# EDGAR Filing Document

**Accession Number:** 0000880268
**File Stem:** 0001193125-26-284626
**Filing Date:** 2026-6
**Character Count:** 265456
**Document Hash:** 72440395d1d20e0074e76d109228018c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-284626.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001193125-26-284626

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**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:** 261126264

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1932255155.79

**Total Liabilities:** $55239318.88

**Net Assets:** $1877015836.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 347.000000000000 | **1-Year:** 16440.000000000000 | **5-Year:** 86150.000000000000 | **10-Year:** 211767.000000000000 | **30-Year:** 240321.000000000000

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

- **3-Month:** 16.000000000000 | **1-Year:** 10057.000000000000 | **5-Year:** 55968.000000000000 | **10-Year:** 22869.000000000000 | **30-Year:** 25830.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109545 | 1.15%                | -2.03%               | 0.70%                |
| Class ID C000109546 | 1.26%                | -1.98%               | 0.70%                |
| Class ID C000109547 | 1.16%                | -2.09%               | 0.70%                |
| Class ID C000109548 | 1.18%                | -2.16%               | 0.60%                |
| Class ID C000109549 | 1.05%                | -2.04%               | 0.71%                |
| Class ID C000131612 | 1.15%                | -1.97%               | 0.70%                |
| Class ID C000189710 | 1.26%                | -2.00%               | 0.69%                |
| Class ID C000189711 | 1.14%                | -1.98%               | 0.69%                |
| Class ID C000194400 | 1.26%                | -1.97%               | 0.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13416368.73            | $25649274.31                               |
| Month 2  | $225084.74               | $-46155564.65                              |
| Month 3  | $113565.65               | $14243787.12                               |

**Designated Index Information**

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

- **Index Identifier:** Bloomberg 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS + CO LLC                                                       | SOLD MYR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $112455.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD NZD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-90266.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD NZD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-53614.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD NZD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-54750.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT GBP/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $25142.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT SEK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $69738.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD NZD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-210778.60   | -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      | $-34393.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $22403.21     | 0.00%             |  |  |  | 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      | $-839194.84   | -0.04%            |  |  |  | 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      | $-101745.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD GBP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-97479.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD JPY/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-630093.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD CAD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-134875.58   | -0.01%            |  |  |  | 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      | $-574202.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                  | SOLD COP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-78986.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD DKK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-71336.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-2407529.30  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-7470.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-28447.90    | -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      | $-284440.71   | -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      | $2655.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD CAD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-226786.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD CAD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-221482.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD CAD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-81482.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT CAD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $35046.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT DKK/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $45969.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $52015.40     | 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      | $78487.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $6685.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $6975.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-37521.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-102579.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $1279.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $25896.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-847.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |           1 | NC      | $-20570.23    | -0.00%            |  |  |  | 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      | $715010.83    | 0.04%             | 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      | $1307221.95   | 0.07%             | 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        |     2021000 | PA      | $2088060.82   | 0.11%             | 2029-05-01      | Fixed         | 7.00%                 | 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        |     2063439 | PA      | $2049072.92   | 0.11%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                   | Pinnacle Bank/Nashville TN 5.96 01/15/2036                                                   | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     3287000 | PA      | $3267042.42   | 0.17%             | 2036-01-15      | Variable      | 5.96%                 | 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      | $231413.74    | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                  | Textron Inc 4.95 03/15/2036                                                                  | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1433444.12   | 0.08%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                    | Toronto-Dominion Bank/The 3.63 09/15/2031                                                    | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3184000 | PA      | $3168565.05   | 0.17%             | 2031-09-15      | Variable      | 3.62%                 | 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        |     2816000 | PA      | $2930935.04   | 0.16%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TransDigm Inc 4.88 05/01/2029                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1033539.80   | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | 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        |     6164966 | PA      | $6089086.17   | 0.32%             | 2055-10-19      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2025 LLC                                                | Trinity Rail Leasing 2025 LLC 5.35                                                           | CUSIP: 89657MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5001830.00   | 0.27%             | 2056-04-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                   | Trust 2401 7.70 01/23/2032                                                                   | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2523000 | PA      | $2747067.63   | 0.15%             | 2032-01-23      | Fixed         | 7.70%                 | 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        |     7075000 | NS      | $7660527.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                       | UBS Commercial Mortgage Trust 2018-C15 5.31                                                  | CUSIP: 90278LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2008000 | PA      | $1833824.07   | 0.10%             | 2051-12-15      | Variable      | 5.31%                 | 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        |     1850000 | PA      | $1716895.65   | 0.09%             | 2031-03-15      | Fixed         | 6.25%                 | 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        |      830000 | PA      | $819820.13    | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                 | United Airlines Holdings Inc 5.38 03/01/2031                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     3290000 | PA      | $3246782.17   | 0.17%             | 2031-03-01      | Fixed         | 5.38%                 | 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      | $478086.61    | 0.03%             | 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        |    20895000 | PA      | $20678489.35  | 1.10%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 3.75 08/31/2030                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24000000 | PA      | $23640937.44  | 1.26%             | 2030-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 3.88 03/31/2031                                             | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4967578.10   | 0.26%             | 2031-03-31      | Fixed         | 3.88%                 | 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        |      615000 | PA      | $545001.68    | 0.03%             | 2053-04-15      | Fixed         | 5.05%                 | 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        |      383000 | PA      | $387088.53    | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC (pfd) 7.75% 02/15/2175 Perpetual                                      | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EP               | CORP              | GB        |     1333000 | NS      | $1377542.20   | 0.07%             |  |  |  | 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        |      220000 | PA      | $219042.15    | 0.01%             | 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      | $479482.81    | 0.03%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                              | Concentrix Corp 6.60 08/02/2028                                                              | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     5485000 | PA      | $5437317.25   | 0.29%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R09                                 | Connecticut Avenue Securities Trust 2022-R09 6.15                                            | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      879021 | PA      | $885986.33    | 0.05%             | 2042-09-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                                 | Connecticut Avenue Securities Trust 2024-R01 4.70                                            | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2015253 | PA      | $2015727.95   | 0.11%             | 2044-01-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                 | Connecticut Avenue Securities Trust 2023-R05 5.55                                            | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3332628 | PA      | $3352059.46   | 0.18%             | 2043-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Core Scientific Finance I LLC                                                | Core Scientific Finance I LLC 7.75 05/15/2031                                                | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4410000 | PA      | $4401308.77   | 0.23%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                   | G2SF 5 5/26 MBS 30yr                                                                         | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5891000 | PA      | $5840782.11   | 0.31%             | 2056-01-20      | 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        |     2195000 | PA      | $2136868.28   | 0.11%             | 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        |      727000 | PA      | $722992.95    | 0.04%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA (pfd) 4.75% 03/23/2175 Perpetual                                          | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EP               | CORP              | FR        |     3063000 | NS      | $2983548.54   | 0.16%             |  |  |  | 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        |     3898293 | PA      | $3793027.00   | 0.20%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2020-2                                  | Deephaven Residential Mortgage Trust 2020-2 6.17                                             | CUSIP: 24380NAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4482000 | PA      | $4488091.04   | 0.24%             | 2065-05-25      | Variable      | 6.17%                 | 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        |      947000 | PA      | $965714.48    | 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        |     3556000 | PA      | $3322299.68   | 0.18%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC 4.13 05/15/2029                                                 | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     5445000 | PA      | $5312577.60   | 0.28%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                          | Dominion Energy Inc (pfd) 4.35% 04/15/2175 Perpetual                                         | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |     2878000 | NS      | $2854630.35   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                     | Dresdner Funding Trust I 8.15 06/30/2031                                                     | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3855534.15   | 0.21%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                      | Duke Energy Florida LLC 4.85 12/01/2035                                                      | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7868.90      | 0.00%             | 2035-12-01      | Fixed         | 4.85%                 | 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        |     7200000 | PA      | $7264440.00   | 0.39%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                          | Eagle Materials Inc 5.00 03/15/2036                                                          | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     1646000 | PA      | $1584015.38   | 0.08%             | 2036-03-15      | Fixed         | 5.00%                 | 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        |     2676000 | PA      | $2845966.14   | 0.15%             | 2036-01-15      | Fixed         | 6.75%                 | 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        |     2235281 | PA      | $2218401.72   | 0.12%             | 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        |     1585263 | PA      | $1594369.54   | 0.08%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                            | Vornado Realty LP 5.75 02/01/2033                                                            | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     2031000 | PA      | $2035006.90   | 0.11%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                         | WB Commercial Mortgage Trust 2024-HQ 6.13                                                    | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4250000 | PA      | $4258951.35   | 0.23%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                       | Webster Financial Corp 5.78 09/11/2035                                                       | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2083955.92   | 0.11%             | 2035-09-11      | Variable      | 5.78%                 | 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        |       15000 | PA      | $15228.97     | 0.00%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | Wells Fargo & Co 5.43 01/23/2047                                                             | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      670000 | PA      | $637418.51    | 0.03%             | 2047-01-23      | Variable      | 5.43%                 | 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        |     4417089 | PA      | $4433032.26   | 0.24%             | 2054-09-25      | Variable      | 6.00%                 | 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      | $1806383.34   | 0.10%             | 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      | $1776730.15   | 0.09%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                       | WESCO Distribution Inc 5.50 04/15/2034                                                       | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      792000 | PA      | $791942.98    | 0.04%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 PJ5 A5 144A                         | GS MORTGAGE BACKED SECURITIES GSMBS 2025 PJ5 A5 144A                                         | CUSIP: 36272DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      811530 | PA      | $811918.28    | 0.04%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-NQM2                                | GS Mortgage-Backed Securities Trust 2025-NQM2 5.90                                           | CUSIP: 36272EAC8<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |     6841118 | PA      | $6878667.29   | 0.37%             | 2065-06-25      | Variable      | 5.90%                 | 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        |     4137167 | PA      | $4152986.86   | 0.22%             | 2055-11-25      | Variable      | 6.00%                 | 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        |      160000 | PA      | $166768.96    | 0.01%             | 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        |     4100000 | PA      | $4156247.90   | 0.22%             | 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        |      788000 | PA      | $775485.46    | 0.04%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos 5.95 01/28/2031                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4728000 | PA      | $4628499.24   | 0.25%             | 2031-01-28      | Fixed         | 5.95%                 | 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        |      844481 | PA      | $842880.41    | 0.04%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                      | Sierra Pacific Power Co 6.38 09/15/2056                                                      | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     1073000 | PA      | $1069038.59   | 0.06%             | 2056-09-15      | Variable      | 6.38%                 | 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        |     5235000 | PA      | $5086626.49   | 0.27%             | 2028-07-15      | Fixed         | 4.00%                 | 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        |     7615000 | NS      | $8035408.92   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 10.00% 05/14/2174 Perpetual                                        | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |     2610000 | NS      | $2860847.10   | 0.15%             |  |  |  | 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        |     1434000 | PA      | $1418060.52   | 0.08%             | 2035-09-15      | Fixed         | 5.10%                 | 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        |     3781000 | PA      | $3821097.77   | 0.20%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT 2024 9 A5 144A                                   | SEQUOIA MORTGAGE TRUST SEMT 2024 9 A5 144A                                                   | CUSIP: 81749PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      358231 | PA      | $358187.14    | 0.02%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-5                                                | Sequoia Mortgage Trust 2026-5 5.50                                                           | CUSIP: 81750TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8100000 | PA      | $8105708.88   | 0.43%             | 2056-05-25      | Variable      | 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        |       61000 | PA      | $62243.79     | 0.00%             | 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      | $283406.67    | 0.02%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-5                                                | Sequoia Mortgage Trust 2026-5 5.00                                                           | CUSIP: 81750TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5250000 | PA      | $5228261.75   | 0.28%             | 2056-05-25      | Variable      | 5.00%                 | 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      | $457176.51    | 0.02%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                 | Univision Communications Inc 8.875 04/15/2033                                                | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     2232000 | PA      | $2245828.27   | 0.12%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2175 Perpetual                          | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |     2000000 | NS      | $2007350.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | Banco Bilbao Vizcaya Argentaria SA (pfd) 9.38% 12/19/2174 Perpetual                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |     1029000 | NS      | $1133472.31   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                                          | Banco Davivienda SA (pfd) 6.65% 10/22/2174 Perpetual                                         | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | EP               | CORP              | CO        |     1200000 | NS      | $1120933.32   | 0.06%             |  |  |  | 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        |     9000000 | NS      | $8963803.80   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 2.50                                                                        | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5314170 | PA      | $4471541.61   | 0.24%             | 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        |      145192 | PA      | $123000.11    | 0.01%             | 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        |     7991961 | PA      | $6459215.66   | 0.34%             | 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        |      287300 | PA      | $270159.29    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                 | Fedex Freight Holding Co Inc 5.25 03/15/2036                                                 | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2590443.39   | 0.14%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                        | Flexential Issuer LLC 6.03                                                                   | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2908413 | PA      | $2898602.05   | 0.15%             | 2060-10-25      | Fixed         | 6.03%                 | 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        |      520000 | PA      | $501382.90    | 0.03%             | 2035-03-15      | Fixed         | 5.75%                 | 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        |     3205000 | PA      | $3252386.98   | 0.17%             | 2031-11-05      | Fixed         | 6.05%                 | 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      | $1664692.96   | 0.09%             | 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      | $1199089.31   | 0.06%             | 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        |     1010000 | PA      | $1073298.96   | 0.06%             | 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        |     4685000 | PA      | $4856236.75   | 0.26%             | 2029-02-01      | Fixed         | 9.25%                 | 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        |      240000 | PA      | $254382.62    | 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        |     1311000 | PA      | $1257536.78   | 0.07%             | 2029-03-15      | Fixed         | 3.62%                 | 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        |     3050000 | PA      | $2977597.18   | 0.16%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                | M&T Bank Corp (pfd) 5.13% 05/01/2175 Perpetual                                               | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     2125000 | NS      | $2116878.25   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MP 2023 LLC                                                                  | MP 2023 LLC 5.55                                                                             | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8571391 | PA      | $8488423.94   | 0.45%             | 2065-11-15      | Fixed         | 5.55%                 | 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        |     3229000 | NS      | $3259478.53   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                   | Maple Parent Holdings Corp 5.05 03/26/2031                                                   | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |      865000 | PA      | $866983.20    | 0.05%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                   | Maple Parent Holdings Corp 5.70 03/26/2036                                                   | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2884678.36   | 0.15%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                     | Mars Inc 5.70 05/01/2055                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      783000 | PA      | $762417.83    | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                | Marriott International Inc/MD 5.10 05/01/2038                                                | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1050784.05   | 0.06%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                       | Marvell Technology Inc 5.30 04/15/2036                                                       | CUSIP: 573874AT1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2222068.04   | 0.12%             | 2036-04-15      | Fixed         | 5.30%                 | 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        |      480000 | PA      | $472665.89    | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                  | MetLife Inc 6.40 12/15/2066                                                                  | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     5147000 | PA      | $5275016.18   | 0.28%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                  | MetLife Inc 10.75 08/01/2069                                                                 | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $2240428.28   | 0.12%             | 2069-08-01      | Fixed         | 10.75%                | 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      | $1208211.04   | 0.06%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                                                        | Mineral Resources Ltd 6.00 05/01/2032                                                        | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     1880000 | PA      | $1867116.74   | 0.10%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                        | Minerva Luxembourg SA 7.50 04/22/2036                                                        | CUSIP: 603374AK5<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     2495000 | PA      | $2455778.60   | 0.13%             | 2036-04-22      | Fixed         | 7.50%                 | 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      | $280800.55    | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 6.63 11/01/2034                                                               | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1280628.89   | 0.07%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 4.89 10/22/2036                                                               | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      845000 | PA      | $820333.17    | 0.04%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 4.81 04/16/2032                                                               | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2614158.53   | 0.14%             | 2032-04-16      | Variable      | 4.81%                 | 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        |     2052284 | PA      | $2055909.08   | 0.11%             | 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        |      705000 | PA      | $704198.93    | 0.04%             | 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        |     1888844 | PA      | $1890306.68   | 0.10%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9 5.32                                | CUSIP: 61779VAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4173181 | PA      | $4147484.17   | 0.22%             | 2070-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140XMAY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3195474 | PA      | $3093571.88   | 0.16%             | 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        |     6198164 | PA      | $5257730.71   | 0.28%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-NQM4                     | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM4 5.08                                | CUSIP: 61780QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4988080.50   | 0.27%             | 2071-03-25      | Variable      | 5.08%                 | 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        |     2365000 | PA      | $2417905.05   | 0.13%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                               | NRG Energy Inc 6.13 05/15/2036                                                               | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2106000 | PA      | $2098958.65   | 0.11%             | 2036-05-15      | Fixed         | 6.12%                 | 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        |     1144000 | PA      | $1130886.91   | 0.06%             | 2032-10-18      | Variable      | 4.12%                 | 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        |     2746000 | PA      | $2511368.77   | 0.13%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Eurex 5 Year Euro BOBL Future                                                | EURO-BOBL FUTURE  Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |         212 | NC      | $-53175.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex 10 Year Euro BUND Future                                               | EURO-BUND FUTURE  Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |         975 | NC      | $-2690816.13  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| French Government Bond Futures                                               | Euro-OAT Future   Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | FR        |         398 | NC      | $-1011131.01  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Euro-BTP Italian Bond Futures                                                | Euro-BTP Future   Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | IT        |         203 | NC      | $-681743.00   | -0.04%            |  |  |  | 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      | $6213600.43   | 0.33%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3545623 | PA      | $3581143.77   | 0.19%             | 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        |      635463 | PA      | $600554.63    | 0.03%             | 2040-10-01      | Fixed         | 3.50%                 | 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      | $4558097.09   | 0.24%             | 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      | $6706831.10   | 0.36%             | 2048-10-31      | Fixed         | 2.70%                 | 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      | $4518311.09   | 0.24%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                            | Nexstar Media Inc 6.50 09/15/2033                                                            | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     2289000 | PA      | $2308092.55   | 0.12%             | 2033-09-15      | Fixed         | 6.50%                 | 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        |     2455000 | PA      | $2423956.08   | 0.13%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                        | Novartis Capital Corp 5.70 03/18/2056                                                        | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      755000 | PA      | $756785.05    | 0.04%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                       | OCP SA (pfd) 6.74% 07/22/2174 Perpetual                                                      | CUSIP: 67091TAK1<br>LEI: 213800D26TAPVTCVWG40 | Long             | EP               | CORP              | MA        |     1551000 | NS      | $1546036.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                      | O'Reilly Automotive Inc 5.10 03/12/2036                                                      | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      915000 | PA      | $905753.61    | 0.05%             | 2036-03-12      | Fixed         | 5.10%                 | 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        |     1963402 | PA      | $1965922.93   | 0.10%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                      | OAK-Eagle Acquireco Inc 7.25 07/01/2033                                                      | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      837000 | PA      | $862839.06    | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                      | OAK-Eagle Acquireco Inc 8.75 07/01/2034                                                      | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      558000 | PA      | $581010.19    | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | 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        |     4876816 | PA      | $4879368.80   | 0.26%             | 2055-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                    | Occidental Petroleum Corp 4.10 02/15/2047                                                    | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $780751.18    | 0.04%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                 | CCO Holdings LLC / CCO Holdings Capital Corp 4.75 03/01/2030                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1849466.58   | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                            | CBRE Services Inc 4.90 01/15/2033                                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2867421.28   | 0.15%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                            | CBRE Services Inc 5.25 06/01/2036                                                            | CUSIP: 12505BAM2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     2065000 | PA      | $2026734.46   | 0.11%             | 2036-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                      | Capital Automotive REIT 5.25                                                                 | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6731771 | PA      | $6726887.60   | 0.36%             | 2054-05-15      | Fixed         | 5.25%                 | 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        |     3583718 | PA      | $3598913.99   | 0.19%             | 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        |     7942905 | PA      | $7951116.88   | 0.42%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG (pfd) 7.50% 04/09/2175 Perpetual                                              | CUSIP: D1706CKE3<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EP               | CORP              | DE        |     3400000 | NS      | $3554735.22   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                  | Eurobank SA 4.25 04/30/2035                                                                  | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     3500000 | PA      | $4090769.90   | 0.22%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA 4.00 03/05/2037                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     6000000 | PA      | $6999127.18   | 0.37%             | 2037-03-05      | Variable      | 4.00%                 | 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      | $5252149.35   | 0.28%             | 2036-07-23      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                          | United Kingdom Gilt 4.75 10/22/2035                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    19000000 | PA      | $25337037.21  | 1.35%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| mBank SA                                                                     | mBank SA 3.77 03/03/2032                                                                     | CUSIP: N/A<br>LEI: 259400DZXF7UJKK2AY35       | Long             | DBT              | CORP              | PL        |     3000000 | PA      | $3461066.31   | 0.18%             | 2032-03-03      | Variable      | 3.77%                 | 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        |     3112267 | PA      | $3116150.32   | 0.17%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                            | Piedmont Operating Partnership LP 5.63 01/15/2033                                            | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3520158.00   | 0.19%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                           | Plains All American Pipeline LP / PAA Finance Corp 5.60 01/15/2036                           | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1416000 | PA      | $1419201.66   | 0.08%             | 2036-01-15      | Fixed         | 5.60%                 | 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      | $412634.39    | 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        |     1360000 | PA      | $1359360.80   | 0.07%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 Trust                                                        | PRKCM 2026-AFC1 Trust 4.68                                                                   | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8347538 | PA      | $8272637.56   | 0.44%             | 2061-02-25      | Variable      | 4.68%                 | 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        |     1270000 | PA      | $1290838.20   | 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        |     1943000 | PA      | $1971513.10   | 0.11%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2026-CES2                                                | RCKT Mortgage Trust 2026-CES2 4.76                                                           | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |     9605642 | PA      | $9520499.52   | 0.51%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| RLI Corp old                                                                 | RLI Corp 5.38 06/01/2036                                                                     | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |     1504000 | PA      | $1461251.46   | 0.08%             | 2036-06-01      | Fixed         | 5.38%                 | 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        |     4765604 | PA      | $4787033.78   | 0.26%             | 2055-03-25      | Variable      | 6.00%                 | 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        |     1345000 | PA      | $1365645.75   | 0.07%             | 2030-08-01      | Fixed         | 6.12%                 | 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      | $1450005.30   | 0.08%             | 2037-03-20      | Fixed         | 2.40%                 | 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      | $4139277.56   | 0.22%             | 2049-12-07      | Fixed         | 4.25%                 | 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      | $295988.87    | 0.02%             | 2027-02-17      | Fixed         | 1.75%                 | 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        |     1680000 | PA      | $1702587.60   | 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        |     1888000 | PA      | $1917435.51   | 0.10%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 4.90 09/11/2028                                                   | CUSIP: 40440VBB0<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1537142.04   | 0.08%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2026-3                                         | SG Residential Mortgage Trust 2026-3 5.19                                                    | CUSIP: 78398MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4312000 | PA      | $4311983.23   | 0.23%             | 2066-04-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                              | SEB Funding LLC 7.39                                                                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2872000 | PA      | $2917285.12   | 0.16%             | 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        |     2292000 | PA      | $2293916.11   | 0.12%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                           | Salesforce Inc 4.90 09/15/2031                                                               | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     2285000 | PA      | $2278820.58   | 0.12%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                           | Salesforce Inc 5.20 03/15/2033                                                               | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1507731.04   | 0.08%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-CES1                          | Santander Mortgage Asset Receivable Trust 2026-CES1 4.88                                     | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |     8594331 | PA      | $8536716.42   | 0.45%             | 2056-01-25      | Variable      | 4.88%                 | 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        |     3740000 | PA      | $3754481.28   | 0.20%             | 2033-10-01      | Fixed         | 6.00%                 | 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        |     1658000 | PA      | $1737300.48   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC3 Trust                                                        | HOMES 2025-AFC3 Trust 4.93                                                                   | CUSIP: 43762AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5209077 | PA      | $5195411.68   | 0.28%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                      | Honeywell Aerospace Inc 4.60 03/16/2033                                                      | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      124000 | PA      | $122475.96    | 0.01%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                      | Honeywell Aerospace Inc 4.95 03/16/2036                                                      | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1503327.56   | 0.08%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                   | Humana Inc 6.63 09/15/2056                                                                   | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2004000 | PA      | $1975248.37   | 0.11%             | 2056-09-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                 | Huntington Bancshares Inc/OH 4.62 01/28/2032                                                 | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     3915000 | PA      | $3870790.96   | 0.21%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                                                 | HUT 8 DC LLC 6.19 11/15/2042                                                                 | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1462917.47   | 0.08%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                     | Icon Investments Six DAC 5.81 05/08/2027                                                     | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |       55000 | PA      | $55432.93     | 0.00%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                   | Intel Corp 5.30 05/15/2036                                                                   | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2336055.42   | 0.12%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                   | Intel Corp 6.13 05/15/2056                                                                   | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1489867.95   | 0.08%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                         | International Business Machines Corp 5.80 02/03/2056                                         | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      435000 | PA      | $412626.15    | 0.02%             | 2056-02-03      | Fixed         | 5.80%                 | 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        |     2930000 | PA      | $2918794.80   | 0.16%             | 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        |      235000 | PA      | $222277.13    | 0.01%             | 2032-06-01      | Variable      | 4.20%                 | 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        |     2715000 | PA      | $2663939.27   | 0.14%             | 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        |     1287000 | PA      | $1314348.75   | 0.07%             | 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        |     4145000 | PA      | $4100244.69   | 0.22%             | 2051-12-15      | Variable      | 4.12%                 | 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        |      328000 | PA      | $355907.39    | 0.02%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                     | Lloyds Banking Group PLC                                                                     | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |     4682000 | NS      | $5009665.09   | 0.27%             |  |  |  | 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      | $881590.16    | 0.05%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                        | Western Alliance Bank 6.54 11/15/2035                                                        | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |     3966000 | PA      | $3923543.97   | 0.21%             | 2035-11-15      | Variable      | 6.54%                 | 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      | $4510636.22   | 0.24%             | 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      | $8700174.90   | 0.46%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                  | Workday Inc 3.80 04/01/2032                                                                  | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     1896000 | PA      | $1765947.05   | 0.09%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                              | Xcel Energy Inc 5.75 12/03/2056                                                              | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2565000 | PA      | $2537798.69   | 0.14%             | 2056-12-03      | Variable      | 5.75%                 | 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        |     3851000 | PA      | $4023205.98   | 0.21%             | 2035-11-19      | Variable      | 6.82%                 | 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      | $6843794.14   | 0.36%             | 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      | $9324609.52   | 0.50%             | 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      | $2432605.10   | 0.13%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                     | Lloyds Banking Group PLC (pfd) 7.88% 06/27/2174 Perpetual                                    | CUSIP: G5533WBS5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |     5000000 | NS      | $7042662.23   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                  | New Zealand Government Bond 3.50 04/14/2033                                                  | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    27500000 | PA      | $15353796.46  | 0.82%             | 2033-04-14      | Fixed         | 3.50%                 | 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        |     3086000 | PA      | $2305319.75   | 0.12%             | 2047-06-22      | Fixed         | 1.60%                 | 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      | $2281267.39   | 0.12%             | 2032-06-30      | Fixed         | 7.00%                 | 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        |     3080000 | PA      | $4476737.21   | 0.24%             | 2033-05-16      | Fixed         | 7.73%                 | 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        |     5400000 | PA      | $7772391.00   | 0.41%             | 2033-05-31      | Fixed         | 6.62%                 | 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        |   603500000 | PA      | $2210824.52   | 0.12%             | 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      | $2307549.04   | 0.12%             | 2043-06-20      | Fixed         | 1.10%                 | 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        |     2337000 | PA      | $2436946.13   | 0.13%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 4.35 01/22/2032                                                          | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1413396.22   | 0.08%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 4.41 04/23/2030                                                          | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2868870.38   | 0.15%             | 2030-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 4.62 04/23/2032                                                          | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2812123.17   | 0.15%             | 2032-04-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 5.15 04/23/2037                                                          | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1526416.39   | 0.08%             | 2037-04-23      | Variable      | 5.15%                 | 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        |     2333716 | PA      | $2344629.02   | 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        |     6370140 | PA      | $6379782.31   | 0.34%             | 2054-02-25      | Variable      | 5.50%                 | 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        |      416498 | PA      | $415621.87    | 0.02%             | 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        |     4067552 | PA      | $4073994.57   | 0.22%             | 2055-03-25      | 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: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1946139 | PA      | $1946437.55   | 0.10%             | 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        |     3394949 | PA      | $3396971.93   | 0.18%             | 2055-04-25      | Variable      | 5.50%                 | 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        |     4607073 | PA      | $4649701.37   | 0.25%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-CES1                                           | JP Morgan Mortgage Trust 2026-CES1 4.91                                                      | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11519886 | PA      | $11441301.48  | 0.61%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-ACES1                                          | JP Morgan Mortgage Trust 2026-ACES1 4.89                                                     | CUSIP: 46664MAA9<br>LEI: 529900YPO46YLJDFF157 | Long             | ABS-MBS          | CORP              | US        |     9471191 | PA      | $9412565.74   | 0.50%             | 2066-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                | Jefferies Financial Group Inc 5.50 02/15/2036                                                | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1179000 | PA      | $1135860.60   | 0.06%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                    | JetBlue Airways Corp / JetBlue Loyalty LP 9.88 09/20/2031                                    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1182000 | PA      | $1102402.29   | 0.06%             | 2031-09-20      | Fixed         | 9.88%                 | 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        |     1582000 | NS      | $1580175.32   | 0.08%             |  |  |  | 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        |      121000 | PA      | $120012.95    | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                      | KeyCorp 6.40 03/06/2035                                                                      | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      885000 | PA      | $941306.97    | 0.05%             | 2035-03-06      | Variable      | 6.40%                 | 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        |      535000 | PA      | $491989.81    | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | 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        |     2520000 | PA      | $2468882.81   | 0.13%             | 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        |     6680000 | PA      | $6932056.44   | 0.37%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                            | NatWest Group PLC (pfd) 5.13% 12/31/2174 Perpetual                                           | CUSIP: G6422BAA3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |     1585000 | NS      | $2140851.12   | 0.11%             |  |  |  | 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      | $4348198.30   | 0.23%             | 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      | $2560628.98   | 0.14%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG (pfd) 4.25% 04/09/2175 Perpetual                                              | CUSIP: D1706CHH0<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EP               | CORP              | DE        |     7000000 | NS      | $8182520.81   | 0.44%             |  |  |  | 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      | $3679246.85   | 0.20%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 2.13 10/13/2046                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $5238218.49   | 0.28%             | 2046-10-13      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.88% 03/11/2175 Perpetual                                           | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |     2008000 | NS      | $2063890.67   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                     | Cooperatieve Rabobank UA (pfd) 4.88% 06/29/2174 Perpetual                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | EP               | CORP              | US        |     6600000 | NS      | $7801640.94   | 0.42%             |  |  |  | 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      | $7077127.53   | 0.38%             | 2032-04-08      | Fixed         | 2.10%                 | 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        |      690000 | PA      | $688430.64    | 0.04%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                    | Occidental Petroleum Corp 4.20 03/15/2048                                                    | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      730000 | PA      | $556451.84    | 0.03%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                    | Occidental Petroleum Corp 6.20 03/15/2040                                                    | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1049562.78   | 0.06%             | 2040-03-15      | Fixed         | 6.20%                 | 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      | $597095.61    | 0.03%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                      | ONNI Commerical Mortgage Trust 2024-APT 5.75                                                 | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11242000 | PA      | $11365619.28  | 0.61%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 4.80 09/26/2032                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5555000 | PA      | $5284141.48   | 0.28%             | 2032-09-26      | Fixed         | 4.80%                 | 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      | $1050281.66   | 0.06%             | 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      | $8792805.96   | 0.47%             | 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      | $1455893.61   | 0.08%             | 2052-06-20      | Fixed         | 1.30%                 | 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      | $3932901.63   | 0.21%             | 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      | $2975397.94   | 0.16%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA (pfd) 7.25% 03/23/2175 Perpetual                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EP               | CORP              | FR        |     4900000 | NS      | $6101407.11   | 0.33%             |  |  |  | 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      | $1237681.92   | 0.07%             | 2052-12-20      | Fixed         | 1.60%                 | 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      | $7198722.18   | 0.38%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 5.20 09/26/2035                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3198000 | PA      | $2981680.21   | 0.16%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 5.35 05/04/2033                                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2105787.23   | 0.11%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 5.70 02/04/2036                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1221000 | PA      | $1173200.79   | 0.06%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                  | Ovintiv Inc 7.10 07/15/2053                                                                  | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1809660.75   | 0.10%             | 2053-07-15      | Fixed         | 7.10%                 | 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      | $12470719.27  | 0.66%             | 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        |     4650000 | NS      | $4819213.59   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                  | Blue Owl Credit Income Corp 7.75 09/16/2027                                                  | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2857461.38   | 0.15%             | 2027-09-16      | Fixed         | 7.75%                 | 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        |     1700000 | PA      | $1753421.12   | 0.09%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                        | Blue Owl Capital Corp 3.40 07/15/2026                                                        | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1394321.60   | 0.07%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC2 Trust                                                        | PRKCM 2026-AFC2 Trust 5.37                                                                   | CUSIP: 69383YAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9035803 | PA      | $9055110.21   | 0.48%             | 2061-04-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                  | Swedbank AB (pfd) 7.63% 09/17/2174 Perpetual                                                 | CUSIP: W94240HF3<br>LEI: M312WZV08Y7LYUC71685 | Long             | EP               | CORP              | SE        |     7600000 | NS      | $7873607.83   | 0.42%             |  |  |  | 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        |     9652335 | PA      | $9638051.59   | 0.51%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC3 Trust                                                        | PRKCM 2026-AFC3 Trust 5.38                                                                   | CUSIP: 69393JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10389496 | PA      | $10389392.11  | 0.55%             | 2061-05-01      | Variable      | 5.38%                 | 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        |     5118261 | PA      | $5093395.73   | 0.27%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust 2026-2                                          | Pagaya AI Debt Grantor Trust 2026-2 6.03                                                     | CUSIP: 69549PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5721099 | PA      | $5718113.73   | 0.30%             | 2033-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                   | Eaton Corp 4.20 03/06/2031                                                                   | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      750000 | PA      | $739764.80    | 0.04%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                   | Eaton Corp 4.80 03/06/2036                                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      710000 | PA      | $699246.23    | 0.04%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA 7.75 02/01/2032                                                                 | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1911000 | PA      | $1959615.84   | 0.10%             | 2032-02-01      | Fixed         | 7.75%                 | 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        |     5444899 | PA      | $5419854.18   | 0.29%             | 2040-01-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                          | Fifth Third Bank NA 5.33 08/25/2033                                                          | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     3428000 | PA      | $3444911.11   | 0.18%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                             | Comision Federal de Electricidad 6.05 01/28/2034                                             | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1506000 | PA      | $1488876.78   | 0.08%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                         | Commercial Metals Co 5.75 11/15/2033                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2746143.08   | 0.15%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                     | CompoSecure Holdings LLC 5.63 02/01/2033                                                     | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2690000 | PA      | $2638136.80   | 0.14%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                    | Emera Inc 6.75 06/15/2076                                                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     4845000 | PA      | $4850242.29   | 0.26%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                         | Emera US Finance LLC 5.20 04/01/2033                                                         | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      654000 | PA      | $649970.68    | 0.03%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                 | Enbridge Inc 6.00 01/15/2077                                                                 | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4560000 | PA      | $4575599.76   | 0.24%             | 2077-01-15      | Variable      | 6.00%                 | 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        |      730000 | PA      | $715127.60    | 0.04%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP (pfd) 6.25% 02/15/2175 Perpetual                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     4852000 | NS      | $4910175.48   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP (pfd) 6.50% 11/15/2174 Perpetual                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     2894000 | NS      | $2906108.50   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP 5.95 05/15/2054                                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1871049.99   | 0.10%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                    | IQVIA Inc 5.00 05/15/2027                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $3178938.52   | 0.17%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                            | ITC Holdings Corp 5.50 04/15/2036                                                            | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      569000 | PA      | $572771.90    | 0.03%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 4.26 02/22/2048                                                          | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2315535.53   | 0.12%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                               | Amazon.com Inc 4.55 03/13/2033                                                               | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1660362.83   | 0.09%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                               | Amazon.com Inc 4.88 03/13/2036                                                               | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1256789.56   | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bemis Co Inc                                                                 | Amcor Flexibles North America Inc 5.13 03/12/2036                                            | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     1848000 | PA      | $1801887.74   | 0.10%             | 2036-03-12      | Fixed         | 5.12%                 | 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        |     2252000 | PA      | $2283435.67   | 0.12%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA (pfd) 9.63% 02/21/2175 Perpetual                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |     2600000 | NS      | $2856630.40   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC 6.88 05/01/2031                                                | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     4015000 | PA      | $3875623.29   | 0.21%             | 2031-05-01      | Fixed         | 6.88%                 | 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        |     1440132 | PA      | $1353743.51   | 0.07%             | 2042-06-20      | Fixed         | 3.50%                 | 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        |      752000 | NS      | $770061.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                    | Banco Mercantil del Norte SA/Grand Cayman (pfd) 5.88% 01/24/2175 Perpetual                   | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |     2012000 | NS      | $2014035.94   | 0.11%             |  |  |  | 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      | $4862354.28   | 0.26%             | 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      | $2061451.92   | 0.11%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 3.00                                                                      | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      994425 | PA      | $887355.29    | 0.05%             | 2050-05-20      | 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        |     2222728 | PA      | $2035067.07   | 0.11%             | 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        |     6066306 | PA      | $5414322.13   | 0.29%             | 2051-07-20      | Fixed         | 3.00%                 | 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        |     6622568 | PA      | $6251443.72   | 0.33%             | 2052-09-20      | Fixed         | 4.00%                 | 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        |     1570000 | PA      | $1606344.04   | 0.09%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                          | Equinix Europe 2 Financing Corp LLC 4.70 03/15/2033                                          | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2057545.52   | 0.11%             | 2033-03-15      | Fixed         | 4.70%                 | 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        |     4111326 | PA      | $3997931.97   | 0.21%             | 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        |     7480037 | PA      | $7275944.11   | 0.39%             | 2052-10-20      | Fixed         | 4.50%                 | 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      | $586883.30    | 0.03%             | 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        |     1935000 | PA      | $2003070.01   | 0.11%             | 2029-07-01      | Fixed         | 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        |      560000 | PA      | $520751.26    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | 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        |     2105000 | PA      | $2080740.82   | 0.11%             | 2032-11-15      | Fixed         | 4.60%                 | 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        |     2720000 | PA      | $2499252.85   | 0.13%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fastnet Funding Co LLC                                                       | Fastnet Funding Co LLC 0.00 05/01/2026                                                       | CUSIP: 31189HE14<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    34300000 | PA      | $34296463.67  | 1.83%             | 2026-05-01      | None          | 0.00%                 | 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        |    11391629 | PA      | $10669278.52  | 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        |     1888000 | PA      | $1858047.07   | 0.10%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.00                                                                        | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5478064 | PA      | $4818728.47   | 0.26%             | 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        |     5348794 | PA      | $4919848.26   | 0.26%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                        | GLP Capital LP / GLP Financing II Inc 5.63 03/01/2036                                        | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1495009.07   | 0.08%             | 2036-03-01      | Fixed         | 5.62%                 | 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        |        2402 | PA      | $2386.87      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4209866 | PA      | $3869715.40   | 0.21%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2618388 | PA      | $2400808.81   | 0.13%             | 2049-02-01      | Fixed         | 3.50%                 | 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        |        1648 | PA      | $1635.46      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 4.50                                                                       | CUSIP: 3620AMRV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7532 | PA      | $7456.39      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      825261 | PA      | $752293.37    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      281170 | PA      | $258871.45    | 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        |     5510209 | PA      | $5491962.28   | 0.29%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       82696 | PA      | $79015.97     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | 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        |     4130089 | PA      | $4114897.14   | 0.22%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 4.00                                                                       | CUSIP: 36230UCQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2606 | PA      | $2480.45      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.00                                                                         | CUSIP: 3140N3AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8609837 | PA      | $8579033.14   | 0.46%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3583378 | PA      | $3364736.16   | 0.18%             | 2052-05-01      | 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      | $3814117.52   | 0.20%             | 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      | $4382203.14   | 0.23%             | 2052-11-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5027778 | PA      | $4459196.99   | 0.24%             | 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        |     5263527 | PA      | $4801317.37   | 0.26%             | 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        |     2466197 | PA      | $2450605.85   | 0.13%             | 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        |    10407554 | PA      | $10327856.64  | 0.55%             | 2053-01-01      | Fixed         | 5.00%                 | 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        |     2405000 | PA      | $2497208.64   | 0.13%             | 2029-05-06      | Fixed         | 6.25%                 | 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      | $1596213.75   | 0.09%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 3140QRR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10629978 | PA      | $10798304.20  | 0.58%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6899485 | PA      | $6953931.92   | 0.37%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                      | HCA Inc 4.90 11/15/2035                                                                      | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2827000 | PA      | $2737521.77   | 0.15%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                      | HCA Inc 5.30 05/15/2036                                                                      | CUSIP: 404119DL0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5030000 | PA      | $4986606.14   | 0.27%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                             | ABN AMRO Bank NV 3.32 03/13/2037                                                             | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $537547.10    | 0.03%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4783441 | PA      | $4617940.39   | 0.25%             | 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        |     6308539 | PA      | $5943754.10   | 0.32%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.50% 09/23/2174 Perpetual                                           | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |     4745000 | NS      | $4796060.95   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-NQM2                          | Santander Mortgage Asset Receivable Trust 2026-NQM2 4.70                                     | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |     6263782 | PA      | $6210962.87   | 0.33%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6626834 | PA      | $6289238.42   | 0.34%             | 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        |     5044516 | PA      | $4284503.22   | 0.23%             | 2051-12-01      | Fixed         | 2.50%                 | 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        |     7914000 | NS      | $7906066.85   | 0.42%             |  |  |  | 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        |     2630000 | PA      | $2691250.07   | 0.14%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                     | AT&T Inc 5.25 10/30/2036                                                                     | CUSIP: 00206RNN8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1181377.04   | 0.06%             | 2036-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                     | AT&T Inc 6.20 10/30/2056                                                                     | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1877000 | PA      | $1860637.16   | 0.10%             | 2056-10-30      | Fixed         | 6.20%                 | 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        |     4064151 | PA      | $4068899.47   | 0.22%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      225916 | PA      | $201006.14    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140XHNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8634587 | PA      | $8209818.91   | 0.44%             | 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        |     4449049 | PA      | $3936423.85   | 0.21%             | 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        |     2045827 | PA      | $1738822.46   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                          | Abbott Laboratories 4.65 03/15/2036                                                          | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     1978000 | PA      | $1921728.00   | 0.10%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                          | Abbott Laboratories 5.50 03/15/2056                                                          | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1514208.36   | 0.08%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140XLAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5590182 | PA      | $4986001.97   | 0.27%             | 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        |    10716696 | PA      | $10440169.39  | 0.56%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                     | Acadia Healthcare Co Inc 5.00 04/15/2029                                                     | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3867742.83   | 0.21%             | 2029-04-15      | Fixed         | 5.00%                 | 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        |      301000 | PA      | $310657.89    | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                | Commonwealth of Massachusetts 2.66% 09/01/2039                                               | CUSIP: 57582RYN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      241438 | PA      | $204154.09    | 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        |     1735000 | PA      | $1772508.97   | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | 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        |     2242000 | PA      | $2314618.38   | 0.12%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                       | Sumisho Air Lease Corp (pfd) 4.65% 06/15/2174 Perpetual                                      | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |     3930000 | NS      | $3935542.48   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2025-NQM3 Trust                                                          | MFA 2025-NQM3 Trust 5.72                                                                     | CUSIP: 58004LAC1<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     8118199 | PA      | $8137964.90   | 0.43%             | 2070-08-25      | Variable      | 5.72%                 | 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        |     4973000 | PA      | $5091710.48   | 0.27%             | 2029-04-01      | Fixed         | 6.25%                 | 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      | $7625000.00   | 0.41%             | 2061-10-20      | Fixed         | 2.41%                 | 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      | $308852.27    | 0.02%             | 2041-01-01      | Fixed         | 7.10%                 | 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        |    10609000 | NS      | $10649956.04  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                   | Allianz SE 6.35 09/06/2053                                                                   | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     2600000 | PA      | $2724160.40   | 0.15%             | 2053-09-06      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6                                                               | NRZT 2025-NQM6 5.24                                                                          | CUSIP: 64832KAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6165332 | PA      | $6139005.83   | 0.33%             | 2065-10-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                            | Nexstar Media Inc 7.25 04/15/2034                                                            | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     2708000 | PA      | $2727243.13   | 0.15%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                     | Allison Transmission Inc 5.88 12/01/2033                                                     | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     2808000 | PA      | $2841193.37   | 0.15%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                 | Alphabet Inc 4.40 02/15/2033                                                                 | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $2472516.01   | 0.13%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Portsea Funding LLC                                                          | Portsea Funding LLC 0.00 05/01/2026                                                          | CUSIP: 73702KE17<br>LEI: 635400FBANFDLBHCWT48 | Long             | STIV             | CORP              | US        |    37000000 | PA      | $36996185.30  | 1.97%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex 2 Year Euro SCHATZ Futur                                               | EURO-SCHATZ FUT   Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |         179 | NC      | $-3455.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex 30 Year Euro BUXL Future                                               | EURO-BUXL 30Y BND Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |         -10 | NC      | $13362.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                     | US LONG BOND(CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          56 | NC      | $-37734.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                 | Alphabet Inc 4.80 02/15/2036                                                                 | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1635000 | PA      | $1619279.07   | 0.09%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                 | Alphabet Inc 5.65 02/15/2056                                                                 | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1015876.95   | 0.05%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CME Ultra Long Term US Treasury                                              | US ULTRA BOND CBT Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         254 | NC      | $-1107546.15  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                | US 10YR NOTE (CBT)Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -970 | NC      | $1883617.31   | 0.10%             |  |  |  | No            |                  1 | 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        |     1410000 | PA      | $1282823.99   | 0.07%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                    | Amgen Inc 5.65 03/02/2053                                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      590000 | PA      | $567740.40    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CAN 10YR BOND FUT                                                            | CAN 10YR BOND FUT Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | CA        |         402 | NC      | $-830578.96   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                 | US 2YR NOTE (CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         712 | NC      | $-4037.30     | -0.00%            |  |  |  | No            |                  1 | 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      | $2477798.37   | 0.13%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                       | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.12                                  | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      891249 | PA      | $891692.15    | 0.05%             | 2036-11-15      | Floating      | 5.12%                 | 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        |      586000 | PA      | $586663.41    | 0.03%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                           | Asurion LLC/ Asurion Co-Issuer Inc 8.00 12/31/2032                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1269916.79   | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE                                                             | LONG GILT FUTURE  Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |         254 | NC      | $-2075486.37  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TSE Japanese 10 Year Bond Futu                                               | JPN 10Y BOND(OSE) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | JP        |          42 | NC      | $-695103.96   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                           | Asurion LLC/ Asurion Co-Issuer Inc 8.38 02/01/2034                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2009385.25   | 0.11%             | 2034-02-01      | Fixed         | 8.38%                 | 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        |     2902000 | PA      | $2984756.04   | 0.16%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                | Atlas Warehouse Lending Co LP 4.95 11/15/2030                                                | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1824997.19   | 0.10%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                | Atlas Warehouse Lending Co LP 5.25 01/15/2033                                                | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |      860000 | PA      | $841359.41    | 0.04%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SGX Mini Japan Government 10 Y                                               | 10YR MINI JGB FUT Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | JP        |         159 | NC      | $-262537.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KFE 10 Year Treasury Bond Futu                                               | KOREA 10YR BND FU Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | KR        |         282 | NC      | $-276066.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Avianca Midco 2 PLC                                                          | Avianca Midco 2 PLC 9.63 02/14/2030                                                          | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     1448000 | PA      | $1366007.00   | 0.07%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Avilease Capital Ltd                                                         | Avilease Capital Ltd 4.75 11/12/2030                                                         | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |     4465000 | PA      | $4384974.12   | 0.23%             | 2030-11-12      | Fixed         | 4.75%                 | 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      | $2267872.51   | 0.12%             | 2035-07-30      | Fixed         | 1.85%                 | 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      | $2350134.48   | 0.13%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV (pfd) 4.88% 05/16/2174 Perpetual                                                | CUSIP: N4578EKR8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |    10032000 | NS      | $9715121.62   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG (pfd) 4.63% 04/30/2175 Perpetual                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EP               | CORP              | DE        |     4600000 | NS      | $5335417.58   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                  | Avolon Holdings Funding Ltd 4.85 04/01/2033                                                  | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |     1160000 | PA      | $1119155.55   | 0.06%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                     | Azule Energy Finance Plc 8.25 01/22/2031                                                     | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      667000 | PA      | $689442.83    | 0.04%             | 2031-01-22      | Fixed         | 8.25%                 | 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      | $3601676.99   | 0.19%             | 2041-12-20      | Fixed         | 0.50%                 | 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      | $1531918.63   | 0.08%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                          | Erste Group Bank AG (pfd) 4.25% 04/15/2175 Perpetual                                         | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EP               | CORP              | AT        |     7000000 | NS      | $8195130.12   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                             | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2174 Perpetual                            | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |     5000000 | NS      | $5082192.70   | 0.27%             |  |  |  | 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        |     3445000 | PA      | $3392291.50   | 0.18%             | 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      | $2427783.60   | 0.13%             | 2052-05-15      | Fixed         | 3.00%                 | 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      | $341505.06    | 0.02%             | 2051-09-01      | Fixed         | 1.70%                 | 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      | $4004725.75   | 0.21%             | 2033-09-15      | Fixed         | 2.25%                 | 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      | $11393481.63  | 0.61%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA (pfd) 8.50% 02/14/2175 Perpetual                                              | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |     8758000 | NS      | $9280458.49   | 0.49%             |  |  |  | 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      | $2357212.41   | 0.13%             | 2051-06-20      | Fixed         | 0.70%                 | 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      | $8198731.73   | 0.44%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 3.65 01/14/2037                                                                      | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2630000 | PA      | $2373722.44   | 0.13%             | 2037-01-14      | Variable      | 3.65%                 | 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      | $7860843.40   | 0.42%             | 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        |    33550000 | PA      | $19667761.35  | 1.05%             | 2035-05-15      | Fixed         | 4.50%                 | 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      | $3615679.10   | 0.19%             | 2035-05-15      | Variable      | 4.81%                 | 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      | $9261345.39   | 0.49%             | 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      | $6885665.94   | 0.37%             | 2054-09-25      | Fixed         | 2.19%                 | 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        |        1144 | PA      | $1167.63      | 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        |     2722305 | PA      | $2720210.37   | 0.14%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM7 Trust                                                         | GCAT 2025-NQM7 Trust 5.29                                                                    | CUSIP: 36831RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4793455 | PA      | $4777506.59   | 0.25%             | 2070-11-25      | Variable      | 5.29%                 | 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        |      785000 | PA      | $817323.37    | 0.04%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                | GENMAB A/S/GENMAB FINANCE LLC 6.25 12/15/2032                                                | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     2875000 | PA      | $2952121.88   | 0.16%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                | GENMAB A/S/GENMAB FINANCE LLC 7.25 12/15/2033                                                | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     1015000 | PA      | $1058815.00   | 0.06%             | 2033-12-15      | Fixed         | 7.25%                 | 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        |     1315000 | PA      | $1302040.87   | 0.07%             | 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        |     2750000 | PA      | $2693662.48   | 0.14%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                         | Glencore Funding LLC 4.90 07/01/2031                                                         | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      155000 | PA      | $155269.65    | 0.01%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                         | Glencore Funding LLC 5.51 04/01/2036                                                         | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1445625.62   | 0.08%             | 2036-04-01      | Fixed         | 5.51%                 | 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        |     4440000 | PA      | $4873126.00   | 0.26%             | 2033-06-15      | Fixed         | 7.95%                 | 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        |     1385000 | PA      | $1227143.24   | 0.07%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 5.73 01/28/2056                                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1410342.79   | 0.08%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 5.07 01/21/2037                                                  | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1525690.06   | 0.08%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                        | Goldman Sachs BDC Inc 5.10 01/28/2029                                                        | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     1891000 | PA      | $1854731.58   | 0.10%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                            | Goldman Sachs Private Credit Corp 5.05 02/23/2028                                            | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2743626.27   | 0.15%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                        | Golub Capital BDC Inc 2.05 02/15/2027                                                        | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     3001000 | PA      | $2925796.02   | 0.16%             | 2027-02-15      | Fixed         | 2.05%                 | 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        |     1088000 | PA      | $1119917.70   | 0.06%             | 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        |     2770000 | PA      | $2749101.57   | 0.15%             | 2028-08-15      | Fixed         | 5.45%                 | 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        |     2327518 | PA      | $2336678.12   | 0.12%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                          | Cheniere Energy Inc 5.20 07/30/2036                                                          | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      771000 | PA      | $762511.53    | 0.04%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                          | Cheniere Energy Inc 6.00 07/30/2056                                                          | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1259199.55   | 0.07%             | 2056-07-30      | Fixed         | 6.00%                 | 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        |     4375000 | PA      | $4413499.17   | 0.24%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                          | Citadel Finance LLC 5.15 02/14/2031                                                          | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1211449.41   | 0.06%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc (pfd) 7.63% 02/15/2175 Perpetual                                               | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     7318000 | NS      | $7615059.57   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc 5.17 09/11/2036                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1174489.94   | 0.06%             | 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        |      830000 | PA      | $802399.14    | 0.04%             | 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        |     4071220 | PA      | $4086681.93   | 0.22%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC 5.88 07/01/2029                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1121401.12   | 0.06%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco                    | University of California College of the Law San Francisco 5.99% 08/01/2050                   | CUSIP: 194248AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      435000 | PA      | $435197.79    | 0.02%             | 2050-08-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco                    | University of California College of the Law San Francisco 6.09% 08/01/2055                   | CUSIP: 194248AS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      495000 | PA      | $498532.86    | 0.03%             | 2055-08-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                       | Colombia Government International Bond 6.13 01/21/2031                                       | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3500000 | PA      | $3500700.00   | 0.19%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLT 2025-7 Mortgage Loan Trust                                              | COLT 2025-7 Mortgage Loan Trust 5.83                                                         | CUSIP: 19689CAC5<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |     2393378 | PA      | $2402283.97   | 0.13%             | 2070-06-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp 5.49 04/23/2037                                                         | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2546217.50   | 0.14%             | 2037-04-23      | Variable      | 5.49%                 | 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        |     5535000 | PA      | $5830873.43   | 0.31%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                             | Bank of New York Mellon Corp/The 5.09 04/23/2037                                             | CUSIP: 06406RCM7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1211079.03   | 0.06%             | 2037-04-23      | Variable      | 5.08%                 | 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        |     6343000 | PA      | $6730290.89   | 0.36%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2026-NQM2                                       | Barclays Mortgage Loan Trust 2026-NQM2 4.70                                                  | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10796944 | PA      | $10705499.65  | 0.57%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                     | Baxter International Inc 4.90 12/15/2030                                                     | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1658039.13   | 0.09%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                     | Baxter International Inc 5.65 12/15/2035                                                     | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $1029002.24   | 0.05%             | 2035-12-15      | Fixed         | 5.65%                 | 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      | $2208936.85   | 0.12%             | 2052-08-15      | Fixed         | 3.25%                 | 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      | $4243136.99   | 0.23%             | 2053-02-15      | Fixed         | 2.50%                 | 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      | $1531599.95   | 0.08%             | 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      | $1746921.24   | 0.09%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                  | BioMarin Pharmaceutical Inc 5.50 02/15/2034                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1703789.56   | 0.09%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund 3.25 03/15/2027                                               | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     3690000 | PA      | $3630690.11   | 0.19%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                             | Blue Owl Technology Finance Corp 6.10 03/15/2028                                             | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      676000 | PA      | $673434.53    | 0.04%             | 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        |     2485000 | PA      | $2510853.32   | 0.13%             | 2040-05-01      | Fixed         | 5.71%                 | 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        |     5475000 | PA      | $5084725.03   | 0.27%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                 | CCO Holdings LLC / CCO Holdings Capital Corp 5.13 05/01/2027                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1314000 | PA      | $1313187.29   | 0.07%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                 | CCO Holdings LLC / CCO Holdings Capital Corp 5.00 02/01/2028                                 | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2027034.96   | 0.11%             | 2028-02-01      | Fixed         | 5.00%                 | 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        |     2409000 | PA      | $2370782.30   | 0.13%             | 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        |     2405000 | PA      | $2417391.11   | 0.13%             | 2029-05-30      | Fixed         | 5.25%                 | 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        |      105000 | PA      | $103710.56    | 0.01%             | 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        |     2023000 | PA      | $2100252.91   | 0.11%             | 2055-03-10      | Variable      | 7.00%                 | 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        |     3773000 | PA      | $3643896.24   | 0.19%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA 5.40 04/22/2037                                                                 | CUSIP: 12803RAP9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1360000 | PA      | $1344062.08   | 0.07%             | 2037-04-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSP LA OBLIG                                                     | California Public Finance Authority 5.40% 11/15/2036                                         | CUSIP: 13057EKD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1080000 | PA      | $1082738.66   | 0.06%             | 2036-11-15      | Fixed         | 5.40%                 | 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      | $23992.57     | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | 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      | $547566.69    | 0.03%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                     | Canadian Government Bond 2.50 11/01/2027                                                     | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    25000000 | PA      | $18305296.87  | 0.98%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                     | Canadian Government Bond 2.25 02/01/2028                                                     | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    25000000 | PA      | $18195236.87  | 0.97%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                     | Canadian Government Bond 2.50 05/01/2028                                                     | CUSIP: 135087U44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    50000000 | PA      | $36486914.27  | 1.94%             | 2028-05-01      | Fixed         | 2.50%                 | 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        |     2180000 | PA      | $1879528.57   | 0.10%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                   | Capital One Financial Corp (pfd) 5.50% 10/30/2174 Perpetual                                  | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     2310000 | NS      | $2286391.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                   | Capital One Financial Corp 4.72 01/30/2032                                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2355000 | PA      | $2327542.58   | 0.12%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                   | Capital One Financial Corp 5.40 01/30/2037                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1648000 | PA      | $1619404.02   | 0.09%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                | Carnival Corp 4.00 08/01/2028                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      690000 | PA      | $674109.42    | 0.04%             | 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        |     1916000 | PA      | $1911253.88   | 0.10%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                     | Celanese US Holdings LLC 7.00 02/15/2031                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2790000 | PA      | $2904900.57   | 0.15%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                 | Centene Corp 4.25 12/15/2027                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     3672000 | PA      | $3652115.75   | 0.19%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                           | Cenovus Energy Inc 5.40 03/20/2036                                                           | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     1021000 | PA      | $1017886.26   | 0.05%             | 2036-03-20      | Fixed         | 5.40%                 | 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        |     4120000 | PA      | $4282249.72   | 0.23%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                             | ABN AMRO Bank NV (pfd) 4.75% 03/22/2175 Perpetual                                            | CUSIP: N02598N68<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EP               | CORP              | NL        |     6000000 | NS      | $7078487.40   | 0.38%             |  |  |  | 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      | $4858705.44   | 0.26%             | 2039-12-20      | Fixed         | 0.30%                 | 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      | $10711327.00  | 0.57%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                     | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2175 Perpetual                                    | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |     4000000 | NS      | $3967588.36   | 0.21%             |  |  |  | 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      | $4305601.23   | 0.23%             | 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      | $13834180.90  | 0.74%             | 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      | $42540782.95  | 2.27%             | 2030-12-25      | Fixed         | 2.54%                 | 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      | $4794400.89   | 0.26%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA (pfd) 7.00% 08/20/2174 Perpetual                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EP               | CORP              | ES        |     3000000 | NS      | $3740803.03   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                  | New Zealand Government Bond 4.25 05/15/2036                                                  | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    23700000 | PA      | $13515631.61  | 0.72%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society (pfd) 7.50% 12/20/2174 Perpetual                                 | CUSIP: G6S17HYH0<br>LEI: 549300XFX12G42QIKN82 | Long             | EP               | CORP              | GB        |     6600000 | NS      | $9152778.73   | 0.49%             |  |  |  | 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      | $16924022.72  | 0.90%             | 2054-09-25      | Fixed         | 2.19%                 | 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      | $-174.92      | -0.00%            | 2035-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | SWAP 12.98 01/02/31                                                                          | CUSIP: SLA5CB4A9<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | BR        |   140000000 | OU      | $-772811.71   | -0.04%            | 2031-01-02      | 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        |    41600000 | OU      | $997727.98    | 0.05%             | 2030-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                | MARKIT CDX.NA.HY.46 06/31                                                                    | CUSIP: SP4T0FDR2<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     8000000 | OU      | $-570117.84   | -0.03%            | 2031-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-26

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer