# EDGAR Filing Document

**Accession Number:** 0000880268
**File Stem:** 0001193125-26-129663
**Filing Date:** 2026-3
**Character Count:** 358041
**Document Hash:** 6b67c0a2b9f22a1cc87f63b01ab2ad7e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-129663.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0001193125-26-129663

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260327

**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:** 26808998

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**Global Bond Fund**

**January 31, 2026**

------

---

| |
|:---|
| **<u>Global Bond Fund - Schedule of Investments</u>** |
| **JANUARY 31, 2026 (UNAUDITED)** |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Principal<br>Amount ($)/Shares** | **Value ($)** |
| **CORPORATE BONDS — 33.4%** | | | |
| **Aerospace and Defense — 0.3%** | | | |
| Boeing Co., 5.71%, 5/1/40 |  | 3140000 | 3211532 |
| Textron, Inc., 4.95%, 3/15/36 |  | 1677000 | 1663310 |
| TransDigm, Inc., 4.875%, 5/1/29 |  | 1330000 | 1328284 |
|  |  |  | 6203126 |
| **Air Freight and Logistics — 0.2%** |  |  |  |
| GXO Logistics, Inc., 6.25%, 5/6/29 |  | 3385000 | 3573007 |
| **Automobiles — 0.3%** |  |  |  |
| Ford Motor Credit Co. LLC, 6.05%, 11/5/31 |  | 3740000 | 3863890 |
| General Motors Financial Co., Inc., 5.60%, 6/18/31 |  | 1150000 | 1200900 |
| General Motors Financial Co., Inc., 6.15%, 7/15/35 |  | 1660000 | 1757121 |
|  |  |  | 6821911 |
| **Banks — 6.9%** |  |  |  |
| Alpha Bank SA, VRN, 4.31%, 7/23/36 | EUR | 4500000 | 5433647 |
| Bank of America Corp., VRN, 5.51%, 1/24/36 |  | 1855000 | 1926329 |
| Bank of Montreal, VRN, 7.70%, 5/26/84 |  | 3754000 | 3994170 |
| Bank of Nova Scotia, VRN, 8.625%, 10/27/82 |  | 3953000 | 4188026 |
| Bank of Nova Scotia, VRN, 8.00%, 1/27/84 |  | 2990000 | 3203722 |
| Banque Federative du Credit Mutuel SA, 5.11%, 1/15/36<sup>(1)</sup> |  | 1842000 | 1839087 |
| Barclays PLC, VRN, 8.41%, 11/14/32 | GBP | 2100000 | 3049261 |
| Barclays PLC, VRN, 4.97%, 5/31/36 | EUR | 5500000 | 6877216 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico, VRN, 5.125%, 1/18/33<sup>(1)</sup> |  | 3735000 | 3693205 |
| BNP Paribas SA, VRN, 2.00%, 5/24/31 | GBP | 3200000 | 4344948 |
| BPCE SA, VRN, 3.65%, 1/14/37<sup>(1)</sup> |  | 3810000 | 3508548 |
| BPCE SA, VRN, 2.125%, 10/13/46 | EUR | 5000000 | 5391909 |
| Citigroup, Inc., VRN, 5.17%, 9/11/36 |  | 1820000 | 1828470 |
| Citigroup, Inc., VRN, 5.61%, 3/4/56 |  | 1345000 | 1336301 |
| Credit Mutuel Arkea SA, VRN, 4.81%, 5/15/35 | EUR | 3000000 | 3726190 |
| Dresdner Funding Trust I, 8.15%, 6/30/31<sup>(1)</sup> |  | 4650000 | 5129482 |
| Eurobank SA, VRN, 4.25%, 4/30/35 | EUR | 6500000 | 7823957 |
| European Union, 0.00%, 7/4/31<sup>(2)</sup> | EUR | 15800000 | 16286301 |
| Huntington Bancshares, Inc., VRN, 4.62%, 1/28/32 |  | 4940000 | 4949265 |
| Intesa Sanpaolo SpA, 6.625%, 5/31/33 | GBP | 5400000 | 8109161 |
| Intesa Sanpaolo SpA, VRN, 4.20%, 6/1/32<sup>(1)</sup> |  | 2811000 | 2695642 |
| JPMorgan Chase & Co., VRN, 4.35%, 1/22/32 |  | 1870000 | 1865487 |
| JPMorgan Chase & Co., VRN, 5.77%, 4/22/35 |  | 2662000 | 2819701 |
| mBank SA, VRN, 4.03%, 9/27/30 | EUR | 3000000 | 3671491 |
| Mizuho Financial Group, Inc., 2.10%, 4/8/32 | EUR | 6565000 | 7282318 |
| Morgan Stanley Private Bank NA, VRN, 4.73%, 7/18/31 |  | 1380000 | 1398438 |
| Morgan Stanley Private Bank NA, VRN, 4.47%, 11/19/31 |  | 4637000 | 4639783 |
| NatWest Group PLC, VRN, 2.11%, 11/28/31 | GBP | 1900000 | 2563874 |
| NatWest Group PLC, VRN, 3.03%, 11/28/35 |  | 3416000 | 3162925 |
| Novo Banco SA, VRN, 9.875%, 12/1/33 | EUR | 7000000 | 9590461 |
| Pinnacle Bank/Nashville TN, VRN, 5.96%, 1/15/36 |  | 3837000 | 3868182 |
| PNC Financial Services Group, Inc., VRN, 5.42%, 1/25/41 |  | 671000 | 670633 |
| Standard Chartered PLC, VRN, 3.86%, 3/17/33 | EUR | 4500000 | 5441981 |
| Toronto-Dominion Bank, VRN, 8.125%, 10/31/82 |  | 3276000 | 3433982 |
| Wells Fargo & Co., VRN, 5.43%, 1/23/47 |  | 1500000 | 1471048 |

---

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| | | |
|:---|:---|:---|
| Western Alliance Bank, VRN, 6.54%, 11/15/35 | 5058000 | 5125524 |
| Zions Bancorp NA, VRN, 6.82%, 11/19/35 | 4581000 | 4859617 |
|  |  | 161200282 |
| **Biotechnology — 0.4%** |  |  |
| Amgen, Inc., 5.65%, 3/2/53 | 1425000 | 1403611 |
| Biocon Biologics Global PLC, 6.67%, 10/9/29<sup>(1)</sup> | 2290000 | 2326886 |
| BioMarin Pharmaceutical, Inc., 5.50%, 2/15/34<sup>(1)(3)</sup> | 2005000 | 2013060 |
| Genmab AS/Genmab Finance LLC, 6.25%, 12/15/32<sup>(1)</sup> | 2875000 | 2948982 |
| Genmab AS/Genmab Finance LLC, 7.25%, 12/15/33<sup>(1)</sup> | 1285000 | 1360885 |
|  |  | 10053424 |
| **Broadline Retail — 0.2%** |  |  |
| Amazon.com, Inc., 4.65%, 11/20/35 | 4366000 | 4324789 |
| **Building Products — 0.4%** |  |  |
| Builders FirstSource, Inc., 4.25%, 2/1/32<sup>(1)</sup> | 6210000 | 5924016 |
| Carlisle Cos., Inc., 5.55%, 9/15/40 | 1233000 | 1253317 |
| Standard Building Solutions, Inc., 6.50%, 8/15/32<sup>(1)</sup> | 1253000 | 1292860 |
|  |  | 8470193 |
| **Capital Markets — 2.0%** |  |  |
| Ares Strategic Income Fund, 5.70%, 3/15/28 | 866000 | 877848 |
| Blue Owl Credit Income Corp., 7.75%, 1/15/29 | 1745000 | 1849815 |
| Blue Owl Technology Finance Corp., 6.10%, 3/15/28 | 6126000 | 6216233 |
| Blue Owl Technology Finance Corp., 6.75%, 4/4/29 | 2595000 | 2663802 |
| Coinbase Global, Inc., 3.375%, 10/1/28<sup>(1)</sup> | 660000 | 630519 |
| Goldman Sachs BDC, Inc., 5.10%, 1/28/29 | 2311000 | 2296302 |
| Goldman Sachs Group, Inc., VRN, 4.37%, 10/21/31 | 2785000 | 2769741 |
| Goldman Sachs Group, Inc., VRN, 5.07%, 1/21/37 | 1630000 | 1623640 |
| Goldman Sachs Group, Inc., VRN, 5.54%, 1/21/47 | 1250000 | 1232053 |
| Golub Capital BDC, Inc., 7.05%, 12/5/28 | 1318000 | 1387687 |
| Golub Capital Private Credit Fund, 5.45%, 8/15/28<sup>(1)</sup> | 3385000 | 3408051 |
| HPS Corporate Lending Fund, 5.45%, 1/14/28 | 925000 | 933913 |
| HPS Corporate Lending Fund, 4.90%, 9/11/28<sup>(1)</sup> | 1845000 | 1834604 |
| HPS Corporate Lending Fund, 5.15%, 4/2/29<sup>(1)</sup> | 1535000 | 1529261 |
| Jefferies Financial Group, Inc., 5.50%, 2/15/36 | 2720000 | 2686176 |
| LPL Holdings, Inc., 5.15%, 6/15/30 | 2275000 | 2321478 |
| Morgan Stanley, VRN, 6.63%, 11/1/34 | 2650000 | 2946341 |
| Morgan Stanley, VRN, 4.89%, 10/22/36 | 1205000 | 1186725 |
| Northern Trust Corp., VRN, 3.375%, 5/8/32 | 8560000 | 8450479 |
|  |  | 46844668 |
| **Chemicals — 0.5%** |  |  |
| Braskem Netherlands Finance BV, 4.50%, 1/10/28<sup>(1)</sup> | 1007000 | 459041 |
| Braskem Netherlands Finance BV, 4.50%, 1/31/30<sup>(1)</sup> | 8636000 | 3732479 |
| Celanese U.S. Holdings LLC, 7.00%, 2/15/31 | 3445000 | 3525971 |
| CompoSecure Holdings LLC, 5.625%, 2/1/33<sup>(1)</sup> | 3065000 | 3057261 |
| Solstice Advanced Materials, Inc., 5.625%, 9/30/33<sup>(1)</sup> | 1166000 | 1172712 |
|  |  | 11947464 |
| **Construction Materials — 0.3%** |  |  |
| Eagle Materials, Inc., 5.00%, 3/15/36 | 2811000 | 2753367 |
| Quikrete Holdings, Inc., 6.375%, 3/1/32<sup>(1)</sup> | 1315000 | 1364459 |
| Quikrete Holdings, Inc., 6.75%, 3/1/33<sup>(1)</sup> | 3846000 | 3997621 |
|  |  | 8115447 |
| **Consumer Finance — 0.7%** |  |  |
| Ally Financial, Inc., 8.00%, 11/1/31 | 2363000 | 2680203 |
| Avilease Capital Ltd., 4.75%, 11/12/30<sup>(1)</sup> | 4465000 | 4437254 |
| Capital One Financial Corp., VRN, 4.72%, 1/30/32<sup>(3)</sup> | 2840000 | 2841473 |
| Capital One Financial Corp., VRN, 2.36%, 7/29/32 | 3460000 | 3027716 |

---

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| | | |
|:---|:---|:---|
| Capital One Financial Corp., VRN, 5.40%, 1/30/37<sup>(3)</sup> | 2498000 | 2494393 |
|  |  | 15481039 |
| **Consumer Staples Distribution & Retail — 0.0%** |  |  |
| Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 5.75%, 3/31/34<sup>(1)</sup> | 945000 | 930564 |
| **Diversified Consumer Services — 0.1%** |  |  |
| Leland Stanford Junior University, 4.68%, 3/1/35 | 500000 | 502240 |
| Massachusetts Institute of Technology, 5.62%, 6/1/55 | 805000 | 830030 |
|  |  | 1332270 |
| **Diversified REITs — 0.8%** |  |  |
| American Assets Trust LP, 3.375%, 2/1/31 | 2410000 | 2200217 |
| GLP Capital LP/GLP Financing II, Inc., 5.25%, 2/15/33 | 2973000 | 2980834 |
| Kilroy Realty LP, 3.05%, 2/15/30 | 1440000 | 1343715 |
| Piedmont Operating Partnership LP, 6.875%, 7/15/29 | 531000 | 564445 |
| Piedmont Operating Partnership LP, 5.625%, 1/15/33 | 4600000 | 4626005 |
| Trust 2401, 7.70%, 1/23/32<sup>(1)</sup> | 3593000 | 3946821 |
| Vornado Realty LP, 5.75%, 2/1/33 | 3695000 | 3738286 |
|  |  | 19400323 |
| **Diversified Telecommunication Services — 0.3%** |  |  |
| Frontier Communications Holdings LLC, 8.625%, 3/15/31<sup>(1)</sup> | 6190000 | 6475984 |
| Sprint Capital Corp., 6.875%, 11/15/28 | 1294000 | 1388532 |
|  |  | 7864516 |
| **Electric Utilities — 1.5%** |  |  |
| Alliant Energy Corp., VRN, 5.75%, 4/1/56 | 3594000 | 3569046 |
| American Electric Power Co., Inc., VRN, 6.05%, 3/15/56 | 2310000 | 2294695 |
| Comision Federal de Electricidad, 6.05%, 1/28/34<sup>(1)</sup> | 1506000 | 1507883 |
| Duke Energy Florida LLC, 4.85%, 12/1/35 | 1308000 | 1299888 |
| Electricite de France SA, 6.95%, 1/26/39<sup>(1)</sup> | 4096000 | 4578250 |
| Emera, Inc., Series 16-A, VRN, 6.75%, 6/15/76 | 5750000 | 5792010 |
| EUSHI Finance, Inc., VRN, 6.25%, 4/1/56 | 2698000 | 2715820 |
| Hawaiian Electric Co., Inc., 6.00%, 10/1/33<sup>(1)</sup> | 5630000 | 5718284 |
| Israel Electric Corp. Ltd., 5.63%, 1/28/38 | 918000 | 917595 |
| Kentucky Utilities Co., 5.85%, 8/15/55 | 1561000 | 1584088 |
| Palomino Funding Trust I, 7.23%, 5/17/28<sup>(1)</sup> | 1380000 | 1459584 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 5.45%, 2/3/36<sup>(1)(3)</sup> | 601000 | 598987 |
| Southern Co. Gas Capital Corp., 5.10%, 9/15/35 | 2274000 | 2285351 |
|  |  | 34321481 |
| **Electronic Equipment, Instruments and Components — 0.1%** |  |  |
| Flex Ltd., 5.375%, 11/13/35 | 2545000 | 2543462 |
| **Energy Equipment and Services — 0.1%** |  |  |
| Enerflex, Inc., 6.875%, 1/15/31<sup>(1)</sup> | 1348000 | 1394110 |
| **Entertainment — 0.1%** |  |  |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27 | 3486000 | 3463167 |
| **Financial Services — 1.8%** |  |  |
| Antares Holdings LP, 6.35%, 10/23/29<sup>(1)</sup> | 2485000 | 2545071 |
| Atlas Warehouse Lending Co. LP, 6.25%, 1/15/30<sup>(1)</sup> | 3612000 | 3814271 |
| Atlas Warehouse Lending Co. LP, 4.95%, 11/15/30<sup>(1)</sup> | 3640000 | 3657024 |
| Atlas Warehouse Lending Co. LP, 5.25%, 1/15/33<sup>(1)</sup> | 2485000 | 2489384 |
| Essent Group Ltd., 6.25%, 7/1/29 | 2785000 | 2915783 |
| Freedom Mortgage Holdings LLC, 9.25%, 2/1/29<sup>(1)</sup> | 5330000 | 5582988 |
| Freedom Mortgage Holdings LLC, 6.875%, 5/1/31<sup>(1)</sup> | 4595000 | 4563291 |
| Nationwide Building Society, VRN, 4.125%, 10/18/32<sup>(1)</sup> | 1394000 | 1386660 |
| NMI Holdings, Inc., 6.00%, 8/15/29 | 3345000 | 3455686 |
| PennyMac Financial Services, Inc., 7.125%, 11/15/30<sup>(1)</sup> | 4375000 | 4519620 |
| PennyMac Financial Services, Inc., 6.875%, 2/15/33<sup>(1)</sup> | 1188000 | 1212497 |
| Rocket Cos., Inc., 6.125%, 8/1/30<sup>(1)</sup> | 1740000 | 1782463 |

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| | | |
|:---|:---|:---|
| Rocket Cos., Inc., 6.375%, 8/1/33<sup>(1)</sup> | 1935000 | 2009906 |
| UWM Holdings LLC, 6.25%, 3/15/31<sup>(1)</sup> | 1930000 | 1919013 |
|  |  | 41853657 |
| **Food Products — 0.2%** |  |  |
| Flowers Foods, Inc., 5.75%, 3/15/35 | 1375000 | 1369657 |
| Mars, Inc., 5.65%, 5/1/45<sup>(1)</sup> | 2245000 | 2265851 |
| Mars, Inc., 5.70%, 5/1/55<sup>(1)</sup> | 1313000 | 1309560 |
|  |  | 4945068 |
| **Gas Utilities — 0.3%** |  |  |
| Grupo Energia Bogota SA ESP, 5.75%, 10/22/35<sup>(1)</sup> | 1634000 | 1602880 |
| Snam SpA, 6.50%, 5/28/55<sup>(1)</sup> | 1677000 | 1808935 |
| Spire, Inc., VRN, 6.25%, 6/1/56 | 3920000 | 3908077 |
|  |  | 7319892 |
| **Ground Transportation — 0.2%** |  |  |
| Ashtead Capital, Inc., 5.95%, 10/15/33<sup>(1)</sup> | 1483000 | 1564224 |
| Fedex Freight Holding Co., Inc., 5.25%, 3/15/36<sup>(1)(3)</sup> | 2618000 | 2595054 |
|  |  | 4159278 |
| **Health Care Equipment and Supplies — 0.4%** |  |  |
| Baxter International, Inc., 5.65%, 12/15/35 | 1152000 | 1162214 |
| Hologic, Inc., 3.25%, 2/15/29<sup>(1)</sup> | 2610000 | 2601979 |
| Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, 4/1/29<sup>(1)</sup> | 6413000 | 6626942 |
|  |  | 10391135 |
| **Health Care Providers and Services — 0.9%** |  |  |
| Acadia Healthcare Co., Inc., 5.00%, 4/15/29<sup>(1)</sup> | 4590000 | 4409621 |
| Centene Corp., 4.625%, 12/15/29 | 2060000 | 2009054 |
| CVS Health Corp., 6.00%, 6/1/44 | 1175000 | 1178556 |
| CVS Health Corp., VRN, 7.00%, 3/10/55 | 2288000 | 2395744 |
| HCA, Inc., 4.90%, 11/15/35 | 3527000 | 3465186 |
| IQVIA, Inc., 5.00%, 5/15/27<sup>(1)</sup> | 3465000 | 3467916 |
| Kaiser Foundation Hospitals, 3.00%, 6/1/51 | 505000 | 331122 |
| Surgery Center Holdings, Inc., 7.25%, 4/15/32<sup>(1)</sup> | 1166000 | 1175401 |
| UnitedHealth Group, Inc., 5.30%, 6/15/35 | 1121000 | 1153992 |
| UnitedHealth Group, Inc., 5.50%, 7/15/44 | 1286000 | 1265037 |
| UnitedHealth Group, Inc., 5.05%, 4/15/53 | 1465000 | 1316490 |
|  |  | 22168119 |
| **Hotels, Restaurants and Leisure — 0.8%** |  |  |
| Brightstar Lottery PLC, 5.25%, 1/15/29<sup>(1)</sup> | 4895000 | 4889646 |
| Caesars Entertainment, Inc., 4.625%, 10/15/29<sup>(1)</sup> | 4068000 | 3908665 |
| Carnival Corp., 4.00%, 8/1/28<sup>(1)</sup> | 1960000 | 1940700 |
| Carnival Corp., 5.125%, 5/1/29<sup>(1)</sup> | 2731000 | 2764292 |
| Light & Wonder International, Inc., 7.25%, 11/15/29<sup>(1)</sup> | 3140000 | 3225251 |
| Royal Caribbean Cruises Ltd., 6.00%, 2/1/33<sup>(1)</sup> | 2288000 | 2359251 |
|  |  | 19087805 |
| **Household Durables — 0.3%** |  |  |
| Ashton Woods USA LLC/Ashton Woods Finance Co., 6.875%, 8/1/33<sup>(1)</sup> | 2627000 | 2652634 |
| KB Home, 4.80%, 11/15/29 | 2866000 | 2855805 |
| Taylor Morrison Communities, Inc., 5.75%, 11/15/32<sup>(1)</sup> | 1122000 | 1152221 |
|  |  | 6660660 |
| **Independent Power and Renewable Electricity Producers — 0.2%** |  |  |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple, 7.25%, 1/31/41<sup>(1)</sup> | 4692033 | 4888442 |
| **Industrial Conglomerates — 0.1%** |  |  |
| Siemens Financieringsmaatschappij NV, 1.20%, 3/11/26<sup>(1)</sup> | 1505000 | 1500998 |
| **Insurance — 1.7%** |  |  |
| Asurion LLC & Asurion Co-Issuer, Inc., 8.00%, 12/31/32<sup>(1)</sup> | 1485000 | 1552500 |
| Asurion LLC & Asurion Co-Issuer, Inc., 8.375%, 2/1/34<sup>(1)</sup> | 2325000 | 2352668 |

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| | | | |
|:---|:---|:---|:---|
| CNA Financial Corp., 5.20%, 8/15/35 |  | 3724000 | 3735534 |
| CNO Financial Group, Inc., 5.25%, 5/30/29 |  | 3420000 | 3481946 |
| Global Atlantic Fin Co., 7.95%, 6/15/33<sup>(1)</sup> |  | 5070000 | 5781435 |
| Liberty Mutual Group, Inc., VRN, 4.125%, 12/15/51<sup>(1)</sup> |  | 3435000 | 3400271 |
| Lincoln National Corp., 7.00%, 6/15/40 |  | 1123000 | 1257580 |
| MetLife, Inc., 6.40%, 12/15/66 |  | 5397000 | 5665690 |
| MetLife, Inc., 10.75%, 8/1/69 |  | 2185000 | 2914320 |
| Rothesay Life PLC, 7.73%, 5/16/33 | GBP | 6080000 | 9267380 |
|  |  |  | 39409324 |
| **Interactive Media and Services — 0.5%** |  |  |  |
| Meta Platforms, Inc., 4.60%, 11/15/32 |  | 3685000 | 3695267 |
| Meta Platforms, Inc., 4.875%, 11/15/35 |  | 2555000 | 2528235 |
| Meta Platforms, Inc., 5.50%, 11/15/45 |  | 1420000 | 1366358 |
| Meta Platforms, Inc., 5.625%, 11/15/55 |  | 3600000 | 3427880 |
| Meta Platforms, Inc., 5.75%, 11/15/65 |  | 1925000 | 1821633 |
|  |  |  | 12839373 |
| **IT Services — 0.3%** |  |  |  |
| CoreWeave, Inc., 9.25%, 6/1/30<sup>(1)</sup> |  | 3236000 | 3189800 |
| International Business Machines Corp., 5.80%, 2/3/56<sup>(3)</sup> |  | 2100000 | 2094893 |
| Kyndryl Holdings, Inc., 3.15%, 10/15/31 |  | 2540000 | 2315037 |
|  |  |  | 7599730 |
| **Machinery — 0.6%** |  |  |  |
| Allison Transmission, Inc., 5.875%, 12/1/33<sup>(1)</sup> |  | 4550000 | 4617021 |
| Chart Industries, Inc., 7.50%, 1/1/30<sup>(1)</sup> |  | 6440000 | 6708645 |
| Weir Group, Inc., 5.35%, 5/6/30<sup>(1)</sup> |  | 2195000 | 2254077 |
|  |  |  | 13579743 |
| **Marine Transportation — 0.2%** |  |  |  |
| Yinson Bergenia Production BV, 8.50%, 1/31/45<sup>(1)</sup> |  | 5339000 | 5809332 |
| **Media — 1.9%** |  |  |  |
| CCO Holdings LLC/CCO Holdings Capital Corp., 5.125%, 5/1/27<sup>(1)</sup> |  | 1425000 | 1426253 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.75%, 3/1/30<sup>(1)</sup> |  | 4650000 | 4445102 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 7.00%, 2/1/33<sup>(1)</sup> |  | 1558000 | 1574184 |
| Cox Communications, Inc., 5.70%, 6/15/33<sup>(1)</sup> |  | 1887000 | 1904956 |
| Discovery Communications LLC, 3.95%, 3/20/28 |  | 2435000 | 2351804 |
| Discovery Communications LLC, 4.125%, 5/15/29 |  | 5445000 | 5293847 |
| Discovery Communications LLC, 5.00%, 9/20/37 |  | 3049000 | 2358005 |
| Lamar Media Corp., 3.75%, 2/15/28 |  | 3085000 | 3030313 |
| Nexstar Media, Inc., 4.75%, 11/1/28<sup>(1)</sup> |  | 5790000 | 5758313 |
| Paramount Global, 4.375%, 3/15/43 |  | 1523000 | 1049564 |
| Paramount Global, VRN, 6.25%, 2/28/57 |  | 2498000 | 2272243 |
| Sirius XM Radio LLC, 3.125%, 9/1/26<sup>(1)</sup> |  | 2325000 | 2312212 |
| Sirius XM Radio LLC, 4.00%, 7/15/28<sup>(1)</sup> |  | 5955000 | 5820147 |
| TEGNA, Inc., 4.625%, 3/15/28 |  | 4630000 | 4600290 |
|  |  |  | 44197233 |
| **Metals and Mining — 0.3%** |  |  |  |
| Commercial Metals Co., 5.75%, 11/15/33<sup>(1)</sup> |  | 3100000 | 3153218 |
| Corp. Nacional del Cobre de Chile, 5.53%, 1/30/37<sup>(1)</sup> |  | 1598000 | 1607987 |
| Glencore Funding LLC, 5.19%, 4/1/30<sup>(1)</sup> |  | 1785000 | 1838312 |
|  |  |  | 6599517 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.5%** |  |  |  |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 4.75%, 6/15/29<sup>(1)</sup> |  | 3050000 | 3026362 |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 7.00%, 7/15/31<sup>(1)</sup> |  | 8120000 | 8619891 |
|  |  |  | 11646253 |
| **Multi-Utilities — 0.2%** |  |  |  |
| NiSource, Inc., 5.35%, 7/15/35 |  | 2661000 | 2716108 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WEC Energy Group, Inc., VRN, 5.625%, 5/15/56 |  | 2292000 | 2305058 |
|  |  |  | 5021166 |
| **Oil, Gas and Consumable Fuels — 2.8%** |  |  |  |
| Antero Resources Corp., 5.40%, 2/1/36 |  | 2504000 | 2489176 |
| Azule Energy Finance PLC, 8.25%, 1/22/31<sup>(1)</sup> |  | 952000 | 956622 |
| Cenovus Energy, Inc., 5.40%, 3/20/36 |  | 1866000 | 1864419 |
| Ecopetrol SA, 7.75%, 2/1/32 |  | 3660000 | 3760551 |
| Enbridge, Inc., VRN, 6.00%, 1/15/77 |  | 5790000 | 5830611 |
| Energy Transfer LP, 6.55%, 12/1/33 |  | 2145000 | 2348112 |
| Energy Transfer LP, 6.125%, 12/15/45 |  | 1185000 | 1178927 |
| Eni SpA, 4.25%, 5/19/33 | EUR | 5410000 | 6750331 |
| Enterprise Products Operating LLC, 5.20%, 1/15/36 |  | 1329000 | 1352694 |
| Expand Energy Corp., 5.375%, 3/15/30 |  | 5171000 | 5264219 |
| Matador Resources Co., 6.50%, 4/15/32<sup>(1)</sup> |  | 2010000 | 2047905 |
| Occidental Petroleum Corp., 6.20%, 3/15/40 |  | 494000 | 504709 |
| Occidental Petroleum Corp., 4.20%, 3/15/48 |  | 425000 | 318424 |
| Ovintiv, Inc., 7.10%, 7/15/53 |  | 2415000 | 2616534 |
| Permian Resources Operating LLC, 5.875%, 7/1/29<sup>(1)</sup> |  | 1525000 | 1530931 |
| Petroleos Mexicanos, 5.95%, 1/28/31 |  | 10393000 | 10145397 |
| Plains All American Pipeline LP/PAA Finance Corp., 5.60%, 1/15/36 |  | 1936000 | 1965078 |
| PRIO Luxembourg Holding SARL, 6.75%, 10/15/30<sup>(1)</sup> |  | 1915000 | 1909734 |
| Repsol E&P Capital Markets U.S. LLC, 5.98%, 9/16/35<sup>(1)</sup> |  | 1336000 | 1364545 |
| Santos Finance Ltd., 5.75%, 11/13/35<sup>(1)</sup> |  | 1642000 | 1647243 |
| SM Energy Co., 6.75%, 9/15/26 |  | 3547000 | 3563054 |
| Sunoco LP, 7.00%, 5/1/29<sup>(1)</sup> |  | 2116000 | 2201499 |
| Sunoco LP, 5.875%, 3/15/34<sup>(1)</sup> |  | 2566000 | 2574039 |
| Venture Global Plaquemines LNG LLC, 6.50%, 6/15/34<sup>(1)</sup> |  | 896 | 928 |
| Venture Global Plaquemines LNG LLC, 6.75%, 1/15/36<sup>(1)</sup> |  | 2021000 | 2119483 |
|  |  |  | 66305165 |
| **Paper and Forest Products — 0.1%** |  |  |  |
| Louisiana-Pacific Corp., 3.625%, 3/15/29<sup>(1)</sup> |  | 2371000 | 2296740 |
| **Passenger Airlines — 0.5%** |  |  |  |
| American Airlines, Inc., 7.25%, 2/15/28<sup>(1)</sup> |  | 2750000 | 2801343 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> |  | 81 | 81 |
| Avianca Midco 2 PLC, 9.625%, 2/14/30<sup>(1)</sup> |  | 568000 | 582393 |
| JetBlue Airways Corp./JetBlue Loyalty LP, 9.875%, 9/20/31<sup>(1)</sup> |  | 3520000 | 3539279 |
| United Airlines Holdings, Inc., 5.375%, 3/1/31<sup>(3)</sup> |  | 3775000 | 3817208 |
| United Airlines, Inc., 4.625%, 4/15/29<sup>(1)</sup> |  | 2095000 | 2094053 |
|  |  |  | 12834357 |
| **Personal Care Products — 0.2%** |  |  |  |
| Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC, 5.60%, 1/15/31<sup>(1)</sup> |  | 3470000 | 3515121 |
| **Pharmaceuticals — 0.2%** |  |  |  |
| Bristol-Myers Squibb Co., 5.55%, 2/22/54 |  | 1000000 | 979036 |
| Merck & Co., Inc., 4.75%, 12/4/35 |  | 2368000 | 2348655 |
| Merck & Co., Inc., 5.70%, 9/15/55 |  | 2070000 | 2079914 |
|  |  |  | 5407605 |
| **Professional Services — 0.3%** |  |  |  |
| Concentrix Corp., 6.60%, 8/2/28 |  | 5695000 | 5920857 |
| **Real Estate Management and Development — 0.3%** |  |  |  |
| Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp., 9.75%, 4/15/30<sup>(1)</sup> |  | 1661000 | 1813953 |
| Arbor Realty SR, Inc., 8.50%, 12/15/28<sup>(1)</sup> |  | 2310000 | 2251843 |
| CBRE Services, Inc., 4.90%, 1/15/33 |  | 2325000 | 2334793 |
|  |  |  | 6400589 |
| **Semiconductors and Semiconductor Equipment — 0.4%** |  |  |  |
| Broadcom, Inc., 4.60%, 1/15/33 |  | 1890000 | 1885197 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Foundry JV Holdco LLC, 5.875%, 1/25/34<sup>(1)</sup> |  | 1395000 | 1443301 |
| Foundry JV Holdco LLC, 6.25%, 1/25/35<sup>(1)</sup> |  | 1575000 | 1676624 |
| Foundry JV Holdco LLC, 6.10%, 1/25/36<sup>(1)</sup> |  | 1141000 | 1201980 |
| Foundry JV Holdco LLC, 6.30%, 1/25/39<sup>(1)</sup> |  | 1210000 | 1289602 |
| Micron Technology, Inc., 5.30%, 1/15/31 |  | 2695000 | 2799936 |
|  |  |  | 10296640 |
| **Software — 0.8%** |  |  |  |
| AppLovin Corp., 5.50%, 12/1/34 |  | 2440000 | 2498916 |
| Oracle Corp., 4.80%, 9/26/32 |  | 7545000 | 7307429 |
| Oracle Corp., 5.20%, 9/26/35 |  | 4383000 | 4179404 |
| Oracle Corp., 5.375%, 7/15/40 |  | 1435000 | 1293998 |
| Workday, Inc., 3.80%, 4/1/32 |  | 3588000 | 3428099 |
|  |  |  | 18707846 |
| **Specialized REITs — 0.2%** |  |  |  |
| EPR Properties, 4.95%, 4/15/28 |  | 2040000 | 2059849 |
| VICI Properties LP/VICI Note Co., Inc., 4.125%, 8/15/30<sup>(1)</sup> |  | 2270000 | 2203814 |
|  |  |  | 4263663 |
| **Specialty Retail — 0.5%** |  |  |  |
| Advance Auto Parts, Inc., 7.00%, 8/1/30<sup>(1)</sup> |  | 321000 | 326656 |
| Advance Auto Parts, Inc., 7.375%, 8/1/33<sup>(1)</sup> |  | 4215000 | 4280860 |
| Lowe's Cos., Inc., 4.50%, 10/15/32 |  | 2315000 | 2305448 |
| Lowe's Cos., Inc., 4.85%, 10/15/35 |  | 3705000 | 3668201 |
|  |  |  | 10581165 |
| **Technology Hardware, Storage and Peripherals — 0.1%** |  |  |  |
| Dell International LLC/EMC Corp., 5.30%, 4/1/32 |  | 1177000 | 1209755 |
| **Textiles, Apparel and Luxury Goods — 0.2%** |  |  |  |
| Gildan Activewear, Inc., 4.70%, 10/7/30<sup>(1)</sup> |  | 2220000 | 2213991 |
| Gildan Activewear, Inc., 5.40%, 10/7/35<sup>(1)</sup> |  | 2950000 | 2947819 |
|  |  |  | 5161810 |
| **Trading Companies and Distributors — 0.1%** |  |  |  |
| Herc Holdings, Inc., 7.25%, 6/15/33<sup>(1)</sup> |  | 2163000 | 2290165 |
| **Wireless Telecommunication Services — 0.1%** |  |  |  |
| T-Mobile USA, Inc., 6.70%, 12/15/33 |  | 2203000 | 2458800 |
| **TOTAL CORPORATE BONDS**<br>(Cost $771,633,271) |  |  | **781612246** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 19.9%** |  |  |  |
| **Australia — 1.2%** |  |  |  |
| Australia Government Bonds, 1.75%, 6/21/51 | AUD | 4300000 | 1524850 |
| New South Wales Treasury Corp., 1.50%, 2/20/32 | AUD | 5800000 | 3345889 |
| New South Wales Treasury Corp., 2.00%, 3/8/33 | AUD | 6000000 | 3451154 |
| Queensland Treasury Corp., 4.50%, 8/22/35<sup>(1)</sup> | AUD | 18850000 | 12352018 |
| Treasury Corp. of Victoria, 4.25%, 12/20/32 | AUD | 3600000 | 2409519 |
| Treasury Corp. of Victoria, 2.25%, 9/15/33 | AUD | 6900000 | 3954268 |
|  |  |  | 27037698 |
| **Belgium — 0.7%** |  |  |  |
| Kingdom of Belgium Government Bonds, 5.00%, 3/28/35<sup>(1)</sup> | EUR | 5220000 | 7062900 |
| Kingdom of Belgium Government Bonds, 3.10%, 6/22/35<sup>(1)</sup> | EUR | 1500000 | 1756163 |
| Kingdom of Belgium Government Bonds, 4.25%, 3/28/41<sup>(1)</sup> | EUR | 3716000 | 4644527 |
| Kingdom of Belgium Government Bonds, 1.60%, 6/22/47<sup>(1)</sup> | EUR | 4086000 | 3136769 |
|  |  |  | 16600359 |
| **Canada — 0.2%** |  |  |  |
| Canada Government Bonds, 2.00%, 12/1/51 | CAD | 2180000 | 1114375 |
| Province of Quebec, 3.50%, 12/1/48 | CAD | 7300000 | 4490922 |
|  |  |  | 5605297 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **China — 4.4%** | | | |
| China Government Bonds, 2.64%, 1/15/28 | CNY | 48000000 | 7086937 |
| China Government Bonds, 2.54%, 12/25/30 | CNY | 277000000 | 41719146 |
| China Government Bonds, 2.67%, 11/25/33 | CNY | 88000000 | 13560067 |
| China Government Bonds, 2.67%, 11/25/33 | CNY | 50000000 | 7704418 |
| China Government Bonds, 3.81%, 9/14/50 | CNY | 57000000 | 10466274 |
| China Government Bonds, 2.19%, 9/25/54 | CNY | 118000000 | 16519094 |
| China Government Bonds, 2.19%, 9/25/54 | CNY | 48000000 | 6718719 |
|  |  |  | 103774655 |
| **Colombia — 0.4%** |  |  |  |
| Colombia Government International Bonds, 6.125%, 1/21/31 |  | 7000000 | 6988100 |
| Colombia TES, 7.00%, 6/30/32 | COP | 11500000000 | 2351713 |
|  |  |  | 9339813 |
| **Czech Republic — 0.3%** |  |  |  |
| Czech Republic Government Bonds, 0.25%, 2/10/27 | CZK | 138700000 | 6556497 |
| **Denmark — 0.2%** |  |  |  |
| Denmark Government Bonds, 0.50%, 11/15/29 | DKK | 35000000 | 5238754 |
| **Finland — 0.4%** |  |  |  |
| Finland Government Bonds, 1.50%, 9/15/32<sup>(1)</sup> | EUR | 7500000 | 8212685 |
| **Germany — 0.2%** |  |  |  |
| Bundesrepublik Deutschland Bundesanleihe, 1.25%, 8/15/48 | EUR | 1200000 | 938176 |
| Bundesrepublik Deutschland Bundesanleihe, 1.80%, 8/15/53 | EUR | 3330000 | 2779935 |
|  |  |  | 3718111 |
| **Indonesia — 0.5%** |  |  |  |
| Indonesia Treasury Bonds, 6.625%, 2/15/34 | IDR | 181530000000 | 10989098 |
| **Israel — 0.1%** |  |  |  |
| Israel Government Bonds - Fixed, 2.80%, 11/29/52 | ILS | 10000000 | 2431733 |
| **Italy — 0.5%** |  |  |  |
| Italy Buoni Poliennali Del Tesoro, 1.80%, 3/1/41<sup>(1)</sup> | EUR | 1500000 | 1358266 |
| Italy Buoni Poliennali Del Tesoro, 4.75%, 9/1/44<sup>(1)</sup> | EUR | 7519000 | 9797555 |
| Italy Buoni Poliennali Del Tesoro, 1.70%, 9/1/51<sup>(1)</sup> | EUR | 500000 | 360639 |
|  |  |  | 11516460 |
| **Japan — 3.0%** |  |  |  |
| Japan Government Forty Year Bonds, 1.40%, 3/20/55 | JPY | 325000000 | 1288967 |
| Japan Government Thirty Year Bonds, 2.40%, 3/20/37 | JPY | 231950000 | 1501977 |
| Japan Government Thirty Year Bonds, 2.00%, 9/20/41 | JPY | 1234500000 | 7086650 |
| Japan Government Thirty Year Bonds, 0.70%, 6/20/51 | JPY | 716000000 | 2423485 |
| Japan Government Thirty Year Bonds, 0.70%, 9/20/51 | JPY | 1350000000 | 4529020 |
| Japan Government Thirty Year Bonds, 0.70%, 12/20/51 | JPY | 1790000000 | 5945515 |
| Japan Government Thirty Year Bonds, 1.00%, 3/20/52 | JPY | 297300000 | 1078011 |
| Japan Government Thirty Year Bonds, 1.30%, 6/20/52 | JPY | 380000000 | 1495395 |
| Japan Government Thirty Year Bonds, 1.60%, 12/20/52 | JPY | 300000000 | 1270873 |
| Japan Government Thirty Year Bonds, 1.20%, 6/20/53 | JPY | 603500000 | 2272356 |
| Japan Government Thirty Year Bonds, 1.80%, 9/20/53 | JPY | 1000000000 | 4425483 |
| Japan Government Thirty Year Bonds, 1.80%, 3/20/54 | JPY | 1120000000 | 4941667 |
| Japan Government Twenty Year Bonds, 0.60%, 9/20/37 | JPY | 1222000000 | 6428288 |
| Japan Government Twenty Year Bonds, 0.50%, 6/20/38 | JPY | 931000000 | 4717868 |
| Japan Government Twenty Year Bonds, 0.70%, 9/20/38 | JPY | 906000000 | 4678682 |
| Japan Government Twenty Year Bonds, 0.30%, 12/20/39 | JPY | 1078800000 | 5032759 |
| Japan Government Twenty Year Bonds, 0.50%, 12/20/41 | JPY | 831000000 | 3730058 |
| Japan Government Twenty Year Bonds, 1.10%, 9/20/42 | JPY | 835000000 | 4080243 |
| Japan Government Twenty Year Bonds, 1.10%, 6/20/43 | JPY | 500000000 | 2398004 |
|  |  |  | 69325301 |
| **Malaysia — 0.4%** |  |  |  |
| Malaysia Government Bonds, 4.70%, 10/15/42 | MYR | 31900000 | 8908984 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Mexico — 0.9%** | | | |
| Eagle Funding Luxco SARL, 5.50%, 8/17/30<sup>(1)</sup> |  | 13000000 | 13221910 |
| Mexico Bonos, 7.75%, 5/29/31 | MXN | 158230000 | 8845099 |
|  |  |  | 22067009 |
| **New Zealand — 1.4%** |  |  |  |
| New Zealand Government Bonds, 4.50%, 5/15/35 | NZD | 49350000 | 29676132 |
| New Zealand Government Bonds, 1.75%, 5/15/41 | NZD | 6040000 | 2398240 |
|  |  |  | 32074372 |
| **Norway — 0.0%** |  |  |  |
| Norway Government Bonds, 1.75%, 2/17/27<sup>(1)</sup> | NOK | 2800000 | 284381 |
| **Poland — 0.2%** |  |  |  |
| Republic of Poland Government Bonds, 1.75%, 4/25/32 | PLN | 16300000 | 3896532 |
| **Singapore — 0.1%** |  |  |  |
| Singapore Government Bonds, 2.875%, 7/1/29 | SGD | 4240000 | 3475698 |
| **Spain — 2.2%** |  |  |  |
| Spain Government Bonds, 2.70%, 1/31/30 | EUR | 10000000 | 11955100 |
| Spain Government Bonds, 0.10%, 4/30/31<sup>(1)</sup> | EUR | 10000000 | 10404286 |
| Spain Government Bonds, 3.10%, 7/30/31 | EUR | 10000000 | 12100376 |
| Spain Government Bonds, 3.15%, 4/30/33<sup>(1)</sup> | EUR | 7000000 | 8420591 |
| Spain Government Bonds, 1.85%, 7/30/35<sup>(1)</sup> | EUR | 2200000 | 2327614 |
| Spain Government Bonds, 2.70%, 10/31/48<sup>(1)</sup> | EUR | 7100000 | 6881704 |
|  |  |  | 52089671 |
| **Sweden — 0.2%** |  |  |  |
| Sweden Government Bonds, 1.75%, 11/11/33 | SEK | 29000000 | 3068312 |
| Sweden Government Bonds, 3.50%, 3/30/39 | SEK | 15600000 | 1855375 |
|  |  |  | 4923687 |
| **Thailand — 0.4%** |  |  |  |
| Thailand Government Bonds, 1.59%, 12/17/35 | THB | 306000000 | 9373950 |
| **Turkey — 0.1%** |  |  |  |
| Turkiye Government International Bonds, 6.875%, 1/14/38 |  | 3500000 | 3469894 |
| **United Kingdom — 1.9%** |  |  |  |
| U.K. Gilts, 1.75%, 9/7/37 | GBP | 9375000 | 9451575 |
| U.K. Gilts, 3.75%, 1/29/38 | GBP | 20000000 | 24756776 |
| U.K. Gilts, 4.50%, 12/7/42 | GBP | 954000 | 1219822 |
| U.K. Gilts, 4.25%, 12/7/49 | GBP | 3720000 | 4410912 |
| U.K. Gilts, 4.25%, 12/7/55 | GBP | 3780000 | 4378535 |
|  |  |  | 44217620 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $516,100,274) |  |  | **465128259** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 10.8%** |  |  |  |
| **Adjustable-Rate U.S. Government Agency Mortgage-Backed Securities — 0.0%** |  |  |  |
| FNMA, VRN, 3.17%, (1-year RFUCC plus 1.61%), 3/1/47 |  | 462376 | 468922 |
| FNMA, VRN, 3.11%, (1-year RFUCC plus 1.61%), 4/1/47 |  | 294340 | 298268 |
|  |  |  | 767190 |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 10.8%** |  |  |  |
| FHLMC, 6.00%, 2/1/38 |  | 518 | 548 |
| FHLMC, 3.50%, 2/1/49 |  | 2676854 | 2494154 |
| FHLMC, 3.50%, 5/1/50 |  | 4337248 | 4048919 |
| FHLMC, 2.50%, 10/1/50 |  | 5398111 | 4602938 |
| FHLMC, 2.50%, 5/1/51 |  | 147445 | 127000 |
| FHLMC, 3.50%, 5/1/51 |  | 5504079 | 5142078 |
| FHLMC, 2.00%, 8/1/51 |  | 10062696 | 8243450 |
| FHLMC, 3.00%, 12/1/51 |  | 5681932 | 5058790 |
| FHLMC, 3.50%, 5/1/52 |  | 842822 | 780865 |
| FHLMC, 3.50%, 5/1/52 |  | 287032 | 268286 |

---

------

---

| | | |
|:---|:---|:---|
| FHLMC, 4.00%, 5/1/52 | 289023 | 277925 |
| FHLMC, 5.00%, 8/1/52 | 5616585 | 5670574 |
| FHLMC, 6.00%, 1/1/53 | 3667015 | 3780443 |
| FHLMC, 6.00%, 8/1/53 | 4839692 | 5051404 |
| FHLMC, 6.50%, 11/1/53 | 4088932 | 4243923 |
| FNMA, 3.50%, 10/1/40 | 653227 | 627210 |
| FNMA, 4.50%, 9/1/41 | 4485 | 4501 |
| FNMA, 3.50%, 5/1/42 | 12960 | 12387 |
| FNMA, 4.00%, 2/1/46 | 86179 | 83936 |
| FNMA, 4.00%, 3/1/50 | 6460731 | 6213867 |
| FNMA, 2.50%, 6/1/50 | 8127124 | 6985488 |
| FNMA, 4.00%, 3/1/51 | 8819168 | 8536576 |
| FNMA, 4.00%, 3/1/51 | 6783473 | 6568426 |
| FNMA, 2.50%, 12/1/51 | 5136370 | 4428476 |
| FNMA, 2.50%, 2/1/52 | 2083496 | 1799603 |
| FNMA, 3.00%, 2/1/52 | 5149223 | 4624339 |
| FNMA, 3.00%, 4/1/52 | 5745319 | 5189078 |
| FNMA, 3.50%, 4/1/52 | 177717 | 164849 |
| FNMA, 3.00%, 5/1/52 | 230097 | 208040 |
| FNMA, 3.50%, 5/1/52 | 8676137 | 8075396 |
| FNMA, 3.50%, 5/1/52 | 5398451 | 5010239 |
| FNMA, 3.50%, 5/1/52 | 523117 | 491834 |
| FNMA, 4.00%, 5/1/52 | 3699641 | 3546751 |
| FNMA, 3.00%, 6/1/52 | 12978680 | 11649704 |
| FNMA, 5.00%, 8/1/52 | 2518094 | 2536557 |
| FNMA, 5.00%, 10/1/52 | 8910689 | 8997994 |
| FNMA, 5.50%, 10/1/52 | 3701729 | 3769868 |
| FNMA, 5.00%, 1/1/53 | 10660980 | 10724927 |
| FNMA, 6.50%, 1/1/53 | 4340340 | 4509165 |
| FNMA, 5.50%, 3/1/53 | 10987091 | 11291148 |
| FNMA, 4.50%, 6/1/53 | 11147630 | 11070393 |
| FNMA, 4.50%, 8/1/53 | 3274324 | 3227875 |
| FNMA, 6.00%, 9/1/53 | 3895298 | 4059069 |
| FNMA, 6.00%, 9/1/53 | 1539127 | 1583161 |
| FNMA, 5.50%, 3/1/54 | 7374117 | 7498261 |
| FNMA, 4.50%, 4/1/54 | 4867142 | 4783602 |
| FNMA, 6.00%, 5/1/54 | 5117354 | 5252974 |
| GNMA, 5.00%, TBA | 5891000 | 5890980 |
| GNMA, 6.00%, 7/15/33 | 1204 | 1238 |
| GNMA, 4.50%, 10/15/39 | 1672 | 1679 |
| GNMA, 5.00%, 10/15/39 | 2930 | 3020 |
| GNMA, 4.50%, 1/15/40 | 2440 | 2454 |
| GNMA, 4.00%, 12/15/40 | 2644 | 2549 |
| GNMA, 4.50%, 12/15/40 | 8433 | 8450 |
| GNMA, 3.50%, 6/20/42 | 1479660 | 1402389 |
| GNMA, 3.00%, 5/20/50 | 1017480 | 921172 |
| GNMA, 3.50%, 6/20/51 | 2283360 | 2128357 |
| GNMA, 3.00%, 7/20/51 | 6208228 | 5615407 |
| GNMA, 4.00%, 9/20/52 | 6773374 | 6471924 |
| GNMA, 4.50%, 9/20/52 | 4214310 | 4149509 |
| GNMA, 4.50%, 10/20/52 | 7675216 | 7559564 |
| GNMA, 4.00%, 4/20/54 | 11494300 | 10910541 |
| GNMA, 5.00%, 12/20/54 | 4250199 | 4264269 |
|  |  | 252650493 |
| **TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<br>(Cost $251,594,986) |  | **253417683** |

---

------

---

| | | |
|:---|:---|:---|
| **CONVERTIBLE PREFERRED SECURITIES — 9.4%** | | |
| **Banks — 7.8%** | | |
| ABN AMRO Bank NV, 4.75% | 6000000 | 7228163 |
| Banco Bilbao Vizcaya Argentaria SA, 6.125% | 3400000 | 3451585 |
| Banco de Sabadell SA, 5.00% | 3000000 | 3617035 |
| Banco Mercantil del Norte SA, 5.875%<sup>(1)</sup> | 2302000 | 2293435 |
| Banco Mercantil del Norte SA, 7.50%<sup>(1)</sup> | 1027000 | 1062237 |
| Banco Santander SA, 4.75% | 12000000 | 11960851 |
| Barclays PLC, 8.00% | 6498000 | 6950222 |
| BNP Paribas SA, 8.50%<sup>(1)</sup> | 11193000 | 11992057 |
| BNP Paribas SA, 7.375% | 2400000 | 3154098 |
| Commerzbank AG, 4.25% | 7000000 | 8316375 |
| Cooperatieve Rabobank UA, 4.875% | 5000000 | 6050448 |
| Credit Agricole SA, 7.25% | 4900000 | 6269386 |
| Danske Bank AS, 4.375% | 10410000 | 10419254 |
| Erste Group Bank AG, 4.25% | 7000000 | 8347875 |
| HSBC Holdings PLC, 6.00% | 6847000 | 6941557 |
| HSBC Holdings PLC, 6.875% | 2738000 | 2830219 |
| ING Groep NV, 5.75% | 471000 | 474104 |
| ING Groep NV, 7.50% | 5525000 | 5772791 |
| ING Groep NV, 4.875% | 9868000 | 9636149 |
| La Banque Postale SA, 3.875% | 7400000 | 8778728 |
| Lloyds Banking Group PLC, 8.00% | 5340000 | 5800223 |
| Macquarie Bank Ltd., 6.125%<sup>(1)</sup> | 5354000 | 5450399 |
| NatWest Group PLC, 5.125% | 1585000 | 2168021 |
| Skandinaviska Enskilda Banken AB, 6.875% | 7200000 | 7395443 |
| Societe Generale SA, 9.375%<sup>(1)</sup> | 8975000 | 9590855 |
| Societe Generale SA, 6.75%<sup>(1)</sup> | 1150000 | 1171362 |
| Societe Generale SA, 10.00%<sup>(1)</sup> | 4075000 | 4537398 |
| Societe Generale SA, 7.875% | 1600000 | 2071868 |
| Standard Chartered PLC, 7.75%<sup>(1)</sup> | 2118000 | 2207447 |
| Svenska Handelsbanken AB, 4.375% | 7400000 | 7372438 |
| Swedbank AB, 7.625% | 8800000 | 9243433 |
|  |  | 182555456 |
| **Capital Markets — 1.0%** |  |  |
| Deutsche Bank AG, 7.125% | 6500000 | 8947367 |
| Deutsche Bank AG, 4.625% | 4600000 | 5444620 |
| UBS Group AG, 9.25%<sup>(1)</sup> | 8405000 | 9181046 |
|  |  | 23573033 |
| **Financial Services — 0.4%** |  |  |
| Nationwide Building Society, 5.75% | 6600000 | 9076507 |
| **Insurance — 0.2%** |  |  |
| CNP Assurances SA, 4.75% | 3500000 | 4221924 |
| **TOTAL CONVERTIBLE PREFERRED SECURITIES**<br>(Cost $211,280,640) |  | **219426920** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 7.8%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 7.5%** |  |  |
| Chase Home Lending Mortgage Trust, Series 2024-10, Class A4, VRN, 6.00%, 10/25/55<sup>(1)</sup> | 5133919 | 5202274 |
| Chase Home Lending Mortgage Trust, Series 2024-2, Class A4A, SEQ, VRN, 6.00%, 2/25/55<sup>(1)</sup> | 2652436 | 2687478 |
| Chase Home Lending Mortgage Trust, Series 2024-3, Class A4, SEQ, VRN, 6.00%, 2/25/55<sup>(1)</sup> | 6864718 | 6948660 |
| Chase Home Lending Mortgage Trust, Series 2024-9, Class A4, VRN, 5.50%, 9/25/55<sup>(1)</sup> | 4848790 | 4862599 |
| Chase Home Lending Mortgage Trust, Series 2024-9, Class A6, SEQ, VRN, 5.50%, 9/25/55<sup>(1)</sup> | 1296823 | 1297254 |
| Chase Home Lending Mortgage Trust, Series 2025-10, Class A4A, VRN, 5.50%, 7/25/56<sup>(1)</sup> | 9171628 | 9267011 |
| Citigroup Mortgage Loan Trust, Inc., Series 2024-1, Class A7A, VRN, 6.00%, 7/25/54<sup>(1)</sup> | 5273487 | 5342195 |
| Deephaven Residential Mortgage Trust, Series 2020-2, Class B1, VRN, 6.40%, 5/25/65<sup>(1)</sup> | 4482000 | 4523863 |

---

------

---

| | | |
|:---|:---|:---|
| GS Mortgage-Backed Securities Trust, Series 2024-PJ5, Class A15, SEQ, VRN, 6.00%, 9/25/54<sup>(1)</sup> | 5934377 | 6006632 |
| GS Mortgage-Backed Securities Trust, Series 2024-PJ7, Class A7, SEQ, VRN, 5.50%, 11/25/54<sup>(1)</sup> | 5478021 | 5485856 |
| GS Mortgage-Backed Securities Trust, Series 2025-PJ5, Class A5, VRN, 5.50%, 10/25/55<sup>(1)</sup> | 11506607 | 11571090 |
| GS Mortgage-Backed Securities Trust, Series 2025-PJ6, Class A4, SEQ, VRN, 6.00%, 11/25/55<sup>(1)</sup> | 6201103 | 6303259 |
| JP Morgan Mortgage Trust, Series 2023-7, Class A4A, SEQ, VRN, 5.50%, 2/25/54<sup>(1)</sup> | 7768102 | 7805988 |
| JP Morgan Mortgage Trust, Series 2023-8, Class A4, SEQ, VRN, 6.00%, 2/25/54<sup>(1)</sup> | 2615171 | 2648250 |
| JP Morgan Mortgage Trust, Series 2024-10, Class A4, VRN, 5.50%, 3/25/55<sup>(1)</sup> | 5161036 | 5191376 |
| JP Morgan Mortgage Trust, Series 2024-10, Class A6, SEQ, VRN, 5.50%, 3/25/55<sup>(1)</sup> | 3047304 | 3056067 |
| JP Morgan Mortgage Trust, Series 2024-12, Class A4, VRN, 6.00%, 6/25/55<sup>(1)</sup> | 5547413 | 5599430 |
| JP Morgan Mortgage Trust, Series 2024-5, Class A6, SEQ, VRN, 6.00%, 11/25/54<sup>(1)</sup> | 2820957 | 2832644 |
| JP Morgan Mortgage Trust, Series 2024-8, Class A6A, SEQ, VRN, 5.50%, 1/25/55<sup>(1)</sup> | 2170280 | 2170738 |
| JP Morgan Mortgage Trust, Series 2024-CCM1, Class A4A, SEQ, VRN, 5.50%, 4/25/55<sup>(1)</sup> | 4225762 | 4261838 |
| JP Morgan Mortgage Trust, Series 2024-INV1, Class A4, SEQ, VRN, 6.00%, 4/25/55<sup>(1)</sup> | 5220609 | 5308202 |
| JP Morgan Mortgage Trust, Series 2025-5MPR, Class A1D, 5.50%, 11/25/55<sup>(1)</sup> | 5345401 | 5362728 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2023-4, Class A4, VRN, 6.00%, 11/25/53<sup>(1)</sup> | 2677781 | 2693349 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2024-3, Class A2, VRN, 6.00%, 7/25/54<sup>(1)</sup> | 2798320 | 2814142 |
| OBX Trust, Series 2024-J1, Class A5, SEQ, VRN, 5.50%, 9/25/54<sup>(1)</sup> | 2728810 | 2741358 |
| OBX Trust, Series 2025-J1, Class A5, SEQ, VRN, 5.50%, 5/25/55<sup>(1)</sup> | 6552645 | 6609979 |
| PMT Loan Trust, Series 2025-J2, Class A9, VRN, 5.50%, 8/25/56<sup>(1)</sup> | 12580783 | 12655829 |
| Provident Funding Mortgage Trust, Series 2025-2, Class A4, SEQ, VRN, 5.50%, 6/25/55<sup>(1)</sup> | 7057877 | 7114554 |
| Rate Mortgage Trust, Series 2024-J3, Class A8, SEQ, VRN, 5.50%, 10/25/54<sup>(1)</sup> | 1578521 | 1583246 |
| Rate Mortgage Trust, Series 2025-J1, Class A4, VRN, 6.00%, 3/25/55<sup>(1)</sup> | 5598221 | 5690755 |
| Sequoia Mortgage Trust, Series 2024-10, Class A11, VRN, 5.50%, 11/25/54<sup>(1)</sup> | 1742232 | 1746437 |
| Sequoia Mortgage Trust, Series 2024-10, Class A5, SEQ, VRN, 5.50%, 11/25/54<sup>(1)</sup> | 3007433 | 3025681 |
| Sequoia Mortgage Trust, Series 2024-8, Class A11, SEQ, VRN, 5.50%, 9/25/54<sup>(1)</sup> | 2949744 | 2950038 |
| Sequoia Mortgage Trust, Series 2024-8, Class A5, SEQ, VRN, 5.50%, 9/25/54<sup>(1)</sup> | 5881899 | 5911068 |
| Sequoia Mortgage Trust, Series 2024-9, Class A5, SEQ, VRN, 5.50%, 10/25/54<sup>(1)</sup> | 3998875 | 4021550 |
| Verus Securitization Trust, Series 2023-8, Class A2, 6.66%, 12/25/68<sup>(1)</sup> | 1812186 | 1833082 |
|  |  | 175126500 |
| **U.S. Government Agency Collateralized Mortgage Obligations — 0.3%** |  |  |
| FNMA, Series 2022-R09, Class 2M1, VRN, 6.20%, (30-day average SOFR plus 2.50%), 9/25/42<sup>(1)</sup> | 1024916 | 1036322 |
| FNMA, Series 2023-R05, Class 1M1, VRN, 5.60%, (30-day average SOFR plus 1.90%), 6/25/43<sup>(1)</sup> | 3849222 | 3882558 |
| FNMA, Series 2024-R01, Class 1M1, VRN, 4.75%, (30-day average SOFR plus 1.05%), 1/25/44<sup>(1)</sup> | 2685133 | 2688742 |
|  |  | 7607622 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $181,726,685) |  | **182734122** |
| **ASSET-BACKED SECURITIES — 4.6%** |  |  |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A, SEQ, 2.44%, 7/15/46<sup>(1)</sup> | 3063737 | 2931751 |
| Capital Automotive REIT, Series 2024-2A, Class A2, SEQ, 5.25%, 5/15/54<sup>(1)</sup> | 6740365 | 6730604 |
| Cologix Data Centers U.S. Issuer LLC, Series 2021-1A, Class A2, SEQ, 3.30%, 12/26/51<sup>(1)</sup> | 1746000 | 1717405 |
| CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2, SEQ, 4.50%, 5/20/49<sup>(1)</sup> | 6300000 | 6184978 |
| Elara HGV Timeshare Issuer LLC, Series 2025-A, Class A, SEQ, 4.54%, 1/25/40<sup>(1)</sup> | 11392582 | 11397081 |
| Flexential Issuer LLC, Series 2021-1A, Class A2, SEQ, 3.25%, 11/27/51<sup>(1)</sup> | 3965714 | 3918402 |
| Flexential Issuer LLC, Series 2025-1A, Class A2, SEQ, 6.03%, 10/25/60<sup>(1)</sup> | 6860000 | 6880722 |
| JP Morgan Mortgage Trust, Series 2026-CES1, Class A1A, 4.91%, 6/25/56<sup>(1)</sup> | 12125000 | 12124949 |
| MP LLC, Series 2025-1A, Class A, SEQ, 5.55%, 11/15/65<sup>(1)</sup> | 8640492 | 8632023 |
| New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class B1, 2.41%, 10/20/61<sup>(1)</sup> | 12500000 | 8077093 |
| Pagaya AI Debt Grantor Trust, Series 2025-6, Class B, 4.88%, 4/15/33<sup>(1)</sup> | 5118733 | 5108212 |
| Santander Mortgage Asset Receivable Trust, Series 2026-CES1, Class A1A, SEQ, 4.88%, 1/1/56<sup>(1)</sup> | 8850000 | 8849912 |
| SEB Funding LLC, Series 2024-1A, Class A2, SEQ, 7.39%, 4/30/54<sup>(1)</sup> | 7383000 | 7593128 |
| Stack Infrastructure Issuer LLC, Series 2021-1A, Class A2, SEQ, 1.88%, 3/26/46<sup>(1)</sup> | 3634000 | 3616089 |
| Switch ABS Issuer LLC, Series 2024-2A, Class A2, SEQ, 5.44%, 6/25/54<sup>(1)</sup> | 4800000 | 4797428 |
| Trinity Rail Leasing LLC, Series 2025-1A, Class A, SEQ, 5.09%, 10/19/55<sup>(1)</sup> | 6213122 | 6222002 |

---

------

---

| | | |
|:---|:---|:---|
| Vertical Bridge CC LLC, Series 2025-1A, Class A, SEQ, 5.16%, 8/16/55<sup>(1)</sup> | 2235281 | 2239799 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $107,745,131) |  | **107021578** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 2.6%** |  |  |
| Bank, Series 2018-BN15, Class D, 3.00%, 11/15/61<sup>(1)</sup> | 2505000 | 2077933 |
| BBCMS Mortgage Trust, Series 2019-C3, Class D, 3.00%, 5/15/52<sup>(1)</sup> | 3000000 | 2412577 |
| BBCMS Mortgage Trust, Series 2019-C4, Class D, 3.25%, 8/15/52<sup>(1)</sup> | 3359000 | 2177674 |
| BBCMS Mortgage Trust, Series 2024-5C27, Class AS, SEQ, VRN, 6.41%, 7/15/57 | 10991000 | 11543397 |
| Benchmark Mortgage Trust, Series 2019-B13, Class D, 2.50%, 8/15/57<sup>(1)</sup> | 2514000 | 1532366 |
| Benchmark Mortgage Trust, Series 2020-B16, Class D, 2.50%, 2/15/53<sup>(1)</sup> | 5544000 | 4238731 |
| Benchmark Mortgage Trust, Series 2021-B31, Class D, 2.25%, 12/15/54<sup>(1)</sup> | 2618000 | 1754993 |
| GS Mortgage Securities Trust, Series 2019-GC42, Class D, 2.80%, 9/10/52<sup>(1)</sup> | 5175784 | 3855131 |
| GS Mortgage Securities Trust, Series 2019-GSA1, Class E, 2.80%, 11/10/52<sup>(1)</sup> | 5990000 | 4410330 |
| Morgan Stanley Capital I Trust, Series 2018-H3, Class D, 3.00%, 7/15/51<sup>(1)</sup> | 2392000 | 1961647 |
| Morgan Stanley Capital I Trust, Series 2018-L1, Class D, 3.00%, 10/15/51<sup>(1)</sup> | 4192000 | 3554040 |
| ONNI Commerical Mortgage Trust, Series 2024-APT, Class A, SEQ, VRN, 5.75%, 7/15/39<sup>(1)</sup> | 11242000 | 11446057 |
| UBS Commercial Mortgage Trust, Series 2018-C15, Class D, VRN, 5.14%, 12/15/51<sup>(1)</sup> | 2008000 | 1845479 |
| WB Commercial Mortgage Trust, Series 2024-HQ, Class A, SEQ, VRN, 6.13%, 3/15/40<sup>(1)</sup> | 4250000 | 4261831 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C41, Class D, VRN, 2.60%, 11/15/50<sup>(1)</sup> | 2067000 | 1784255 |
| Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class D, 2.50%, 2/15/53<sup>(1)</sup> | 2458000 | 1687761 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $57,611,606) |  | **60544202** |
| **PREFERRED SECURITIES — 2.5%** |  |  |
| **Banks — 0.6%** |  |  |
| Citigroup, Inc., 7.625% | 7483000 | 7850228 |
| JPMorgan Chase & Co., 3.65% | 2332000 | 2331138 |
| Wells Fargo & Co., 3.90% | 3985000 | 3982617 |
|  |  | 14163983 |
| **Capital Markets — 0.4%** |  |  |
| Charles Schwab Corp., 4.00% | 10499000 | 10461987 |
| **Diversified Telecommunication Services — 0.1%** |  |  |
| Telefonica Europe BV, 2.88% | 1600000 | 1873008 |
| **Oil, Gas and Consumable Fuels — 0.6%** |  |  |
| Energy Transfer LP, 6.50% | 4069000 | 4090118 |
| Energy Transfer LP, 6.625% | 6307000 | 6396635 |
| Sunoco LP, 7.875%<sup>(1)</sup> | 2525000 | 2602366 |
|  |  | 13089119 |
| **Trading Companies and Distributors — 0.8%** |  |  |
| Air Lease Corp., 4.65% | 5590000 | 5582405 |
| Aircastle Ltd., 5.25%<sup>(1)</sup> | 14089000 | 14117730 |
|  |  | 19700135 |
| **TOTAL PREFERRED SECURITIES**<br>(Cost $58,052,529) |  | **59288232** |
| **COLLATERALIZED LOAN OBLIGATIONS — 1.5%** |  |  |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A, VRN, 5.14%, (1-month SOFR plus 1.46%), 11/15/36<sup>(1)</sup> | 1874041 | 1874989 |
| Cerberus Loan Funding XXXIX LP, Series 2022-3A, Class AR, VRN, 5.07%, (3-month SOFR plus 1.40%), 1/15/33<sup>(1)</sup> | 2650194 | 2652710 |
| Elmwood CLO 24 Ltd., Series 2023-3A, Class CR, VRN, 5.42%, (3-month SOFR plus 1.75%), 1/17/38<sup>(1)</sup> | 7625000 | 7669606 |
| LoanCore Issuer Ltd., Series 2021-CRE5, Class AS, VRN, 5.54%, (1-month SOFR plus 1.86%), 7/15/36<sup>(1)</sup> | 2842337 | 2841388 |
| Magnetite XLI Ltd., Series 2024-41A, Class C, VRN, 5.45%, (3-month SOFR plus 1.78%), 1/25/38<sup>(1)</sup> | 3525000 | 3546481 |
| Magnetite XXVIII Ltd., Series 2020-28A, Class CRR, VRN, 5.42%, (3-month SOFR plus 1.75%), 1/15/38<sup>(1)</sup> | 7975000 | 8021376 |
| Reese Park CLO Ltd., Series 2020-1A, Class CRR, VRN, 5.57%, (3-month SOFR plus 1.90%), 1/15/38<sup>(1)</sup> | 8100000 | 8139371 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $34,509,576) |  | **34745921** |

---

------

---

| | | |
|:---|:---|:---|
| **U.S. TREASURY SECURITIES — 1.0%** | | |
| U.S. Treasury Notes, 1.625%, 10/31/26<sup>(4)</sup> | 20395000 | 20101051 |
| U.S. Treasury Notes, 4.00%, 5/31/30 | 2810000 | 2837990 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $22,894,071) |  | **22939041** |
| **MUNICIPAL SECURITIES — 0.5%** |  |  |
| California State University Rev., 2.98%, 11/1/51 | 825000 | 554074 |
| Commonwealth of Massachusetts GO, 2.66%, 9/1/39 | 241438 | 204411 |
| Escambia County Health Facilities Authority Rev., (Baptist Hospital, Inc. Obligated Group), 3.61%, 8/15/40 (AG) | 725000 | 600748 |
| Golden State Tobacco Securitization Corp. Rev., 2.75%, 6/1/34 | 1385000 | 1228186 |
| Los Angeles Community College District GO, 6.75%, 8/1/49 | 800000 | 887735 |
| Los Angeles Department of Airports Rev., 6.58%, 5/15/39 | 255000 | 274459 |
| Michigan Strategic Fund Rev., (Flint Water Advocacy Fund), 3.23%, 9/1/47 | 1600000 | 1231182 |
| Missouri Highway & Transportation Commission Rev., 5.45%, 5/1/33 | 275000 | 281936 |
| New Jersey Turnpike Authority Rev., 7.10%, 1/1/41 | 270000 | 312355 |
| Ohio Turnpike & Infrastructure Commission Rev., 3.22%, 2/15/48 | 830000 | 622435 |
| Port Authority of New York & New Jersey Rev., 4.93%, 10/1/51 | 450000 | 419247 |
| Regents of the University of California Medical Center Pooled Rev., 3.26%, 5/15/60 | 450000 | 292127 |
| State of California GO, 7.60%, 11/1/40 | 20000 | 24305 |
| Sumter Landing Community Development District Rev., 5.57%, 10/1/40 (AG) | 470000 | 486991 |
| Sumter Landing Community Development District Rev., 5.74%, 10/1/45 (AG) | 710000 | 727851 |
| Sumter Landing Community Development District Rev., 5.82%, 10/1/54 (AG) | 1295000 | 1312554 |
| Texas Natural Gas Securitization Finance Corp. Rev., SEQ, 5.17%, 4/1/41 | 230000 | 233486 |
| United Nations Development Corp. Rev., (City of New York), Series A, 6.54%, 8/1/55 | 455000 | 482965 |
| University of California Rev., 3.07%, 5/15/51 | 670000 | 453623 |
| University of California College of the Law San Francisco Rev., 5.99%, 8/1/50 (BAM) | 435000 | 441916 |
| University of California College of the Law San Francisco Rev., 6.09%, 8/1/55 (BAM) | 495000 | 504749 |
| **TOTAL MUNICIPAL SECURITIES**<br>(Cost $13,264,437) |  | **11577335** |
| **U.S. GOVERNMENT AGENCY SECURITIES — 0.1%** |  |  |
| FHLMC, 6.25%, 7/15/32<br>(Cost $2,451,790) | 2000000 | **2251884** |
| **BANK LOAN OBLIGATIONS**<sup>(5)</sup> **— 0.1%** |  |  |
| **Aerospace and Defense — 0.1%** |  |  |
| TransDigm, Inc., 2025 Term Loan K, 5.92%, (1-month SOFR plus 2.25%), 3/22/30<br>(Cost $1,817,595) | 1809686 | **1810138** |
| **SHORT-TERM INVESTMENTS — 6.3%** |  |  |
| **Commercial Paper**<sup>(6)</sup> **— 3.4%** |  |  |
| HQLA Funding LLC, 3.79%, 2/2/26<sup>(1)</sup> | 34600000 | 34589333 |
| Lion Bay Funding LLC, 3.76%, 2/2/26<sup>(1)</sup> | 35800000 | 35789085 |
| Overwatch Alpha Funding LLC, 3.76%, 2/2/26<sup>(1)</sup> | 8000000 | 7997554 |
|  |  | 78375972 |
| **Money Market Funds — 0.0%** |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | 50528 | 50528 |
| **Repurchase Agreements — 2.9%** |  |  |
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 2.75%, 7/31/27, valued at $69,441,600), at 3.66%, dated 1/30/26, due 2/2/26 (Delivery value $68,100,764) |  | 68080000 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $146,530,528) |  | **146506500** |
| **TOTAL INVESTMENT SECURITIES — 100.5%**<br>(Cost $2,377,213,119) |  | **2349004061** |
| **OTHER ASSETS AND LIABILITIES — (0.5)%** |  | **(12463261)** |
| **TOTAL NET ASSETS — 100.0%** |  | $**2336540800** |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement Date** | **Unrealized Appreciation <br>(Depreciation)** |
| USD | 26324281 | AUD | 39563039 | Morgan Stanley & Co. LLC | 3/18/26 | $(1222573) |
| CAD | 1966023 | USD | 1453819 | JPMorgan Chase Bank NA | 3/18/26 | (7271) |
| USD | 6453946 | CAD | 8845933 | Morgan Stanley & Co. LLC | 3/18/26 | (54661) |
| CNY | 716072138 | USD | 102647956 | Goldman Sachs & Co. LLC | 2/5/26 | 283931 |
| USD | 102186534 | CNY | 716072138 | JPMorgan Chase Bank NA | 2/5/26 | (745353) |
| USD | 103220297 | CNY | 718464880 | Goldman Sachs & Co. LLC | 3/5/26 | 50396 |
| USD | 2355937 | COP | 9220217831 | Goldman Sachs & Co. LLC | 3/18/26 | (117039) |
| USD | 6386582 | CZK | 132726140 | Goldman Sachs & Co. LLC | 3/18/26 | (80268) |
| USD | 4724911 | DKK | 29861380 | Morgan Stanley & Co. LLC | 3/18/26 | (26502) |
| EUR | 1296087 | USD | 1524264 | JPMorgan Chase Bank NA | 3/18/26 | 15167 |
| EUR | 6529500 | USD | 7620468 | Morgan Stanley & Co. LLC | 3/18/26 | 134964 |
| EUR | 2016037 | USD | 2414592 | Morgan Stanley & Co. LLC | 3/18/26 | (20038) |
| EUR | 5021125 | USD | 6015382 | Morgan Stanley & Co. LLC | 3/18/26 | (51527) |
| USD | 239385034 | EUR | 202523953 | Citibank NA | 3/18/26 | (1163352) |
| USD | 7429430 | EUR | 6355981 | Morgan Stanley & Co. LLC | 3/18/26 | (119903) |
| USD | 1692874 | EUR | 1440889 | Morgan Stanley & Co. LLC | 3/18/26 | (18546) |
| USD | 125990 | EUR | 107025 | Morgan Stanley & Co. LLC | 3/18/26 | (1129) |
| USD | 6146745 | EUR | 5130937 | UBS AG | 3/18/26 | 52460 |
| USD | 91129006 | GBP | 68039354 | Citibank NA | 3/18/26 | (1967613) |
| USD | 11302104 | IDR | 189096632612 | Goldman Sachs & Co. LLC | 3/25/26 | 42193 |
| USD | 2215310 | ILS | 7153497 | Morgan Stanley & Co. LLC | 3/18/26 | (93342) |
| JPY | 186669566 | USD | 1222424 | Citibank NA | 3/18/26 | (11786) |
| JPY | 356807197 | USD | 2290732 | JPMorgan Chase Bank NA | 3/18/26 | 23328 |
| JPY | 180463469 | USD | 1176726 | Morgan Stanley & Co. LLC | 3/18/26 | (6337) |
| USD | 76868368 | JPY | 11813471387 | Morgan Stanley & Co. LLC | 3/18/26 | 252539 |
| USD | 2735917 | JPY | 430803986 | UBS AG | 3/18/26 | (58047) |
| USD | 8184162 | MXN | 150420769 | JPMorgan Chase Bank NA | 3/18/26 | (389717) |
| USD | 8794851 | MYR | 36079995 | Goldman Sachs & Co. LLC | 3/18/26 | (370723) |
| USD | 31019904 | NZD | 53274547 | Morgan Stanley & Co. LLC | 3/18/26 | (1107825) |
| USD | 3510667 | PLN | 12749483 | Morgan Stanley & Co. LLC | 3/18/26 | (77371) |
| USD | 5242555 | SEK | 48462707 | Morgan Stanley & Co. LLC | 3/18/26 | (209940) |
| USD | 3842579 | SGD | 4919826 | Goldman Sachs & Co. LLC | 3/18/26 | (36460) |
| USD | 9542803 | THB | 302716799 | Citibank NA | 3/18/26 | (105987) |
|  |  |  |  |  |  | $(7208332) |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration <br>Date** | **Notional<br>Amount** | **Unrealized <br>Appreciation <br>(Depreciation)^** |
| Australian 10-Year Government Bonds | 502 | March 2026 | $38155973 | $(222408) |
| Canadian 10-Year Government Bonds | 569 | March 2026 | 50596350 | (482019) |
| Euro-BTP Italian Government 10-Year Bonds | 221 | March 2026 | 31726248 | 112584 |
| Euro-Bund 10-Year Bonds | 1295 | March 2026 | 196744497 | (529114) |
| Euro-OAT 10-Year Bonds | 482 | March 2026 | 69663301 | 450529 |
| Japanese 10-Year Government Bonds | 56 | March 2026 | 47623158 | (700543) |
| Japanese 10-Year Mini Government Bonds | 166 | March 2026 | 14114720 | (204775) |
| Korean Treasury 10-Year Bonds | 432 | March 2026 | 33298875 | (519216) |
| U.K. Gilt 10-Year Bonds | 83 | March 2026 | 10318114 | 17496 |
| U.S. Treasury 5-Year Notes | 80 | March 2026 | 8714375 | 22969 |
| U.S. Treasury Long Bonds | 170 | March 2026 | 19571250 | 13419 |
| U.S. Treasury Ultra Bonds | 218 | March 2026 | 25601375 | (483582) |
|  |  |  | $546128236 | $(2524660) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** |
| **Reference Entity** | **Contracts** | **Expiration <br>Date** | **Notional<br>Amount** | **Unrealized <br>Appreciation <br>(Depreciation)^** |
| Euro-Schatz 2-Year Bonds | 1238 | March 2026 | $156879105 | $34559 |
| U.S. Treasury 2-Year Notes | 862 | March 2026 | 179720266 | 143260 |
| U.S. Treasury 10-Year Notes | 1309 | March 2026 | 146383016 | 1394146 |
|  |  |  | $482982387 | $1571965 |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> |
| **Reference Entity** | **Type**<sup>‡</sup> | **Fixed<br>Rate<br>Received<br>(Paid)<br>Quarterly** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value^** |
| Markit CDX North America High Yield Index Series 45 | Sell | 5.00% | 12/20/30 | $17820000 | $1314032 | $284638 | $1598670 |
| Markit iTraxx Europe Senior Financial Index Series 44 | Sell | 1.00% | 12/20/30 | EUR 91,600,000 | 1949354 | 486793 | 2436147 |
|  |  |  |  |  | $3263386 | $771431 | $4034817 |

---

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

‡The maximum potential amount the fund could be required to deliver as a seller of credit protection if a credit event occurs as defined under the terms of the agreement is the notional amount. The maximum potential amount may be partially offset by any recovery values of the reference entities and upfront payments received upon entering into the agreement.

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** |
| **Floating<br>Rate Index** | **Pay/Receive<br>Floating Rate<br>Index<br>Semiannually** | **Fixed<br>Rate** | **Termination<br>Date** | **Notional<br>Amount** | **Notional<br>Amount** | **Premiums<br>Paid (Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value** |
| &nbsp;&nbsp;6-month BBSW | Pay | 4.53% | 1/17/35 | AUD | 10000 | $382 | $(525) | $(143) |

---

------

---

| | | |
|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| AG | – | Assured Guaranty, Inc. |
| AUD | – | Australian Dollar |
| BAM | – | Build America Mutual Assurance Corp. |
| BBSW | – | Bank Bill Swap Rates |
| CAD | – | Canadian Dollar |
| CDX | – | Credit Derivatives Indexes |
| CNY | – | Chinese Yuan |
| COP | – | Colombian Peso |
| CZK | – | Czech Koruna |
| DKK | – | Danish Krone |
| EUR | – | Euro |
| FHLMC | – | Federal Home Loan Mortgage Corp. |
| FNMA | – | Federal National Mortgage Association |
| GBP | – | British Pound |
| GNMA | – | Government National Mortgage Association |
| GO | – | General Obligation |
| IDR | – | Indonesian Rupiah |
| ILS | – | Israeli Shekel |
| JPY | – | Japanese Yen |
| MXN | – | Mexican Peso |
| MYR | – | Malaysian Ringgit |
| NOK | – | Norwegian Krone |
| NZD | – | New Zealand Dollar |
| PLN | – | Polish Zloty |
| RFUCC | – | FTSE USD IBOR Consumer Cash Fallbacks |
| SEK | – | Swedish Krona |
| SEQ | – | Sequential Payer |
| SGD | – | Singapore Dollar |
| SOFR | – | Secured Overnight Financing Rate |
| TBA | – | To-Be-Announced. Security was purchased on a forward commitment basis with an approximate principal amount and maturity date. Actual principal amount and maturity date will be determined upon settlement. |
| THB | – | Thai Baht |
| USD | – | United States Dollar |
| VRN | – | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security's offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. |

---

(1)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $917,741,004, which represented 39.3% of total net assets.

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

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

(4)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward commitments, forward foreign currency exchange contracts, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $17,594,339.

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

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

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS** 

**1. Investment Valuations**

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

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

Equity securities that are listed or traded on a domestic securities exchange are valued at the last reported sales price or at the official closing price as provided by the exchange. Equity securities traded on foreign securities exchanges are generally valued at the closing price of such securities on the exchange where primarily traded or at the close of the NYSE, if that is earlier. If no last sales price is reported, or if local convention or regulation so provides, the mean of the latest bid and asked prices may be used. Securities traded over-the-counter are valued at the mean of the latest bid and asked prices, the last sales price, or the official closing price.

Hybrid securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Preferred securities and convertible preferred securities with perpetual maturities are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information.

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

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

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

**2. Fair Value Measurements**

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

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

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

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

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

------

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

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | **Assets** | **Assets** | **Assets** |
| **Investment Securities** | **Investment Securities** | **Investment Securities** | **Investment Securities** |
| Corporate Bonds |  | $781612246 |  |
| Sovereign Governments and Agencies |  | 465128259 |  |
| U.S. Government Agency Mortgage-Backed Securities |  | 253417683 |  |
| Convertible Preferred Securities |  | 219426920 |  |
| Collateralized Mortgage Obligations |  | 182734122 |  |
| Asset-Backed Securities |  | 107021578 |  |
| Commercial Mortgage-Backed Securities |  | 60544202 |  |
| Preferred Securities |  | 59288232 |  |
| Collateralized Loan Obligations |  | 34745921 |  |
| U.S. Treasury Securities |  | 22939041 |  |
| Municipal Securities |  | 11577335 |  |
| U.S. Government Agency Securities |  | 2251884 |  |
| Bank Loan Obligations |  | 1810138 |  |
| Short-Term Investments | $50528 | 146455972 |  |
|  | $50528 | $2348953533 |  |
| **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** |
| Futures Contracts | $1573794 | $615168 |  |
| Swap Agreements |  | 4034817 |  |
| Forward Foreign Currency Exchange Contracts |  | 854978 |  |
|  | $1573794 | $5504963 |  |
| **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** |
| Futures Contracts | $483582 | $2658075 |  |
| Swap Agreements |  | 143 |  |
| Forward Foreign Currency Exchange Contracts |  | 8063310 |  |
|  | $483582 | $10721528 |  |

---

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

## 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:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2395564626.60

**Total Liabilities:** $59939912.21

**Net Assets:** $2335624714.39

**Cash Not Reported:** $2330640.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 980.000000000000 | **1-Year:** 20999.000000000000 | **5-Year:** 145174.000000000000 | **10-Year:** 280835.000000000000 | **30-Year:** 252841.000000000000

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

- **3-Month:** 91.000000000000 | **1-Year:** 11640.000000000000 | **5-Year:** 115252.000000000000 | **10-Year:** 33354.000000000000 | **30-Year:** 35383.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109545 | 0.00%                | -0.01%               | 0.46%                |
| Class ID C000109546 | 0.11%                | -0.07%               | 0.46%                |
| Class ID C000109547 | 0.11%                | -0.08%               | 0.47%                |
| Class ID C000109548 | 0.00%                | -0.18%               | 0.36%                |
| Class ID C000109549 | 0.11%                | -0.15%               | 0.47%                |
| Class ID C000131612 | 0.00%                | -0.06%               | 0.58%                |
| Class ID C000189710 | 0.11%                | -0.10%               | 0.46%                |
| Class ID C000189711 | 0.00%                | -0.07%               | 0.57%                |
| Class ID C000194400 | 0.22%                | -0.12%               | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9435153.77              | $-10948306.63                              |
| Month 2  | $-17140426.91            | $16085061.93                               |
| Month 3  | $4025201.77              | $4566365.72                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD SEK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-209940.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD SGD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-36459.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD THB/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-105987.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD AUD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-1222573.17  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD CAD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-54660.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                                    | SOLD CNY/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-745352.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD COP/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-117039.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD CZK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-80267.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD DKK/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-26502.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | BOUGHT JPY/SOLD USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-11785.75    | -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      | $15167.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $134963.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-20038.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT EUR/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-51526.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | BOUGHT JPY/SOLD USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-6336.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT JPY/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $23327.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD NZD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-1107824.93  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD PLN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-77370.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | BOUGHT CAD/SOLD USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-7270.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD IDR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $42192.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD ILS/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-93341.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD JPY/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $252538.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD JPY/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-58046.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                      | SOLD MXN/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-389717.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                       | SOLD MYR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-370723.26   | -0.02%            |  |  |  | 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      | $-1163351.89  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-119903.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-18546.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                          | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-1128.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $52459.89     | 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      | $-1967612.67  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                              | American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |           81 | PA      | $81.10        | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | 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        |      4590000 | PA      | $4409620.80   | 0.19%             | 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        |       321000 | PA      | $326655.99    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                                          | Alliant Energy Corp 5.75 04/01/2056                                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      3594000 | PA      | $3569046.14   | 0.15%             | 2056-04-01      | Variable      | 5.75%                 | 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        |      4550000 | PA      | $4617021.50   | 0.20%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                               | Amazon.com Inc 4.65 11/20/2035                                                               | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4366000 | PA      | $4324789.37   | 0.19%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                        | American Airlines Inc 7.25 02/15/2028                                                        | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $2801342.50   | 0.12%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                     | American Assets Trust LP 3.38 02/01/2031                                                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |      2410000 | PA      | $2200217.38   | 0.09%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                               | American Electric Power Co Inc 6.05 03/15/2056                                               | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      2310000 | PA      | $2294695.37   | 0.10%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                    | Amgen Inc 5.65 03/02/2053                                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1403611.55   | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                | Amphenol Corp 4.63 02/15/2036                                                                | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      2595000 | PA      | $2539105.70   | 0.11%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                          | Antares Holdings LP 6.35 10/23/2029                                                          | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |      2485000 | PA      | $2545070.55   | 0.11%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                        | Antero Resources Corp 5.40 02/01/2036                                                        | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      2504000 | PA      | $2489176.07   | 0.11%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                | AppLovin Corp 5.50 12/01/2034                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2498916.39   | 0.11%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                       | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.14                                  | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1874041 | PA      | $1874989.47   | 0.08%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR Inc                                                          | Arbor Realty SR Inc 8.50 12/15/2028                                                          | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |      2310000 | PA      | $2251843.07   | 0.10%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                   | Ares Strategic Income Fund 5.70 03/15/2028                                                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       866000 | PA      | $877847.49    | 0.04%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                          | Ashtead Capital Inc 5.95 10/15/2033                                                          | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      1483000 | PA      | $1564224.00   | 0.07%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.00                                                                         | CUSIP: 3140N3AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8910690 | PA      | $8997994.17   | 0.39%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       523117 | PA      | $491833.78    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3699641 | PA      | $3546751.21   | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8676137 | PA      | $8075396.32   | 0.35%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5149223 | PA      | $4624339.19   | 0.20%             | 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        |      5398451 | PA      | $5010239.02   | 0.21%             | 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        |      2518095 | PA      | $2536556.67   | 0.11%             | 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        |     10660980 | PA      | $10724927.21  | 0.46%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3701729 | PA      | $3769867.73   | 0.16%             | 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        |       653227 | PA      | $627210.25    | 0.03%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 6.50                                                                        | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4088932 | PA      | $4243923.08   | 0.18%             | 2053-11-01      | Fixed         | 6.50%                 | 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        |      2618000 | PA      | $2595053.94   | 0.11%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                     | JP Morgan Mortgage Trust 5.50                                                                | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5345401 | PA      | $5362727.92   | 0.23%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 5.77 04/22/2035                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2662000 | PA      | $2819700.85   | 0.12%             | 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        |      1870000 | PA      | $1865487.26   | 0.08%             | 2032-01-22      | Variable      | 4.35%                 | 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        |      2615171 | PA      | $2648249.84   | 0.11%             | 2054-02-25      | Variable      | 6.00%                 | 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        |      8120000 | PA      | $8619891.56   | 0.37%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                             | Lamar Media Corp 3.75 02/15/2028                                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3085000 | PA      | $3030312.82   | 0.13%             | 2028-02-15      | Fixed         | 3.75%                 | 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        |      3435000 | PA      | $3400271.29   | 0.15%             | 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        |      1123000 | PA      | $1257579.62   | 0.05%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                               | Merck & Co Inc 4.75 12/04/2035                                                               | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      2368000 | PA      | $2348654.84   | 0.10%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                  | MetLife Inc 6.40 12/15/2066                                                                  | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      5397000 | PA      | $5665689.65   | 0.24%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                          | Sprint Capital Corp 6.88 11/15/2028                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      1294000 | PA      | $1388531.44   | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                              | Stack Infrastructure Issuer LLC 1.88                                                         | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-MBS          | CORP              | US        |      3634000 | PA      | $3616089.10   | 0.15%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                              | Standard Building Solutions Inc 6.50 08/15/2032                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      1253000 | PA      | $1292860.44   | 0.06%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC (pfd) 7.75% 02/15/2174 Perpetual                                      | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EP               | CORP              | GB        |      2118000 | NS      | $2207447.38   | 0.09%             |  |  |  | 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      | $233485.47    | 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        |      1677000 | PA      | $1663310.06   | 0.07%             | 2036-03-15      | Fixed         | 4.95%                 | 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        |      1812186 | PA      | $1833081.58   | 0.08%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                             | Paramount Global 4.38 03/15/2043                                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      1523000 | PA      | $1049564.03   | 0.04%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                             | Paramount Global 6.25 02/28/2057                                                             | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      2498000 | PA      | $2272243.25   | 0.10%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                        | VICI Properties LP / VICI Note Co Inc 4.13 08/15/2030                                        | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2270000 | PA      | $2203814.45   | 0.09%             | 2030-08-15      | Fixed         | 4.12%                 | 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        |      3695000 | PA      | $3738286.37   | 0.16%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                         | WEC Energy Group Inc 5.63 05/15/2056                                                         | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      2292000 | PA      | $2305058.26   | 0.10%             | 2056-05-15      | Variable      | 5.62%                 | 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      | $4261830.73   | 0.18%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc                                                               | Weir Group Inc 5.35 05/06/2030                                                               | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |      2195000 | PA      | $2254077.11   | 0.10%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | Wells Fargo & Co (pfd) 3.9% 06/15/2169 Perpetual                                             | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      3985000 | NS      | $3982616.57   | 0.17%             |  |  |  | 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        |      1500000 | PA      | $1471048.44   | 0.06%             | 2047-01-23      | Variable      | 5.43%                 | 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      | $1784255.48   | 0.08%             | 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      | $1687761.12   | 0.07%             | 2053-02-15      | Fixed         | 2.50%                 | 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        |      5058000 | PA      | $5125524.30   | 0.22%             | 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      | $4644526.76   | 0.20%             | 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      | $8845099.19   | 0.38%             | 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        |      3588000 | PA      | $3428098.59   | 0.15%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                | Yinson Bergenia Production BV 8.50 01/31/2045                                                | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      5339000 | PA      | $5809331.46   | 0.25%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                             | Zions Bancorp NA 6.82 11/19/2035                                                             | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      4581000 | PA      | $4859617.20   | 0.21%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                      | Denmark Government Bond 0.50 11/15/2029                                                      | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     35000000 | PA      | $5238753.51   | 0.22%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                         | La Banque Postale SA (pfd) 3.88% 05/20/2174 Perpetual                                        | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | EP               | CORP              | FR        |      7400000 | NS      | $8778727.82   | 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      | $5032758.98   | 0.22%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                | New South Wales Treasury Corp 2.00 03/08/2033                                                | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      6000000 | PA      | $3451153.47   | 0.15%             | 2033-03-08      | Fixed         | 2.00%                 | 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        |      5000000 | NS      | $6050447.88   | 0.26%             |  |  |  | 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      | $7282317.95   | 0.31%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 1.00 03/20/2052                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    297300000 | PA      | $1078010.72   | 0.05%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                     | Malaysia Government Bond 4.70 10/15/2042                                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     31900000 | PA      | $8908984.01   | 0.38%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                              | CVS Health Corp 6.00 06/01/2044                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1178556.04   | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                              | CVS Health Corp 7.00 03/10/2055                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2288000 | PA      | $2395744.21   | 0.10%             | 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        |      4068000 | PA      | $3908665.39   | 0.17%             | 2029-10-15      | Fixed         | 4.62%                 | 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      | $24305.20     | 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      | $554074.04    | 0.02%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                     | Canadian Government Bond 2.00 12/01/2051                                                     | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2180000 | PA      | $1114375.21   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                   | Capital One Financial Corp 2.36 07/29/2032                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      3460000 | PA      | $3027716.53   | 0.13%             | 2032-07-29      | Variable      | 2.36%                 | 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        |      1325000 | PA      | $1325687.09   | 0.06%             | 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        |      1280000 | PA      | $1278151.58   | 0.05%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                             | Carlisle Cos Inc 5.55 09/15/2040                                                             | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      1233000 | PA      | $1253316.79   | 0.05%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                | Carnival Corp 4.00 08/01/2028                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      1960000 | PA      | $1940699.88   | 0.08%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                | Carnival Corp 5.13 05/01/2029                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      2731000 | PA      | $2764292.12   | 0.12%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                         | Chart Industries Inc 7.50 01/01/2030                                                         | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      6440000 | PA      | $6708644.60   | 0.29%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-3                              | Chase Home Lending Mortgage Trust Series 2024-3 6.00                                         | CUSIP: 16159HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6864718 | PA      | $6948659.99   | 0.30%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-10                                    | Chase Home Lending Mortgage Trust 2024-10 6.00                                               | CUSIP: 16159YAD2<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |      5133919 | PA      | $5202273.92   | 0.22%             | 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        |      9171628 | PA      | $9267011.10   | 0.40%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                     | Chase Home Lending Mortgage Trust 2024-9 5.50                                                | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4848790 | PA      | $4862598.76   | 0.21%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                     | Chase Home Lending Mortgage Trust 2024-9 5.50                                                | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1296823 | PA      | $1297254.41   | 0.06%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                              | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                         | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2652436 | PA      | $2687478.03   | 0.12%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc (pfd) 7.63% 02/15/2174 Perpetual                                               | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      7483000 | NS      | $7850228.23   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc 5.17 09/11/2036                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1820000 | PA      | $1828470.33   | 0.08%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc 5.61 03/04/2056                                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1345000 | PA      | $1336301.00   | 0.06%             | 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        |      5273487 | PA      | $5342195.25   | 0.23%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                          | Coinbase Global Inc 3.38 10/01/2028                                                          | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       660000 | PA      | $630518.79    | 0.03%             | 2028-10-01      | Fixed         | 3.38%                 | 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        |      1525000 | PA      | $1530930.73   | 0.07%             | 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      | $441916.07    | 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      | $504749.22    | 0.02%             | 2055-08-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers US Issuer LLC                                           | Cologix Data Centers US Issuer LLC 3.30                                                      | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1746000 | PA      | $1717404.71   | 0.07%             | 2051-12-26      | Fixed         | 3.30%                 | 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        |      7000000 | PA      | $6988100.00   | 0.30%             | 2031-01-21      | Fixed         | 6.12%                 | 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      | $1507882.50   | 0.06%             | 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        |      3100000 | PA      | $3153217.70   | 0.14%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                               | Morgan Stanley Private Bank NA 4.47 11/19/2031                                               | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      4637000 | PA      | $4639783.41   | 0.20%             | 2031-11-19      | Variable      | 4.46%                 | 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        |      2798320 | PA      | $2814142.41   | 0.12%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                             | NMI Holdings Inc 6.00 08/15/2029                                                             | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |      3345000 | PA      | $3455686.05   | 0.15%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                         | PNC Financial Services Group Inc/The 5.42 01/25/2041                                         | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       671000 | PA      | $670632.67    | 0.03%             | 2041-01-25      | Variable      | 5.42%                 | 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        |     12580783 | PA      | $12655829.50  | 0.54%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Pagaya Ai Debt Grantor Trust 2025-6                                          | Pagaya Ai Debt Grantor Trust 2025-6 4.88                                                     | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5118733 | PA      | $5108211.96   | 0.22%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                                     | Palomino Funding Trust I 7.23 05/17/2028                                                     | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1459583.90   | 0.06%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co                               | Ashton Woods USA LLC / Ashton Woods Finance Co 6.88 08/01/2033                               | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2627000 | PA      | $2652634.27   | 0.11%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                        | Banque Federative du Credit Mutuel SA 5.11 01/15/2036                                        | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1842000 | PA      | $1839087.47   | 0.08%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC (pfd) 8.00% 12/15/2174 Perpetual                                                | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |      6498000 | NS      | $6950221.81   | 0.30%             |  |  |  | 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        |      1152000 | PA      | $1162214.18   | 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      | $2177674.30   | 0.09%             | 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      | $4238730.62   | 0.18%             | 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      | $1532366.46   | 0.07%             | 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      | $1754992.79   | 0.08%             | 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        |      2005000 | PA      | $2013060.10   | 0.09%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                                  | Biocon Biologics Global PLC 6.67 10/09/2029                                                  | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      2290000 | PA      | $2326885.79   | 0.10%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                                      | Blackbird Capital II Aircraft Lease Ltd 2.44                                                 | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3063737 | PA      | $2931751.20   | 0.13%             | 2046-07-15      | Fixed         | 2.44%                 | 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        |      6126000 | PA      | $6216232.43   | 0.27%             | 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        |      3140000 | PA      | $3211531.90   | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                               | Braskem Netherlands Finance BV 4.50 01/10/2028                                               | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1007000 | PA      | $459040.95    | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                               | Braskem Netherlands Finance BV 4.50 01/31/2030                                               | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      8636000 | PA      | $3732479.20   | 0.16%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                      | Bristol-Myers Squibb Co 5.55 02/22/2054                                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $979035.80    | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                 | Broadcom Inc 4.60 01/15/2033                                                                 | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1890000 | PA      | $1885197.25   | 0.08%             | 2033-01-15      | Fixed         | 4.60%                 | 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        |      6210000 | PA      | $5924015.84   | 0.25%             | 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        |      1425000 | PA      | $1426253.12   | 0.06%             | 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 4.75 03/01/2030                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4650000 | PA      | $4445102.40   | 0.19%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |      3420000 | PA      | $3481946.22   | 0.15%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HQLA Funding LLC Champlain Series                                            | Hqla Funding LLC 0.00 02/02/2026                                                             | CUSIP: 44333BB26<br>LEI: 5493000J8TNLYHDOFL03 | Long             | STIV             | CORP              | US        |     34600000 | PA      | $34589332.82  | 1.48%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lion Bay Funding LLC                                                         | Lion Bay Funding LLC 0.00 02/02/2026                                                         | CUSIP: 53619YB22<br>LEI: 635400IQAPDH9DJ1QL85 | Long             | STIV             | CORP              | US        |     35800000 | PA      | $35789084.58  | 1.53%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Overwatch Alpha Funding LLC                                                  | Overwatch Alpha Funding LLC 0.00 02/02/2026                                                  | CUSIP: 69039UB28<br>LEI: 254900B3TINYQPJOZP37 | Long             | STIV             | CORP              | US        |      8000000 | PA      | $7997554.40   | 0.34%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                   | State Street Institutional US Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |        50528 | NS      | $50527.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGX Mini Japan Government 10 Y                                               | 10YR MINI JGB FUT Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | JP        |          166 | NC      | $-204775.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex 2 Year Euro SCHATZ Futur                                               | EURO-SCHATZ FUT   Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |        -1435 | NC      | $39489.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex 10 Year Euro BUND Future                                               | EURO-BUND FUTURE  Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |         1295 | NC      | $-529113.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Euro-BTP Italian Bond Futures                                                | Euro-BTP Future   Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | IT        |          221 | NC      | $112583.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Government Bond Futures                                               | Euro-OAT Future   Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | FR        |          482 | NC      | $450528.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                     | US LONG BOND(CBT) Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          170 | NC      | $13418.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                | US 10YR NOTE (CBT)Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -1309 | NC      | $1394146.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                              | US ULTRA BOND CBT Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          218 | NC      | $-483581.52   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                 | US 5YR NOTE (CBT) Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |           80 | NC      | $22969.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                 | US 2YR NOTE (CBT) Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         -862 | NC      | $143259.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE                                                             | LONG GILT FUTURE  Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |           83 | NC      | $17496.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT                                                            | AUST 10Y BOND FUT Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | AU        |          433 | NC      | $-214241.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CAN 10YR BOND FUT                                                            | CAN 10YR BOND FUT Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | CA        |          569 | NC      | $-482019.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co                                                 | Fixed Income Clearing Corp 3.66 02/02/2026                                                   | CUSIP: RPEN3EF02<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        |     68080000 | PA      | $68080000.00  | 2.91%             | 2026-02-02      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| mBank SA                                                                     | mBank SA 4.03 09/27/2030                                                                     | CUSIP: N/A<br>LEI: 259400DZXF7UJKK2AY35       | Long             | DBT              | CORP              | PL        |      3000000 | PA      | $3671490.48   | 0.16%             | 2030-09-27      | Variable      | 4.03%                 | 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      | $9590460.51   | 0.41%             | 2033-12-01      | Variable      | 9.88%                 | 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        |      3065000 | PA      | $3057260.88   | 0.13%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                              | Concentrix Corp 6.60 08/02/2028                                                              | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |      5695000 | PA      | $5920857.04   | 0.25%             | 2028-08-02      | Fixed         | 6.60%                 | 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      | $6718719.06   | 0.29%             | 2054-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                          | United Kingdom Gilt 1.75 09/07/2037                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      9375000 | PA      | $9451575.37   | 0.40%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R09                                 | Connecticut Avenue Securities Trust 2022-R09 6.20                                            | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1024916 | PA      | $1036322.27   | 0.04%             | 2042-09-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                                 | Connecticut Avenue Securities Trust 2024-R01 4.75                                            | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2685133 | PA      | $2688741.64   | 0.12%             | 2044-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP 6.55 12/01/2033                                                           | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2145000 | PA      | $2348111.62   | 0.10%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Enerflex Inc                                                                 | Enerflex Inc 6.88 01/15/2031                                                                 | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |      1348000 | PA      | $1394109.69   | 0.06%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                            | Enterprise Products Operating LLC 5.20 01/15/2036                                            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      1329000 | PA      | $1352694.36   | 0.06%             | 2036-01-15      | Fixed         | 5.20%                 | 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      | $600748.27    | 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        |      2785000 | PA      | $2915782.63   | 0.12%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc                                                            | EUSHI Finance Inc 6.25 04/01/2056                                                            | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2698000 | PA      | $2715820.29   | 0.12%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 5.50 11/15/2045                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1366357.77   | 0.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 5.75 11/15/2065                                                           | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1925000 | PA      | $1821633.04   | 0.08%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 4.60 11/15/2032                                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      3685000 | PA      | $3695266.82   | 0.16%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 4.88 11/15/2035                                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      2555000 | PA      | $2528234.69   | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 5.63 11/15/2055                                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3427880.54   | 0.15%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                        | Freddie Mac Gold Pool 6.00                                                                   | CUSIP: 3128M5YL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          518 | PA      | $547.70       | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.00                                                                        | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5681932 | PA      | $5058789.82   | 0.22%             | 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        |      5504079 | PA      | $5142078.37   | 0.22%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4337248 | PA      | $4048919.39   | 0.17%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 6.00                                                                        | CUSIP: 3132DPM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3667015 | PA      | $3780442.59   | 0.16%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2676854 | PA      | $2494154.42   | 0.11%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       842822 | PA      | $780864.64    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 6.00                                                                        | CUSIP: 3132E0BJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4839692 | PA      | $5051403.68   | 0.22%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 2.00                                                                        | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10062696 | PA      | $8243450.23   | 0.35%             | 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        |       289023 | PA      | $277925.16    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                              | Federal Home Loan Mortgage Corp 6.25 07/15/2032                                              | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2000000 | PA      | $2251883.82   | 0.10%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         4485 | PA      | $4500.72      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        12960 | PA      | $12387.42     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        86179 | PA      | $83936.35     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.17                                                                         | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       462376 | PA      | $468921.55    | 0.02%             | 2047-03-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.10                                                                         | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       294340 | PA      | $298268.37    | 0.01%             | 2047-04-01      | Floating      | 3.10%                 | 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        |     11494300 | PA      | $10910541.09  | 0.47%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                        | GLP Capital LP / GLP Financing II Inc 5.25 02/15/2033                                        | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2973000 | PA      | $2980833.86   | 0.13%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                           | Ally Financial Inc 8.00 11/01/2031                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      2363000 | PA      | $2680202.67   | 0.11%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 4.50                                                                       | CUSIP: 3620A94L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2440 | PA      | $2453.70      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 5.00                                                                       | CUSIP: 3620A9PM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2930 | PA      | $3019.74      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 4.50                                                                       | CUSIP: 3620AE6Y1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1672 | PA      | $1679.02      | 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        |         8433 | PA      | $8449.49      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 5.00                                                                      | CUSIP: 3622ADQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4250199 | PA      | $4264268.58   | 0.18%             | 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        |         2644 | PA      | $2548.86      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                       | GS Mortgage Securities Trust 2019-GC42 2.80                                                  | CUSIP: 36257UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5175784 | PA      | $3855131.47   | 0.17%             | 2052-09-10      | Fixed         | 2.80%                 | 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        |      6201103 | PA      | $6303258.92   | 0.27%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 6.00                                                                       | CUSIP: 36290RRK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1205 | PA      | $1238.02      | 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        |      5478021 | PA      | $5485856.13   | 0.23%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                              | General Motors Financial Co Inc 5.60 06/18/2031                                              | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |      1150000 | PA      | $1200899.53   | 0.05%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co In                                               | General Motors Financial Co Inc 6.15 07/15/2035                                              | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |      1660000 | PA      | $1757121.47   | 0.08%             | 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      | $2948982.06   | 0.13%             | 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        |      1285000 | PA      | $1360884.61   | 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        |      2220000 | PA      | $2213990.70   | 0.09%             | 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        |      2950000 | PA      | $2947819.45   | 0.13%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                         | Glencore Funding LLC 5.19 04/01/2030                                                         | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      1785000 | PA      | $1838311.52   | 0.08%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                       | Global Atlantic Fin Co 7.95 06/15/2033                                                       | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      5070000 | PA      | $5781435.53   | 0.25%             | 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      | $1228185.59   | 0.05%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 4.37 10/21/2031                                                  | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2785000 | PA      | $2769741.18   | 0.12%             | 2031-10-21      | Variable      | 4.37%                 | 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        |      1630000 | PA      | $1623640.02   | 0.07%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 5.54 01/21/2047                                                  | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1232053.29   | 0.05%             | 2047-01-21      | Variable      | 5.54%                 | 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        |      2311000 | PA      | $2296302.22   | 0.10%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                        | Golub Capital BDC Inc 7.05 12/05/2028                                                        | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      1318000 | PA      | $1387686.98   | 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        |      3385000 | PA      | $3408051.34   | 0.15%             | 2028-08-15      | Fixed         | 5.45%                 | 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      | $1602880.47   | 0.07%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 4.90 09/11/2028                                                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      1845000 | PA      | $1834604.26   | 0.08%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 5.15 04/02/2029                                                   | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      1535000 | PA      | $1529261.25   | 0.07%             | 2029-04-02      | Fixed         | 5.15%                 | 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        |      5630000 | PA      | $5718284.03   | 0.24%             | 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        |      2163000 | PA      | $2290164.93   | 0.10%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                  | Hologic Inc 3.25 02/15/2029                                                                  | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      2610000 | PA      | $2601979.21   | 0.11%             | 2029-02-15      | Fixed         | 3.25%                 | 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        |      4940000 | PA      | $4949265.12   | 0.21%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV (pfd) 5.75% 11/16/2174 Perpetual                                                | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |       471000 | NS      | $474103.63    | 0.02%             |  |  |  | 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        |      2100000 | PA      | $2094892.95   | 0.09%             | 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        |      4895000 | PA      | $4889645.85   | 0.21%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA 4.20 06/01/2032                                                          | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      2811000 | PA      | $2695641.62   | 0.12%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                    | IQVIA Inc 5.00 05/15/2027                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      3465000 | PA      | $3467916.35   | 0.15%             | 2027-05-15      | Fixed         | 5.00%                 | 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        |      1315000 | PA      | $1364459.29   | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                        | Quikrete Holdings Inc 6.75 03/01/2033                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      3846000 | PA      | $3997620.86   | 0.17%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2024-J3                                                  | RATE Mortgage Trust 2024-J3 5.50                                                             | CUSIP: 75409UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1578521 | PA      | $1583246.08   | 0.07%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 205-J1                                                   | Rate Mortgage Trust 205-J1 6.00                                                              | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5598221 | PA      | $5690754.78   | 0.24%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                      | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75 04/15/2030                      | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1661000 | PA      | $1813953.19   | 0.08%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REESE PARK CLO LTD                                                           | REESE PARK CLO LTD 5.57                                                                      | CUSIP: 758465BQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8100000 | PA      | $8139370.86   | 0.35%             | 2038-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                            | Repsol E&P Capital Markets US LLC 5.98 09/16/2035                                            | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      1336000 | PA      | $1364544.55   | 0.06%             | 2035-09-16      | Fixed         | 5.98%                 | 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        |      1740000 | PA      | $1782462.96   | 0.08%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd                                                           | Santos Finance Ltd 5.75 11/13/2035                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      1642000 | PA      | $1647243.50   | 0.07%             | 2035-11-13      | Fixed         | 5.75%                 | 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        |     10499000 | NS      | $10461986.83  | 0.45%             |  |  |  | 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        |      3140000 | PA      | $3225251.00   | 0.14%             | 2029-11-15      | Fixed         | 7.25%                 | 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        |      5881899 | PA      | $5911067.57   | 0.25%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                                | Sequoia Mortgage Trust 2024-8 5.50                                                           | CUSIP: 81749NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2949744 | PA      | $2950037.73   | 0.13%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-9                                                | Sequoia Mortgage Trust 2024-9 5.50                                                           | CUSIP: 81749PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3998875 | PA      | $4021550.04   | 0.17%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                               | Sequoia Mortgage Trust 2024-10 5.50                                                          | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3007433 | PA      | $3025681.00   | 0.13%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                               | Sequoia Mortgage Trust 2024-10 5.50                                                          | CUSIP: 81749QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1742232 | PA      | $1746436.72   | 0.07%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                         | Siemens Financieringsmaatschappij NV 1.20 03/11/2026                                         | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      1505000 | PA      | $1500997.95   | 0.06%             | 2026-03-11      | Fixed         | 1.20%                 | 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        |      5955000 | PA      | $5820147.00   | 0.25%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                          | Sirius XM Radio LLC 3.13 09/01/2026                                                          | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      2325000 | PA      | $2312212.27   | 0.10%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                     | Snam SpA 6.50 05/28/2055                                                                     | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      1677000 | PA      | $1808934.67   | 0.08%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 6.75% 10/06/2174 Perpetual                                         | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |      1150000 | NS      | $1171362.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 9.38% 05/22/2174 Perpetual                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |      8975000 | NS      | $9590855.35   | 0.41%             |  |  |  | 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        |      4075000 | NS      | $4537398.40   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                              | Solstice Advanced Materials Inc 5.63 09/30/2033                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      1166000 | PA      | $1172711.50   | 0.05%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                 | Southern Co Gas Capital Corp 5.10 09/15/2035                                                 | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      2274000 | PA      | $2285350.53   | 0.10%             | 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        |      5171000 | PA      | $5264218.70   | 0.23%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                    | Spire Inc 6.25 06/01/2056                                                                    | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      3920000 | PA      | $3908077.24   | 0.17%             | 2056-06-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc                                        | Asurion LLC and Asurion Co-Issuer Inc 8.00 12/31/2032                                        | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1485000 | PA      | $1552499.92   | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc                                        | Asurion LLC and Asurion Co-Issuer Inc 8.38 02/01/2034                                        | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2325000 | PA      | $2352667.66   | 0.10%             | 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        |      3612000 | PA      | $3814271.02   | 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        |      3640000 | PA      | $3657023.52   | 0.16%             | 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        |      2485000 | PA      | $2489384.51   | 0.11%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 PLC                                                          | Avianca Midco 2 PLC 9.63 02/14/2030                                                          | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       568000 | PA      | $582393.12    | 0.02%             | 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      | $4437254.27   | 0.19%             | 2030-11-12      | Fixed         | 4.75%                 | 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        |       952000 | PA      | $956622.24    | 0.04%             | 2031-01-22      | Fixed         | 8.25%                 | 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        |      3735000 | PA      | $3693205.35   | 0.16%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                   | Barclays Commercial Mortgage Trust 2019-C3 3.00                                              | CUSIP: 05550MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2412577.20   | 0.10%             | 2052-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                               | BBCMS Mortgage Trust 2024-5C27 6.41                                                          | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10991000 | PA      | $11543396.67  | 0.49%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA (pfd) 8.50% 02/14/2174 Perpetual                                              | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |     11193000 | NS      | $11992057.08  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 3.65 01/14/2037                                                                      | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      3810000 | PA      | $3508547.69   | 0.15%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2174 Perpetual                          | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |      3400000 | NS      | $3451584.80   | 0.15%             |  |  |  | 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        |     12000000 | NS      | $11960851.20  | 0.51%             |  |  |  | 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        |      1027000 | NS      | $1062237.40   | 0.05%             |  |  |  | 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        |      2302000 | NS      | $2293434.95   | 0.10%             |  |  |  | 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      | $4888441.99   | 0.21%             | 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      | $2077932.57   | 0.09%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp 5.51 01/24/2036                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1855000 | PA      | $1926328.72   | 0.08%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal 7.70 05/26/2084                                                             | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      3489000 | PA      | $3712215.75   | 0.16%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                      | Bank of Nova Scotia/The 8.63 10/27/2082                                                      | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      3953000 | PA      | $4188025.62   | 0.18%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                      | Bank of Nova Scotia/The 8.00 01/27/2084                                                      | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      2990000 | PA      | $3203722.12   | 0.14%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                 | CCO Holdings LLC / CCO Holdings Capital Corp 7.00 02/01/2033                                 | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1558000 | PA      | $1574183.96   | 0.07%             | 2033-02-01      | Fixed         | 7.00%                 | 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        |      2325000 | PA      | $2334792.74   | 0.10%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                      | Capital Automotive REIT 5.25                                                                 | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6740365 | PA      | $6730603.87   | 0.29%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                           | CNA Financial Corp 5.20 08/15/2035                                                           | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      3724000 | PA      | $3735533.53   | 0.16%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TSE Japanese 10 Year Bond Futu                                               | JPN 10Y BOND(OSE) Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | JP        |           56 | NC      | $-700542.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KFE 10 Year Treasury Bond Futu                                               | KOREA 10YR BND FU Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | KR        |          432 | NC      | $-519216.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                 | Enbridge Inc 6.00 01/15/2077                                                                 | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5790000 | PA      | $5830611.06   | 0.25%             | 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        |      1185000 | PA      | $1178926.66   | 0.05%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP (pfd) 6.25% 02/15/2174 Perpetual                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      6307000 | NS      | $6396635.08   | 0.27%             |  |  |  | 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        |      4069000 | NS      | $4090118.11   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.50                                                                         | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4340340 | PA      | $4509164.57   | 0.19%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 3140QRR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10987091 | PA      | $11291147.91  | 0.48%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.00                                                                         | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3895298 | PA      | $4059069.26   | 0.17%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.00                                                                         | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1539127 | PA      | $1583160.75   | 0.07%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7374117 | PA      | $7498261.23   | 0.32%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.00                                                                         | CUSIP: 3140QUNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5117355 | PA      | $5252973.92   | 0.22%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4867142 | PA      | $4783602.28   | 0.20%             | 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        |      6460731 | PA      | $6213866.74   | 0.27%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6783473 | PA      | $6568426.28   | 0.28%             | 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        |      5136370 | PA      | $4428476.48   | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       177717 | PA      | $164849.33    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       230097 | PA      | $208039.83    | 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        |      8819168 | PA      | $8536576.11   | 0.37%             | 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        |     12978680 | PA      | $11649703.69  | 0.50%             | 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        |      2083496 | PA      | $1799602.94   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140XLAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5745319 | PA      | $5189078.40   | 0.22%             | 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        |     11147630 | PA      | $11070393.00  | 0.47%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140XMAY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3274324 | PA      | $3227874.59   | 0.14%             | 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        |      8127124 | PA      | $6985487.65   | 0.30%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                                     | Flexential Issuer 2021-1 3.25                                                                | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3965714 | PA      | $3918402.13   | 0.17%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                        | Flexential Issuer LLC 6.03                                                                   | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6860000 | PA      | $6880722.00   | 0.29%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                     | Flex Ltd 5.38 11/13/2035                                                                     | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |      2545000 | PA      | $2543462.21   | 0.11%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                            | Flowers Foods Inc 5.75 03/15/2035                                                            | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1369656.45   | 0.06%             | 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        |      3740000 | PA      | $3863889.89   | 0.17%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                        | Foundry JV Holdco LLC 5.88 01/25/2034                                                        | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1395000 | PA      | $1443301.43   | 0.06%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                        | Foundry JV Holdco LLC 6.25 01/25/2035                                                        | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1575000 | PA      | $1676623.47   | 0.07%             | 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      | $1201979.62   | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                        | Foundry JV Holdco LLC 6.30 01/25/2039                                                        | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1289602.23   | 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        |      5330000 | PA      | $5582988.45   | 0.24%             | 2029-02-01      | Fixed         | 9.25%                 | 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        |      4595000 | PA      | $4563291.28   | 0.20%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC 8.63 03/15/2031                                         | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6190000 | PA      | $6475984.19   | 0.28%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 3.50                                                                      | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1479660 | PA      | $1402389.02   | 0.06%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 3.00                                                                      | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1017480 | PA      | $921171.79    | 0.04%             | 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        |      2283360 | PA      | $2128357.21   | 0.09%             | 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        |      6208228 | PA      | $5615406.96   | 0.24%             | 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        |      6773374 | PA      | $6471924.40   | 0.28%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 4.50                                                                      | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4214310 | PA      | $4149508.73   | 0.18%             | 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        |      7675216 | PA      | $7559563.75   | 0.32%             | 2052-10-20      | Fixed         | 4.50%                 | 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        |      7768102 | PA      | $7805987.61   | 0.33%             | 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        |      2170280 | PA      | $2170738.47   | 0.09%             | 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        |      5161035 | PA      | $5191375.67   | 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        |      3047304 | PA      | $3056066.99   | 0.13%             | 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        |      4225762 | PA      | $4261837.83   | 0.18%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-INV1                                           | JP Morgan Mortgage Trust 2024-INV1 6.00                                                      | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5220609 | PA      | $5308202.29   | 0.23%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-5                                       | JP Morgan Mortgage Trust Series 2024-5 6.00                                                  | CUSIP: 46658RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2820957 | PA      | $2832644.20   | 0.12%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-12                                             | JP Morgan Mortgage Trust 2024-12 6.00                                                        | CUSIP: 46658TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5547413 | PA      | $5599429.86   | 0.24%             | 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        |     12125000 | PA      | $12124949.08  | 0.52%             | 2056-06-25      | Variable      | 4.91%                 | 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        |      2720000 | PA      | $2686175.88   | 0.12%             | 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        |      3040000 | PA      | $3056650.08   | 0.13%             | 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        |      2332000 | NS      | $2331138.56   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISER FDTN HOSPITALS                                                        | Kaiser Foundation Hospitals 3.00 06/01/2051                                                  | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |       505000 | PA      | $331122.37    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                      | KB Home 4.80 11/15/2029                                                                      | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      2866000 | PA      | $2855804.49   | 0.12%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                        | Kentucky Utilities Co 5.85 08/15/2055                                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      1561000 | PA      | $1584087.88   | 0.07%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                             | Kilroy Realty LP 3.05 02/15/2030                                                             | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1343714.72   | 0.06%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                         | Kyndryl Holdings Inc 3.15 10/15/2031                                                         | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2315036.80   | 0.10%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                             | LPL Holdings Inc 5.15 06/15/2030                                                             | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      2275000 | PA      | $2321478.05   | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp           | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029           | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3050000 | PA      | $3026361.89   | 0.13%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                     | Lloyds Banking Group PLC                                                                     | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |      5340000 | NS      | $5800222.56   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore                                                                     | LoanCore 2021-CRE5 Issuer Ltd 5.54                                                           | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2842337 | PA      | $2841387.80   | 0.12%             | 2036-07-15      | Floating      | 5.54%                 | 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      | $887734.64    | 0.04%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                   | City of Los Angeles Department of Airports 6.58% 05/15/2039                                  | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       255000 | PA      | $274459.25    | 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        |      2371000 | PA      | $2296740.07   | 0.10%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                               | Lowe's Cos Inc 4.50 10/15/2032                                                               | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      2315000 | PA      | $2305448.10   | 0.10%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                               | Lowe's Cos Inc 4.85 10/15/2035                                                               | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3705000 | PA      | $3668201.16   | 0.16%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MP 2023 LLC                                                                  | MP 2023 LLC 5.55                                                                             | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8640492 | PA      | $8632022.95   | 0.37%             | 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        |      5354000 | NS      | $5450398.77   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                               | Warnermedia Holdings Inc 3.76 03/15/2027                                                     | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      3486000 | PA      | $3463166.70   | 0.15%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                            | Magnetite XXVIII Ltd 5.42                                                                    | CUSIP: 55955LAY8<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | US        |      7975000 | PA      | $8021376.22   | 0.34%             | 2038-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                            | Magnetite Xli Ltd 5.45                                                                       | CUSIP: 55956AAC9<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | US        |      3525000 | PA      | $3546480.65   | 0.15%             | 2038-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                     | Mars Inc 5.65 05/01/2045                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2245000 | PA      | $2265851.38   | 0.10%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                     | Mars Inc 5.70 05/01/2055                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      1313000 | PA      | $1309559.90   | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                        | Massachusetts Institute of Technology 5.62 06/01/2055                                        | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       805000 | PA      | $830030.40    | 0.04%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                | Commonwealth of Massachusetts 2.66% 09/01/2039                                               | CUSIP: 57582RYN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |       241438 | PA      | $204410.84    | 0.01%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                         | Matador Resources Co 6.50 04/15/2032                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      2010000 | PA      | $2047904.58   | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                    | Medline Borrower LP/Medline Co-Issuer Inc 6.25 04/01/2029                                    | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      6413000 | PA      | $6626941.85   | 0.28%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                               | Merck & Co Inc 5.70 09/15/2055                                                               | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      2070000 | PA      | $2079914.16   | 0.09%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                        | Time Warner Cable LLC 6.55 05/01/2037                                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       413000 | PA      | $415151.68    | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                    | Toronto-Dominion Bank/The 8.13 10/31/2082                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      3276000 | PA      | $3433981.82   | 0.15%             | 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        |      1330000 | PA      | $1328283.77   | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TRANSDIGM INC 2025 TERM LOAN K                                                               | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1809686 | PA      | $1810137.98   | 0.08%             | 2030-03-22      | Floating      | 5.95%                 | 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        |      6213122 | PA      | $6222001.50   | 0.27%             | 2055-10-19      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                   | Trust 2401 7.70 01/23/2032                                                                   | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      3593000 | PA      | $3946820.68   | 0.17%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                        | Turkiye Government International Bond 6.88 01/14/2038                                        | CUSIP: 900123DU1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3500000 | PA      | $3469893.95   | 0.15%             | 2038-01-14      | Fixed         | 6.88%                 | 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        |      8405000 | NS      | $9181045.84   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                       | UBS Commercial Mortgage Trust 2018-C15 5.14                                                  | CUSIP: 90278LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2008000 | PA      | $1845478.70   | 0.08%             | 2051-12-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                             | UWM Holdings LLC 6.25 03/15/2031                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1930000 | PA      | $1919013.34   | 0.08%             | 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        |      2095000 | PA      | $2094053.06   | 0.09%             | 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        |      3775000 | PA      | $3817208.39   | 0.16%             | 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      | $482965.26    | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 1.63 10/31/2026                                             | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20395000 | PA      | $20101050.94  | 0.86%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 4.00 05/31/2030                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2810000 | PA      | $2837990.24   | 0.12%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                       | UnitedHealth Group Inc 5.05 04/15/2053                                                       | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1465000 | PA      | $1316489.52   | 0.06%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                       | UnitedHealth Group Inc 5.50 07/15/2044                                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1286000 | PA      | $1265036.97   | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                       | UnitedHealth Group Inc 5.30 06/15/2035                                                       | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1121000 | PA      | $1153991.42   | 0.05%             | 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      | $292127.40    | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       287032 | PA      | $268286.30    | 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        |      5616585 | PA      | $5670573.87   | 0.24%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 2.50                                                                        | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5398111 | PA      | $4602938.41   | 0.20%             | 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        |       147445 | PA      | $127000.47    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | 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      | $4410329.78   | 0.19%             | 2052-11-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                            | GXO Logistics Inc 6.25 05/06/2029                                                            | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      3385000 | PA      | $3573006.66   | 0.15%             | 2029-05-06      | Fixed         | 6.25%                 | 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        |      5934377 | PA      | $6006631.57   | 0.26%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ5                                 | GS Mortgage-Backed Securities Trust 2025-PJ5 5.50                                            | CUSIP: 36272DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11506607 | PA      | $11571089.56  | 0.50%             | 2055-10-25      | Variable      | 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        |      3527000 | PA      | $3465185.76   | 0.15%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.00% 11/22/2174 Perpetual                                           | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |      6847000 | NS      | $6941557.07   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.88% 03/11/2174 Perpetual                                           | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |      2738000 | NS      | $2830218.58   | 0.12%             |  |  |  | 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        |       925000 | PA      | $933912.83    | 0.04%             | 2028-01-14      | Fixed         | 5.45%                 | 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        |      1935000 | PA      | $2009905.79   | 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        |      2288000 | PA      | $2359251.16   | 0.10%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                              | SEB Funding LLC 7.39                                                                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7383000 | PA      | $7593128.30   | 0.33%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                 | SM Energy Co 6.75 09/15/2026                                                                 | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      3547000 | PA      | $3563053.72   | 0.15%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JR UNIV                                                      | Leland Stanford Junior University/The 4.68 03/01/2035                                        | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |       500000 | PA      | $502239.99    | 0.02%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                | Sumter Landing Community Development District 5.57% 10/01/2040                               | CUSIP: 86657MCH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       470000 | PA      | $486990.83    | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                | Sumter Landing Community Development District 5.74% 10/01/2045                               | CUSIP: 86657MCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       710000 | PA      | $727851.32    | 0.03%             | 2045-10-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                | Sumter Landing Community Development District 5.82% 10/01/2054                               | CUSIP: 86657MCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1295000 | PA      | $1312554.37   | 0.06%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP 7.00 05/01/2029                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2116000 | PA      | $2201499.10   | 0.09%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP (pfd) 7.88% 03/18/2174 Perpetual                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |      2525000 | NS      | $2602366.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP 5.88 03/15/2034                                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2566000 | PA      | $2574039.28   | 0.11%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                  | Surgery Center Holdings Inc 7.25 04/15/2032                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      1166000 | PA      | $1175401.18   | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                        | Switch ABS Issuer LLC 5.44                                                                   | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4800000 | PA      | $4797428.16   | 0.21%             | 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        |      3837000 | PA      | $3868182.07   | 0.17%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                             | T-Mobile USA Inc 6.70 12/15/2033                                                             | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2203000 | PA      | $2458800.02   | 0.11%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                              | Taylor Morrison Communities Inc 5.75 11/15/2032                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      1122000 | PA      | $1152221.07   | 0.05%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                                    | TEGNA Inc 4.63 03/15/2028                                                                    | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      4630000 | PA      | $4600289.75   | 0.20%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                             | Japan Government Forty Year Bond 1.40 03/20/2055                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    325000000 | PA      | $1288966.67   | 0.06%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                           | Kingdom of Belgium Government Bond 1.60 06/22/2047                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      4086000 | PA      | $3136768.86   | 0.13%             | 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      | $2351712.44   | 0.10%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                               | Czech Republic Government Bond 0.25 02/10/2027                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    138700000 | PA      | $6556497.13   | 0.28%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                     | Bundesrepublik Deutschland Bundesanleihe 1.25 08/15/2048                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1200000 | PA      | $938176.47    | 0.04%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                             | ABN AMRO Bank NV (pfd) 4.75% 03/22/2174 Perpetual                                            | CUSIP: N02598N68<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EP               | CORP              | NL        |      6000000 | NS      | $7228162.98   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society (pfd) 5.75% 12/20/2174 Perpetual                                 | CUSIP: G6S17GNU5<br>LEI: 549300XFX12G42QIKN82 | Long             | EP               | CORP              | GB        |      6600000 | NS      | $9076507.07   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                     | Thailand Government Bond 1.59 12/17/2035                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    306000000 | PA      | $9373950.32   | 0.40%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                            | Italy Buoni Poliennali Del Tesoro 1.80 03/01/2041                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1500000 | PA      | $1358265.67   | 0.06%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | China Government Bond 3.81 09/14/2050                                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     57000000 | PA      | $10466273.64  | 0.45%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                     | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2174 Perpetual                                    | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |      7400000 | NS      | $7372437.74   | 0.32%             |  |  |  | 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      | $2168021.46   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                | New South Wales Treasury Corp 1.50 02/20/2032                                                | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      5800000 | PA      | $3345888.99   | 0.14%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                        | Spain Government Bond 0.10 04/30/2031                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10000000 | PA      | $10404286.22  | 0.45%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                              | Danske Bank A/S (pfd) 4.38% 11/18/2174 Perpetual                                             | CUSIP: K2227DL59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EP               | CORP              | DK        |     10410000 | NS      | $10419253.55  | 0.45%             |  |  |  | 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      | $4344948.34   | 0.19%             | 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      | $2563874.36   | 0.11%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| European Union                                                               | European Union 0.00 07/04/2031                                                               | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     15800000 | PA      | $16286301.08  | 0.70%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | Indonesia Treasury Bond 6.63 02/15/2034                                                      | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 181530000000 | PA      | $10989097.92  | 0.47%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 1.80 09/20/2053                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $4425482.88   | 0.19%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | China Government Bond 2.67 11/25/2033                                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     88000000 | PA      | $13560067.35  | 0.58%             | 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      | $41719146.00  | 1.79%             | 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      | $4941667.10   | 0.21%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC 4.97 05/31/2036                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      5500000 | PA      | $6877215.70   | 0.29%             | 2036-05-31      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                        | Spain Government Bond 3.10 07/30/2031                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10000000 | PA      | $12100376.35  | 0.52%             | 2031-07-30      | Fixed         | 3.10%                 | 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      | $16519093.67  | 0.71%             | 2054-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                           | Kingdom of Belgium Government Bond 3.10 06/22/2035                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      1500000 | PA      | $1756162.95   | 0.08%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                  | Eurobank SA 4.25 04/30/2035                                                                  | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      6500000 | PA      | $7823956.60   | 0.33%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG (pfd) 4.25% 04/09/2174 Perpetual                                              | CUSIP: D1706CHH0<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EP               | CORP              | DE        |      7000000 | NS      | $8316375.43   | 0.36%             |  |  |  | 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      | $3896532.07   | 0.17%             | 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      | $5391909.40   | 0.23%             | 2046-10-13      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 0.70 09/20/2051                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1350000000 | PA      | $4529020.14   | 0.19%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                         | Banco de Sabadell SA (pfd) 5.00% 02/19/2174 Perpetual                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EP               | CORP              | ES        |      3000000 | NS      | $3617034.90   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                         | Telefonica Europe BV (pfd) 2.88% 05/24/2174 Perpetual                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |      1600000 | NS      | $1873008.32   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 0.70 12/20/2051                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1790000000 | PA      | $5945515.54   | 0.25%             | 2051-12-20      | Fixed         | 0.70%                 | 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      | $1495394.93   | 0.06%             | 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      | $4080243.31   | 0.17%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC 8.41 11/14/2032                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $3049261.20   | 0.13%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                          | United Kingdom Gilt 3.75 01/29/2038                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     20000000 | PA      | $24756776.00  | 1.06%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA (pfd) 7.25% 03/23/2174 Perpetual                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EP               | CORP              | FR        |      4900000 | NS      | $6269386.37   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA (pfd) 7.38% 06/11/2174 Perpetual                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EP               | CORP              | FR        |      2400000 | NS      | $3154098.52   | 0.14%             |  |  |  | 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      | $1270872.93   | 0.05%             | 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      | $7086937.26   | 0.30%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                     | Queensland Treasury Corp 4.50 08/22/2035                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     18850000 | PA      | $12352018.27  | 0.53%             | 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        |      5525000 | NS      | $5772791.06   | 0.25%             |  |  |  | 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        |      8800000 | NS      | $9243432.70   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                            | Rothesay Life PLC 7.73 05/16/2033                                                            | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      6080000 | PA      | $9267380.43   | 0.40%             | 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      | $8109161.37   | 0.35%             | 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      | $2272355.56   | 0.10%             | 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      | $2398004.46   | 0.10%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                          | United Kingdom Gilt 4.25 12/07/2049                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3720000 | PA      | $4410911.91   | 0.19%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                       | Sweden Government Bond 3.50 03/30/2039                                                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     15600000 | PA      | $1855374.88   | 0.08%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                       | Norway Government Bond 1.75 02/17/2027                                                       | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |      2800000 | PA      | $284380.76    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                            | Japan Government Twenty Year Bond 0.60 09/20/2037                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1222000000 | PA      | $6428288.05   | 0.28%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                               | Israel Government Bond - Fixed 2.80 11/29/2052                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     10000000 | PA      | $2431732.87   | 0.10%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 0.70 06/20/2051                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    716000000 | PA      | $2423485.53   | 0.10%             | 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      | $8420590.94   | 0.36%             | 2033-04-30      | Fixed         | 3.15%                 | 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      | $7704417.64   | 0.33%             | 2033-11-25      | Fixed         | 2.67%                 | 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      | $453623.30    | 0.02%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC 6.75 01/15/2036                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      2021000 | PA      | $2119483.15   | 0.09%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC 6.50 06/15/2034                                           | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |          896 | PA      | $928.39       | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | 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      | $2239798.95   | 0.10%             | 2055-08-16      | Fixed         | 5.16%                 | 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      | $7086649.80   | 0.30%             | 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      | $9797555.23   | 0.42%             | 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      | $2409519.39   | 0.10%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                    | Singapore Government Bond 2.88 07/01/2029                                                    | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      4240000 | PA      | $3475698.22   | 0.15%             | 2029-07-01      | Fixed         | 2.88%                 | 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        |      4215000 | PA      | $4280859.38   | 0.18%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                               | Air Lease Corp (pfd) 4.65% 06/15/2174 Perpetual                                              | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |      5590000 | NS      | $5582404.31   | 0.24%             |  |  |  | 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        |     14089000 | NS      | $14117730.29  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.75 03/31/2034        | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       945000 | PA      | $930563.87    | 0.04%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                            | Nexstar Media Inc 4.75 11/01/2028                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      5790000 | PA      | $5758312.49   | 0.25%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                 | NiSource Inc 5.35 07/15/2035                                                                 | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      2661000 | PA      | $2716107.79   | 0.12%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                          | Northern Trust Corp 3.38 05/08/2032                                                          | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      8560000 | PA      | $8450478.82   | 0.36%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| OBX 2024-J1 Trust                                                            | OBX 2024-J1 Trust 5.50                                                                       | CUSIP: 67119QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2728810 | PA      | $2741357.98   | 0.12%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J1 Trust                                                            | OBX 2025-J1 Trust 5.50                                                                       | CUSIP: 673923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6552645 | PA      | $6609979.24   | 0.28%             | 2055-05-25      | Variable      | 5.50%                 | 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        |       425000 | PA      | $318423.90    | 0.01%             | 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        |       247000 | PA      | $252354.47    | 0.01%             | 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      | $622434.43    | 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      | $11446056.91  | 0.49%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 5.38 07/15/2040                                                                  | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1435000 | PA      | $1293997.66   | 0.06%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 4.80 09/26/2032                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7545000 | PA      | $7307429.45   | 0.31%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 5.20 09/26/2035                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4383000 | PA      | $4179404.00   | 0.18%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                  | Ovintiv Inc 7.10 07/15/2053                                                                  | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      2415000 | PA      | $2616534.29   | 0.11%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                  | Blue Owl Credit Income Corp 7.75 01/15/2029                                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      1745000 | PA      | $1849815.36   | 0.08%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                             | Blue Owl Technology Finance Corp 6.75 04/04/2029                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      2595000 | PA      | $2663801.99   | 0.11%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                              | PennyMac Financial Services Inc 7.13 11/15/2030                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      4375000 | PA      | $4519620.00   | 0.19%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                              | PennyMac Financial Services Inc 6.88 02/15/2033                                              | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      1188000 | PA      | $1212497.18   | 0.05%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 5.45 02/03/2036                    | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       601000 | PA      | $598987.41    | 0.03%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos 5.95 01/28/2031                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10393000 | PA      | $10145397.17  | 0.43%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                            | Piedmont Operating Partnership LP 6.88 07/15/2029                                            | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |       531000 | PA      | $564445.13    | 0.02%             | 2029-07-15      | Fixed         | 6.88%                 | 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        |      4600000 | PA      | $4626005.27   | 0.20%             | 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        |      1936000 | PA      | $1965078.31   | 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      | $419247.41    | 0.02%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding Sarl                                                 | PRIO Luxembourg Holding Sarl 6.75 10/15/2030                                                 | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |      1915000 | PA      | $1909733.75   | 0.08%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-2                                      | Provident Funding Mortgage Trust 2025-2 5.50                                                 | CUSIP: 74389DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7057877 | PA      | $7114554.38   | 0.30%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                    | Province of Quebec Canada 3.50 12/01/2048                                                    | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      7300000 | PA      | $4490922.04   | 0.19%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC 3.86 03/17/2033                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $5441981.29   | 0.23%             | 2033-03-17      | Variable      | 3.86%                 | 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      | $5433646.64   | 0.23%             | 2036-07-23      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                                     | Israel Electric Corp Ltd 5.63 01/28/2038                                                     | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | CORP              | IL        |       918000 | PA      | $917595.16    | 0.04%             | 2038-01-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                           | Kingdom of Belgium Government Bond 5.00 03/28/2035                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      5220000 | PA      | $7062900.51   | 0.30%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                          | United Kingdom Gilt 4.25 12/07/2055                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3780000 | PA      | $4378535.29   | 0.19%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                          | United Kingdom Gilt 4.50 12/07/2042                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       954000 | PA      | $1219821.80   | 0.05%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | Japan Government Thirty Year Bond 2.40 03/20/2037                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    231950000 | PA      | $1501976.82   | 0.06%             | 2037-03-20      | Fixed         | 2.40%                 | 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      | $4717867.59   | 0.20%             | 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      | $6881703.49   | 0.29%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                                               | CNP Assurances SA (pfd) 4.75% 12/27/2174 Perpetual                                           | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | EP               | CORP              | FR        |      3500000 | NS      | $4221924.56   | 0.18%             |  |  |  | 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      | $4678682.12   | 0.20%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                        | Spain Government Bond 1.85 07/30/2035                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2200000 | PA      | $2327614.44   | 0.10%             | 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      | $2398240.22   | 0.10%             | 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        |      9868000 | NS      | $9636149.07   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                        | Spain Government Bond 2.70 01/31/2030                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10000000 | PA      | $11955099.67  | 0.51%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG (pfd) 7.13% 04/30/2174 Perpetual                                            | CUSIP: D18190PG3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EP               | CORP              | DE        |      6500000 | NS      | $8947367.09   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG (pfd) 4.63% 04/30/2174 Perpetual                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EP               | CORP              | DE        |      4600000 | NS      | $5444619.88   | 0.23%             |  |  |  | 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      | $3730057.71   | 0.16%             | 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      | $1524850.30   | 0.07%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                          | Erste Group Bank AG (pfd) 4.25% 04/15/2174 Perpetual                                         | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EP               | CORP              | AT        |      7000000 | NS      | $8347874.61   | 0.36%             |  |  |  | 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        |      7200000 | NS      | $7395442.85   | 0.32%             |  |  |  | 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      | $360639.35    | 0.02%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                     | Bundesrepublik Deutschland Bundesanleihe 1.80 08/15/2053                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      3330000 | PA      | $2779934.69   | 0.12%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                       | Sweden Government Bond 1.75 11/11/2033                                                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     29000000 | PA      | $3068311.54   | 0.13%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                      | Eni SpA 4.25 05/19/2033                                                                      | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      5410000 | PA      | $6750330.55   | 0.29%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                    | Treasury Corp of Victoria 2.25 09/15/2033                                                    | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      6900000 | PA      | $3954267.90   | 0.17%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                  | New Zealand Government Bond 4.50 05/15/2035                                                  | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     49350000 | PA      | $29676132.14  | 1.27%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                      | Finland Government Bond 1.50 09/15/2032                                                      | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      7500000 | PA      | $8212684.70   | 0.35%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 7.88% 07/18/2174 Perpetual                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EP               | CORP              | FR        |      1600000 | NS      | $2071867.74   | 0.09%             |  |  |  | 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      | $3726189.66   | 0.16%             | 2035-05-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC 3.95 03/20/2028                                                 | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      2435000 | PA      | $2351804.16   | 0.10%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC 5.00 09/20/2037                                                 | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      3049000 | PA      | $2358005.13   | 0.10%             | 2037-09-20      | Fixed         | 5.00%                 | 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      | $5293846.80   | 0.23%             | 2029-05-15      | Fixed         | 4.12%                 | 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        |      4650000 | PA      | $5129482.47   | 0.22%             | 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        |      1308000 | PA      | $1299888.24   | 0.06%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA 6.95 01/26/2039                                                     | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4096000 | PA      | $4578249.69   | 0.20%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                               | EPR Properties 4.95 04/15/2028                                                               | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      2040000 | PA      | $2059848.59   | 0.09%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                     | Eagle Funding Luxco Sarl 5.50 08/17/2030                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     13000000 | PA      | $13221910.00  | 0.57%             | 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        |      2811000 | PA      | $2753367.25   | 0.12%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA 7.75 02/01/2032                                                                 | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      3660000 | PA      | $3760551.18   | 0.16%             | 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        |     11392582 | PA      | $11397080.58  | 0.49%             | 2040-01-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO Ltd                                                              | Elmwood CLO 24 Ltd 5.42                                                                      | CUSIP: 290020AQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7625000 | PA      | $7669606.25   | 0.33%             | 2038-01-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                    | Emera Inc 6.75 06/15/2076                                                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      5750000 | PA      | $5792009.50   | 0.25%             | 2076-06-15      | Variable      | 6.75%                 | 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        |      3445000 | PA      | $3525971.28   | 0.15%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                 | Centene Corp 4.63 12/15/2029                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      2060000 | PA      | $2009053.85   | 0.09%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                           | Cenovus Energy Inc 5.40 03/20/2036                                                           | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      1866000 | PA      | $1864419.29   | 0.08%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding LP                                                     | Cerberus Loan Funding XXXIX LP 5.07                                                          | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |      2650193 | PA      | $2652710.00   | 0.11%             | 2033-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                 | Connecticut Avenue Securities Trust 2023-R05 5.60                                            | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3849222 | PA      | $3882558.26   | 0.17%             | 2043-06-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                                | CoreWeave Inc 9.25 06/01/2030                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      3236000 | PA      | $3189800.15   | 0.14%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                             | Corp Nacional del Cobre de Chile 5.53 01/30/2037                                             | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      1598000 | PA      | $1607987.50   | 0.07%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                   | G2SF 5 2/26 MBS 30yr                                                                         | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5891000 | PA      | $5890979.56   | 0.25%             | 2055-07-20      | 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        |      3470000 | PA      | $3515121.28   | 0.15%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                       | Cox Communications Inc 5.70 06/15/2033                                                       | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      1887000 | PA      | $1904955.79   | 0.08%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                           | CyrusOne Data Centers Issuer I LLC 0.00                                                      | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6300000 | PA      | $6184978.38   | 0.26%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2020-2                                  | Deephaven Residential Mortgage Trust 2020-2 6.40                                             | CUSIP: 24380NAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4482000 | PA      | $4523863.22   | 0.19%             | 2065-05-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                            | Dell International LLC / EMC Corp 5.30 04/01/2032                                            | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      1177000 | PA      | $1209754.73   | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                  | MetLife Inc 10.75 08/01/2069                                                                 | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      2185000 | PA      | $2914320.23   | 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      | $1231181.92   | 0.05%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                        | Micron Technology Inc 5.30 01/15/2031                                                        | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      2695000 | PA      | $2799936.37   | 0.12%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                 | Missouri Highway & Transportation Commission 5.45% 05/01/2033                                | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       275000 | PA      | $281935.56    | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                       | Morgan Stanley Capital I Trust 2018-L1 3.00                                                  | CUSIP: 61691QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4192000 | PA      | $3554039.64   | 0.15%             | 2051-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 6.63 11/01/2034                                                               | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2946340.49   | 0.13%             | 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        |      1205000 | PA      | $1186725.25   | 0.05%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H3                                       | Morgan Stanley Capital I Trust 2018-H3 3.00                                                  | CUSIP: 61767YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2392000 | PA      | $1961647.39   | 0.08%             | 2051-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2023-4                        | Morgan Stanley Residential Mortgage Loan Trust 2023-4 6.00                                   | CUSIP: 61775WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2677781 | PA      | $2693349.23   | 0.12%             | 2053-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                               | Morgan Stanley Private Bank NA 4.73 07/18/2031                                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1398438.00   | 0.06%             | 2031-07-18      | Variable      | 4.73%                 | 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        |      1394000 | PA      | $1386659.66   | 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        |      3416000 | PA      | $3162924.58   | 0.14%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                     | New Economy Assets - Phase 1 Sponsor LLC 2.41                                                | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12500000 | PA      | $8077092.50   | 0.35%             | 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      | $312354.47    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | 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        |     91600000 | OU      | $2439191.65   | 0.10%             | 2030-12-20      | None          | 0.00%                 | 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      | $-131.43      | -0.00%            | 2035-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                | MARKIT CDX.NA.HY.45 12/30                                                                    | CUSIP: SPDX0BBS2<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     17820000 | OU      | $1599983.73   | 0.07%             | 2030-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer