# EDGAR Filing Document

**Accession Number:** 0000880268
**File Stem:** 0001145549-25-043410
**Filing Date:** 2025-6
**Character Count:** 342539
**Document Hash:** a44eba8fee5278f1ba00f97bbb5abc6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-043410.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001145549-25-043410

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20251031

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06441
- **FILM NUMBER:** 251083474

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3201187200.06

**Total Liabilities:** $311496912.37

**Net Assets:** $2889690287.69

**Cash Not Reported:** $1004426.64

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1945.000000000000 | **1-Year:** 21225.000000000000 | **5-Year:** 181188.000000000000 | **10-Year:** 356038.000000000000 | **30-Year:** 479551.000000000000

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

- **3-Month:** 360.000000000000 | **1-Year:** 18737.000000000000 | **5-Year:** 120092.000000000000 | **10-Year:** 30357.000000000000 | **30-Year:** 56827.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109545 | 1.15%                | -0.81%               | 0.81%                |
| Class ID C000109546 | 1.15%                | -0.87%               | 0.81%                |
| Class ID C000109547 | 1.16%                | -0.87%               | 0.82%                |
| Class ID C000109548 | 1.07%                | -0.95%               | 0.71%                |
| Class ID C000109549 | 1.17%                | -0.93%               | 0.82%                |
| Class ID C000131612 | 1.15%                | -0.75%               | 0.81%                |
| Class ID C000189710 | 1.15%                | -0.89%               | 0.81%                |
| Class ID C000189711 | 1.14%                | -0.87%               | 0.92%                |
| Class ID C000194400 | 1.26%                | -0.73%               | 0.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1004647.88             | $26215726.79                               |
| Month 2  | $889685.70               | $-6798507.96                               |
| Month 3  | $-3031293.25             | $34212423.09                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA N.A.                                                      | SOLD GBP/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-697.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                   | BOUGHT ZAR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-372174.91   | -0.01%            |  |  |  | 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      | $-999864.18   | -0.03%            |  |  |  | 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      | $-1484985.28  | -0.05%            |  |  |  | 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      | $-155893.76   | -0.01%            |  |  |  | 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      | $21844.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                       | SOLD CZK/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-219946.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                    | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $287527.33    | 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      | $423149.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                      | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $71176.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                      | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-6027.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                             | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-7289.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                      | BOUGHT JPY/SOLD USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $91583.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | SOLD PLN/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-68850.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                       | SOLD SEK/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-189877.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                      | SOLD SGD/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-54521.15    | -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      | $-74099.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                             | SOLD ZAR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $341983.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                               | SOLD IDR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $36460.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | SOLD ILS/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-2480.95     | -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      | $-3873497.36  | -0.13%            |  |  |  | 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      | $-329978.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                               | SOLD MYR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-159919.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                       | SOLD NZD/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-89423.18    | -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      | $-179657.42   | -0.01%            |  |  |  | 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      | $-15172863.45 | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                   | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-715548.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                       | SOLD GBP/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-2140408.42  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                       | SOLD GBP/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-44690.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4360196 | PA      | $4468848.91   | 0.15%             | 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        |      4503499 | PA      | $4588668.58   | 0.16%             | 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        |     12535358 | PA      | $12543420.70  | 0.43%             | 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        |      5976748 | PA      | $6085728.74   | 0.21%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140X8S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7051941 | PA      | $6578896.13   | 0.23%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.00                                                                      | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5337255 | PA      | $4913182.21   | 0.17%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7333820 | PA      | $6913269.05   | 0.24%             | 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        |      5661889 | PA      | $4773828.31   | 0.17%             | 2051-12-01      | Fixed         | 2.50%                 | 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      | $11684489.01  | 0.40%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                 | Australia Government Bond 3.50 12/21/2034                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     20000000 | PA      | $12200430.71  | 0.42%             | 2034-12-21      | Fixed         | 3.50%                 | 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        |      2500000 | PA      | $3555479.00   | 0.12%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                | Credit Agricole Italia SpA 3.50 01/15/2030                                                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      9000000 | PA      | $10602036.28  | 0.37%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                         | Japan Government Thirty Year Bond 1.20 06/20/2053                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1853500000 | PA      | $9353930.29   | 0.32%             | 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      | $2963420.34   | 0.10%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | Barclays PLC 4.92 08/08/2030                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1818068.74   | 0.06%             | 2030-08-08      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA (pfd) 4.63% 07/12/2173 Perpetual                                           | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |     11756000 | NS      | $11138392.66  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                    | BP Capital Markets PLC (pfd) 4.38% 09/22/2173 Perpetual                                   | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | EP               | CORP              | GB        |      3500000 | NS      | $3484987.80   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA 7.00 10/19/2034                                                                   | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      1465000 | PA      | $1594008.84   | 0.06%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA 5.34 06/12/2029                                                            | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1235000 | PA      | $1260183.84   | 0.04%             | 2029-06-12      | Variable      | 5.33%                 | 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      | $1577530.88   | 0.05%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                        | Kingdom of Belgium Government Bond 4.25 03/28/2041                                        | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      3716000 | PA      | $4607001.73   | 0.16%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                      | Westpac Banking Corp 5.62 11/20/2035                                                      | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      2800000 | PA      | $2776882.70   | 0.10%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                                          | Whitebox CLO III Ltd 5.96                                                                 | CUSIP: 96467HAQ9<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | US        |      8650000 | PA      | $8547928.27   | 0.30%             | 2035-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA (pfd) 5.38% 06/03/2173 Perpetual                                            | CUSIP: T9T20LZR2<br>LEI: 549300TRUWO2CD2G5692 | Long             | EP               | CORP              | IT        |      3500000 | NS      | $3991938.64   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                   | Societe Generale SFH SA 0.75 01/29/2027                                                   | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $665050.70    | 0.02%             | 2027-01-29      | Fixed         | 0.75%                 | 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      | $5013163.04   | 0.17%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                    | Credit Mutuel Arkea SA 1.13 05/23/2029                                                    | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1693452.01   | 0.06%             | 2029-05-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA 2.00 05/24/2031                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $4506776.62   | 0.16%             | 2031-05-24      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                         | NatWest Group PLC 2.11 11/28/2031                                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2431567.82   | 0.08%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                               | BPCE SFH SA 0.13 12/03/2030                                                               | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2962163.52   | 0.10%             | 2030-12-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                            | European Union 0.00 07/04/2031                                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     20800000 | PA      | $20231129.15  | 0.70%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                        | Republic of Poland Government Bond 1.75 04/25/2032                                        | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     16300000 | PA      | $3542278.09   | 0.12%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Caixa Geral de Depositos SA                                               | Caixa Geral de Depositos SA 0.38 09/21/2027                                               | CUSIP: N/A<br>LEI: TO822O0VT80V06K0FH57       | Long             | DBT              | CORP              | PT        |      2000000 | PA      | $2209231.19   | 0.08%             | 2027-09-21      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA 2.25 10/04/2032                                                        | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      3200000 | PA      | $4000046.91   | 0.14%             | 2032-10-04      | Variable      | 2.25%                 | 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      | $6110376.84   | 0.21%             | 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      | $3380335.30   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV (pfd) 2.88% 05/24/2173 Perpetual                                     | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |      2000000 | NS      | $2221660.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S COVERED 12/32 0.125                              | CREDIT AGRICOLE PUBLIC S COVERED 12/32 0.125                                              | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $955441.64    | 0.03%             | 2032-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                         | Japan Government Thirty Year Bond 0.70 12/20/2051                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1790000000 | PA      | $8057744.47   | 0.28%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                | Mizuho Financial Group Inc 2.10 04/08/2032                                                | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      7000000 | PA      | $7288374.35   | 0.25%             | 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      | $1451078.57   | 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      | $8141153.02   | 0.28%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                     | Banque Federative du Credit Mutuel SA 3.88 06/16/2032                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1150711.93   | 0.04%             | 2032-06-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG 3.13 06/15/2030                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      4000000 | PA      | $4540125.00   | 0.16%             | 2030-06-15      | Variable      | 3.12%                 | 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      | $2000985.54   | 0.07%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | Svenska Handelsbanken AB 4.63 08/23/2032                                                  | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $3950292.93   | 0.14%             | 2032-08-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | Barclays PLC 8.41 11/14/2032                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $2142027.13   | 0.07%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                 | Australia Government Bond 3.75 05/21/2034                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      8250000 | PA      | $5161831.79   | 0.18%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S 4.13 01/10/2031                                                           | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      1200000 | PA      | $1431942.92   | 0.05%             | 2031-01-10      | Variable      | 4.12%                 | 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        |      3000000 | NS      | $3625263.06   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA (pfd) 7.38% 06/11/2173 Perpetual                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EP               | CORP              | FR        |      2400000 | NS      | $2933085.92   | 0.10%             |  |  |  | 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      | $1690333.51   | 0.06%             | 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        |    129000000 | PA      | $18307167.29  | 0.63%             | 2028-01-15      | Fixed         | 2.64%                 | 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      | $4567693.56   | 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        |      8600000 | PA      | $3003415.41   | 0.10%             | 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        |      4000000 | NS      | $4371443.56   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                          | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2173 Perpetual                         | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |      6000000 | NS      | $6086250.00   | 0.21%             |  |  |  | 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      | $350799.42    | 0.01%             | 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        |      6660000 | PA      | $6036296.29   | 0.21%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                         | Japan Government Thirty Year Bond 1.40 03/20/2053                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    657000000 | PA      | $3510323.02   | 0.12%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                    | Sweden Government Bond 1.75 11/11/2033                                                    | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     29000000 | PA      | $2905697.99   | 0.10%             | 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        |      3000000 | PA      | $3572581.17   | 0.12%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                 | Treasury Corp of Victoria 2.25 09/15/2033                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      6900000 | PA      | $3675237.23   | 0.13%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA 6.18 02/20/2034                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $3077144.85   | 0.11%             | 2034-02-20      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA 6.25 02/23/2033                                                              | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      4500000 | PA      | $5471847.45   | 0.19%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                 | AGCO Corp 5.80 03/21/2034                                                                 | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      1096000 | PA      | $1089431.34   | 0.04%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA 6.25 03/14/2032                                                              | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      1666000 | PA      | $1667758.96   | 0.06%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                              | AES Corp/The 6.95 07/15/2055                                                              | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      1620000 | PA      | $1514844.76   | 0.05%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                  | AT&T Inc 6.38 03/01/2041                                                                  | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       250000 | PA      | $258959.36    | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                  | AT&T Inc 5.45 03/01/2047                                                                  | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1113720.82   | 0.04%             | 2047-03-01      | Fixed         | 5.45%                 | 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        |      6281991 | PA      | $6245366.61   | 0.22%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                         | Expedia Group Inc 5.40 02/15/2035                                                         | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3144000 | PA      | $3096813.15   | 0.11%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                | AbbVie Inc 5.35 03/15/2044                                                                | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1212000 | PA      | $1173197.08   | 0.04%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AerCap Global Aviation Trust                                              | AerCap Global Aviation Trust 6.50 06/15/2045                                              | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | IE        |      5144000 | PA      | $5148787.98   | 0.18%             | 2045-06-15      | Variable      | 6.50%                 | 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        |          570 | PA      | $597.53       | 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        |      5897562 | PA      | $5146249.60   | 0.18%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                | Air Canada 3.88 08/15/2026                                                                | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      9222000 | PA      | $9056418.90   | 0.31%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                             | Aircastle Ltd (pfd) 5.25% 09/15/2173 Perpetual                                            | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |      8255000 | NS      | $8041304.47   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9624322 | PA      | $8743722.48   | 0.30%             | 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        |      4591616 | PA      | $4185815.89   | 0.14%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                             | Aircastle Ltd 5.95 02/15/2029                                                             | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |       305000 | PA      | $313096.14    | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd / Aircastle Ireland DAC                                     | Aircastle Ltd / Aircastle Ireland DAC 5.75 10/01/2031                                     | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       308000 | PA      | $311342.53    | 0.01%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 6.00                                                                     | CUSIP: 3132DPM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4375316 | PA      | $4460218.38   | 0.15%             | 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        |      7064058 | PA      | $6484616.37   | 0.22%             | 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        |       903137 | PA      | $816899.27    | 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        |      5481056 | PA      | $5625320.93   | 0.19%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.50                                                                     | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       300923 | PA      | $274204.36    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.00                                                                     | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17521379 | PA      | $14036473.90  | 0.49%             | 2051-08-01      | Fixed         | 2.00%                 | 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 3.25 03/15/2026     | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6226000 | PA      | $6117072.39   | 0.21%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                           | Aligned Data Centers Issuer LLC 1.94                                                      | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2600000 | PA      | $2494585.34   | 0.09%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       314816 | PA      | $294148.19    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 6.00                                                                     | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5692453 | PA      | $5798025.20   | 0.20%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                              | Bread Financial Holdings Inc 8.38 06/15/2035                                              | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      2582000 | PA      | $2417429.00   | 0.08%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (pfd) 3.50% 04/30/2174 Perpetual                                               | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | EP               | CORP              | DE        |      3400000 | NS      | $3273211.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.00                                                                     | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4532943 | PA      | $4163711.21   | 0.14%             | 2036-06-01      | Fixed         | 2.00%                 | 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      | $2276393.28   | 0.08%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | FNCL 4 5/25 MBS 30yr                                                                      | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15935000 | PA      | $14852668.19  | 0.51%             | 2052-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | FNCL 5 5/25 MBS 30yr                                                                      | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    119108000 | PA      | $116612758.86 | 4.04%             | 2054-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | FNCL 5.5 5/25 MBS 30yr                                                                    | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72356000 | PA      | $72211104.94  | 2.50%             | 2054-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                         | Allstate Corp/The 5.55 05/09/2035                                                         | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       753000 | PA      | $774147.05    | 0.03%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.50                                                                      | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         4954 | PA      | $4900.25      | 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        |        14638 | PA      | $13716.42     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc/Delaware                                                | Cisco Systems Inc 5.50 02/24/2055                                                         | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      2629000 | PA      | $2591746.73   | 0.09%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                       | Citadel Finance LLC 5.90 02/10/2030                                                       | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $993487.07    | 0.03%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        98825 | PA      | $93783.48     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.18                                                                      | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       521130 | PA      | $512004.99    | 0.02%             | 2047-03-01      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc (pfd) 3.88% 05/18/2173 Perpetual                                            | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      5515000 | NS      | $5377441.84   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc 5.61 03/04/2056                                                             | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1797875.47   | 0.06%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.10                                                                      | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       312123 | PA      | $306260.86    | 0.01%             | 2047-04-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140N25A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6008224 | PA      | $5788390.34   | 0.20%             | 2052-09-01      | Fixed         | 4.50%                 | 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        |      8541618 | PA      | $8671463.99   | 0.30%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-CMI1                                   | Citigroup Mortgage Loan Trust 2024-CMI1 5.50                                              | CUSIP: 17332DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14172853 | PA      | $14190302.16  | 0.49%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140N3AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10291640 | PA      | $10180290.12  | 0.35%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QFFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5627693 | PA      | $4710852.46   | 0.16%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                              | Citizens Financial Group Inc (pfd) 5.65% 10/06/2173 Perpetual                             | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      3063000 | NS      | $3047613.33   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                      | Cleveland-Cliffs Inc 7.50 09/15/2031                                                      | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      3676000 | PA      | $3560604.48   | 0.12%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1165003 | PA      | $981830.27    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QGE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6990792 | PA      | $5822983.32   | 0.20%             | 2050-12-01      | Fixed         | 2.50%                 | 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      | $1664319.33   | 0.06%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                    | Colombia Government International Bond 8.00 11/14/2035                                    | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       880000 | PA      | $865093.40    | 0.03%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       571110 | PA      | $523411.43    | 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        |      6863831 | PA      | $6412899.67   | 0.22%             | 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        |      9142531 | PA      | $8289794.03   | 0.29%             | 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        |      5560263 | PA      | $4873137.65   | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                    | Colombia Government International Bond 8.50 04/25/2035                                    | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2770000 | PA      | $2817695.97   | 0.10%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co                                             | Columbia Pipelines Holding Co LLC 5.68 01/15/2034                                         | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1805000 | PA      | $1788230.09   | 0.06%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QNN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14357866 | PA      | $12086876.36  | 0.42%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5690891 | PA      | $5156355.91   | 0.18%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QPAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       629411 | PA      | $570291.96    | 0.02%             | 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        |      2680346 | PA      | $2634579.71   | 0.09%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                       | Columbia Pipelines Operating Co LLC 6.04 11/15/2033                                       | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1488706.69   | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                              | Comcast Corp 5.65 06/01/2054                                                              | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4210000 | PA      | $4067962.64   | 0.14%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society 6.13 08/21/2028                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1396171.95   | 0.05%             | 2028-08-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA 5.50 08/28/2033                                                        | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2417949.18   | 0.08%             | 2033-08-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                              | Comerica Inc (pfd) 5.63% 10/01/2173 Perpetual                                             | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |      6780000 | NS      | $6740072.58   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                          | Comision Federal de Electricidad 6.45 01/24/2035                                          | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      2889000 | PA      | $2772185.89   | 0.10%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                    | Commonwealth Edison Co 5.30 02/01/2053                                                    | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       967000 | PA      | $898686.66    | 0.03%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R09                              | Connecticut Avenue Securities Trust 2022-R09 6.85                                         | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1558635 | PA      | $1579915.51   | 0.05%             | 2042-09-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                              | Connecticut Avenue Securities Trust 2024-R01 5.40                                         | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4346009 | PA      | $4333579.33   | 0.15%             | 2044-01-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                              | Connecticut Avenue Securities Trust 2023-R05 6.25                                         | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5644893 | PA      | $5689261.70   | 0.20%             | 2043-06-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                  | Corebridge Financial Inc 5.75 01/15/2034                                                  | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       610000 | PA      | $622284.67    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                  | Corebridge Financial Inc 6.38 09/15/2054                                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      1072000 | PA      | $1035463.35   | 0.04%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA 4.38 08/29/2027                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2371260.85   | 0.08%             | 2027-08-29      | Fixed         | 4.38%                 | 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      | $10811034.90  | 0.37%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                | G2SF 2.5 5/25 MBS 30yr                                                                    | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17047000 | PA      | $14531216.87  | 0.50%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                         | Italy Buoni Poliennali Del Tesoro 4.20 03/01/2034                                         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      3000000 | PA      | $3629989.36   | 0.13%             | 2034-03-01      | Fixed         | 4.20%                 | 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      | $5860861.03   | 0.20%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                       | Republic of Austria Government Bond 3.45 10/20/2030                                       | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     46000000 | PA      | $55246114.70  | 1.91%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA 5.88 11/28/2029                                                               | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      2000000 | PA      | $2468005.47   | 0.09%             | 2029-11-28      | Variable      | 5.88%                 | 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      | $13063075.35  | 0.45%             | 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      | $40107747.18  | 1.39%             | 2030-12-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                        | Kingdom of Belgium Government Bond 2.85 10/22/2034                                        | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     19500000 | PA      | $22036094.82  | 0.76%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                             | Banco BPM SpA 3.38 01/24/2030                                                             | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      2400000 | PA      | $2809997.43   | 0.10%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA 4.13 03/08/2033                                                                   | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2330761.81   | 0.08%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                         | Japan Government Thirty Year Bond 1.80 03/20/2054                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1120000000 | PA      | $6525212.12   | 0.23%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                         | Japan Government Thirty Year Bond 2.20 06/20/2054                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    680000000 | PA      | $4338150.31   | 0.15%             | 2054-06-20      | Fixed         | 2.20%                 | 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      | $17478876.57  | 0.60%             | 2054-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                       | Saudi Government International Bond 3.38 03/05/2032                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     14250000 | PA      | $16208176.58  | 0.56%             | 2032-03-05      | Fixed         | 3.38%                 | 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        |     18000000 | PA      | $23947436.30  | 0.83%             | 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      | $4329553.55   | 0.15%             | 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      | $1199356.51   | 0.04%             | 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      | $1772013.40   | 0.06%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                       | United Kingdom Gilt 4.25 12/07/2049                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3720000 | PA      | $4337776.18   | 0.15%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                   | SSE PLC 8.38 11/20/2028                                                                   | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1500293.19   | 0.05%             | 2028-11-20      | Fixed         | 8.38%                 | 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      | $1809222.05   | 0.06%             | 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      | $261013.90    | 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      | $7586063.18   | 0.26%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                         | Japan Government Twenty Year Bond 0.50 06/20/2038                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    931000000 | PA      | $5600449.64   | 0.19%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                     | Spain Government Bond 2.70 10/31/2048                                                     | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      7100000 | PA      | $6735617.48   | 0.23%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                                            | CNP Assurances SACA (pfd) 4.75% 12/27/2173 Perpetual                                      | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | EP               | CORP              | FR        |      3500000 | NS      | $3985268.99   | 0.14%             |  |  |  | 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      | $5566254.07   | 0.19%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                | Anheuser-Busch InBev SA/NV 1.65 03/28/2031                                                | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $1057961.92   | 0.04%             | 2031-03-28      | Fixed         | 1.65%                 | 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      | $2230143.72   | 0.08%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                  | Bundesrepublik Deutschland Bundesanleihe 0.00 08/15/2050                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      3600000 | PA      | $2039959.14   | 0.07%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA (pfd) 3.25% 12/29/2173 Perpetual                                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | EP               | CORP              | US        |      3400000 | NS      | $3762621.37   | 0.13%             |  |  |  | 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      | $2342722.85   | 0.08%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA 2.50 11/30/2032                                                                   | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2488650.48   | 0.09%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                    | Standard Chartered PLC 1.20 09/23/2031                                                    | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2198609.09   | 0.08%             | 2031-09-23      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                 | Australia Government Bond 3.00 11/21/2033                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      7325000 | PA      | $4346649.57   | 0.15%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                      | Credit Agricole Public Sector SCF SA 0.13 12/08/2032                                      | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $956209.50    | 0.03%             | 2032-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA (pfd) 5.88% 03/01/2174 Perpetual                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EP               | CORP              | IT        |      1000000 | NS      | $1138251.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                        | Kingdom of Belgium Government Bond 3.30 06/22/2054                                        | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      1450000 | PA      | $1506094.17   | 0.05%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                       | Highwoods Realty LP 4.20 04/15/2029                                                       | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      2332000 | PA      | $2226559.13   | 0.08%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                        | Home Depot Inc/The 5.30 06/25/2054                                                        | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       985000 | PA      | $936171.16    | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                | Humana Inc 5.75 04/15/2054                                                                | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       843000 | PA      | $773933.48    | 0.03%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                         | Hyatt Hotels Corp 5.75 03/30/2032                                                         | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      2611000 | PA      | $2617588.15   | 0.09%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America 6.50 01/16/2029                                                   | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       387000 | PA      | $404332.38    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                  | Icon Investments Six DAC 6.00 05/08/2034                                                  | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      1196000 | PA      | $1195082.32   | 0.04%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV (pfd) 5.75% 11/16/2173 Perpetual                                             | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |     11435000 | NS      | $11257636.29  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                        | Ingersoll Rand Inc 5.70 08/14/2033                                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       860000 | PA      | $884325.07    | 0.03%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 3.90 03/25/2030                                                                | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      2090000 | PA      | $1995796.32   | 0.07%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 5.70 02/10/2053                                                                | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       940000 | PA      | $838122.25    | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 5.15 02/21/2034                                                                | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      1065000 | PA      | $1037706.22   | 0.04%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 5.60 02/21/2054                                                                | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       881000 | PA      | $778033.73    | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                         | International Game Technology PLC 5.25 01/15/2029                                         | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |      5930000 | PA      | $5803143.07   | 0.20%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA (pfd) 7.70% 03/17/2174 Perpetual                                      | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EP               | CORP              | IT        |     13810000 | NS      | $13887505.03  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA 3.88 07/14/2027                                                       | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1100000 | PA      | $1083190.60   | 0.04%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 5.10 04/22/2031                                                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4475000 | PA      | $4557192.64   | 0.16%             | 2031-04-22      | Variable      | 5.10%                 | 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        |      9761888 | PA      | $9791478.22   | 0.34%             | 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        |      8488034 | PA      | $8492106.86   | 0.29%             | 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        |      6397672 | PA      | $6400216.16   | 0.22%             | 2055-03-25      | 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        |      7758618 | PA      | $7862465.85   | 0.27%             | 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        |      6431258 | PA      | $6457906.90   | 0.22%             | 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        |      8467354 | PA      | $8573561.63   | 0.30%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                          | JP Morgan Mortgage Trust 2024-11 6.00                                                     | CUSIP: 46659AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13197390 | PA      | $13331347.02  | 0.46%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                          | JP Morgan Mortgage Trust 2024-11 6.00                                                     | CUSIP: 46659AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5560448 | PA      | $5604444.32   | 0.19%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                  | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group 5.95 04/20/2035                  | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1305000 | PA      | $1344252.93   | 0.05%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                             | KKR CLO 18 Ltd 6.63                                                                       | CUSIP: 48251JAQ6<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | US        |      2975000 | PA      | $2978553.34   | 0.10%             | 2030-07-18      | Floating      | 6.63%                 | 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      | $322541.29    | 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        |      1658000 | PA      | $1601846.19   | 0.06%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                 | Keysight Technologies Inc 5.35 07/30/2030                                                 | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |      1169000 | PA      | $1200470.17   | 0.04%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                          | Kilroy Realty LP 2.50 11/15/2032                                                          | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |       765000 | PA      | $592407.67    | 0.02%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                          | Kilroy Realty LP 2.65 11/15/2033                                                          | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      2191000 | PA      | $1656399.22   | 0.06%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                      | Kraft Heinz Foods Co 5.00 06/04/2042                                                      | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1014632.83   | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | 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        |      2325000 | PA      | $2041657.46   | 0.07%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                      | Kyndryl Holdings Inc 4.10 10/15/2041                                                      | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       764000 | PA      | $576308.59    | 0.02%             | 2041-10-15      | Fixed         | 4.10%                 | 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        |      4045000 | PA      | $3862701.96   | 0.13%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                   | Latam Airlines Group SA 7.88 04/15/2030                                                   | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      3967000 | PA      | $3887660.00   | 0.13%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                      | LXP Industrial Trust 6.75 11/15/2028                                                      | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      1204000 | PA      | $1280508.44   | 0.04%             | 2028-11-15      | Fixed         | 6.75%                 | 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        |      2535000 | PA      | $2394981.81   | 0.08%             | 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        |      2670000 | PA      | $2953816.75   | 0.10%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                  | Lloyds Banking Group PLC (pfd) 7.50% 12/27/2173 Perpetual                                 | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |     11230000 | NS      | $11223532.64  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore                                                                  | LoanCore 2021-CRE5 Issuer Ltd 6.19                                                        | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4999500 | PA      | $4982729.18   | 0.17%             | 2036-07-15      | Floating      | 6.19%                 | 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      | $891612.00    | 0.03%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                | City of Los Angeles Department of Airports 6.58% 05/15/2039                               | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       255000 | PA      | $273967.54    | 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        |      2524000 | PA      | $2360868.07   | 0.08%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                             | M&T Bank Corp (pfd) 5.13% 05/01/2174 Perpetual                                            | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |       163000 | NS      | $158261.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                                 | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2173 Perpetual                                | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |      3588000 | NS      | $3573489.77   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                            | Warnermedia Holdings Inc 3.76 03/15/2027                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1149000 | PA      | $1118492.40   | 0.04%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                         | Magnetite XXV Ltd 6.64                                                                    | CUSIP: 55955GAC7<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | US        |      5200000 | PA      | $5207613.32   | 0.18%             | 2032-01-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                         | Magnetite XXVIII Ltd 6.01                                                                 | CUSIP: 55955LAY8<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | US        |      7975000 | PA      | $7808554.57   | 0.27%             | 2038-01-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                         | Magnetite Xli Ltd 5.91                                                                    | CUSIP: 55956AAB1<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | US        |      8750000 | PA      | $8681749.13   | 0.30%             | 2038-01-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                         | Magnetite Xli Ltd 6.09                                                                    | CUSIP: 55956AAC9<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | US        |      3525000 | PA      | $3457961.90   | 0.12%             | 2038-01-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                          | Markel Group Inc (pfd) 6.00% 12/01/2173 Perpetual                                         | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | EP               | CORP              | US        |      5180000 | NS      | $5169261.86   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars Inc                                                                  | Mars Inc 3.88 04/01/2039                                                                  | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       436000 | PA      | $376178.19    | 0.01%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                  | Mars Inc 5.20 03/01/2035                                                                  | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      4264000 | PA      | $4282540.60   | 0.15%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                  | Mars Inc 5.65 05/01/2045                                                                  | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2534202.21   | 0.09%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                  | Mars Inc 5.70 05/01/2055                                                                  | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      1493000 | PA      | $1472732.69   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | 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        |       243243 | PA      | $200223.61    | 0.01%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                          | Light & Wonder International Inc 7.25 11/15/2029                                          | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      4005000 | PA      | $4087130.54   | 0.14%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra 3.25 06/15/2027                                                                    | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       925000 | PA      | $899249.32    | 0.03%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra (pfd) 4.88% 10/15/2173 Perpetual                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |      5975000 | NS      | $5910369.62   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                             | Sequoia Mortgage Trust 2024-8 5.50                                                        | CUSIP: 81749NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12099828 | PA      | $12104070.45  | 0.42%             | 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        |     10151169 | PA      | $10145948.40  | 0.35%             | 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        |      7715269 | PA      | $7746999.88   | 0.27%             | 2054-10-25      | Variable      | 5.50%                 | 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        |      4142000 | PA      | $4154051.73   | 0.14%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom                  | Australia & New Zealand Banking Group Ltd/United Kingdom (pfd) 6.75% 12/15/2173 Perpetual | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EP               | CORP              | GB        |      8350000 | NS      | $8449590.45   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                               | Avolon Holdings Funding Ltd 6.38 05/04/2028                                               | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |       535000 | PA      | $551863.08    | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                               | Avolon Holdings Funding Ltd 5.15 01/15/2030                                               | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |      1042000 | PA      | $1030725.21   | 0.04%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                       | Axon Enterprise Inc 6.13 03/15/2030                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       722000 | PA      | $736370.57    | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                       | Axon Enterprise Inc 6.25 03/15/2033                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       406000 | PA      | $414821.16    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | 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      | $2247691.20   | 0.08%             | 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      | $11511642.57  | 0.40%             | 2057-07-15      | Variable      | 6.41%                 | 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        |      3800000 | NS      | $3661792.75   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA (pfd) 4.75% 08/12/2173 Perpetual                                       | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |     12800000 | NS      | $12107116.80  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                            | Banco de Credito del Peru S.A. 6.45 07/30/2035                                            | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      2859000 | PA      | $2854211.18   | 0.10%             | 2035-07-30      | Variable      | 6.45%                 | 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        |      4709764 | PA      | $4680327.82   | 0.16%             | 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      | $2017901.75   | 0.07%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                      | Bank of America Corp 5.47 01/23/2035                                                      | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4110000 | PA      | $4170263.20   | 0.14%             | 2035-01-23      | Variable      | 5.47%                 | 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        |      1850000 | PA      | $1875874.04   | 0.06%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                   | Bank of Nova Scotia/The 3.63 10/27/2081                                                   | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4795000 | PA      | $4236412.23   | 0.15%             | 2081-10-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                   | Bank of Nova Scotia/The (pfd) 4.90% 09/04/2173 Perpetual                                  | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EP               | CORP              | CA        |      8315000 | NS      | $8300823.76   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | Barclays PLC (pfd) 6.13% 12/15/2173 Perpetual                                             | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |     11505000 | NS      | $11452189.86  | 0.40%             |  |  |  | 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      | $2010254.01   | 0.07%             | 2052-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                      | Beacon Funding Trust 6.27 08/15/2054                                                      | CUSIP: 073952AB9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      2535000 | PA      | $2481825.08   | 0.09%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                         | Benchmark 2020-B16 Mortgage Trust 2.50                                                    | CUSIP: 08161NAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5544000 | PA      | $4002842.84   | 0.14%             | 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      | $1395859.78   | 0.05%             | 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      | $1652284.20   | 0.06%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                               | Biocon Biologics Global PLC 6.67 10/09/2029                                               | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      5025000 | PA      | $4531856.10   | 0.16%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                          | Black Hills Corp 6.00 01/15/2035                                                          | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       785000 | PA      | $811483.50    | 0.03%             | 2035-01-15      | Fixed         | 6.00%                 | 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        |      3307849 | PA      | $3078779.66   | 0.11%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund 7.30 11/27/2028                                            | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       624000 | PA      | $660482.20    | 0.02%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund 5.95 07/16/2029                                            | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       570000 | PA      | $573205.90    | 0.02%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                               | Blue Owl Credit Income Corp 6.60 09/15/2029                                               | CUSIP: 09581CAA9<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       820000 | PA      | $829586.90    | 0.03%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                          | Blue Owl Technology Finance Corp 6.10 03/15/2028                                          | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      1736000 | PA      | $1723942.13   | 0.06%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA 5.79 01/13/2033                                                            | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1337000 | PA      | $1370371.09   | 0.05%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                             | Boeing Co/The 6.53 05/01/2034                                                             | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4645000 | PA      | $4992826.19   | 0.17%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                            | Bombardier Inc 7.25 07/01/2031                                                            | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      2354000 | PA      | $2413097.17   | 0.08%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                             | Boston Gas Co 5.84 01/10/2035                                                             | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       573000 | PA      | $590476.43    | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                      | Boston Properties LP 2.55 04/01/2032                                                      | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      6175000 | PA      | $5085375.49   | 0.18%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                            | BP Capital Markets America Inc 3.06 06/17/2041                                            | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       905000 | PA      | $652536.61    | 0.02%             | 2041-06-17      | Fixed         | 3.06%                 | 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        |      1632000 | PA      | $1469097.84   | 0.05%             | 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        |      1860000 | PA      | $1543316.23   | 0.05%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                            | Braskem Netherlands Finance BV 8.00 10/15/2034                                            | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      4590000 | PA      | $4098870.00   | 0.14%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                   | Brazilian Government International Bond 6.13 03/15/2034                                   | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      4000000 | PA      | $3929216.96   | 0.14%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                   | Bristol-Myers Squibb Co 5.50 02/22/2044                                                   | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       615000 | PA      | $603447.81    | 0.02%             | 2044-02-22      | Fixed         | 5.50%                 | 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        |      1475000 | PA      | $1422207.27   | 0.05%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                              | Broadcom Inc 5.20 04/15/2032                                                              | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       875000 | PA      | $889584.21    | 0.03%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                  | Builders FirstSource Inc 5.00 03/01/2030                                                  | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      4511000 | PA      | $4332841.53   | 0.15%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                       | Meritage Homes Corp 5.65 03/15/2035                                                       | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      2048000 | PA      | $1999769.60   | 0.07%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                               | MetLife Inc 6.40 12/15/2066                                                               | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       985000 | PA      | $975723.57    | 0.03%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FLINT WATER ADVOCACY FUND                                                 | Michigan Strategic Fund 3.23% 09/01/2047                                                  | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1600000 | PA      | $1195953.60   | 0.04%             | 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        |      3345000 | PA      | $3361465.83   | 0.12%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                     | MidAmerican Energy Co 5.85 09/15/2054                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      4515000 | PA      | $4571449.24   | 0.16%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 6.50 06/20/2027 | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4439920 | PA      | $4457453.29   | 0.15%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                     | Minerva Luxembourg SA 8.88 09/13/2033                                                     | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |      4455000 | PA      | $4755124.44   | 0.16%             | 2033-09-13      | Fixed         | 8.88%                 | 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      | $280915.58    | 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      | $3413236.23   | 0.12%             | 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        |      2835000 | PA      | $3086680.16   | 0.11%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 5.83 04/19/2035                                                            | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       581000 | PA      | $600114.86    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 5.52 11/19/2055                                                            | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       700000 | PA      | $669194.64    | 0.02%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP 5.00 01/15/2035                                                          | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      1132000 | PA      | $1093701.79   | 0.04%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                | Verizon Communications Inc 2.99 10/30/2056                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2115000 | PA      | $1258097.20   | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | 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        |      2557314 | PA      | $2585715.09   | 0.09%             | 2068-12-25      | Variable      | 6.66%                 | 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        |      2765000 | PA      | $2610643.88   | 0.09%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP 5.75 04/01/2034                                                        | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       310000 | PA      | $311952.07    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                        | Expand Energy Corp 6.75 04/15/2029                                                        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      6406000 | PA      | $6458696.01   | 0.22%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                  | Vistra Operations Co LLC 6.00 04/15/2034                                                  | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       555000 | PA      | $561118.88    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                        | Voya Financial Inc 5.00 09/20/2034                                                        | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      2421000 | PA      | $2317034.46   | 0.08%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                       | Vulcan Materials Co 5.70 12/01/2054                                                       | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |       775000 | PA      | $741506.20    | 0.03%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                      | WEC Energy Group Inc 5.60 09/12/2026                                                      | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       201000 | PA      | $203808.87    | 0.01%             | 2026-09-12      | Fixed         | 5.60%                 | 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      | $4275230.98   | 0.15%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                               | Walmart Inc 4.90 04/28/2035                                                               | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       666000 | PA      | $674884.98    | 0.02%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                              | Walgreens Boots Alliance Inc 3.45 06/01/2026                                              | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      1478000 | PA      | $1445645.97   | 0.05%             | 2026-06-01      | Fixed         | 3.45%                 | 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      | $1994941.63   | 0.07%             | 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        |      4188004 | PA      | $4203423.61   | 0.15%             | 2053-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                   | Invesco Senior Loan ETF                                                                   | CUSIP: 46138G508<br>LEI: N/A                  | Long             | EC               | RF                | US        |       418674 | NS      | $8674925.28   | 0.30%             |  |  |  | No            |                  1 | 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        |      5098511 | PA      | $5100545.37   | 0.18%             | 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        |      3827087 | PA      | $3826918.15   | 0.13%             | 2054-11-25      | Variable      | 5.50%                 | 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        |      6023744 | PA      | $6054868.77   | 0.21%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Mountain View Funding CLO                                                 | Mountain View CLO 2017-2 LLC 6.22                                                         | CUSIP: 62432LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3759000.00   | 0.13%             | 2031-01-16      | Floating      | 6.22%                 | 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        |      2050000 | PA      | $1997690.19   | 0.07%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                           | Sierra Timeshare 2021-1 Receivables Funding LLC 3.17                                      | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       335953 | PA      | $328336.99    | 0.01%             | 2037-11-20      | Fixed         | 3.17%                 | 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        |      3500000 | PA      | $3544485.00   | 0.12%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                            | NRG Energy Inc 2.00 12/02/2025                                                            | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2493445.23   | 0.09%             | 2025-12-02      | Fixed         | 2.00%                 | 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        |      8220000 | PA      | $8006212.60   | 0.28%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                  | Snap Inc 6.88 03/01/2033                                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      2379000 | PA      | $2378001.77   | 0.08%             | 2033-03-01      | Fixed         | 6.88%                 | 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        |      1725000 | PA      | $1678035.41   | 0.06%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society 5.13 07/29/2029                                               | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      2670000 | PA      | $2718746.91   | 0.09%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                     | Banque Federative du Credit Mutuel SA 5.00 01/19/2026                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $2014891.60   | 0.07%             | 2026-01-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                                        | Weir Group PLC/The 5.35 05/06/2030                                                        | CUSIP: 94877DAA2<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |      1437000 | PA      | $1444226.82   | 0.05%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                           | Nevada Power Co 6.25 05/15/2055                                                           | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1239136.65   | 0.04%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                  | New Economy Assets - Phase 1 Sponsor LLC 2.41                                             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12500000 | PA      | $11378332.50  | 0.39%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                          | Wells Fargo & Co 5.01 04/04/2051                                                          | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1144557.44   | 0.04%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                          | Wells Fargo & Co 5.39 04/24/2034                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1092000 | PA      | $1096810.37   | 0.04%             | 2034-04-24      | Variable      | 5.39%                 | 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      | $308971.04    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                   | Newmont Corp / Newcrest Finance Pty Ltd 5.35 03/15/2034                                   | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1599000 | PA      | $1626735.47   | 0.06%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                          | Wells Fargo & Co 5.56 07/25/2034                                                          | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       736000 | PA      | $746287.43    | 0.03%             | 2034-07-25      | Variable      | 5.56%                 | 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      | $1731819.62   | 0.06%             | 2050-11-15      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                       | NextEra Energy Capital Holdings Inc 5.30 03/15/2032                                       | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1190000 | PA      | $1215071.07   | 0.04%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                         | Nexstar Media Inc 5.63 07/15/2027                                                         | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      6020000 | PA      | $5969017.52   | 0.21%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA (pfd) 4.75% 11/26/2173 Perpetual                                      | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |     10572000 | NS      | $10220531.75  | 0.35%             |  |  |  | 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        |      3906000 | PA      | $3881693.35   | 0.13%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp (pfd) 6.63% 09/26/2173 Perpetual                                          | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | EP               | CORP              | FI        |     14035000 | NS      | $14073708.53  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                                              | Nordson Corp 4.50 12/15/2029                                                              | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |      1720000 | PA      | $1706767.28   | 0.06%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                         | HSBC Holdings PLC 1.75 07/24/2027                                                         | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1923104.17   | 0.07%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA (pfd) 3.10% 06/29/2173 Perpetual                                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | EP               | CORP              | US        |      1200000 | NS      | $1269359.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                                                   | Northern Natural Gas Co 5.63 02/01/2054                                                   | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |       615000 | PA      | $581815.82    | 0.02%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                               | Northern States Power Co/MN 5.10 05/15/2053                                               | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      1035000 | PA      | $944612.99    | 0.03%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA (pfd) 4.13% 08/12/2173 Perpetual                                       | CUSIP: 05971KAJ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |      1000000 | NS      | $1103113.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S (pfd) 4.38% 11/18/2173 Perpetual                                          | CUSIP: K2227DL59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EP               | CORP              | DK        |     11100000 | NS      | $10877167.50  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                               | Northern States Power Co/MN 5.65 05/15/2055                                               | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      1284000 | PA      | $1274112.75   | 0.04%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                       | Northern Trust Corp 3.38 05/08/2032                                                       | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2613534.63   | 0.09%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                     | Northrop Grumman Corp 5.15 05/01/2040                                                     | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       760000 | PA      | $731995.62    | 0.03%             | 2040-05-01      | Fixed         | 5.15%                 | 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        |      5834012 | PA      | $5841864.29   | 0.20%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                 | Occidental Petroleum Corp 6.45 09/15/2036                                                 | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       640000 | PA      | $624120.83    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                 | Occidental Petroleum Corp 5.38 01/01/2032                                                 | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1629000 | PA      | $1551077.27   | 0.05%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                      | OneMain Finance Corp 7.13 03/15/2026                                                      | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1926000 | PA      | $1944422.19   | 0.07%             | 2026-03-15      | Fixed         | 7.12%                 | 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        |      2999000 | PA      | $3208521.12   | 0.11%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Lt                                            | Octagon Investment Partners XV Ltd 6.53                                                   | CUSIP: 67590EBL7<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | US        |      4500000 | PA      | $4501171.35   | 0.16%             | 2030-07-19      | Floating      | 6.53%                 | 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      | $602655.53    | 0.02%             | 2048-02-15      | Fixed         | 3.22%                 | 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      | $3525423.35   | 0.12%             | 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        |      1313000 | PA      | $1330520.23   | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                      | OneMain Finance Corp 7.50 05/15/2031                                                      | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1534000 | PA      | $1557262.73   | 0.05%             | 2031-05-15      | Fixed         | 7.50%                 | 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      | $11524091.01  | 0.40%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                    | Standard Chartered PLC (pfd) 6.00% 01/26/2174 Perpetual                                   | CUSIP: 853254BT6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EP               | CORP              | GB        |      9340000 | NS      | $9344037.68   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                                | Standard Industries Inc/NY 4.38 07/15/2030                                                | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       670000 | PA      | $625524.80    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JR UNIV                                                   | Leland Stanford Junior University/The 4.68 03/01/2035                                     | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |       500000 | PA      | $492356.81    | 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      | $474712.31    | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                               | Oracle Corp 3.60 04/01/2040                                                               | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2533000 | PA      | $1975822.53   | 0.07%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                               | Oracle Corp 5.50 09/27/2064                                                               | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       820000 | PA      | $728386.02    | 0.03%             | 2064-09-27      | Fixed         | 5.50%                 | 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      | $712824.95    | 0.02%             | 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      | $1301814.42   | 0.05%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP 7.00 05/01/2029                                                                 | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2571000 | PA      | $2645862.38   | 0.09%             | 2029-05-01      | Fixed         | 7.00%                 | 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        |      2576000 | PA      | $2573374.03   | 0.09%             | 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      | $4772423.04   | 0.17%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                              | Synopsys Inc 5.00 04/01/2032                                                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5402000 | PA      | $5442312.32   | 0.19%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                              | Synopsys Inc 5.70 04/01/2055                                                              | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $2079851.24   | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                              | Tapestry Inc 5.50 03/11/2035                                                              | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |       978000 | PA      | $952975.79    | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                                 | TEGNA Inc 4.75 03/15/2026                                                                 | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      6348000 | PA      | $6276315.84   | 0.22%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                     | Tenet Healthcare Corp 5.13 11/01/2027                                                     | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      4943000 | PA      | $4905908.72   | 0.17%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                               | Oracle Corp 5.25 02/03/2032                                                               | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1806000 | PA      | $1831842.98   | 0.06%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                               | Oracle Corp 6.00 08/03/2055                                                               | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1190000 | PA      | $1158609.56   | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                     | Tenet Healthcare Corp 6.13 10/01/2028                                                     | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1855000 | PA      | $1851908.33   | 0.06%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                             | Texas Natural Gas Securitization Finance Corp 5.17% 04/01/2041                            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       230000 | PA      | $232320.56    | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                               | 3R Lux SARL 9.75 02/05/2031                                                               | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3219000 | PA      | $3161653.52   | 0.11%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                             | TransDigm Inc 6.75 08/15/2028                                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2139000 | PA      | $2184654.82   | 0.08%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                             | TRANSDIGM INC 2024 TERM LOAN I                                                            | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1818814 | PA      | $1818586.73   | 0.06%             | 2028-08-24      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno 4.87 01/15/2030                                                           | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      2097000 | PA      | $1945574.58   | 0.07%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                              | Orbia Advance Corp SAB de CV 2.88 05/11/2031                                              | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      5745000 | PA      | $4686635.71   | 0.16%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                               | Blue Owl Credit Income Corp 7.75 01/15/2029                                               | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      1745000 | PA      | $1834313.04   | 0.06%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno 7.70 01/23/2032                                                           | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      2753000 | PA      | $2815517.88   | 0.10%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                    | UBS Commercial Mortgage Trust 2018-C15 5.31                                               | CUSIP: 90278LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2008000 | PA      | $1774071.82   | 0.06%             | 2051-12-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA 5.86 06/19/2032                                                             | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      3281000 | PA      | $3295109.55   | 0.11%             | 2032-06-19      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                         | Union Electric Co 5.45 03/15/2053                                                         | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $995234.56    | 0.03%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                     | Blue Owl Capital Corp 2.88 06/11/2028                                                     | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      1755000 | PA      | $1601482.83   | 0.06%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                     | Blue Owl Capital Corp 5.95 03/15/2029                                                     | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       999000 | PA      | $991941.42    | 0.03%             | 2029-03-15      | Fixed         | 5.95%                 | 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      | $472517.00    | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp 5.05 02/12/2031                                                                | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      1568000 | PA      | $1589012.38   | 0.05%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp                                               | United States Cellular Corp 6.70 12/15/2033                                               | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |      3853000 | PA      | $4176357.01   | 0.14%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 5.00 08/31/2025                                          | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28342000 | PA      | $28398587.92  | 0.98%             | 2025-08-31      | Fixed         | 5.00%                 | 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        |      1755000 | PA      | $1552849.89   | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                    | UnitedHealth Group Inc 5.50 07/15/2044                                                    | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1601000 | PA      | $1554313.48   | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | 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      | $284669.78    | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                             | Universal Health Services Inc 5.05 10/15/2034                                             | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      1720000 | PA      | $1607370.34   | 0.06%             | 2034-10-15      | Fixed         | 5.05%                 | 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      | $448529.16    | 0.02%             | 2051-05-15      | Fixed         | 3.07%                 | 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      | $7635664.70   | 0.26%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                              | Yinson Boronia Production BV 8.95 07/31/2042                                              | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      2728719 | PA      | $2803758.30   | 0.10%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc                                              | ZF North America Capital Inc 6.88 04/23/2032                                              | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      3081000 | PA      | $2707339.09   | 0.09%             | 2032-04-23      | Fixed         | 6.88%                 | 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        |      1782000 | PA      | $1758545.19   | 0.06%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                         | Japan Government Thirty Year Bond 2.00 09/20/2041                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1234500000 | PA      | $8628781.58   | 0.30%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                             | E.ON International Finance BV 4.75 01/31/2034                                             | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1275288.00   | 0.04%             | 2034-01-31      | Fixed         | 4.75%                 | 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      | $9314760.92   | 0.32%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 5.00                                                                     | CUSIP: 3133BJNT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6432052 | PA      | $6352706.21   | 0.22%             | 2052-08-01      | Fixed         | 5.00%                 | 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      | $2266479.11   | 0.08%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                               | Goldman Sachs Group Inc/The 4.25 01/29/2026                                               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1868031.17   | 0.06%             | 2026-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC                  | Fortress Transportation and Infrastructure Investors LLC 7.00 06/15/2032                  | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      2212000 | PA      | $2243859.44   | 0.08%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                              | Fortitude Group Holdings LLC 6.25 04/01/2030                                              | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |      6508000 | PA      | $6606888.86   | 0.23%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (pfd) 8.13% 04/30/2174 Perpetual                                         | CUSIP: D18190PH1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EP               | CORP              | DE        |      1800000 | NS      | $1785352.50   | 0.06%             |  |  |  | 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      | $3346181.93   | 0.12%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                         | Japan Government Thirty Year Bond 1.40 12/20/2045                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1673400000 | PA      | $10064053.25  | 0.35%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                        | Kingdom of Belgium Government Bond 1.60 06/22/2047                                        | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      5586000 | PA      | $4373435.55   | 0.15%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                      | Bank of America Corp 2.30 07/25/2025                                                      | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       800000 | PA      | $1060563.25   | 0.04%             | 2025-07-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | Barclays PLC 3.25 02/12/2027                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       600000 | PA      | $779220.53    | 0.03%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.50                                                                     | CUSIP: 3133BPZW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5107229 | PA      | $4895821.09   | 0.17%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5717131 | PA      | $4763168.83   | 0.16%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                             | Credit Agricole Assurances SA 4.75 09/27/2048                                             | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1294804.86   | 0.04%             | 2048-09-27      | Variable      | 4.75%                 | 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      | $2118324.89   | 0.07%             | 2032-06-30      | Fixed         | 7.00%                 | 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        |       730000 | PA      | $733806.75    | 0.03%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 5.50 01/25/2031                                                     | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      2455000 | PA      | $2487886.96   | 0.09%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       157245 | PA      | $132339.74    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | 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        |         8849 | PA      | $8671.20      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 4.00                                                                    | CUSIP: 36230UCQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2818 | PA      | $2662.81      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | 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      | $5994478.68   | 0.21%             | 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      | $997130.04    | 0.03%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Abanca Corp Bancaria SA                                                   | Abanca Corp Bancaria SA 0.75 05/28/2029                                                   | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |       600000 | PA      | $634161.84    | 0.02%             | 2029-05-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | Barclays PLC (pfd) 6.38% 03/15/2174 Perpetual                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |      2500000 | NS      | $3349487.98   | 0.12%             |  |  |  | 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      | $3663590.20   | 0.13%             | 2052-09-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                    | GS Mortgage Securities Trust 2019-GSA1 2.80                                               | CUSIP: 36261PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5990000 | PA      | $4485242.52   | 0.16%             | 2052-11-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                         | HSBC Holdings PLC (pfd) 6.00% 11/22/2173 Perpetual                                        | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |     11350000 | NS      | $11232370.87  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                | HPS Corporate Lending Fund 6.25 09/30/2029                                                | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      1182000 | PA      | $1199472.95   | 0.04%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                      | La Banque Postale SA (pfd) 3.88% 05/20/2173 Perpetual                                     | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | EP               | CORP              | FR        |      2000000 | NS      | $2225361.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                  | Bundesrepublik Deutschland Bundesanleihe 0.00 02/15/2030                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $10340178.02  | 0.36%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                | HPS Corporate Lending Fund 5.45 01/14/2028                                                | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      1495000 | PA      | $1494435.92   | 0.05%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                      | Jordan Government International Bond 5.85 07/07/2030                                      | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      4800000 | PA      | $4436928.00   | 0.15%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA (pfd) 4.38% 04/14/2174 Perpetual                                       | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EP               | CORP              | ES        |      2000000 | NS      | $2255968.07   | 0.08%             |  |  |  | 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      | $6059016.37   | 0.21%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA (pfd) 3.88% 06/03/2173 Perpetual                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EP               | CORP              | IT        |      4200000 | NS      | $4615853.38   | 0.16%             |  |  |  | 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      | $3210808.90   | 0.11%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                         | Japan Government Thirty Year Bond 0.40 03/20/2050                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    700000000 | PA      | $3035055.62   | 0.11%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG (pfd) 6.13% 04/09/2174 Perpetual                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EP               | CORP              | DE        |     10000000 | NS      | $11485148.33  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG (pfd) 5.13% 07/29/2173 Perpetual                                             | CUSIP: H42097BR7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |     10725000 | NS      | $10577084.98  | 0.37%             |  |  |  | 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      | $8874247.33   | 0.31%             | 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      | $1277916.10   | 0.04%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                | Vmed O2 UK Financing I PLC 4.00 01/31/2029                                                | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3693246.94   | 0.13%             | 2029-01-31      | Fixed         | 4.00%                 | 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      | $10831507.96  | 0.37%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA (pfd) 3.38% 10/13/2173 Perpetual                                                  | CUSIP: T3666JJY3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EP               | CORP              | IT        |      3700000 | NS      | $4069061.73   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                         | NatWest Group PLC (pfd) 5.13% 12/31/2173 Perpetual                                        | CUSIP: G6422BAA3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |      2000000 | NS      | $2572474.93   | 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      | $3104747.89   | 0.11%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                         | Italy Buoni Poliennali Del Tesoro 0.60 08/01/2031                                         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1000000 | PA      | $992780.91    | 0.03%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG 6.50 12/06/2032                                                            | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1823292.54   | 0.06%             | 2032-12-06      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                      | La Banque Postale SA 5.63 09/21/2028                                                      | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1351382.54   | 0.05%             | 2028-09-21      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                         | Japan Government Twenty Year Bond 1.10 09/20/2042                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    835000000 | PA      | $5015021.56   | 0.17%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Caixa Geral de Depositos SA                                               | Caixa Geral de Depositos SA 5.75 10/31/2028                                               | CUSIP: N/A<br>LEI: TO822O0VT80V06K0FH57       | Long             | DBT              | CORP              | PT        |      2000000 | PA      | $2445800.81   | 0.08%             | 2028-10-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT                                                         | AUST 10Y BOND FUT Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | AU        |          716 | NC      | $1443207.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KFE 10 Year Treasury Bond Futu                                            | KOREA 10YR BND FU Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | KR        |          490 | NC      | $674934.93    | 0.02%             |  |  |  | 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      | $1988489.61   | 0.07%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                         | Italy Buoni Poliennali Del Tesoro 2.50 12/01/2032                                         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      6500000 | PA      | $7104137.08   | 0.25%             | 2032-12-01      | Fixed         | 2.50%                 | 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      | $3260033.88   | 0.11%             | 2051-06-20      | Fixed         | 0.70%                 | 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      | $7422040.05   | 0.26%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XHNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9436704 | PA      | $8895485.46   | 0.31%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        95636 | PA      | $84554.48     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XJCU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13868209 | PA      | $12154439.27  | 0.42%             | 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        |      2264711 | PA      | $1897804.66   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XLAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15449403 | PA      | $13620975.92  | 0.47%             | 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        |     12227169 | PA      | $11836793.18  | 0.41%             | 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        |     13778933 | PA      | $13297988.47  | 0.46%             | 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        |      8655272 | PA      | $7301242.15   | 0.25%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4155576 | PA      | $4159854.41   | 0.14%             | 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        |       690706 | PA      | $647259.87    | 0.02%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 6.50                                                                     | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5366339 | PA      | $5552976.83   | 0.19%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                               | Goldman Sachs Group Inc/The 6.48 10/24/2029                                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       745000 | PA      | $790633.17    | 0.03%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 5.50                                                                     | CUSIP: 3142GRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10469114 | PA      | $10524358.92  | 0.36%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp (pfd) 4.50% 09/30/2173 Perpetual                                      | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      2490000 | NS      | $2463467.56   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                            | FirstKey Homes 2020-SFR1 Trust 1.94                                                       | CUSIP: 33767MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4057000 | PA      | $4006925.67   | 0.14%             | 2037-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                                  | Flexential Issuer 2021-1 3.25                                                             | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8675000 | PA      | $8279476.39   | 0.29%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                  | Florida Power & Light Co 4.13 02/01/2042                                                  | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      2515000 | PA      | $2122905.61   | 0.07%             | 2042-02-01      | Fixed         | 4.12%                 | 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        |      3025000 | PA      | $3054325.65   | 0.11%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 6.13 03/08/2034                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |      1230000 | PA      | $1164771.56   | 0.04%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 5.85 05/17/2027                                                  | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |      1435000 | PA      | $1428991.18   | 0.05%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                          | Goodgreen 2018-1 3.93                                                                     | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |      1096231 | PA      | $1020954.73   | 0.04%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                            | Greensaif Pipelines Bidco Sarl 5.85 02/23/2036                                            | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      2634000 | PA      | $2654558.37   | 0.09%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                | Grupo Aeromexico SAB de CV 8.25 11/15/2029                                                | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      4875000 | PA      | $4570312.50   | 0.16%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                   | HCA Inc 6.20 03/01/2055                                                                   | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1039774.49   | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                               | Goldman Sachs Group Inc/The 5.85 04/25/2035                                               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1154000 | PA      | $1190297.17   | 0.04%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                               | Goldman Sachs Group Inc/The 4.69 10/23/2030                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       534000 | PA      | $532863.34    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | 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        |       388000 | PA      | $338902.43    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                  | American Assets Trust LP 6.15 10/01/2034                                                  | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |      2197000 | PA      | $2156434.72   | 0.07%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                               | Goldman Sachs Group Inc/The 5.56 11/19/2045                                               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1082897.31   | 0.04%             | 2045-11-19      | Variable      | 5.56%                 | 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        |      1518000 | PA      | $1584168.30   | 0.05%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                       | American Express Co (pfd) 3.55% 09/15/2173 Perpetual                                      | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |      3800000 | NS      | $3645464.98   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                               | American Honda Finance Corp 4.95 01/09/2026                                               | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | CA        |       935000 | PA      | $938000.68    | 0.03%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                         | Golub Capital Private Credit Fund 5.80 09/12/2029                                         | CUSIP: 38179RAA3<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |      1256000 | PA      | $1236576.65   | 0.04%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                         | Golub Capital Private Credit Fund 5.88 05/01/2030                                         | CUSIP: 38179RAC9<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |      1141000 | PA      | $1120313.81   | 0.04%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                 | IQVIA Inc 5.00 05/15/2027                                                                 | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1605000 | PA      | $1593526.66   | 0.06%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                 | IQVIA Inc 6.25 02/01/2029                                                                 | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1715000 | PA      | $1783670.32   | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 5.34 01/23/2035                                                       | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1611000 | PA      | $1625085.09   | 0.06%             | 2035-01-23      | Variable      | 5.34%                 | 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        |      2762000 | PA      | $2863814.36   | 0.10%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                          | American International Group Inc 5.75 04/01/2048                                          | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       536000 | PA      | $529586.65    | 0.02%             | 2048-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                          | American International Group Inc 4.38 06/30/2050                                          | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       848000 | PA      | $690934.03    | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                 | Amgen Inc 5.65 03/02/2053                                                                 | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1710000 | PA      | $1642431.78   | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | 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      | $2479139.25   | 0.09%             | 2029-10-23      | Fixed         | 6.35%                 | 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        |      5775000 | PA      | $5796136.96   | 0.20%             | 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 5.25 10/01/2025        | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3785000 | PA      | $3771072.60   | 0.13%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lion Bay Funding LLC                                                      | Lion Bay Funding LLC 0.00 05/01/2025                                                      | CUSIP: 53619XS18<br>LEI: 635400IQAPDH9DJ1QL85 | Long             | STIV             | CORP              | US        |     80000000 | PA      | $79990384.00  | 2.77%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Overwatch Alpha Funding LLC                                               | Overwatch Alpha Funding LLC 0.00 05/01/2025                                               | CUSIP: 69039TS15<br>LEI: 254900B3TINYQPJOZP37 | Long             | STIV             | CORP              | US        |     41325000 | PA      | $41320020.34  | 1.43%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                             | AppLovin Corp 5.38 12/01/2031                                                             | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1413641.49   | 0.05%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                  | Aptiv Swiss Holdings Ltd 6.88 12/15/2054                                                  | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      1845000 | PA      | $1730188.62   | 0.06%             | 2054-12-15      | Variable      | 6.88%                 | 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        |      3013220 | NS      | $3013219.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SGX Mini Japan Government 10 Y                                            | 10YR MINI JGB FUT Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | JP        |          174 | NC      | $306707.23    | 0.01%             |  |  |  | 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        |      5045000 | PA      | $4833966.64   | 0.17%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp        | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031        | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6490000 | PA      | $6674673.27   | 0.23%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                             | US 10YR NOTE (CBT)Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -1014 | NC      | $-1881320.40  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                       | US 10yr Ultra Fut Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         1079 | NC      | $2461270.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                                      | Matador Resources Co 6.50 04/15/2032                                                      | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      2475000 | PA      | $2386995.93   | 0.08%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                            | MF1 2020-FL4 Ltd 6.14                                                                     | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1525443 | PA      | $1526569.90   | 0.05%             | 2035-12-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                    | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.79                               | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3087687 | PA      | $3079548.30   | 0.11%             | 2036-11-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund 6.35 08/15/2029                                                | CUSIP: 04020EAA5<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      1515000 | PA      | $1544696.59   | 0.05%             | 2029-08-15      | Fixed         | 6.35%                 | 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        |      5768000 | PA      | $5819352.50   | 0.20%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                  | Bundesrepublik Deutschland Bundesanleihe 6.25 01/04/2030                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      8000000 | PA      | $10798131.97  | 0.37%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                            | PECO Energy Co 4.38 08/15/2052                                                            | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      1370000 | PA      | $1123038.95   | 0.04%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc                                                             | PRA Group Inc 8.88 01/31/2030                                                             | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      3584000 | PA      | $3695571.25   | 0.13%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund 5.70 03/15/2028                                                | CUSIP: 04020EAE7<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1268069.50   | 0.04%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                 | Arizona Public Service Co 5.70 08/15/2034                                                 | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      1106000 | PA      | $1123460.70   | 0.04%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                               | Pacific Gas and Electric Co 4.20 06/01/2041                                               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       545000 | PA      | $421425.81    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | 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        |      1895000 | PA      | $2000647.06   | 0.07%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                      | Panama Government International Bond 6.88 01/31/2036                                      | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     12618000 | PA      | $12222676.29  | 0.42%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                      | Parker-Hannifin Corp 4.25 09/15/2027                                                      | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      3190000 | PA      | $3194296.52   | 0.11%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                  | US LONG BOND(CBT) Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          266 | NC      | $-264441.24   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex 10 Year Euro BUND Future                                            | EURO-BUND FUTURE  Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |          923 | NC      | $866349.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Ultra Long Term US Treasury                                           | US ULTRA BOND CBT Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          402 | NC      | $-968096.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex 2 Year Euro SCHATZ Futur                                            | EURO-SCHATZ FUT   Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |         -994 | NC      | $-915956.43   | -0.03%            |  |  |  | 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        |      1948000 | PA      | $1971905.99   | 0.07%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                     | Athene Global Funding 5.53 07/11/2031                                                     | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      1363000 | PA      | $1385716.21   | 0.05%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE                                                          | LONG GILT FUTURE  Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |         1011 | NC      | $492853.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                              | US 2YR NOTE (CBT) Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -1996 | NC      | $-2790504.17  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                             | Atlas Warehouse Lending Co LP 6.05 01/15/2028                                             | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |       950000 | PA      | $956690.14    | 0.03%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                  | Builders FirstSource Inc 6.38 03/01/2034                                                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1553000 | PA      | $1543347.24   | 0.05%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| French Government Bond Futures                                            | Euro-OAT Future   Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | FR        |          930 | NC      | $946724.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSE Japanese 10 Year Bond Futu                                            | JPN 10Y BOND(OSE) Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | JP        |           25 | NC      | $478843.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                                               | Paychex Inc 5.10 04/15/2030                                                               | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      2428000 | PA      | $2465165.66   | 0.09%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                               | Paychex Inc 5.35 04/15/2032                                                               | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      3225000 | PA      | $3277206.33   | 0.11%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                          | Burlington Northern Santa Fe LLC 5.20 04/15/2054                                          | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1160000 | PA      | $1087510.53   | 0.04%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-GW                                                          | BX Trust 2018-GW 5.42                                                                     | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5057000 | PA      | $5042565.80   | 0.17%             | 2035-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                       | PayPal Holdings Inc 5.10 04/01/2035                                                       | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      3735000 | PA      | $3720078.23   | 0.13%             | 2035-04-01      | Fixed         | 5.10%                 | 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        |      4675000 | PA      | $4758313.18   | 0.16%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd                                                                  | Cbam 2018-7 Ltd 6.13                                                                      | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | US        |      5900000 | PA      | $5897051.18   | 0.20%             | 2031-07-20      | Floating      | 6.13%                 | 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        |      7275000 | PA      | $7181594.09   | 0.25%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal/Chicago IL 4.32 05/01/2025                               | Bank of Montreal/Chicago IL 4.32 05/01/2025                                               | CUSIP: RPEO2J7E9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |      8482759 | PA      | $8482759.26   | 0.29%             | 2025-05-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co 4.36 05/01/2025                              | Fixed Income Clearing Corp 4.36 05/01/2025                                                | CUSIP: RPEN2JAO5<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        |     67855000 | PA      | $67855000.00  | 2.35%             | 2025-05-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA (pfd) 7.88% 07/18/2173 Perpetual                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EP               | CORP              | FR        |      2000000 | NS      | $2398056.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA 5.75 01/22/2032                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $4704584.86   | 0.16%             | 2032-01-22      | Variable      | 5.75%                 | 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      | $3423966.62   | 0.12%             | 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      | $9274772.85   | 0.32%             | 2033-12-01      | Variable      | 9.88%                 | 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        |      3428000 | PA      | $3427502.25   | 0.12%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                    | Peruvian Government International Bond 8.75 11/21/2033                                    | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       500000 | PA      | $607437.38    | 0.02%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 6.50 03/13/2027                                                       | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      8387000 | PA      | $8199857.51   | 0.28%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 5.35 02/12/2028                                                       | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     11527000 | PA      | $10661767.24  | 0.37%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                   | Capital Automotive REIT 5.25                                                              | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6796224 | PA      | $6762125.27   | 0.23%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                   | CNO Financial Group Inc 6.45 06/15/2034                                                   | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      1765000 | PA      | $1822818.89   | 0.06%             | 2034-06-15      | Fixed         | 6.45%                 | 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      | $7110921.36   | 0.25%             | 2054-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                             | Cie de Financement Foncier SA 1.20 04/29/2031                                             | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3432763.68   | 0.12%             | 2031-04-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 6.49 01/23/2027                                                       | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      4444000 | PA      | $4345035.23   | 0.15%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                         | Piedmont Operating Partnership LP 3.15 08/15/2030                                         | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |       533000 | PA      | $456051.32    | 0.02%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                       | United Kingdom Gilt 1.75 09/07/2037                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     12500000 | PA      | $12211003.84  | 0.42%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                         | Piedmont Operating Partnership LP 9.25 07/20/2028                                         | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |      3694000 | PA      | $4002689.59   | 0.14%             | 2028-07-20      | Fixed         | 9.25%                 | 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        |       681000 | PA      | $694647.36    | 0.02%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                   | Port Authority of New York & New Jersey 4.93% 10/01/2051                                  | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       450000 | PA      | $416862.05    | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2024-1                                   | Provident Funding Mortgage Trust 2024-1 5.50                                              | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12338702 | PA      | $12348848.07  | 0.43%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                   | CRH America Finance Inc 5.50 01/09/2035                                                   | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1929887.36   | 0.07%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                        | CSN Inova Ventures 6.75 01/28/2028                                                        | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | BR        |      5235000 | PA      | $4888413.16   | 0.17%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                  | Prudential Financial Inc 6.50 03/15/2054                                                  | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      1525000 | PA      | $1533599.66   | 0.05%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                        | Public Service Electric and Gas Co 5.50 03/01/2055                                        | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      1033000 | PA      | $1005540.31   | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | 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        |      1640000 | PA      | $1589715.83   | 0.06%             | 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        |      2748000 | PA      | $2786605.03   | 0.10%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                 | Province of Quebec Canada 3.50 12/01/2048                                                 | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      7300000 | PA      | $4565915.42   | 0.16%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc                                                 | Beacon Roofing Supply Inc 6.75 04/30/2032                                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      1620000 | PA      | $1628240.05   | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | 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        |      1785000 | PA      | $1796568.44   | 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        |      2506000 | PA      | $2517567.30   | 0.09%             | 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        |      3285740 | PA      | $3288463.90   | 0.11%             | 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        |      7807590 | PA      | $7891013.75   | 0.27%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| REESE PARK CLO LTD                                                        | REESE PARK CLO LTD 6.16                                                                   | CUSIP: 758465BQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8100000 | PA      | $8023436.37   | 0.28%             | 2038-01-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                          | Reinsurance Group of America Inc 6.65 09/15/2055                                          | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      1021000 | PA      | $991872.59    | 0.03%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                 | Rio Tinto Finance USA PLC 5.75 03/14/2055                                                 | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      2105000 | PA      | $2079146.41   | 0.07%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                         | NatWest Group PLC (pfd) 6.00% 09/30/2173 Perpetual                                        | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |      3990000 | NS      | $3975397.40   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11725190 | PA      | $11521309.67  | 0.40%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QREQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4979672 | PA      | $4991431.14   | 0.17%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                         | NatWest Group PLC (pfd) 8.00% 09/30/2173 Perpetual                                        | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |      7155000 | NS      | $7180228.53   | 0.25%             |  |  |  | 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        |      6857000 | PA      | $6880607.90   | 0.24%             | 2033-02-01      | Fixed         | 6.00%                 | 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        |      3868000 | PA      | $3574683.37   | 0.12%             | 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: N/A                  | Long             | DBT              | MUN               | US        |        20000 | PA      | $24303.63     | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                       | State of California 4.60% 04/01/2038                                                      | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       120000 | PA      | $121973.28    | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| California State University                                               | California State University 2.98% 11/01/2051                                              | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       825000 | PA      | $537288.68    | 0.02%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.50                                                                      | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7099846 | PA      | $7354737.86   | 0.25%             | 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        |     12249133 | PA      | $12348574.08  | 0.43%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada 5.15 02/04/2031                                                      | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      2470000 | PA      | $2514223.23   | 0.09%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                           | SEB Funding LLC 7.39                                                                      | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5800000 | PA      | $5951759.90   | 0.21%             | 2054-04-30      | Fixed         | 7.39%                 | 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      | $1188341.94   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                 | Canada Housing Trust No 1 3.10 06/15/2028                                                 | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     28540000 | PA      | $20994890.18  | 0.73%             | 2028-06-15      | Fixed         | 3.10%                 | 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        |      4022000 | PA      | $3989060.22   | 0.14%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                        | Saavi Energia Sarl 8.88 02/10/2035                                                        | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4015000 | PA      | $4040093.75   | 0.14%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                       | Saudi Government International Bond 4.75 01/16/2030                                       | CUSIP: 80413TBF5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      6800000 | PA      | $6837485.00   | 0.24%             | 2030-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                   | Charles Schwab Corp/The (pfd) 5.38% 09/01/2173 Perpetual                                  | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |        85000 | NS      | $84930.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                       | Cardinal Health Inc 5.35 11/15/2034                                                       | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      2215000 | PA      | $2224581.38   | 0.08%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                             | Carnival Corp 4.00 08/01/2028                                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2338390.25   | 0.08%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                   | Charles Schwab Corp/The (pfd) 4.00% 06/01/2173 Perpetual                                  | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      5899000 | NS      | $5719897.51   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                          | Light & Wonder International Inc 7.00 05/15/2028                                          | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      2190000 | PA      | $2192444.04   | 0.08%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC 6.42 07/15/2027                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1967557.43   | 0.07%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding LP                                                  | Cerberus Loan Funding XXXIX LP 5.66                                                       | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |      5097534 | PA      | $5110307.18   | 0.18%             | 2033-01-15      | Floating      | 5.66%                 | 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        |      6900000 | PA      | $7167295.37   | 0.25%             | 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        |      8952997 | PA      | $9036888.20   | 0.31%             | 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        |      9187347 | PA      | $9278954.07   | 0.32%             | 2055-10-25      | Variable      | 6.00%                 | 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        |      9993342 | PA      | $10014714.75  | 0.35%             | 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        |      4317301 | PA      | $4320743.18   | 0.15%             | 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        |      3451286 | PA      | $3486166.11   | 0.12%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                       | Cheniere Energy Inc 4.63 10/15/2028                                                       | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1525707.38   | 0.05%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                         | Chile Electricity Lux Mpc II Sarl 5.67 10/20/2035                                         | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       583000 | PA      | $584540.72    | 0.02%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                | G2SF 5 5/25 MBS 30yr                                                                      | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4485000 | PA      | $4400505.69   | 0.15%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                | G2SF 5.5 5/25 MBS 30yr                                                                    | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32200000 | PA      | $32192829.38  | 1.11%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                     | Cousins Properties LP 5.38 02/15/2032                                                     | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |      1972000 | PA      | $1955993.69   | 0.07%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA (pfd) 8.13% 03/23/2174 Perpetual                                       | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EP               | CORP              | FR        |      9335000 | NS      | $9462618.79   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Americas LLC / Crown Americas Capital Corp VI                       | Crown Americas LLC / Crown Americas Capital Corp VI 4.75 02/01/2026                       | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1283000 | PA      | $1276826.20   | 0.04%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                          | Crown Castle Inc 5.20 09/01/2034                                                          | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      1051000 | PA      | $1031614.05   | 0.04%             | 2034-09-01      | Fixed         | 5.20%                 | 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      | $6101395.02   | 0.21%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                             | DR Horton Inc 4.85 10/15/2030                                                             | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      2059000 | PA      | $2068854.33   | 0.07%             | 2030-10-15      | Fixed         | 4.85%                 | 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      | $4548345.25   | 0.16%             | 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        |      1377000 | PA      | $1380754.32   | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (pfd) 6.00% 04/30/2174 Perpetual                                         | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EP               | CORP              | DE        |      7800000 | NS      | $7658329.38   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust 2021-1                                        | Diamond Resorts Owner Trust 2021-1 2.05                                                   | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       836292 | PA      | $826527.04    | 0.03%             | 2033-11-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                    | Diamondback Energy Inc 6.25 03/15/2033                                                    | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $1065722.91   | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                       | Dominion Energy Inc 4.90 08/01/2041                                                       | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      2430000 | PA      | $2138185.19   | 0.07%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                   | Dryden 65 CLO Ltd 6.63                                                                    | CUSIP: 26251YAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6800000 | PA      | $6809510.48   | 0.24%             | 2030-07-18      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                          | Duke Energy Corp 5.00 08/15/2052                                                          | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1475000 | PA      | $1262900.37   | 0.04%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                          | Duke Energy Corp 5.80 06/15/2054                                                          | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1515000 | PA      | $1453477.32   | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | Duke Energy Progress LLC 4.15 12/01/2044                                                  | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       745000 | PA      | $608667.13    | 0.02%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | Duke Energy Progress LLC 4.35 03/06/2027                                                  | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      2632000 | PA      | $2653391.21   | 0.09%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | Duke Energy Progress LLC 5.55 03/15/2055                                                  | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      1635000 | PA      | $1581858.10   | 0.05%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA 5.95 05/15/2054                                                                   | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      1389000 | PA      | $1309258.93   | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                            | EPR Properties 4.95 04/15/2028                                                            | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2224727.24   | 0.08%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                            | EPR Properties 3.75 08/15/2029                                                            | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       835000 | PA      | $781854.51    | 0.03%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                           | Eastern Energy Gas Holdings LLC 5.65 10/15/2054                                           | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |       592000 | PA      | $557890.50    | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International (pfd) 5.38% 09/15/2173 Perpetual                                     | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |      1602000 | NS      | $1505549.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International (pfd) 5.00% 03/15/2174 Perpetual                                     | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |      4537000 | NS      | $4024978.32   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA 6.38 01/13/2055                                                  | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2350000 | PA      | $2326790.91   | 0.08%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO Ltd                                                           | Elmwood CLO 24 Ltd 6.03                                                                   | CUSIP: 290020AQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7625000 | PA      | $7465091.55   | 0.26%             | 2038-01-17      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                 | Emera Inc 6.75 06/15/2076                                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      7780000 | PA      | $7809980.31   | 0.27%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                  | Encino Acquisition Partners Holdings LLC 8.75 05/01/2031                                  | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |      3330000 | PA      | $3394976.69   | 0.12%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                                                  | Encore Capital Group Inc 9.25 04/01/2029                                                  | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      4396000 | PA      | $4645868.64   | 0.16%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd                                                              | Enerflex Ltd 9.00 10/15/2027                                                              | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      3446000 | PA      | $3536547.10   | 0.12%             | 2027-10-15      | Fixed         | 9.00%                 | 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        |      1345000 | PA      | $1273398.45   | 0.04%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP (pfd) 6.50% 11/15/2173 Perpetual                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      4047000 | NS      | $4029166.89   | 0.14%             |  |  |  | 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        |      2290000 | PA      | $2412186.16   | 0.08%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA 5.88 04/10/2054                                                                  | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      1750000 | PA      | $1703106.55   | 0.06%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                                     | Enterprise Fleet Financing 2024-1 LLC 5.23                                                | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5095868 | PA      | $5137197.87   | 0.18%             | 2030-03-20      | Fixed         | 5.23%                 | 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      | $578709.86    | 0.02%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                          | Essent Group Ltd 6.25 07/01/2029                                                          | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | US        |      3085000 | PA      | $3166045.14   | 0.11%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                   | Essential Properties LP 2.95 07/15/2031                                                   | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |       771000 | PA      | $665398.33    | 0.02%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                  | European Investment Bank 3.90 06/15/2028                                                  | CUSIP: 298785JX5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |     12184000 | PA      | $9156648.08   | 0.32%             | 2028-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                                      | Excelerate Energy LP 0.00 05/15/2030                                                      | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |       986000 | PA      | $1002601.47   | 0.03%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                  | F&G Annuities & Life Inc 6.50 06/04/2029                                                  | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       476000 | PA      | $485388.41    | 0.02%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                  | F&G Annuities & Life Inc 6.25 10/04/2034                                                  | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       628000 | PA      | $606219.16    | 0.02%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       189780 | PA      | $171536.33    | 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        |       248324 | PA      | $219551.34    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 5.90 01/25/2033                                                     | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       847000 | PA      | $864628.14    | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | 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      | $1163853.42   | 0.04%             | 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        |       947000 | PA      | $984174.76    | 0.03%             | 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        |      2980000 | PA      | $3038303.70   | 0.11%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC 8.63 03/15/2031                                      | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5970000 | PA      | $6335846.85   | 0.22%             | 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        |      1609735 | PA      | $1499936.62   | 0.05%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 2.50                                                                   | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6379414 | PA      | $5443531.31   | 0.19%             | 2051-02-20      | Fixed         | 2.50%                 | 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        |      1094648 | PA      | $973458.58    | 0.03%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2899006 | PA      | $2575997.57   | 0.09%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.50                                                                   | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2488865 | PA      | $2275171.47   | 0.08%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8446967 | PA      | $7489308.76   | 0.26%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 2.00                                                                   | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15661344 | PA      | $12792391.47  | 0.44%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 4.00                                                                   | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9967931 | PA      | $9322785.95   | 0.32%             | 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        |      4614893 | PA      | $4447177.93   | 0.15%             | 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        |     10210663 | PA      | $9839589.44   | 0.34%             | 2052-10-20      | Fixed         | 4.50%                 | 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        |      4953000 | PA      | $5487776.15   | 0.19%             | 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        |         2610 | PA      | $2561.54      | 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        |         3240 | PA      | $3275.92      | 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        |         1750 | PA      | $1716.63      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | 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        |      1545000 | PA      | $1572270.33   | 0.05%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                         | GXO Logistics Inc 6.50 05/06/2034                                                         | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |       795000 | PA      | $795106.28    | 0.03%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ5                              | GS Mortgage-Backed Securities Trust 2024-PJ5 6.00                                         | CUSIP: 36269XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9469087 | PA      | $9550996.33   | 0.33%             | 2054-09-25      | 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        |         1364 | PA      | $1403.52      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ7                              | GS Mortgage-Backed Securities Trust 2024-PJ7 5.50                                         | CUSIP: 362949AM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12978433 | PA      | $12970287.99  | 0.45%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                      | GCAT 2024-INV3 Trust 5.50                                                                 | CUSIP: 36830FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12902356 | PA      | $12968346.52  | 0.45%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                           | General Motors Financial Co Inc 5.60 06/18/2031                                           | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |      1150000 | PA      | $1153452.37   | 0.04%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL/Genpact USA Inc                                   | Genpact Luxembourg SARL/Genpact USA Inc 6.00 06/04/2029                                   | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1731000 | PA      | $1793406.32   | 0.06%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Geopark Ltd                                                               | Geopark Ltd 8.75 01/31/2030                                                               | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |      4140000 | PA      | $3583473.09   | 0.12%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC 5.89 04/04/2054                                                      | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       885000 | PA      | $835656.29    | 0.03%             | 2054-04-04      | Fixed         | 5.89%                 | 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        |      3800000 | PA      | $3848809.21   | 0.13%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                  | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                                 | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2125000 | PA      | $1818488.73   | 0.06%             | 2034-06-01      | Fixed         | 2.75%                 | 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      | $347.05       | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                             | MKIT ITRX EUR SNR FIN 12/29                                                               | CUSIP: SPWK0AS04<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     52800000 | OU      | $960692.21    | 0.03%             | 2029-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                             | MKIT ITRX EUR SNR FIN 06/30                                                               | CUSIP: SP1908RN9<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     40000000 | OU      | $641022.08    | 0.02%             | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                             | MARKIT CDX.NA.HY.44 06/30                                                                 | CUSIP: SPED05UQ1<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     20762000 | OU      | $872440.70    | 0.03%             | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                             | MKIT ITRX EUR XOVER 06/30                                                                 | CUSIP: SPDX05TD9<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     37000000 | OU      | $2943671.81   | 0.10%             | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-26

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer