond 1.75 11/11/2033                                                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     29000000 | PA      | $2909695.67   | 0.11%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                      | Eni SpA 4.25 05/19/2033                                                                      | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      2610000 | PA      | $3184351.14   | 0.12%             | 2033-05-19      | Fixed         | 4.25%                 | 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      | $3804105.86   | 0.14%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA 6.18 02/20/2034                                                          | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $3140591.03   | 0.12%             | 2034-02-20      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                             | JP Morgan Mortgage Trust 2024-11 6.00                                                        | CUSIP: 46659AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4051084 | PA      | $4081770.87   | 0.16%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                              | Jersey Central Power & Light Co 5.15 01/15/2036                                              | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      1744000 | PA      | $1769299.39   | 0.07%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co (pfd) 3.65% 09/01/2174 Perpetual                                         | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      2702000 | NS      | $2671998.88   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| K Hovnanian Enterprises Inc                                                  | K Hovnanian Enterprises Inc 8.38 10/01/2033                                                  | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |       140000 | PA      | $143462.08    | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KAISER FDTN HOSPITALS                                                        | Kaiser Foundation Hospitals 3.00 06/01/2051                                                  | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |       505000 | PA      | $339481.91    | 0.01%             | 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        |      2866000 | PA      | $2852738.16   | 0.11%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                        | Kentucky Utilities Co 5.85 08/15/2055                                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |       616000 | PA      | $636140.72    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                    | Keysight Technologies Inc 5.35 07/30/2030                                                    | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |      1069000 | PA      | $1111254.14   | 0.04%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                             | Kilroy Realty LP 3.05 02/15/2030                                                             | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1327704.11   | 0.05%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                             | Kilroy Realty LP 2.50 11/15/2032                                                             | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |       190000 | PA      | $158041.94    | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                             | Kilroy Realty LP 2.65 11/15/2033                                                             | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |       511000 | PA      | $417867.35    | 0.02%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                         | Kyndryl Holdings Inc 3.15 10/15/2031                                                         | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      3275000 | PA      | $2985648.51   | 0.11%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                               | Israel Government Bond - Fixed 2.80 11/29/2052                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     10000000 | PA      | $2375687.95   | 0.09%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 0.70 06/20/2051                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    716000000 | PA      | $2733520.98   | 0.10%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                        | Spain Government Bond 0.80 07/30/2029                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10500000 | PA      | $11441709.97  | 0.43%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                        | Spain Government Bond 3.15 04/30/2033                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      7000000 | PA      | $8232182.70   | 0.31%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                            | NatWest Group PLC 3.03 11/28/2035                                                            | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      3416000 | PA      | $3127986.66   | 0.12%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                     | New Economy Assets - Phase 1 Sponsor LLC 2.41                                                | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12500000 | PA      | $8196943.75   | 0.31%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 11/33 2.67                                       | CHINA GOVERNMENT BOND BONDS 11/33 2.67                                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7525846.85   | 0.29%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                  | New Zealand Government Bond 4.50 05/15/2035                                                  | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     49350000 | PA      | $29207570.37  | 1.11%             | 2035-05-15      | Fixed         | 4.50%                 | 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      | $316111.11    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                      | Newmont Corp / Newcrest Finance Pty Ltd 5.35 03/15/2034                                      | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       679000 | PA      | $706702.58    | 0.03%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                      | Finland Government Bond 1.50 09/15/2032                                                      | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      7500000 | PA      | $8008185.03   | 0.30%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 7.88% 07/18/2174 Perpetual                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EP               | CORP              | FR        |      1600000 | NS      | $1999760.25   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                            | Nexstar Media Inc 4.75 11/01/2028                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      7095000 | PA      | $6989101.45   | 0.27%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                    | Niagara Mohawk Power Corp 4.65 10/03/2030                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       945000 | PA      | $952932.29    | 0.04%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                       | Credit Mutuel Arkea SA 4.81 05/15/2035                                                       | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3625139.95   | 0.14%             | 2035-05-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| mBank SA                                                                     | mBank SA 4.03 09/27/2030                                                                     | CUSIP: N/A<br>LEI: 259400DZXF7UJKK2AY35       | Long             | DBT              | CORP              | PL        |      3000000 | PA      | $3543728.40   | 0.13%             | 2030-09-27      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                 | NiSource Inc 5.35 07/15/2035                                                                 | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      2661000 | PA      | $2716362.90   | 0.10%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp (pfd) 6.63% 09/26/2174 Perpetual                                             | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | EP               | CORP              | FI        |     14035000 | NS      | $14145932.64  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                | Novo Banco SA 9.88 12/01/2033                                                                | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |      7000000 | PA      | $9443468.59   | 0.36%             | 2033-12-01      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | China Government Bond 2.19 09/25/2054                                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     48000000 | PA      | $6790023.43   | 0.26%             | 2054-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                 | Nordson Corp 4.50 12/15/2029                                                                 | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |      1245000 | PA      | $1255849.63   | 0.05%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J1 Trust                                                            | OBX 2025-J1 Trust 5.50                                                                       | CUSIP: 673923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7703865 | PA      | $7757281.21   | 0.29%             | 2055-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                    | Occidental Petroleum Corp 6.45 09/15/2036                                                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       335000 | PA      | $355921.42    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | 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      | $626585.76    | 0.02%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                         | OneMain Finance Corp 7.50 05/15/2031                                                         | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1384000 | PA      | $1446884.81   | 0.05%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                         | OneMain Finance Corp 6.13 05/15/2030                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1040000 | PA      | $1052880.40   | 0.04%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                      | ONNI Commerical Mortgage Trust 2024-APT 5.57                                                 | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11242000 | PA      | $11471719.03  | 0.44%             | 2039-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 5.50 09/27/2064                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       485000 | PA      | $423397.56    | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 4.80 09/26/2032                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      9346000 | PA      | $9252462.05   | 0.35%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 5.20 09/26/2035                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4050000 | PA      | $3990255.62   | 0.15%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                 | Orbia Advance Corp SAB de CV 2.88 05/11/2031                                                 | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       522000 | PA      | $429869.61    | 0.02%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                  | Blue Owl Credit Income Corp 7.75 01/15/2029                                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      1745000 | PA      | $1859875.25   | 0.07%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                             | Blue Owl Technology Finance Corp 6.75 04/04/2029                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      1932000 | PA      | $1975757.71   | 0.08%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                        | Blue Owl Capital Corp 5.95 03/15/2029                                                        | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      1069000 | PA      | $1083486.39   | 0.04%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc                                                                | PRA Group Inc 8.88 01/31/2030                                                                | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      2319000 | PA      | $2355995.01   | 0.09%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J2                                                       | PMT Loan Trust 2025-J2 5.50                                                                  | CUSIP: 69392TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16029148 | PA      | $16148590.74  | 0.61%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Pagaya Ai Debt Grantor Trust 2025-6                                          | Pagaya Ai Debt Grantor Trust 2025-6 4.88                                                     | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5118733 | PA      | $5118103.91   | 0.19%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                                     | Palomino Funding Trust I 7.23 05/17/2028                                                     | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1461238.12   | 0.06%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                              | PennyMac Financial Services Inc 7.13 11/15/2030                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      4375000 | PA      | $4584510.00   | 0.17%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                              | PennyMac Financial Services Inc 6.88 02/15/2033                                              | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      1188000 | PA      | $1230200.73   | 0.05%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                            | Piedmont Operating Partnership LP 6.88 07/15/2029                                            | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |       531000 | PA      | $562685.04    | 0.02%             | 2029-07-15      | Fixed         | 6.88%                 | 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      | $431830.17    | 0.02%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding Sarl                                                 | PRIO Luxembourg Holding Sarl 6.75 10/15/2030                                                 | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |      1915000 | PA      | $1882420.11   | 0.07%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                       | Prologis Targeted US Logistics Fund LP 4.25 01/15/2031                                       | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |       890000 | PA      | $883900.66    | 0.03%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                       | Prologis Targeted US Logistics Fund LP 4.75 01/15/2036                                       | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1959468.32   | 0.07%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-2                                      | Provident Funding Mortgage Trust 2025-2 5.50                                                 | CUSIP: 74389DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8786773 | PA      | $8843485.90   | 0.34%             | 2055-06-25      | Variable      | 5.50%                 | 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      | $4511993.87   | 0.17%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                        | Quikrete Holdings Inc 6.38 03/01/2032                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1717843.66   | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                        | Quikrete Holdings Inc 6.75 03/01/2033                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      3846000 | PA      | $4005409.01   | 0.15%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                           | RWE Finance US LLC 5.13 09/18/2035                                                           | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |       992000 | PA      | $979132.19    | 0.04%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2024-J3                                                  | RATE Mortgage Trust 2024-J3 5.50                                                             | CUSIP: 75409UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2385613 | PA      | $2389381.08   | 0.09%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 205-J1                                                   | Rate Mortgage Trust 205-J1 6.00                                                              | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6922966 | PA      | $7031806.50   | 0.27%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                      | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75 04/15/2030                      | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1661000 | PA      | $1809710.99   | 0.07%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REESE PARK CLO LTD                                                           | REESE PARK CLO LTD 5.80                                                                      | CUSIP: 758465BQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8100000 | PA      | $8126040.69   | 0.31%             | 2038-01-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                            | Repsol E&P Capital Markets US LLC 5.20 09/16/2030                                            | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      2270000 | PA      | $2279276.17   | 0.09%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                            | Repsol E&P Capital Markets US LLC 5.98 09/16/2035                                            | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      1336000 | PA      | $1360059.78   | 0.05%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                    | Rio Tinto Finance USA PLC 5.75 03/14/2055                                                    | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       570000 | PA      | $590034.41    | 0.02%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                               | Rocket Cos Inc 6.13 08/01/2030                                                               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2335000 | PA      | $2410077.26   | 0.09%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                               | Rocket Cos Inc 6.38 08/01/2033                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2290000 | PA      | $2388424.20   | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                  | Royal Caribbean Cruises Ltd 6.00 02/01/2033                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      5388000 | PA      | $5533229.50   | 0.21%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada 4.31 11/03/2031                                                         | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3525000 | PA      | $3506590.86   | 0.13%             | 2031-11-03      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                              | SEB Funding LLC 7.39                                                                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7383000 | PA      | $7568094.76   | 0.29%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                 | SM Energy Co 6.75 09/15/2026                                                                 | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      3547000 | PA      | $3552579.43   | 0.14%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                    | AGCO Corp 5.80 03/21/2034                                                                    | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |       826000 | PA      | $860892.12    | 0.03%             | 2034-03-21      | Fixed         | 5.80%                 | 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        |      3641836 | PA      | $3653369.69   | 0.14%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                       | Advance Auto Parts Inc 7.00 08/01/2030                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       321000 | PA      | $324150.09    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                       | Advance Auto Parts Inc 7.38 08/01/2033                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      2935000 | PA      | $2974475.75   | 0.11%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                               | Air Lease Corp (pfd) 4.65% 06/15/2174 Perpetual                                              | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |      5590000 | NS      | $5536508.73   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                | Aircastle Ltd (pfd) 5.25% 09/15/2174 Perpetual                                               | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |     11364000 | NS      | $11309099.38  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.63 01/15/2027        | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2510000 | PA      | $2507411.94   | 0.10%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.75 03/31/2034        | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      1365000 | PA      | $1372720.69   | 0.05%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       861500 | PA      | $796065.37    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 6.00                                                                        | CUSIP: 3132E0BJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5067806 | PA      | $5265212.28   | 0.20%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       292966 | PA      | $272937.49    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 5.00                                                                        | CUSIP: 3133BJNT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5724215 | PA      | $5749503.58   | 0.22%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 2.50                                                                        | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5512351 | PA      | $4687039.03   | 0.18%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 2.50                                                                        | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       151080 | PA      | $129641.10    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 2.00                                                                        | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16684346 | PA      | $13661456.20  | 0.52%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 4.00                                                                        | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       297744 | PA      | $284137.25    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 6.00                                                                        | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5420233 | PA      | $5589101.13   | 0.21%             | 2052-11-01      | Fixed         | 6.00%                 | 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      | $2275848.44   | 0.09%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6960455 | PA      | $6709396.72   | 0.26%             | 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        |      5278312 | PA      | $4536125.79   | 0.17%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       183541 | PA      | $169690.24    | 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        |       237361 | PA      | $214321.03    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 5.75 11/15/2065                                                           | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      2060000 | PA      | $2044637.24   | 0.08%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 4.60 11/15/2032                                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      4340000 | PA      | $4363088.71   | 0.17%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 4.88 11/15/2035                                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      3035000 | PA      | $3049594.86   | 0.12%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 5.63 11/15/2055                                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      3940000 | PA      | $3913650.11   | 0.15%             | 2055-11-15      | Fixed         | 5.62%                 | 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        |          535 | PA      | $565.45       | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.00                                                                        | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5756013 | PA      | $5125552.70   | 0.19%             | 2051-12-01      | 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        |      5655863 | PA      | $5270095.49   | 0.20%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4495910 | PA      | $4186077.12   | 0.16%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 6.00                                                                        | CUSIP: 3132DPM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4001270 | PA      | $4119844.64   | 0.16%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6826011 | PA      | $6425956.01   | 0.24%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                        | Athene Global Funding 5.53 07/11/2031                                                        | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       903000 | PA      | $929520.53    | 0.04%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                | Atlas Warehouse Lending Co LP 6.25 01/15/2030                                                | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |      3612000 | PA      | $3784389.06   | 0.14%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                    | Australia & New Zealand Banking Group Ltd 2.57 11/25/2035                                    | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      4510000 | PA      | $4042635.69   | 0.15%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom                     | Australia & New Zealand Banking Group Ltd/United Kingdom (pfd) 6.75% 12/15/2173 Perpetual    | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EP               | CORP              | GB        |      7870000 | NS      | $7994715.89   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.13 01/18/2033 | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |      4360000 | PA      | $4317010.40   | 0.16%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                   | Barclays Commercial Mortgage Trust 2019-C3 3.00                                              | CUSIP: 05550MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2372045.70   | 0.09%             | 2052-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                               | BBCMS Mortgage Trust 2024-5C27 6.41                                                          | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10991000 | PA      | $11548429.45  | 0.44%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA (pfd) 8.50% 02/14/2174 Perpetual                                              | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |     12253000 | NS      | $12986415.57  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 3.65 01/14/2037                                                                      | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      4405000 | PA      | $4000967.37   | 0.15%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP 6.13 12/15/2045                                                           | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1185000 | PA      | $1183674.79   | 0.04%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2174 Perpetual                          | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |      7000000 | NS      | $7032004.00   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA (pfd) 4.75% 08/12/2174 Perpetual                                          | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |     14400000 | NS      | $14199433.63  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP (pfd) 6.25% 02/15/2174 Perpetual                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      4235000 | NS      | $4234521.87   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP (pfd) 6.50% 11/15/2173 Perpetual                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      6722000 | NS      | $6759468.43   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                    | Banco Mercantil del Norte SA/Grand Cayman (pfd) 7.50% 09/27/2174 Perpetual                   | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |      1774000 | NS      | $1821303.71   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                    | Banco Mercantil del Norte SA/Grand Cayman (pfd) 5.88% 01/24/2174 Perpetual                   | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |      3537000 | NS      | $3510470.02   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP 6.55 12/01/2033                                                           | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2145000 | PA      | $2345368.20   | 0.09%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple             | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple 7.25 01/31/2041             | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      4692033 | PA      | $4970599.50   | 0.19%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                              | BANK 2018-BNK15 3.00                                                                         | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2505000 | PA      | $2058880.29   | 0.08%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp 5.51 01/24/2036                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1855000 | PA      | $1942830.15   | 0.07%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal 7.70 05/26/2084                                                             | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      2899000 | PA      | $3076592.74   | 0.12%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                      | Bank of Nova Scotia/The 8.63 10/27/2082                                                      | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      3953000 | PA      | $4192615.05   | 0.16%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                      | Bank of Nova Scotia/The 8.00 01/27/2084                                                      | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      3560000 | PA      | $3802144.08   | 0.14%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                  | Textron Inc 4.95 03/15/2036                                                                  | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      1677000 | PA      | $1660907.37   | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                        | Time Warner Cable LLC 6.55 05/01/2037                                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      3140000 | PA      | $3219599.97   | 0.12%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                    | Toronto-Dominion Bank/The 8.13 10/31/2082                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      7030000 | PA      | $7434105.49   | 0.28%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TransDigm Inc 4.63 01/15/2029                                                                | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1165000 | PA      | $1146765.54   | 0.04%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TransDigm Inc 4.88 05/01/2029                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1319031.49   | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TRANSDIGM INC 2025 TERM LOAN K                                                               | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1814221 | PA      | $1817740.70   | 0.07%             | 2030-03-22      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2025 LLC                                                | Trinity Rail Leasing 2025 LLC 5.09                                                           | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6267000 | PA      | $6268392.53   | 0.24%             | 2055-10-19      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                              | Trust Fibra Uno 4.87 01/15/2030                                                              | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       612000 | PA      | $598413.54    | 0.02%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                              | Trust Fibra Uno 8.25 01/23/2037                                                              | CUSIP: 89834JAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      3690000 | PA      | $4186783.19   | 0.16%             | 2037-01-23      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG (pfd) 9.25% 05/13/2174 Perpetual                                                | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |      9505000 | NS      | $10371143.13  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                       | UBS Commercial Mortgage Trust 2018-C15 5.14                                                  | CUSIP: 90278LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2008000 | PA      | $1833219.06   | 0.07%             | 2051-12-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                             | UWM Holdings LLC 6.25 03/15/2031                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2405000 | PA      | $2402176.53   | 0.09%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                            | Union Electric Co 5.45 03/15/2053                                                            | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1031909.25   | 0.04%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                          | United Airlines Inc 4.38 04/15/2026                                                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      7242000 | PA      | $7231571.52   | 0.27%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                          | United Airlines Inc 4.63 04/15/2029                                                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      2095000 | PA      | $2076240.74   | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                              | United Nations Development Corp 6.54% 08/01/2055                                             | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       455000 | PA      | $488655.99    | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 1.63 10/31/2026                                             | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20395000 | PA      | $19978680.33  | 0.76%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 3.88 04/30/2030                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3194000 | PA      | $3219077.88   | 0.12%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 4.00 05/31/2030                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57350000 | PA      | $58104958.84  | 2.21%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                       | UnitedHealth Group Inc 5.05 04/15/2053                                                       | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1465000 | PA      | $1345841.06   | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                       | UnitedHealth Group Inc 5.50 07/15/2044                                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1286000 | PA      | $1291219.12   | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                       | UnitedHealth Group Inc 5.30 06/15/2035                                                       | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2872000 | PA      | $2973916.54   | 0.11%             | 2035-06-15      | Fixed         | 5.30%                 | 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      | $296478.68    | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | 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      | $979583.57    | 0.04%             | 2032-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG (pfd) 7.13% 04/30/2174 Perpetual                                            | CUSIP: D18190PG3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EP               | CORP              | DE        |      6500000 | NS      | $8568720.94   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG (pfd) 4.63% 04/30/2174 Perpetual                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EP               | CORP              | DE        |      4600000 | NS      | $5271159.20   | 0.20%             |  |  |  | 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      | $4082641.85   | 0.16%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                       | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.50                                  | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2190983 | PA      | $2192076.53   | 0.08%             | 2036-11-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                   | Ares Strategic Income Fund 5.70 03/15/2028                                                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1285300.66   | 0.05%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                          | Ashtead Capital Inc 5.95 10/15/2033                                                          | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      1483000 | PA      | $1568786.89   | 0.06%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co                               | Ashton Woods USA LLC / Ashton Woods Finance Co 6.88 08/01/2033                               | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2627000 | PA      | $2635579.78   | 0.10%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                        | Gildan Activewear Inc 4.70 10/07/2030                                                        | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      1175000 | PA      | $1170204.07   | 0.04%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                        | Gildan Activewear Inc 5.40 10/07/2035                                                        | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      1965000 | PA      | $1958078.68   | 0.07%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                         | Glencore Funding LLC 5.19 04/01/2030                                                         | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      3340000 | PA      | $3439175.62   | 0.13%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                       | Global Atlantic Fin Co 7.95 06/15/2033                                                       | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      6435000 | PA      | $7391766.10   | 0.28%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                     | Bundesrepublik Deutschland Bundesanleihe 1.25 08/15/2048                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1200000 | PA      | $959521.17    | 0.04%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                             | ABN AMRO Bank NV (pfd) 4.75% 03/22/2174 Perpetual                                            | CUSIP: N02598N68<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EP               | CORP              | NL        |      6000000 | NS      | $6964472.44   | 0.26%             |  |  |  | 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      | $5102086.99   | 0.19%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC (pfd) 6.38% 03/15/2174 Perpetual                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |      2090000 | NS      | $2755070.42   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                         | La Banque Postale SA (pfd) 3.88% 05/20/2174 Perpetual                                        | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | EP               | CORP              | FR        |      4400000 | NS      | $5063444.78   | 0.19%             |  |  |  | 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      | $5447050.07   | 0.21%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA (pfd) 3.88% 06/03/2174 Perpetual                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EP               | CORP              | IT        |      7255000 | NS      | $8286765.06   | 0.31%             |  |  |  | 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      | $3311608.39   | 0.13%             | 2033-03-08      | Fixed         | 2.00%                 | 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      | $2564971.60   | 0.10%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society (pfd) 5.75% 12/20/2173 Perpetual                                 | CUSIP: G6S17GNU5<br>LEI: 549300XFX12G42QIKN82 | Long             | EP               | CORP              | GB        |      6600000 | NS      | $8702252.02   | 0.33%             |  |  |  | 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        |    306000000 | PA      | $9338044.39   | 0.35%             | 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      | $1332654.16   | 0.05%             | 2041-03-01      | Fixed         | 1.80%                 | 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        |     57000000 | PA      | $10474723.83  | 0.40%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                            | Italy Buoni Poliennali Del Tesoro 0.90 04/01/2031                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     10000000 | PA      | $10497762.71  | 0.40%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                     | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2174 Perpetual                                    | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |      7400000 | NS      | $7312800.62   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                      | Eni SpA (pfd) 3.38% 10/13/2174 Perpetual                                                     | CUSIP: T3666JJY3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EP               | CORP              | IT        |      3295000 | NS      | $3783140.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                            | NatWest Group PLC (pfd) 5.13% 12/31/2173 Perpetual                                           | CUSIP: G6422BAA3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |      1585000 | NS      | $2071547.88   | 0.08%             |  |  |  | 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      | $3209266.72   | 0.12%             | 2032-02-20      | Fixed         | 1.50%                 | 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        |     10000000 | PA      | $10093310.36  | 0.38%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                | SWAP 4.53 01/17/35                                                                           | CUSIP: SLPCMZS67<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | AU        |        10000 | OU      | $211.58       | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                | MARKIT CDX.NA.HY.44 06/30                                                                    | CUSIP: SPED05UQ1<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     23300000 | OU      | $-1757589.37  | -0.07%            | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                | MKIT ITRX EUR SNR FIN 12/30                                                                  | CUSIP: SP8T0ES95<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     79600000 | OU      | $1935994.88   | 0.07%             | 2030-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-26

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer