# EDGAR Filing Document

**Accession Number:** 0000880268
**File Stem:** 0001145549-23-018818
**Filing Date:** 2023-3
**Character Count:** 241655
**Document Hash:** 412eb06abbf2d3970e6204e6173937d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018818.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018818

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06441
- **FILM NUMBER:** 23768371

**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

### INTERNATIONAL BOND FUND (Series ID: S000005795)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000015925 | INVESTOR CLASS | BEGBX           |
| C000015926 | A CLASS        | AIBDX           |
| C000015927 | R5 CLASS       | AIDIX           |
| C000055443 | C CLASS        | AIQCX           |
| C000055444 | R CLASS        | AIBRX           |
| C000131611 | R6 CLASS       | AIDDX           |
| C000189708 | I CLASS        | AIBHX           |
| C000189709 | Y CLASS        | AIBYX           |
| C000194399 | G CLASS        | AIBGX           |

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**International Bond Fund**

**January 31, 2023**

------

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares/<br>Principal Amount ($)** | **Value ($)** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 56.7%** | | | |
| **Australia — 3.9%** | | | |
| Australia Government Bond, 2.75%, 4/21/24 | AUD | 19437000 | 13648088 |
| Australia Government Bond, 0.50%, 9/21/26 | AUD | 4000000 | 2564075 |
| Australia Government Bond, 1.50%, 6/21/31 | AUD | 6500000 | 3925054 |
| New South Wales Treasury Corp., 3.00%, 3/20/28 | AUD | 4748000 | 3238185 |
| New South Wales Treasury Corp., 1.50%, 2/20/32 | AUD | 1800000 | 1010828 |
| New South Wales Treasury Corp., 2.00%, 3/8/33 | AUD | 1800000 | 1029223 |
| Treasury Corp. of Victoria, 4.25%, 12/20/32 | AUD | 1300000 | 913036 |
| Treasury Corp. of Victoria, 2.25%, 9/15/33 | AUD | 1900000 | 1094552 |
|  |  |  | 27423041 |
| **Austria — 1.1%** |  |  |  |
| Republic of Austria Government Bond, 0.75%, 10/20/26<sup>(1)</sup> | EUR | 2352000 | 2395019 |
| Republic of Austria Government Bond, 0.90%, 2/20/32<sup>(1)</sup> | EUR | 3000000 | 2762407 |
| Republic of Austria Government Bond, 4.15%, 3/15/37<sup>(1)</sup> | EUR | 2220000 | 2752089 |
|  |  |  | 7909515 |
| **Belgium — 0.6%** |  |  |  |
| Kingdom of Belgium Government Bond, 4.25%, 3/28/41<sup>(1)</sup> | EUR | 576000 | 722901 |
| Kingdom of Belgium Government Bond, 1.60%, 6/22/47<sup>(1)</sup> | EUR | 3979000 | 3212472 |
|  |  |  | 3935373 |
| **Canada — 3.8%** |  |  |  |
| Canadian Government Bond, 0.25%, 4/1/24 | CAD | 4000000 | 2870873 |
| Canadian Government Bond, 0.50%, 12/1/30 | CAD | 16700000 | 10463810 |
| Canadian Government Bond, 2.75%, 12/1/48 | CAD | 1250000 | 896273 |
| Canadian Government Bond, 2.00%, 12/1/51 | CAD | 2200000 | 1337345 |
| Province of Ontario, 2.85%, 6/2/23 | CAD | 549000 | 410305 |
| Province of Quebec Canada, 5.75%, 12/1/36 | CAD | 9494000 | 8529609 |
| Province of Quebec Canada, 5.00%, 12/1/41 | CAD | 800000 | 680208 |
| Province of Quebec Canada, 3.50%, 12/1/48 | CAD | 1751000 | 1211245 |
|  |  |  | 26399668 |
| **Chile — 0.1%** |  |  |  |
| Chile Government International Bond, 4.00%, 1/31/52 |  | 500000 | 407399 |
| **China — 5.6%** |  |  |  |
| China Development Bank, 3.50%, 8/13/26 | CNY | 35260000 | 5325863 |
| China Development Bank, 3.50%, 8/13/26 | CNY | 23000000 | 3474869 |
| China Government Bond, 3.25%, 6/6/26 | CNY | 120400000 | 18231465 |
| China Government Bond, 3.86%, 7/22/49 | CNY | 30900000 | 5005624 |
| China Government Bond, 3.39%, 3/16/50 | CNY | 24800000 | 3721321 |
| China Government Bond, 3.81%, 9/14/50 | CNY | 20000000 | 3228978 |
|  |  |  | 38988120 |
| **Colombia — 0.2%** |  |  |  |
| Colombia Government International Bond, 7.50%, 2/2/34<sup>(2)</sup> |  | 429000 | 424477 |
| Colombian TES, 7.00%, 6/30/32 | COP | 8650000000 | 1328849 |
|  |  |  | 1753326 |
| **Czech Republic — 0.2%** |  |  |  |
| Czech Republic Government Bond, 0.25%, 2/10/27 | CZK | 46200000 | 1756003 |
| **Denmark — 0.1%** |  |  |  |
| Denmark Government Bond, 0.25%, 11/15/52 | DKK | 8000000 | 657437 |
| **Finland — 0.6%** |  |  |  |
| Finland Government Bond, 0.125%, 4/15/36<sup>(1)</sup> | EUR | 2500000 | 1896751 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Finland Government Bond, 1.375%, 4/15/47<sup>(1)</sup> | EUR | 2390000 | 1995328 |
| Finland Government Bond, 0.125%, 4/15/52<sup>(1)</sup> | EUR | 600000 | 324397 |
|  |  |  | 4216476 |
| **France — 4.6%** |  |  |  |
| French Republic Government Bond OAT, 1.75%, 11/25/24 | EUR | 234680 | 250824 |
| French Republic Government Bond OAT, 5.50%, 4/25/29 | EUR | 346000 | 438812 |
| French Republic Government Bond OAT, 0.00%, 11/25/29<sup>(3)</sup> | EUR | 1850000 | 1688661 |
| French Republic Government Bond OAT, 2.50%, 5/25/30 | EUR | 3535000 | 3828874 |
| French Republic Government Bond OAT, 1.50%, 5/25/31 | EUR | 1460000 | 1460792 |
| French Republic Government Bond OAT, 0.00%, 5/25/32<sup>(3)</sup> | EUR | 20750000 | 17572662 |
| French Republic Government Bond OAT, 5.75%, 10/25/32 | EUR | 1060000 | 1450125 |
| French Republic Government Bond OAT, 3.25%, 5/25/45 | EUR | 4688000 | 5281006 |
| French Republic Government Bond OAT, 0.75%, 5/25/52 | EUR | 750000 | 464674 |
|  |  |  | 32436430 |
| **Germany — 3.1%** |  |  |  |
| Bundesobligation, 0.00%, 4/16/27<sup>(3)</sup> | EUR | 13500000 | 13315621 |
| Bundesrepublik Deutschland Bundesanleihe, 0.00%, 2/15/32<sup>(3)</sup> | EUR | 4000000 | 3563000 |
| Bundesrepublik Deutschland Bundesanleihe, 1.70%, 8/15/32 | EUR | 1770000 | 1838040 |
| Bundesrepublik Deutschland Bundesanleihe, 1.00%, 5/15/38 | EUR | 750000 | 676320 |
| Bundesrepublik Deutschland Bundesanleihe, 0.00%, 8/15/50<sup>(3)</sup> | EUR | 4150000 | 2505161 |
|  |  |  | 21898142 |
| **Greece — 0.1%** |  |  |  |
| Hellenic Republic Government Bond, 1.50%, 6/18/30<sup>(1)</sup> | EUR | 1000000 | 915036 |
| **Indonesia — 1.8%** |  |  |  |
| Indonesia Treasury Bond, 6.375%, 4/15/32 | IDR | 80700000000 | 5276023 |
| Indonesia Treasury Bond, 7.00%, 2/15/33 | IDR | 106000000000 | 7207045 |
|  |  |  | 12483068 |
| **Ireland — 1.3%** |  |  |  |
| Ireland Government Bond, 1.10%, 5/15/29 | EUR | 4650000 | 4626779 |
| Ireland Government Bond, 0.00%, 10/18/31<sup>(3)</sup> | EUR | 750000 | 645816 |
| Ireland Government Bond, 0.40%, 5/15/35 | EUR | 4500000 | 3645036 |
| Ireland Government Bond, 1.50%, 5/15/50 | EUR | 60000 | 47342 |
|  |  |  | 8964973 |
| **Italy — 4.9%** |  |  |  |
| Italy Buoni Poliennali Del Tesoro, 1.50%, 6/1/25 | EUR | 8152000 | 8537886 |
| Italy Buoni Poliennali Del Tesoro, 2.00%, 12/1/25 | EUR | 5382000 | 5651707 |
| Italy Buoni Poliennali Del Tesoro, 0.00%, 4/1/26<sup>(3)</sup> | EUR | 5350000 | 5232870 |
| Italy Buoni Poliennali Del Tesoro, 0.25%, 3/15/28 | EUR | 5400000 | 4969439 |
| Italy Buoni Poliennali Del Tesoro, 1.35%, 4/1/30 | EUR | 1450000 | 1335293 |
| Italy Buoni Poliennali Del Tesoro, 2.50%, 12/1/32 | EUR | 2500000 | 2368835 |
| Italy Buoni Poliennali Del Tesoro, 4.75%, 9/1/44<sup>(1)</sup> | EUR | 5194000 | 5970547 |
|  |  |  | 34066577 |
| **Japan — 8.0%** |  |  |  |
| Japan Government Thirty Year Bond, 2.40%, 3/20/37 | JPY | 1377400000 | 12485430 |
| Japan Government Thirty Year Bond, 2.00%, 9/20/41 | JPY | 2137950000 | 18259978 |
| Japan Government Thirty Year Bond, 1.40%, 12/20/45 | JPY | 96350000 | 728423 |
| Japan Government Thirty Year Bond, 0.70%, 9/20/51 | JPY | 1435000000 | 8863572 |
| Japan Government Thirty Year Bond, 0.70%, 12/20/51 | JPY | 690000000 | 4246201 |
| Japan Government Thirty Year Bond, 1.00%, 3/20/52 | JPY | 521000000 | 3480319 |
| Japan Government Thirty Year Bond, 1.30%, 6/20/52 | JPY | 120000000 | 863387 |
| Japan Government Twenty Year Bond, 0.60%, 9/20/37 | JPY | 215000000 | 1545974 |
| Japan Government Twenty Year Bond, 0.30%, 12/20/39 | JPY | 427200000 | 2813120 |
| Japan Government Twenty Year Bond, 0.50%, 12/20/41 | JPY | 316000000 | 2093201 |
| Japan Government Twenty Year Bond, 1.10%, 9/20/42 | JPY | 110000000 | 806965 |
|  |  |  | 56186570 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Malaysia — 0.3%** | | | |
| Malaysia Government Bond, 4.70%, 10/15/42 | MYR | 9700000 | 2428645 |
| **Mexico — 1.6%** |  |  |  |
| Mexican Bonos, 7.75%, 5/29/31 | MXN | 206100000 | 10355620 |
| Mexico Government International Bond, 6.35%, 2/9/35 |  | 571000 | 607428 |
|  |  |  | 10963048 |
| **Netherlands — 1.6%** |  |  |  |
| Netherlands Government Bond, 0.50%, 7/15/26<sup>(1)</sup> | EUR | 7639000 | 7762053 |
| Netherlands Government Bond, 0.00%, 7/15/31<sup>(1)(3)</sup> | EUR | 1700000 | 1498682 |
| Netherlands Government Bond, 2.75%, 1/15/47<sup>(1)</sup> | EUR | 913000 | 1049106 |
| Netherlands Government Bond, 0.00%, 1/15/52<sup>(1)(3)</sup> | EUR | 1000000 | 561172 |
|  |  |  | 10871013 |
| **New Zealand — 2.1%** |  |  |  |
| New Zealand Government Bond, 0.50%, 5/15/24 | NZD | 22562000 | 13810151 |
| New Zealand Government Bond, 1.50%, 5/15/31 | NZD | 2180000 | 1156168 |
|  |  |  | 14966319 |
| **Norway — 0.1%** |  |  |  |
| Norway Government Bond, 1.75%, 9/6/29<sup>(1)</sup> | NOK | 8270000 | 772887 |
| **Peru — 0.1%** |  |  |  |
| Peru Government Bond, 6.15%, 8/12/32 | PEN | 4500000 | 1024663 |
| **Poland — 0.5%** |  |  |  |
| Republic of Poland Government Bond, 4.00%, 10/25/23 | PLN | 12035000 | 2744153 |
| Republic of Poland Government Bond, 1.75%, 4/25/32 | PLN | 5400000 | 882111 |
|  |  |  | 3626264 |
| **Portugal — 0.2%** |  |  |  |
| Portugal Obrigacoes do Tesouro OT, 4.10%, 2/15/45<sup>(1)</sup> | EUR | 950000 | 1120087 |
| **Saudi Arabia — 0.2%** |  |  |  |
| Saudi Government International Bond, 4.75%, 1/18/28<sup>(1)</sup> |  | 1338000 | 1357133 |
| **Singapore — 0.4%** |  |  |  |
| Singapore Government Bond, 2.875%, 7/1/29 | SGD | 3760000 | 2843325 |
| **South Africa — 0.8%** |  |  |  |
| Republic of South Africa Government Bond, 8.50%, 1/31/37 | ZAR | 116000000 | 5419378 |
| **Spain — 3.1%** |  |  |  |
| Spain Government Bond, 4.40%, 10/31/23<sup>(1)</sup> | EUR | 2275000 | 2501339 |
| Spain Government Bond, 1.60%, 4/30/25<sup>(1)</sup> | EUR | 4823000 | 5109368 |
| Spain Government Bond, 0.00%, 1/31/28<sup>(3)</sup> | EUR | 2000000 | 1881707 |
| Spain Government Bond, 5.15%, 10/31/28<sup>(1)</sup> | EUR | 3933000 | 4769651 |
| Spain Government Bond, 0.10%, 4/30/31<sup>(1)</sup> | EUR | 3750000 | 3203339 |
| Spain Government Bond, 1.85%, 7/30/35<sup>(1)</sup> | EUR | 800000 | 731803 |
| Spain Government Bond, 5.15%, 10/31/44<sup>(1)</sup> | EUR | 380000 | 511615 |
| Spain Government Bond, 2.70%, 10/31/48<sup>(1)</sup> | EUR | 3210000 | 2974522 |
|  |  |  | 21683344 |
| **Sweden — 0.2%** |  |  |  |
| Sweden Government Bond, 3.50%, 3/30/39<sup>(1)</sup> | SEK | 9400000 | 1089126 |
| **Switzerland — 0.7%** |  |  |  |
| Swiss Confederation Government Bond, 0.50%, 5/27/30 | CHF | 1233000 | 1285551 |
| Swiss Confederation Government Bond, 2.50%, 3/8/36 | CHF | 2995000 | 3734242 |
|  |  |  | 5019793 |
| **Thailand — 0.4%** |  |  |  |
| Thailand Government Bond, 1.59%, 12/17/35 | THB | 103000000 | 2731965 |
| **United Kingdom — 4.4%** |  |  |  |
| United Kingdom Gilt, 0.125%, 1/30/26 | GBP | 5000000 | 5644058 |
| United Kingdom Gilt, 4.75%, 12/7/30 | GBP | 2520000 | 3424113 |
| United Kingdom Gilt, 0.25%, 7/31/31 | GBP | 3900000 | 3730341 |
| United Kingdom Gilt, 1.00%, 1/31/32 | GBP | 3500000 | 3521364 |

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| | | | |
|:---|:---|:---|:---|
| United Kingdom Gilt, 1.75%, 9/7/37 | GBP | 2200000 | 2129723 |
| United Kingdom Gilt, 4.50%, 12/7/42 | GBP | 4128000 | 5627136 |
| United Kingdom Gilt, 4.25%, 12/7/49 | GBP | 2016000 | 2681873 |
| United Kingdom Gilt, 4.25%, 12/7/55 | GBP | 2990000 | 4070518 |
|  |  |  | 30829126 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $452,205,533) |  |  | **397143270** |
| **CORPORATE BONDS — 16.5%** |  |  |  |
| **Belgium — 0.1%** |  |  |  |
| Anheuser-Busch InBev SA, 1.65%, 3/28/31 | EUR | 1000000 | 957792 |
| **Bermuda**<sup>†</sup> |  |  |  |
| Aircastle Ltd., 5.25%, 8/11/25<sup>(1)</sup> |  | $163000 | 159396 |
| **Canada — 0.3%** |  |  |  |
| Cenovus Energy, Inc., 2.65%, 1/15/32 |  | 180000 | 150006 |
| Royal Bank of Canada, 0.625%, 9/10/25 | EUR | 1500000 | 1524779 |
| Toronto-Dominion Bank, 4.46%, 6/8/32 |  | $234000 | 229784 |
| Waste Connections, Inc., 3.20%, 6/1/32 |  | 105000 | 94256 |
|  |  |  | 1998825 |
| **Colombia — 0.2%** |  |  |  |
| Ecopetrol SA, 8.875%, 1/13/33 |  | 1350000 | 1386673 |
| **France — 2.5%** |  |  |  |
| Arkea Home Loans SFH SA, 0.01%, 10/4/30 | EUR | 1500000 | 1293252 |
| Banque Federative du Credit Mutuel SA, 0.25%, 7/19/28 | EUR | 900000 | 804034 |
| BNP Paribas SA, VRN, 2.00%, 5/24/31 | GBP | 1400000 | 1513677 |
| BPCE SA, 1.375%, 3/23/26 | EUR | 1500000 | 1520048 |
| BPCE SFH SA, 0.125%, 12/3/30 | EUR | 3000000 | 2594438 |
| Cie de Financement Foncier SA, 1.20%, 4/29/31 | EUR | 1500000 | 1410315 |
| Credit Agricole Assurances SA, VRN, 2.625%, 1/29/48 | EUR | 1000000 | 975224 |
| Credit Agricole Public Sector SCF SA, 0.125%, 12/8/32 | EUR | 4000000 | 3376476 |
| Credit Mutuel Arkea SA, 1.125%, 5/23/29 | EUR | 400000 | 370624 |
| La Banque Postale SA, VRN, 0.75%, 8/2/32 | EUR | 1700000 | 1522592 |
| Orange SA, 5.25%, 12/5/25 | GBP | 150000 | 190300 |
| Societe Generale SA, 1.25%, 12/7/27 | GBP | 1700000 | 1755905 |
| Societe Generale SFH SA, 0.75%, 1/29/27 | EUR | 300000 | 297979 |
|  |  |  | 17624864 |
| **Germany — 1.7%** |  |  |  |
| Bayer AG, VRN, 2.375%, 11/12/79 | EUR | 1100000 | 1118074 |
| Bayer AG, VRN, 4.50%, 3/25/82 | EUR | 400000 | 411487 |
| Commerzbank AG, 1.75%, 1/22/25 | GBP | 500000 | 572495 |
| Commerzbank AG, VRN, 4.00%, 12/5/30 | EUR | 1100000 | 1153705 |
| Deutsche Bank AG, 2.625%, 12/16/24 | GBP | 1500000 | 1752765 |
| Deutsche Bank AG, VRN, 4.30%, 5/24/28 |  | $512000 | 500553 |
| Deutsche Telekom AG, 1.375%, 7/5/34 | EUR | 700000 | 610696 |
| Kreditanstalt fuer Wiederaufbau, 0.01%, 5/5/27 | EUR | 5800000 | 5616186 |
|  |  |  | 11735961 |
| **Ireland — 0.4%** |  |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.65%, 10/29/24 |  | $178000 | 166586 |
| Bank of Ireland Group PLC, VRN, 2.375%, 10/14/29 | EUR | 800000 | 824515 |
| Glencore Capital Finance DAC, 1.125%, 3/10/28 | EUR | 2000000 | 1862326 |
|  |  |  | 2853427 |
| **Italy — 0.6%** |  |  |  |
| Intesa Sanpaolo SpA, 4.75%, 9/6/27 | EUR | 1300000 | 1438165 |
| Telecom Italia SpA, 4.00%, 4/11/24 | EUR | 1000000 | 1069785 |
| UniCredit SpA, VRN, 5.86%, 6/19/32<sup>(1)</sup> |  | $1440000 | 1339631 |
|  |  |  | 3847581 |

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| | | | |
|:---|:---|:---|:---|
| **Luxembourg — 0.8%** | | | |
| European Financial Stability Facility, 0.40%, 5/31/26 | EUR | 3370000 | 3392090 |
| European Financial Stability Facility, 2.35%, 7/29/44 | EUR | 1531000 | 1495036 |
| Telecom Italia Capital SA, 6.375%, 11/15/33 |  | $1155000 | 983327 |
|  |  |  | 5870453 |
| **Mexico**<sup>†</sup> |  |  |  |
| Petroleos Mexicanos, 10.00%, 2/7/33<sup>(1)(2)</sup> |  | 773000 | 3479 |
| **Multinational — 0.2%** |  |  |  |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> |  | 999769 | 981233 |
| **Netherlands — 0.4%** |  |  |  |
| Deutsche Telekom International Finance BV, 1.25%, 10/6/23 | GBP | 1150000 | 1393984 |
| ING Groep NV, 2.125%, 1/10/26 | EUR | 1500000 | 1573213 |
|  |  |  | 2967197 |
| **Norway — 0.3%** |  |  |  |
| Equinor ASA, 0.875%, 2/17/23 | EUR | 1950000 | 2118567 |
| **Portugal — 0.4%** |  |  |  |
| Caixa Geral de Depositos SA, VRN, 0.375%, 9/21/27 | EUR | 1000000 | 935702 |
| EDP - Energias de Portugal SA, VRN, 1.70%, 7/20/80 | EUR | 1500000 | 1486038 |
|  |  |  | 2421740 |
| **Spain — 0.3%** |  |  |  |
| Abanca Corp. Bancaria SA, 0.75%, 5/28/29 | EUR | 300000 | 280272 |
| CaixaBank SA, VRN, 2.75%, 7/14/28 | EUR | 500000 | 538478 |
| CaixaBank SA, VRN, 2.25%, 4/17/30 | EUR | 1400000 | 1419284 |
|  |  |  | 2238034 |
| **Supranational — 1.4%** |  |  |  |
| European Financial Stability Facility, 2.75%, 12/3/29 | EUR | 2000000 | 2172433 |
| European Union, 0.00%, 7/4/31<sup>(3)</sup> | EUR | 8900000 | 7629771 |
|  |  |  | 9802204 |
| **Sweden — 0.1%** |  |  |  |
| Skandinaviska Enskilda Banken AB, 3.70%, 6/9/25<sup>(1)</sup> |  | $760000 | 740180 |
| **Switzerland — 0.3%** |  |  |  |
| UBS Group AG, VRN, 3.125%, 6/15/30 | EUR | 1800000 | 1863260 |
| **United Kingdom — 2.2%** |  |  |  |
| Barclays PLC, 3.25%, 2/12/27 | GBP | 400000 | 458145 |
| Barclays PLC, VRN, 2.00%, 2/7/28 | EUR | 1000000 | 1086964 |
| Barclays PLC, VRN, 1.125%, 3/22/31 | EUR | 1000000 | 956288 |
| Coventry Building Society, 0.125%, 6/20/26 | EUR | 1200000 | 1173945 |
| HSBC Holdings PLC, VRN, 4.76%, 6/9/28 |  | $443000 | 436495 |
| International Game Technology PLC, 5.25%, 1/15/29<sup>(1)</sup> |  | 780000 | 749545 |
| Lloyds Banking Group PLC, VRN, 1.875%, 1/15/26 | GBP | 770000 | 889506 |
| Lloyds Banking Group PLC, VRN, 1.99%, 12/15/31 | GBP | 1000000 | 1074241 |
| Marks & Spencer PLC, 4.50%, 7/10/27 | GBP | 600000 | 679811 |
| Nationwide Building Society, VRN, 2.00%, 7/25/29 | EUR | 700000 | 727762 |
| NatWest Group PLC, VRN, 1.75%, 3/2/26 | EUR | 200000 | 206944 |
| NatWest Group PLC, VRN, 2.11%, 11/28/31 | GBP | 900000 | 955619 |
| Santander UK PLC, 1.125%, 3/12/27 | EUR | 2000000 | 2000603 |
| Tesco PLC, 5.00%, 3/24/23 | GBP | 1150000 | 1417610 |
| Vodafone Group PLC, VRN, 4.20%, 10/3/78 | EUR | 800000 | 808744 |
| Vodafone Group PLC, VRN, 2.625%, 8/27/80 | EUR | 1000000 | 987459 |
| Wm Morrison Supermarkets Ltd., 3.50%, 7/27/26 | GBP | 700000 | 768065 |
|  |  |  | 15377746 |
| **United States — 4.3%** |  |  |  |
| Albemarle Corp., 4.65%, 6/1/27 |  | $260000 | 258253 |
| Ashtead Capital, Inc., 5.50%, 8/11/32<sup>(1)</sup> |  | 778000 | 781261 |
| Ashtead Capital, Inc., 5.55%, 5/30/33<sup>(1)</sup> |  | 200000 | 200890 |

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| | | | |
|:---|:---|:---|:---|
| AT&T, Inc., 4.50%, 5/15/35 |  | 283000 | 269278 |
| AT&T, Inc., 1.80%, 9/14/39 | EUR | 700000 | 549754 |
| Bank of America Corp., 2.30%, 7/25/25 | GBP | 400000 | 470128 |
| Bristol-Myers Squibb Co., 2.55%, 11/13/50 |  | $390000 | 266162 |
| Builders FirstSource, Inc., 5.00%, 3/1/30<sup>(1)</sup> |  | 553000 | 516413 |
| Centene Corp., 4.625%, 12/15/29 |  | 320000 | 304413 |
| Centene Corp., 3.375%, 2/15/30 |  | 884000 | 778503 |
| CF Industries, Inc., 5.15%, 3/15/34 |  | 108000 | 106937 |
| Chart Industries, Inc., 7.50%, 1/1/30<sup>(1)</sup> |  | 775000 | 793406 |
| Citigroup, Inc., VRN, 3.67%, 7/24/28 |  | 1045000 | 990499 |
| Comcast Corp., 3.75%, 4/1/40 |  | 80000 | 70765 |
| CSX Corp., 4.25%, 3/15/29 |  | 290000 | 287646 |
| DAE Funding LLC, 1.55%, 8/1/24<sup>(1)</sup> |  | 228000 | 215379 |
| DISH DBS Corp., 5.25%, 12/1/26<sup>(1)</sup> |  | 330000 | 285038 |
| Dominion Energy, Inc., 4.85%, 8/15/52 |  | 300000 | 282578 |
| Duke Energy Corp., 5.00%, 8/15/52 |  | 260000 | 248935 |
| Ford Motor Credit Co. LLC, 7.35%, 3/6/30 |  | 445000 | 467642 |
| General Motors Financial Co., Inc., 1.55%, 7/30/27 | GBP | 1000000 | 1059417 |
| General Motors Financial Co., Inc., 2.40%, 10/15/28 |  | $225000 | 192921 |
| Glencore Funding LLC, 2.625%, 9/23/31<sup>(1)</sup> |  | 300000 | 250678 |
| Goldman Sachs Group, Inc., 4.25%, 1/29/26 | GBP | 900000 | 1097490 |
| Gray Escrow II, Inc., 5.375%, 11/15/31<sup>(1)</sup> |  | $1147000 | 883534 |
| JPMorgan Chase & Co., VRN, 2.95%, 2/24/28 |  | 32000 | 29711 |
| JPMorgan Chase & Co., VRN, 2.07%, 6/1/29 |  | 85000 | 73708 |
| KB Home, 4.80%, 11/15/29 |  | 867000 | 779000 |
| Kraft Heinz Foods Co., 5.00%, 6/4/42 |  | 219000 | 211115 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.75%, 6/15/29<sup>(1)</sup> |  | 588000 | 489295 |
| Level 3 Financing, Inc., 4.625%, 9/15/27<sup>(1)</sup> |  | 679000 | 576395 |
| Lowe's Cos., Inc., 3.35%, 4/1/27 |  | 908000 | 870014 |
| Mondelez International, Inc., 1.375%, 3/17/41 | EUR | 1000000 | 751538 |
| MPLX LP, 2.65%, 8/15/30 |  | $260000 | 221940 |
| Netflix, Inc., 5.875%, 11/15/28 |  | 381000 | 396213 |
| NextEra Energy Capital Holdings, Inc., 5.00%, 7/15/32 |  | 480000 | 488521 |
| Norfolk Southern Corp., 4.55%, 6/1/53 |  | 280000 | 261638 |
| Oracle Corp., 3.60%, 4/1/40 |  | 155000 | 122978 |
| O'Reilly Automotive, Inc., 4.70%, 6/15/32 |  | 360000 | 359643 |
| Owl Rock Capital Corp., 3.40%, 7/15/26 |  | 107000 | 96673 |
| Paramount Global, 4.375%, 3/15/43 |  | 40000 | 29569 |
| Parker-Hannifin Corp., 4.25%, 9/15/27 |  | 1010000 | 999070 |
| Penn Entertainment, Inc., 4.125%, 7/1/29<sup>(1)</sup> |  | 408000 | 337134 |
| Public Service Electric & Gas Co., 3.10%, 3/15/32 |  | 188000 | 170369 |
| Regal Rexnord Corp., 6.40%, 4/15/33<sup>(1)</sup> |  | 667000 | 684576 |
| SBL Holdings, Inc., VRN, 6.50%<sup>(1)(4)</sup> |  | 789000 | 606583 |
| Scientific Games International, Inc., 7.25%, 11/15/29<sup>(1)</sup> |  | 900000 | 903510 |
| Southern Co. Gas Capital Corp., 1.75%, 1/15/31 |  | 300000 | 241540 |
| Sprint LLC, 7.625%, 2/15/25 |  | 1200000 | 1247161 |
| Sysco Corp., 5.95%, 4/1/30 |  | 384000 | 412530 |
| Tempur Sealy International, Inc., 3.875%, 10/15/31<sup>(1)</sup> |  | 753000 | 621349 |
| Time Warner Cable LLC, 4.50%, 9/15/42 |  | 285000 | 227118 |
| T-Mobile USA, Inc., 4.75%, 2/1/28 |  | 595000 | 590059 |
| T-Mobile USA, Inc., 3.375%, 4/15/29 |  | 120000 | 109543 |
| T-Mobile USA, Inc., 3.50%, 4/15/31 |  | 343000 | 307371 |
| Truist Financial Corp., VRN, 4.12%, 6/6/28 |  | 320000 | 313172 |
| Union Electric Co., 3.90%, 4/1/52 |  | 144000 | 124371 |
| United Airlines Pass Through Trust, Series 2020-1, Class B, 4.875%, 7/15/27 |  | 296635 | 289357 |

---

------

---

| | | |
|:---|:---|:---|
| United Natural Foods, Inc., 6.75%, 10/15/28<sup>(1)</sup> | 795000 | 768209 |
| Venture Global Calcasieu Pass LLC, 3.875%, 11/1/33<sup>(1)</sup> | 623000 | 530017 |
| Verizon Communications, Inc., 4.33%, 9/21/28 | 220000 | 217134 |
| Viatris, Inc., 4.00%, 6/22/50 | 167000 | 115935 |
| Warnermedia Holdings, Inc., 3.79%, 3/15/25<sup>(1)</sup> | 1060000 | 1024439 |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27<sup>(1)</sup> | 163000 | 152852 |
| WEC Energy Group, Inc., 1.375%, 10/15/27 | 1000000 | 872808 |
| Wells Fargo & Co., VRN, 3.07%, 4/30/41 | 535000 | 417616 |
| Westinghouse Air Brake Technologies Corp., 4.95%, 9/15/28 | 580000 | 576637 |
|  |  | 30246331 |
| **TOTAL CORPORATE BONDS**<br>(Cost $127,073,663) |  | **115194943** |
| **U.S. TREASURY SECURITIES — 6.6%** |  |  |
| U.S. Treasury Bonds, 3.375%, 8/15/42 | 1000000 | 945703 |
| U.S. Treasury Notes, 1.50%, 2/29/24 | 2100000 | 2029231 |
| U.S. Treasury Notes, 3.25%, 8/31/24 | 7930000 | 7788282 |
| U.S. Treasury Notes, 4.25%, 9/30/24 | 1455000 | 1451874 |
| U.S. Treasury Notes, 3.125%, 8/15/25 | 500000 | 489688 |
| U.S. Treasury Notes, 1.875%, 2/28/27 | 600000 | 558738 |
| U.S. Treasury Notes, 1.875%, 2/28/29 | 8000000 | 7254688 |
| U.S. Treasury Notes, 2.625%, 7/31/29 | 6860000 | 6483504 |
| U.S. Treasury Notes, 2.75%, 8/15/32 | 20614000 | 19398096 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $47,337,674) |  | **46399804** |
| **PREFERRED STOCKS — 5.0%** |  |  |
| **Bermuda — 0.1%** |  |  |
| Aircastle Ltd., 5.25%<sup>(1)</sup> | 1130000 | 932250 |
| **France — 2.0%** |  |  |
| Accor SA, 2.625% | 1300000 | 1270199 |
| AXA SA, 3.875% | 500000 | 531983 |
| AXA SA, 6.69% | 1270000 | 1594574 |
| BNP Paribas Cardif SA, 4.03% | 1400000 | 1483625 |
| CNP Assurances, 4.75% | 1500000 | 1542626 |
| Credit Agricole Assurances SA, 4.25% | 1900000 | 2038360 |
| Electricite de France SA, 3.375% | 1600000 | 1382855 |
| La Banque Postale SA, 3.875% | 800000 | 766915 |
| Orange SA, 2.375% | 500000 | 519794 |
| TotalEnergies SE, 2.625% | 2900000 | 3004065 |
|  |  | 14134996 |
| **Germany — 0.4%** |  |  |
| Allianz SE, 2.625% | 1200000 | 986761 |
| Allianz SE, 3.20%<sup>(1)</sup> | 805000 | 650118 |
| Commerzbank AG, 4.25% | 400000 | 349285 |
| Deutsche Bank AG, 4.625% | 600000 | 525501 |
|  |  | 2511665 |
| **Italy — 1.1%** |  |  |
| Assicurazioni Generali SpA, 4.60% | 1200000 | 1281641 |
| Enel SpA, 2.25% | 1000000 | 947593 |
| Eni SpA, 3.375% | 2700000 | 2522675 |
| Intesa Sanpaolo SpA, 3.75% | 900000 | 878178 |
| Intesa Sanpaolo Vita SpA, 4.75% | 1000000 | 1069030 |
| UniCredit SpA, 3.875% | 1000000 | 860887 |
|  |  | 7560004 |
| **Netherlands — 1.1%** |  |  |
| Cooperatieve Rabobank UA, 3.10% | 600000 | 531173 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Naturgy Finance BV, 2.37% |  | 1700000 | 1633457 |
| Telefonica Europe BV, 2.38% |  | 1600000 | 1389451 |
| Telefonica Europe BV, 2.875% |  | 1200000 | 1138993 |
| Volkswagen International Finance NV, 3.875% |  | 3500000 | 3334192 |
|  |  |  | 8027266 |
| **United Kingdom — 0.3%** |  |  |  |
| Lloyds Banking Group PLC, 8.50% |  | 800000 | 1015868 |
| SSE PLC, 3.125% |  | 1000000 | 1012495 |
|  |  |  | 2028363 |
| **TOTAL PREFERRED STOCKS**<br>(Cost $40,632,865) |  |  | **35194544** |
| **COLLATERALIZED LOAN OBLIGATIONS — 2.4%** |  |  |  |
| ACRES Commercial Realty Ltd., Series 2021-FL1, Class A, VRN, 5.67%, (1-month LIBOR plus 1.20%), 6/15/36<sup>(1)</sup> |  | 2706500 | 2658812 |
| AIMCO CLO Ltd., Series 2019-10A, Class CR, VRN, 6.72%, (3-month LIBOR plus 1.90%), 7/22/32<sup>(1)</sup> |  | 1100000 | 1054426 |
| Allegro CLO V Ltd., Series 2017-1A, Class BR, VRN, 6.24%, (3-month LIBOR plus 1.45%), 10/16/30<sup>(1)</sup> |  | 750000 | 721515 |
| Carlyle Global Market Strategies CLO Ltd., Series 2019-2A, Class A2R, VRN, 6.44%, (3-month LIBOR plus 1.65%), 7/15/32<sup>(1)</sup> |  | 850000 | 824909 |
| CBAM Ltd., Series 2018-7A, Class B1, VRN, 6.41%, (3-month LIBOR plus 1.60%), 7/20/31<sup>(1)</sup> |  | 2300000 | 2228961 |
| Dryden 65 CLO Ltd., Series 2018-65A, Class C, VRN, 6.89%, (3-month LIBOR plus 2.10%), 7/18/30<sup>(1)</sup> |  | 2200000 | 2120922 |
| Magnetite VIII Ltd., Series 2014-8A, Class BR2, VRN, 6.29%, (3-month LIBOR plus 1.50%), 4/15/31<sup>(1)</sup> |  | 2050000 | 2019603 |
| Marathon CLO Ltd., Series 2021-17A, Class B1, VRN, 7.49%, (3-month LIBOR plus 2.68%), 1/20/35<sup>(1)</sup> |  | 1800000 | 1695258 |
| MF1 Ltd., Series 2020-FL4, Class A, VRN, 6.30%, (1-month SOFR plus 1.81%), 11/15/35<sup>(1)</sup> |  | 1871140 | 1856568 |
| Symphony CLO XXII Ltd., Series 2020-22A, Class B, VRN, 6.49%, (3-month LIBOR plus 1.70%), 4/18/33<sup>(1)</sup> |  | 1650000 | 1621661 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $16,924,049) |  |  | **16802635** |
| **ASSET-BACKED SECURITIES — 2.3%** |  |  |  |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2, SEQ, 1.94%, 8/15/46<sup>(1)</sup> |  | 1050000 | 933610 |
| Blackbird Capital Aircraft, Series 2021-1A, Class A, SEQ, 2.44%, 7/15/46<sup>(1)</sup> |  | 1516462 | 1289132 |
| Cologix Canadian Issuer LP, Series 2022-1CAN, Class A2, SEQ, 4.94%, 1/25/52<sup>(1)</sup> | CAD | 3450000 | 2412913 |
| FirstKey Homes Trust, Series 2020-SFR2, Class E, 2.67%, 10/19/37<sup>(1)</sup> |  | $2000000 | 1817443 |
| FirstKey Homes Trust, Series 2022-SFR3, Class B, 4.50%, 7/17/26<sup>(1)</sup> |  | 1400000 | 1343320 |
| Goodgreen Trust, Series 2018-1A, Class A, VRN, 3.93%, 10/15/53<sup>(1)</sup> |  | 688526 | 646384 |
| Goodgreen Trust, Series 2020-1A, Class A, SEQ, 2.63%, 4/15/55<sup>(1)</sup> |  | 1311416 | 1110169 |
| Goodgreen Trust, Series 2021-1A, Class A, SEQ, 2.66%, 10/15/56<sup>(1)</sup> |  | 872365 | 726595 |
| Navigator Aircraft ABS Ltd., Series 2021-1, Class A, SEQ, 2.77%, 11/15/46<sup>(1)</sup> |  | 3218750 | 2741622 |
| Progress Residential Trust, Series 2020-SFR2, Class C, 3.08%, 6/17/37<sup>(1)</sup> |  | 750000 | 697031 |
| Sierra Timeshare Receivables Funding LLC, Series 2019-3A, Class D, 4.18%, 8/20/36<sup>(1)</sup> |  | 466099 | 443689 |
| Sierra Timeshare Receivables Funding LLC, Series 2021-8, Class D, 3.17%, 11/20/37<sup>(1)</sup> |  | 364955 | 334312 |
| Vantage Data Centers LLC, Series 2019-1A, Class A2, SEQ, 3.19%, 7/15/44<sup>(1)</sup> |  | 1969334 | 1887745 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $17,447,033) |  |  | **16383965** |
| **U.S. GOVERNMENT AGENCY SECURITIES — 0.2%** |  |  |  |
| FHLMC, 6.25%, 7/15/32<br>(Cost $1,174,309) |  | 890000 | **1065926** |
| **SHORT-TERM INVESTMENTS — 8.4%** |  |  |  |
| **Money Market Funds**<sup>†</sup> |  |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class |  | 31258 | 31258 |
| **Repurchase Agreements — 3.5%** |  |  |  |
| BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 2.875%, 10/31/23 - 11/30/23, valued at $6,070,472), in a joint trading account at 4.22%, dated 1/31/23, due 2/1/23 (Delivery value $5,951,051) |  |  | 5950353 |
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 3.875%, 1/15/2026, valued at $19,159,778), at 4.28%, dated 1/31/23, due 2/1/23 (Delivery value $18,786,233) |  |  | 18784000 |
|  |  |  | 24734353 |
| **Treasury Bills**<sup>(5)</sup> **— 4.9%** |  |  |  |
| U.S. Treasury Bills, 3.11%, 2/16/23 |  | 7588000 | 7574429 |

---

------

---

| | | |
|:---|:---|:---|
| U.S. Treasury Bills, 1.93%, 4/20/23<sup>(6)</sup> | 27000000 | 26734959 |
|  |  | 34309388 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $59,234,093) |  | **59074999** |
| **TOTAL INVESTMENT SECURITIES—98.1%**<br>(Cost $762,029,219) |  | **687260086** |
| **OTHER ASSETS AND LIABILITIES — 1.9%** |  | **13500108** |
| **TOTAL NET ASSETS — 100.0%** |  | $**700760194** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized Appreciation<br>(Depreciation)** |
| AUD | 5306412 | USD | 3568668 | Bank of America N.A. | 3/15/23 | $182918 |
| USD | 6929999 | AUD | 10265144 | Bank of America N.A. | 3/15/23 | (327367) |
| USD | 3317417 | AUD | 4894822 | Bank of America N.A. | 3/15/23 | (143179) |
| USD | 1933503 | AUD | 2795261 | Bank of America N.A. | 3/15/23 | (42721) |
| BRL | 36395670 | USD | 7114783 | Goldman Sachs & Co. | 3/15/23 | 1030 |
| CAD | 17612021 | USD | 12954140 | Morgan Stanley | 3/15/23 | 286483 |
| CAD | 844958 | USD | 623724 | Morgan Stanley | 3/15/23 | 11511 |
| USD | 669674 | CAD | 907645 | Morgan Stanley | 3/15/23 | (12689) |
| USD | 6892161 | CAD | 9342462 | Morgan Stanley | 3/15/23 | (131452) |
| CHF | 1039562 | USD | 1119911 | Morgan Stanley | 3/15/23 | 20649 |
| CHF | 3167429 | USD | 3486150 | Morgan Stanley | 3/15/23 | (10990) |
| USD | 3369199 | CHF | 3107362 | Morgan Stanley | 3/15/23 | (40058) |
| CLP | 561785702 | USD | 626993 | Bank of America N.A. | 3/15/23 | 74219 |
| CNY | 466331455 | USD | 67535330 | Morgan Stanley | 3/15/23 | 1706445 |
| CNY | 5857308 | USD | 845893 | Morgan Stanley | 3/15/23 | 23811 |
| CNY | 13593127 | USD | 1994589 | Morgan Stanley | 3/15/23 | 23744 |
| COP | 4587353477 | USD | 932199 | Morgan Stanley | 3/15/23 | 42294 |
| USD | 1248172 | COP | 6115670512 | Morgan Stanley | 3/15/23 | (50982) |
| DKK | 13093039 | USD | 1865239 | UBS AG | 3/15/23 | 53753 |
| EUR | 1629683 | USD | 1760407 | Bank of America N.A. | 2/3/23 | 11431 |
| EUR | 1590469 | USD | 1681571 | Goldman Sachs & Co. | 2/3/23 | 47633 |
| EUR | 3218496 | USD | 3419610 | Goldman Sachs & Co. | 2/3/23 | 79632 |
| EUR | 1607354 | USD | 1713846 | Goldman Sachs & Co. | 2/3/23 | 33716 |
| EUR | 3235727 | USD | 3478824 | Goldman Sachs & Co. | 2/3/23 | 39152 |
| EUR | 1622783 | USD | 1760147 | Goldman Sachs & Co. | 2/3/23 | 4190 |
| EUR | 1637122 | USD | 1778666 | Goldman Sachs & Co. | 2/3/23 | 1261 |
| EUR | 3224006 | USD | 3505428 | Goldman Sachs & Co. | 2/3/23 | (195) |
| EUR | 28767757 | USD | 30434273 | Goldman Sachs & Co. | 3/15/23 | 922867 |
| EUR | 1382315 | USD | 1464026 | Goldman Sachs & Co. | 3/15/23 | 42711 |
| EUR | 819441 | USD | 877653 | Goldman Sachs & Co. | 3/15/23 | 15546 |
| EUR | 592033 | USD | 627916 | Goldman Sachs & Co. | 3/15/23 | 17406 |
| EUR | 409780 | USD | 441490 | Goldman Sachs & Co. | 3/15/23 | 5174 |
| EUR | 182855 | USD | 198485 | Goldman Sachs & Co. | 3/15/23 | 829 |
| EUR | 143127 | USD | 155888 | Goldman Sachs & Co. | 3/15/23 | 122 |
| USD | 1532572 | EUR | 1447568 | Goldman Sachs & Co. | 2/3/23 | (41266) |
| USD | 5192546 | EUR | 4821919 | Goldman Sachs & Co. | 2/3/23 | (49984) |
| USD | 1774746 | EUR | 1637514 | Goldman Sachs & Co. | 2/3/23 | (5607) |
| USD | 5295360 | EUR | 4869897 | Goldman Sachs & Co. | 2/3/23 | 667 |
| USD | 1761347 | EUR | 1617627 | Goldman Sachs & Co. | 2/3/23 | 2616 |
| USD | 512444 | EUR | 484384 | Goldman Sachs & Co. | 3/15/23 | (15539) |
| USD | 514040 | EUR | 484864 | Goldman Sachs & Co. | 3/15/23 | (14466) |
| USD | 379871 | EUR | 357694 | Goldman Sachs & Co. | 3/15/23 | (10019) |
| USD | 1041864 | EUR | 975965 | Goldman Sachs & Co. | 3/15/23 | (21947) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| USD | 410000 | EUR | 381935 | Goldman Sachs & Co. | 3/15/23 | (6313) |
| USD | 158335 | EUR | 146731 | Goldman Sachs & Co. | 3/15/23 | (1603) |
| USD | 234092 | EUR | 216503 | Goldman Sachs & Co. | 3/15/23 | (1899) |
| USD | 209234 | EUR | 193009 | Goldman Sachs & Co. | 3/15/23 | (1148) |
| USD | 1317216 | EUR | 1207754 | Goldman Sachs & Co. | 3/15/23 | 753 |
| USD | 2079176 | EUR | 1906799 | Goldman Sachs & Co. | 3/15/23 | 746 |
| USD | 730677 | EUR | 672197 | Goldman Sachs & Co. | 3/15/23 | (2024) |
| USD | 2789816 | EUR | 2561968 | Goldman Sachs & Co. | 3/15/23 | (2754) |
| GBP | 5504350 | USD | 6646227 | Bank of America N.A. | 3/15/23 | 145972 |
| GBP | 189347 | USD | 232922 | Bank of America N.A. | 3/15/23 | 726 |
| USD | 4708162 | GBP | 3847418 | Bank of America N.A. | 3/15/23 | (39434) |
| USD | 1017928 | GBP | 830893 | Bank of America N.A. | 3/15/23 | (7369) |
| USD | 201591 | GBP | 165112 | Bank of America N.A. | 3/15/23 | (2152) |
| USD | 103320 | GBP | 86554 | Bank of America N.A. | 3/15/23 | (3485) |
| HUF | 268929213 | USD | 666941 | UBS AG | 3/16/23 | 70075 |
| HUF | 2593528107 | USD | 6960249 | UBS AG | 3/16/23 | 147463 |
| IDR | 5330021468 | USD | 342767 | Goldman Sachs & Co. | 3/15/23 | 12312 |
| IDR | 111964161310 | USD | 7502289 | Goldman Sachs & Co. | 3/15/23 | (43388) |
| USD | 7408683 | IDR | 112500848720 | Goldman Sachs & Co. | 3/15/23 | (85971) |
| ILS | 5431850 | USD | 1589999 | UBS AG | 3/15/23 | (14031) |
| ILS | 5282811 | USD | 1570116 | UBS AG | 3/15/23 | (37389) |
| USD | 3571320 | ILS | 12163915 | UBS AG | 3/15/23 | 42146 |
| USD | 5096005 | ILS | 17337628 | UBS AG | 3/15/23 | 65758 |
| USD | 3522092 | ILS | 12105079 | UBS AG | 3/15/23 | 9989 |
| JPY | 12621648897 | USD | 94132345 | Bank of America N.A. | 3/15/23 | 3381440 |
| JPY | 442680014 | USD | 3300700 | Bank of America N.A. | 3/15/23 | 119408 |
| JPY | 213007292 | USD | 1604732 | Bank of America N.A. | 3/15/23 | 40944 |
| JPY | 68373417 | USD | 521085 | Bank of America N.A. | 3/15/23 | 7163 |
| JPY | 89833092 | USD | 695235 | Bank of America N.A. | 3/15/23 | (1193) |
| USD | 823612 | JPY | 110396090 | Bank of America N.A. | 3/15/23 | (29299) |
| USD | 776856 | JPY | 104618469 | Bank of America N.A. | 3/15/23 | (31417) |
| USD | 317585 | JPY | 41525491 | Bank of America N.A. | 3/15/23 | (3238) |
| USD | 3441900 | JPY | 456602456 | Bank of America N.A. | 3/15/23 | (85772) |
| USD | 553855 | JPY | 70516833 | Bank of America N.A. | 3/15/23 | 9048 |
| KRW | 15978983409 | USD | 12132405 | Morgan Stanley | 3/15/23 | 842648 |
| KRW | 701124658 | USD | 534348 | Morgan Stanley | 3/15/23 | 34970 |
| USD | 339537 | KRW | 428190041 | Morgan Stanley | 3/15/23 | (8157) |
| USD | 657334 | KRW | 809280908 | Morgan Stanley | 3/15/23 | 192 |
| MXN | 11489292 | USD | 574048 | UBS AG | 3/15/23 | 31621 |
| MYR | 9136966 | USD | 2099294 | Goldman Sachs & Co. | 3/15/23 | 51542 |
| NOK | 3899867 | USD | 397179 | UBS AG | 3/15/23 | (5726) |
| NZD | 123663 | USD | 78709 | Morgan Stanley | 3/15/23 | 1255 |
| NZD | 5347610 | USD | 3338433 | Morgan Stanley | 3/15/23 | 119471 |
| NZD | 10873337 | USD | 6962045 | Morgan Stanley | 3/15/23 | 68937 |
| USD | 12690738 | NZD | 19891502 | Morgan Stanley | 3/15/23 | (171624) |
| USD | 3417579 | NZD | 5359428 | Morgan Stanley | 3/15/23 | (47967) |
| USD | 7042331 | NZD | 10950072 | Morgan Stanley | 3/15/23 | (38270) |
| USD | 7061169 | NZD | 10893083 | Morgan Stanley | 3/15/23 | 17418 |
| PEN | 13211051 | USD | 3419806 | Goldman Sachs & Co. | 3/15/23 | 4044 |
| USD | 3849951 | PEN | 14880061 | Morgan Stanley | 3/15/23 | (6448) |
| USD | 1494962 | PLN | 6773013 | UBS AG | 3/15/23 | (63779) |
| RON | 3820879 | USD | 811556 | UBS AG | 3/15/23 | 31093 |
| SEK | 34090516 | USD | 3316166 | UBS AG | 3/15/23 | (48903) |
| SEK | 38212734 | USD | 3710364 | UBS AG | 3/15/23 | (48024) |
| USD | 3519412 | SEK | 35701973 | UBS AG | 3/15/23 | 97706 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| THB | 44312073 | USD | 1284594 | Bank of America N.A. | 3/15/23 | 63447 |
| USD | 5727851 | ZAR | 98645051 | UBS AG | 3/15/23 | 78833 |
| ZAR | 98645051 | USD | 5727286 | UBS AG | 3/15/23 | (78268) |
|  |  |  |  |  |  | $7313424 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | | | | |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional<br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)^** |
| Euro-Bobl 5-Year Bonds | 119 | March 2023 | $15175205 | $(343551) |
| Euro-Buxl 30-Year Bonds | 9 | March 2023 | 1408947 | (189568) |
| Japanese 10-Year Government Bonds | 31 | March 2023 | 34904621 | (449238) |
| Korean Treasury 10-Year Bonds | 155 | March 2023 | 14382611 | 145714 |
| U.K. Gilt 10-Year Bonds | 71 | March 2023 | 9148002 | (103730) |
| U.S. Treasury 10-Year Notes | 365 | March 2023 | 41798203 | (356637) |
|  |  |  | $116817589 | $(1297010) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS SOLD** | | | | |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional<br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)^** |
| U.S. Treasury 2-Year Notes | 81 | March 2023 | $16657523 | $27685 |
| U.S. Treasury 10-Year Ultra Notes | 166 | March 2023 | 20119719 | (195503) |
| U.S. Treasury Long Bonds | 63 | March 2023 | 8182125 | (138562) |
| U.S. Treasury Ultra Bonds | 23 | March 2023 | 3260250 | (78581) |
|  |  |  | $48219617 | $(384961) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> |
| **Reference Entity** | **Type** | **Fixed<br>Rate<br>Received<br>(Paid)<br>Quarterly** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value^** |
| Markit CDX North America High Yield Index Series 38 | Buy | (5.00)% | 6/20/27 | $9851490 | $(1761) | $(439443) | $(441204) |
| Markit CDX North America High Yield Index Series 39 | Buy | (5.00)% | 12/20/27 | $32052000 | (168311) | (883711) | (1052022) |
|  |  |  |  |  | $(170072) | $(1323154) | $(1493226) |

---

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** |
| **Floating**<br>**Rate Index** | **Pay/Receive**<br>**Floating Rate**<br>**Index at**<br>**Termination** | **Fixed<br>Rate** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value** |
| CPURNSA | Receive | 2.90% | 10/11/23 | $2750000 | $348 | $(6799) | $(6451) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $4150000 | 353 | (13013) | (12660) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $4150000 | 353 | (13013) | (12660) |
|  |  |  |  |  | $1054 | $(32825) | $(31771) |

---

------

---

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

---

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

(1)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $107,322,220, which represented 15.3% of total net assets.

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

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

(4)Perpetual maturity with no stated maturity date.

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

(6)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward foreign currency exchange contracts, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $6,624,331.

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS** 

**1. Investment Valuations**

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

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

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

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

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

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

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

**2. Fair Value Measurements**

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

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

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

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

------

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

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

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | | | |
| **Investment Securities** | | | |
| Sovereign Governments and Agencies |  | $397143270 |  |
| Corporate Bonds |  | 115194943 |  |
| U.S. Treasury Securities |  | 46399804 |  |
| Preferred Stocks |  | 35194544 |  |
| Collateralized Loan Obligations |  | 16802635 |  |
| Asset-Backed Securities |  | 16383965 |  |
| U.S. Government Agency Securities |  | 1065926 |  |
| Short-Term Investments | $31258 | 59043741 |  |
|  | $31258 | $687228828 |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $27685 | $145714 |  |
| Forward Foreign Currency Exchange Contracts |  | 9148930 |  |
|  | $27685 | $9294644 |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $769283 | $1086087 |  |
| Swap Agreements |  | 1524997 |  |
| Forward Foreign Currency Exchange Contracts |  | 1835506 |  |
|  | $769283 | $4446590 |  |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

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

- **b. EDGAR series identifier (if any):** S000005795

- **c. LEI of Series:** IQRYK6X6U4I3D8ZT1O87

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $710145344.05

**Total Liabilities:** $8645203.14

**Net Assets:** $701500140.91

**Cash Not Reported:** $5271641.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 45.000000000000 | **1-Year:** 7433.000000000000 | **5-Year:** 38662.000000000000 | **10-Year:** 82697.000000000000 | **30-Year:** 60723.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 337.000000000000 | **5-Year:** -8858.000000000000 | **10-Year:** 5566.000000000000 | **30-Year:** 9477.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015925 | 6.86%                | 0.19%                | 3.73%                |
| Class ID C000015926 | 6.77%                | 0.20%                | 3.70%                |
| Class ID C000015927 | 6.90%                | 0.19%                | 3.69%                |
| Class ID C000055443 | 6.66%                | 0.10%                | 3.68%                |
| Class ID C000055444 | 6.86%                | 0.10%                | 3.65%                |
| Class ID C000131611 | 6.89%                | 0.19%                | 3.78%                |
| Class ID C000189708 | 6.82%                | 0.19%                | 3.71%                |
| Class ID C000189709 | 6.79%                | 0.19%                | 3.69%                |
| Class ID C000194399 | 6.90%                | 0.28%                | 3.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1950641.53             | $35436867.98                               |
| Month 2  | $-609932.02              | $-3355113.35                               |
| Month 3  | $-2073610.45             | $22745241.32                               |

**Designated Index Information**

- **Index Name:** BBG Global Aggregate Index Ex. USD Index

- **Index Identifier:** BGLAGGXUSD

### Schedule of Portfolio Investments

| Name                                                               | Title                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT KRW/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $842647.52    | 0.12%             |  |  |  | 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      | $-1192.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT MYR/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $51542.18     | 0.01%             |  |  |  | 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      | $40944.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | BOUGHT HUF/SOLD USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $147463.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT IDR/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $12312.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT IDR/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-43388.27    | -0.01%            |  |  |  | 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      | $7162.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD AUD/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-327366.86   | -0.05%            |  |  |  | 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      | $119407.86    | 0.02%             |  |  |  | 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      | $3381439.69   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | BOUGHT ILS/SOLD USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-14030.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | BOUGHT ILS/SOLD USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-37388.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT KRW/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $34970.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | BOUGHT MXN/SOLD USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $31620.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | BOUGHT NOK/SOLD USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-5725.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT CAD/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $11511.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT CHF/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $20649.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT CHF/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-10989.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | BOUGHT CLP/SOLD USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $74219.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT CNY/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $1706444.99   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT CNY/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $23811.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT CNY/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $23743.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT EUR/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $1260.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT EUR/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $122.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | BOUGHT GBP/SOLD USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $145971.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | BOUGHT GBP/SOLD USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $725.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT NZD/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $119470.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT NZD/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $1254.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT PEN/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $4043.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT CAD/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $286482.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT BRL/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $1030.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | BOUGHT AUD/SOLD USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $182917.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD AUD/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-143178.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | SOLD SEK/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $97705.54     | 0.01%             |  |  |  | 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      | $-63779.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                        | SOLD PEN/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-6448.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | SOLD NZD/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $17418.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | SOLD NZD/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-38270.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                        | SOLD KRW/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-8156.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD GBP/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-3484.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD GBP/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-7369.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD GBP/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-39433.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | BOUGHT SEK/SOLD USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-48902.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | SOLD CAD/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-12688.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | SOLD CAD/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-131451.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | SOLD CHF/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-40058.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | SOLD ZAR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $78833.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                        | SOLD COP/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-50982.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | BOUGHT ZAR/SOLD USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-78267.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | BOUGHT SEK/SOLD USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-48023.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD AUD/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-42721.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD JPY/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-85771.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD JPY/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-3237.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD JPY/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-31417.25    | -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      | $9988.89      | 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      | $65757.53     | 0.01%             |  |  |  | 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      | $42145.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD IDR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-85971.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD JPY/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-29299.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD JPY/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $9048.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | SOLD NZD/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-47966.88    | -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      | $-171623.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | BOUGHT THB/SOLD USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $63447.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-15539.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-14465.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-10018.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT EUR/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $47632.96     | 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      | $79632.02     | 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      | $17405.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT EUR/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $42710.66     | 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      | $33715.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT EUR/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $5174.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT EUR/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $4190.02      | 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      | $11431.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT EUR/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $828.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | BOUGHT EUR/SOLD USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $39152.29     | 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      | $922867.29    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | BOUGHT DKK/SOLD USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $53753.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT COP/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $42294.10     | 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      | $15545.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                | BOUGHT NZD/SOLD USD                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $68936.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | BOUGHT HUF/SOLD USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $70075.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                             | BOUGHT RON/SOLD USD                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $31092.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-21947.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-6313.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-41265.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-1602.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-2023.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $745.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $752.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $667.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-5606.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-1147.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-1898.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-49984.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                              | SOLD GBP/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-2151.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                             | SOLD EUR/BOUGHT USD                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $2615.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                      | MARKIT CDX.NA.HY.38 06/27                                                          | CUSIP: SPKC06BZ5<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |      9851490 | OU      | $-382368.44   | -0.05%            | 2027-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                             | ZC 2.90 10/11/23                                                                   | CUSIP: SLZ40AHV0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |      2750000 | OU      | $-6450.73     | -0.00%            | 2023-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                             | ZC 2.97 10/14/23                                                                   | CUSIP: SL335RPH7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |      4150000 | OU      | $-12659.95    | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                             | ZC 2.97 10/14/23                                                                   | CUSIP: SL335RP87<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |      4150000 | OU      | $-12659.95    | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                      | MARKIT CDX.NA.HY.39 12/27                                                          | CUSIP: SPKK09R19<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     32052000 | OU      | $-860601.01   | -0.12%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 1.88 02/28/2029                                   | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000000 | PA      | $7254687.52   | 1.03%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                               | Peru Government Bond 6.15 08/12/2032                                               | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      4500000 | PA      | $1024663.17   | 0.15%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                  | Italy Buoni Poliennali Del Tesoro 0.00 04/01/2026                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | USGA              | IT        |      5350000 | PA      | $5232870.53   | 0.75%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                           | Cooperatieve Rabobank UA (pfd) 3.10% 06/29/2171 Perpetual                          | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | EP               | CORP              | US        |       600000 | NS      | $531172.95    | 0.08%             |  |  |  | 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        |      1400000 | PA      | $1513677.11   | 0.22%             | 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        |       900000 | PA      | $955619.14    | 0.14%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                        | BPCE SFH SA 0.13 12/03/2030                                                        | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2594438.57   | 0.37%             | 2030-12-03      | Fixed         | 0.12%                 | 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        |       800000 | PA      | $731803.03    | 0.10%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                          | Australia Government Bond 1.50 06/21/2031                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      6500000 | PA      | $3925053.73   | 0.56%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                    | Kreditanstalt fuer Wiederaufbau 0.01 05/05/2027                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5800000 | PA      | $5616186.17   | 0.80%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                            | Finland Government Bond 0.13 04/15/2036                                            | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      2500000 | PA      | $1896750.94   | 0.27%             | 2036-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                      | UniCredit SpA 5.86 06/19/2032                                                      | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      1440000 | PA      | $1339630.93   | 0.19%             | 2032-06-19      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                  | Union Electric Co 3.90 04/01/2052                                                  | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       144000 | PA      | $124370.77    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class B Pass Through Trust                  | United Airlines 2020-1 Class B Pass Through Trust 4.88 07/15/2027                  | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       296635 | PA      | $289357.33    | 0.04%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                               | Mexico Government International Bond 6.35 02/09/2035                               | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       571000 | PA      | $607427.69    | 0.09%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| KFE 10 Year Treasury Bond Futu                                     | KOREA 10YR BND FU Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | KR        |          155 | NC      | $145713.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                              | European Financial Stability Facility 0.40 05/31/2026                              | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      3370000 | PA      | $3392090.14   | 0.48%             | 2026-05-31      | Fixed         | 0.40%                 | 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        |    215000000 | PA      | $1545974.05   | 0.22%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                | United Kingdom Gilt 1.00 01/31/2032                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3500000 | PA      | $3521363.43   | 0.50%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                          | Australia Government Bond 0.50 09/21/2026                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      4000000 | PA      | $2564075.38   | 0.37%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                   | Goodgreen 2018-1 3.93                                                              | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |       688526 | PA      | $646384.26    | 0.09%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                         | Progress Residential 2020-SFR2 Trust 3.08                                          | CUSIP: 74333LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $697031.33    | 0.10%             | 2037-06-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                          | Province of Quebec Canada 5.75 12/01/2036                                          | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      9494000 | PA      | $8529608.54   | 1.22%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                      | Mexican Bonos 5.50 05/29/2031                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    206100000 | PA      | $10355620.67  | 1.48%             | 2031-05-29      | Fixed         | 5.50%                 | 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        |   2137950000 | PA      | $18259978.42  | 2.60%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wm Morrison Supermarkets PLC                                       | WM Morrison Supermarkets Ltd 3.50 07/27/2026                                       | CUSIP: N/A<br>LEI: 213800IN6LSRGTZSOS29       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $768065.25    | 0.11%             | 2026-07-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                | French Republic Government Bond OAT 3.25 05/25/2045                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      4688000 | PA      | $5281005.53   | 0.75%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                        | Netherlands Government Bond 2.75 01/15/2047                                        | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       913000 | PA      | $1049105.44   | 0.15%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                       | Barclays PLC 3.25 02/12/2027                                                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       400000 | PA      | $458145.38    | 0.07%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                          | Deutsche Telekom International Finance BV 1.25 10/06/2023                          | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      1150000 | PA      | $1393983.82   | 0.20%             | 2023-10-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                      | Colombian TES 7.00 06/30/2032                                                      | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   8650000000 | PA      | $1328848.88   | 0.19%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                            | Finland Government Bond 1.38 04/15/2047                                            | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      2390000 | PA      | $1995327.76   | 0.28%             | 2047-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                           | Ford Motor Credit Co LLC 7.35 03/06/2030                                           | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       445000 | PA      | $467641.60    | 0.07%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                    | General Motors Financial Co Inc 2.40 10/15/2028                                    | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       225000 | PA      | $192921.07    | 0.03%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KB Home                                                            | KB Home 4.80 11/15/2029                                                            | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       867000 | PA      | $778999.50    | 0.11%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX LP 2.65 08/15/2030                                                            | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       260000 | PA      | $221939.57    | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 1.88 02/28/2027                                   | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       600000 | PA      | $558738.28    | 0.08%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 2.63 07/31/2029                                   | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6860000 | PA      | $6483503.92   | 0.92%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 2.75 08/15/2032                                   | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20614000 | PA      | $19398095.99  | 2.77%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                  | Venture Global Calcasieu Pass LLC 3.88 11/01/2033                                  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       623000 | PA      | $530017.25    | 0.08%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                              | Banque Federative du Credit Mutuel SA 0.25 07/19/2028                              | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $804034.33    | 0.11%             | 2028-07-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                              | Spain Government Bond 0.10 04/30/2031                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      3750000 | PA      | $3203339.00   | 0.46%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                  | Italy Buoni Poliennali Del Tesoro 0.25 03/15/2028                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      5400000 | PA      | $4969438.60   | 0.71%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                               | Telefonica Europe BV (pfd) 2.38% 05/12/2171 Perpetual                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |      1600000 | NS      | $1389451.16   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK UNSECURED 08/26 3.5                         | CHINA DEVELOPMENT BANK UNSECURED 08/26 3.5                                         | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     35260000 | PA      | $5325862.81   | 0.76%             | 2026-08-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.65 10/29/2024          | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       178000 | PA      | $166586.26    | 0.02%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Aimco CDO                                                          | AIMCO CLO 10 Ltd 6.72                                                              | CUSIP: 00901AAN7<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |      1100000 | PA      | $1054426.12   | 0.15%             | 2032-07-22      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                      | Aircastle Ltd 5.25 08/11/2025                                                      | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |       163000 | PA      | $159396.37    | 0.02%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                     | Albemarle Corp 4.65 06/01/2027                                                     | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |       260000 | PA      | $258253.03    | 0.04%             | 2027-06-01      | Fixed         | 4.65%                 | 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        |       553000 | PA      | $516413.35    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd                                                           | Cbam 2018-7 Ltd 6.41                                                               | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | US        |      2300000 | PA      | $2228961.28   | 0.32%             | 2031-07-20      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                           | Canadian Government Bond 0.25 04/01/2024                                           | CUSIP: 135087L69<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2870872.95   | 0.41%             | 2024-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                     | CARLYLE US CLO 2019-2 LTD 6.44                                                     | CUSIP: 14316EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       850000 | PA      | $824908.94    | 0.12%             | 2032-07-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                       | Centene Corp 4.63 12/15/2029                                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       320000 | PA      | $304412.80    | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                      | Citigroup Inc 3.67 07/24/2028                                                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $990499.00    | 0.14%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                | Dominion Energy Inc 4.85 08/15/2052                                                | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       300000 | PA      | $282578.39    | 0.04%             | 2052-08-15      | Fixed         | 4.85%                 | 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        |        31258 | NS      | $31258.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bond                                              | Spain Government Bond 5.15 10/31/2044                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       380000 | PA      | $511615.52    | 0.07%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                                     | CNP Assurances (pfd) 4.75% 12/27/2171 Perpetual                                    | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | EP               | CORP              | FR        |      1500000 | NS      | $1542625.53   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                               | Royal Bank of Canada 0.63 09/10/2025                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1524778.87   | 0.22%             | 2025-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                               | La Banque Postale SA 0.75 08/02/2032                                               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1522591.85   | 0.22%             | 2032-08-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                | Gray Escrow II Inc 5.38 11/15/2031                                                 | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1147000 | PA      | $883534.10    | 0.13%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                  | HSBC Holdings PLC 4.76 06/09/2028                                                  | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       443000 | PA      | $436495.22    | 0.06%             | 2028-06-09      | Variable      | 4.75%                 | 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        |       780000 | PA      | $749544.90    | 0.11%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMorgan Chase & Co 2.07 06/01/2029                                                | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        85000 | PA      | $73707.75     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMorgan Chase & Co 2.95 02/24/2028                                                | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        32000 | PA      | $29711.15     | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                           | United Natural Foods Inc 6.75 10/15/2028                                           | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |       795000 | PA      | $768208.50    | 0.11%             | 2028-10-15      | Fixed         | 6.75%                 | 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        |     20000000 | PA      | $3228978.10   | 0.46%             | 2050-09-14      | Fixed         | 3.81%                 | 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        |      1800000 | PA      | $1010827.87   | 0.14%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                            | Ireland Government Bond 0.00 10/18/2031                                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | USGA              | IE        |       750000 | PA      | $645816.35    | 0.09%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA 1.25 12/07/2027                                                | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1755904.87   | 0.25%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                           | Lloyds Banking Group PLC 1.99 12/15/2031                                           | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1074240.97   | 0.15%             | 2031-12-15      | Variable      | 1.99%                 | 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        |      2990000 | PA      | $4070518.09   | 0.58%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                          | Orange SA 5.25 12/05/2025                                                          | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       150000 | PA      | $190299.63    | 0.03%             | 2025-12-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                | Swiss Confederation Government Bond 2.50 03/08/2036                                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      2995000 | PA      | $3734241.47   | 0.53%             | 2036-03-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CME Ultra Long Term US Treasury                                    | US ULTRA BOND CBT Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          -23 | NC      | $-78581.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilt                                                | United Kingdom Gilt 4.75 12/07/2030                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      2520000 | PA      | $3424113.38   | 0.49%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                          | Tesco PLC 5.00 03/24/2023                                                          | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | DBT              | CORP              | GB        |      1150000 | PA      | $1417609.65   | 0.20%             | 2023-03-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                       | CaixaBank SA 2.25 04/17/2030                                                       | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1419283.87   | 0.20%             | 2030-04-17      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                            | Arkea Home Loans SFH SA 0.01 10/04/2030                                            | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1293251.73   | 0.18%             | 2030-10-04      | Fixed         | 0.01%                 | 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        |       300000 | PA      | $297979.19    | 0.04%             | 2027-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                             | Norway Government Bond 1.75 09/06/2029                                             | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |      8270000 | PA      | $772887.33    | 0.11%             | 2029-09-06      | Fixed         | 1.75%                 | 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        |       400000 | PA      | $370623.61    | 0.05%             | 2029-05-23      | Fixed         | 1.12%                 | 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        |       300000 | PA      | $280271.64    | 0.04%             | 2029-05-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coventry Building Society                                          | Coventry Building Society 0.13 06/20/2026                                          | CUSIP: N/A<br>LEI: 2138004G59FXEAZ6IO10       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1173944.92   | 0.17%             | 2026-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer PLC                                                | Marks & Spencer PLC 4.50 07/10/2027                                                | CUSIP: N/A<br>LEI: 213800CN1RI3UCIZWB95       | Long             | DBT              | CORP              | GB        |       600000 | PA      | $679811.35    | 0.10%             | 2027-07-10      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                               | Telefonica Europe BV (pfd) 2.88% 09/24/2171 Perpetual                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |      1200000 | NS      | $1138992.60   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                           | Lloyds Banking Group PLC (pfd) 8.50% 12/27/2171 Perpetual                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EP               | CORP              | GB        |       800000 | NS      | $1015868.01   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA 1.38 03/23/2026                                                            | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1520048.14   | 0.22%             | 2026-03-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                  | NatWest Group PLC 1.75 03/02/2026                                                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $206943.77    | 0.03%             | 2026-03-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc                                     | Tempur Sealy International Inc 3.88 10/15/2031                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       753000 | PA      | $621349.25    | 0.09%             | 2031-10-15      | Floating      | 3.88%                 | 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        |      2200000 | PA      | $2129722.67   | 0.30%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                        | Nationwide Building Society 2.00 07/25/2029                                        | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $727762.23    | 0.10%             | 2029-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                      | Credit Agricole Assurances SA 2.63 01/29/2048                                      | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $975223.84    | 0.14%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                          | Telecom Italia SpA/Milano 4.00 04/11/2024                                          | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1069784.98   | 0.15%             | 2024-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                           | US LONG BOND(CBT) Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          -63 | NC      | $-138561.82   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                      | US 10YR NOTE (CBT)Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          417 | NC      | $-293840.31   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex 30 Year Euro BUXL Future                                     | EURO-BUXL 30Y BND Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |            9 | NC      | $-189567.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex 5 Year Euro BOBL Future                                      | EURO-BOBL FUTURE  Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |          119 | NC      | $-343550.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                | US 10yr Ultra Fut Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         -166 | NC      | $-195503.21   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal/Chicago IL 4.22 02/01/2023                        | Bank of Montreal/Chicago IL 4.22 02/01/2023                                        | CUSIP: RPE94PXO5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |      5950353 | PA      | $5950353.20   | 0.85%             | 2023-02-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp 4.28 02/01/2023                         | Fixed Income Clearing Corp 4.28 02/01/2023                                         | CUSIP: RPEA4PFP9<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     18784000 | PA      | $18784000.00  | 2.68%             | 2023-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                 | Vodafone Group PLC 2.63 08/27/2080                                                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $987458.63    | 0.14%             | 2080-08-27      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                           | Enel SpA (pfd) 2.25% 03/10/2171 Perpetual                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EP               | CORP              | IT        |      1000000 | NS      | $947592.83    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                       | Barclays PLC 1.13 03/22/2031                                                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $956287.86    | 0.14%             | 2031-03-22      | Variable      | 1.12%                 | 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        |      1500000 | PA      | $1410315.31   | 0.20%             | 2031-04-29      | Fixed         | 1.20%                 | 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        |     46200000 | PA      | $1756002.90   | 0.25%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                        | Netherlands Government Bond 0.00 01/15/2052                                        | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | USGA              | NL        |      1000000 | PA      | $561171.77    | 0.08%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                | Deutsche Telekom AG 1.38 07/05/2034                                                | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       700000 | PA      | $610695.68    | 0.09%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                        | Netherlands Government Bond 0.00 07/15/2031                                        | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | USGA              | NL        |      1700000 | PA      | $1498682.27   | 0.21%             | 2031-07-15      | None          | 0.00%                 | 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        |      1050000 | PA      | $933610.02    | 0.13%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                    | Allegro CLO V Ltd 6.24                                                             | CUSIP: 01748RAN5<br>LEI: 254900TYK5TGNAFE3053 | Long             | ABS-CBDO         | CORP              | US        |       750000 | PA      | $721514.55    | 0.10%             | 2030-10-16      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                  | CF Industries Inc 5.15 03/15/2034                                                  | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |       108000 | PA      | $106936.70    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                           | CSX Corp 4.25 03/15/2029                                                           | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       290000 | PA      | $287646.44    | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                       | Centene Corp 3.38 02/15/2030                                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       884000 | PA      | $778503.44    | 0.11%             | 2030-02-15      | Fixed         | 3.38%                 | 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        |       775000 | PA      | $793406.25    | 0.11%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                | Chile Government International Bond 4.00 01/31/2052                                | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       500000 | PA      | $407398.47    | 0.06%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                         | Cologix Canadian Issuer LP 4.94                                                    | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      3450000 | PA      | $2412912.71   | 0.34%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                             | Colombia Government International Bond 7.50 02/02/2034                             | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       429000 | PA      | $424476.69    | 0.06%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                       | Comcast Corp 3.75 04/01/2040                                                       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        80000 | PA      | $70765.30     | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                    | DAE Funding LLC 1.55 08/01/2024                                                    | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | AE        |       228000 | PA      | $215379.09    | 0.03%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG 4.30 05/24/2028                                                   | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       512000 | PA      | $500553.29    | 0.07%             | 2028-05-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 1.50 02/29/2024                                   | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2100000 | PA      | $2029231.07   | 0.29%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                | Republic of Austria Government Bond 4.15 03/15/2037                                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      2220000 | PA      | $2752089.01   | 0.39%             | 2037-03-15      | Fixed         | 4.15%                 | 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        |      4128000 | PA      | $5627136.25   | 0.80%             | 2042-12-07      | Fixed         | 4.50%                 | 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        |      4150000 | PA      | $2505161.03   | 0.36%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                | United Kingdom Gilt 0.13 01/30/2026                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      5000000 | PA      | $5644058.16   | 0.80%             | 2026-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                         | Allianz SE (pfd) 3.20% 04/30/2171 Perpetual                                        | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | EP               | CORP              | DE        |       805000 | NS      | $650118.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                | Ashtead Capital Inc 5.50 08/11/2032                                                | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |       778000 | PA      | $781260.63    | 0.11%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                         | Blackbird Capital Aircraft 2.44                                                    | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1516462 | PA      | $1289132.29   | 0.18%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                            | Bristol-Myers Squibb Co 2.55 11/13/2050                                            | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       390000 | PA      | $266161.87    | 0.04%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                      | DISH DBS Corp 5.25 12/01/2026                                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       330000 | PA      | $285037.50    | 0.04%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                            | Dryden 65 CLO Ltd 6.89                                                             | CUSIP: 26251YAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2200000 | PA      | $2120922.10   | 0.30%             | 2030-07-18      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                    | Goodgreen 2020-1 Trust 2.63                                                        | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1311416 | PA      | $1110168.94   | 0.16%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                              | Level 3 Financing Inc 4.63 09/15/2027                                              | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       679000 | PA      | $576394.61    | 0.08%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                     | MF1 2020-FL4 Ltd 6.30                                                              | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1871140 | PA      | $1856568.13   | 0.26%             | 2035-11-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS Ltd                                         | Navigator Aircraft ABS Ltd 2.77                                                    | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3218750 | PA      | $2741621.94   | 0.39%             | 2046-11-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                              | Norfolk Southern Corp 4.55 06/01/2053                                              | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       280000 | PA      | $261638.24    | 0.04%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TSE Japanese 10 Year Bond Futu                                     | JPN 10Y BOND(OSE) Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | JP        |           35 | NC      | $-507204.62   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE                                                   | LONG GILT FUTURE  Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |           71 | NC      | $-103730.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                       | US 2YR NOTE (CBT) Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          -81 | NC      | $27685.64     | 0.00%             |  |  |  | No            |                  1 | 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        |      2500000 | PA      | $2368835.31   | 0.34%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                     | BNP Paribas Cardif SA (pfd) 4.03% 11/25/2171 Perpetual                             | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | EP               | CORP              | FR        |      1400000 | NS      | $1483625.34   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                        | Netherlands Government Bond 0.50 07/15/2026                                        | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      7639000 | PA      | $7762053.01   | 1.11%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                              | China Government Bond 3.25 06/06/2026                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    120400000 | PA      | $18231464.98  | 2.60%             | 2026-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                  | Italy Buoni Poliennali Del Tesoro 1.35 04/01/2030                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1450000 | PA      | $1335292.85   | 0.19%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                              | China Government Bond 3.86 07/22/2049                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     30900000 | PA      | $5005624.12   | 0.71%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                        | New Zealand Government Bond 0.50 05/15/2024                                        | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     22562000 | PA      | $13810151.15  | 1.97%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                         | Mondelez International Inc 1.38 03/17/2041                                         | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $751538.32    | 0.11%             | 2041-03-17      | Fixed         | 1.38%                 | 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        |      9700000 | PA      | $2428644.40   | 0.35%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                           | Bundesrepublik Deutschland Bundesanleihe 1.00 05/15/2038                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       750000 | PA      | $676320.39    | 0.10%             | 2038-05-15      | Fixed         | 1.00%                 | 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        |      1800000 | PA      | $1863259.75   | 0.27%             | 2030-06-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                       | ING Groep NV 2.13 01/10/2026                                                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1573213.05   | 0.22%             | 2026-01-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                         | Anheuser-Busch InBev SA/NV 1.65 03/28/2031                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $957792.07    | 0.14%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                          | Orange SA (pfd) 2.38% 04/15/2171 Perpetual                                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EP               | CORP              | FR        |       500000 | NS      | $519793.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                       | Glencore Capital Finance DAC 1.13 03/10/2028                                       | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      2000000 | PA      | $1862326.22   | 0.27%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                             | China Development Bank 3.50 08/13/2026                                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     23000000 | PA      | $3474869.36   | 0.50%             | 2026-08-13      | Fixed         | 3.50%                 | 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        |      1800000 | PA      | $1029222.62   | 0.15%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                            | Denmark Government Bond 0.25 11/15/2052                                            | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |      8000000 | PA      | $657437.33    | 0.09%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                              | China Government Bond 3.39 03/16/2050                                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     24800000 | PA      | $3721320.90   | 0.53%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo Vita SpA                                           | Intesa Sanpaolo Vita SpA (pfd) 4.75% 12/17/2171 Perpetual                          | CUSIP: T5R13LAB3<br>LEI: 549300UM31PJ24TTSR94 | Long             | EP               | CORP              | IT        |      1000000 | NS      | $1069029.70   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                           | Canadian Government Bond 2.75 12/01/2048                                           | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1250000 | PA      | $896273.16    | 0.13%             | 2048-12-01      | Fixed         | 2.75%                 | 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        |       890000 | PA      | $1065926.04   | 0.15%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                               | WEC Energy Group Inc 1.38 10/15/2027                                               | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $872808.36    | 0.12%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                              | Waste Connections Inc 3.20 06/01/2032                                              | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |       105000 | PA      | $94255.72     | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                   | Wells Fargo & Co 3.07 04/30/2041                                                   | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       535000 | PA      | $417615.98    | 0.06%             | 2041-04-30      | Variable      | 3.07%                 | 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        |       576000 | PA      | $722900.95    | 0.10%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                           | Westinghouse Air Brake Technologies Corp 4.95 09/15/2028                           | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       580000 | PA      | $576636.55    | 0.08%             | 2028-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                 | Republic of Poland Government Bond 4.00 10/25/2023                                 | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     12035000 | PA      | $2744153.37   | 0.39%             | 2023-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                | French Republic Government Bond OAT 1.75 11/25/2024                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       234680 | PA      | $250823.58    | 0.04%             | 2024-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                              | European Financial Stability Facility 2.35 07/29/2044                              | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      1531000 | PA      | $1495036.01   | 0.21%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                  | Italy Buoni Poliennali Del Tesoro 1.50 06/01/2025                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      8152000 | PA      | $8537885.85   | 1.22%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                 | Public Service Electric and Gas Co 3.10 03/15/2032                                 | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       188000 | PA      | $170369.10    | 0.02%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                   | T-Mobile USA Inc 3.38 04/15/2029                                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       120000 | PA      | $109542.71    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                   | T-Mobile USA Inc 3.50 04/15/2031                                                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       343000 | PA      | $307370.79    | 0.04%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                        | Viatris Inc 4.00 06/22/2050                                                        | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       167000 | PA      | $115934.60    | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | 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        |      3760000 | PA      | $2843324.71   | 0.41%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                         | Assicurazioni Generali SpA (pfd) 4.60% 11/21/2171 Perpetual                        | CUSIP: N3494CAA3<br>LEI: 549300X5UKJVE386ZB61 | Long             | EP               | CORP              | IT        |      1200000 | NS      | $1281640.78   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                  | Portugal Obrigacoes do Tesouro OT 4.10 02/15/2045                                  | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |       950000 | PA      | $1120087.02   | 0.16%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                        | Equinor ASA 0.88 02/17/2023                                                        | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      1950000 | PA      | $2118567.28   | 0.30%             | 2023-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                | Swiss Confederation Government Bond 0.50 05/27/2030                                | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      1233000 | PA      | $1285551.08   | 0.18%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                  | Italy Buoni Poliennali Del Tesoro 2.00 12/01/2025                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      5382000 | PA      | $5651706.75   | 0.81%             | 2025-12-01      | Fixed         | 2.00%                 | 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        |     96350000 | PA      | $728422.43    | 0.10%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                | Republic of Austria Government Bond 0.75 10/20/2026                                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      2352000 | PA      | $2395019.33   | 0.34%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                | Ashtead Capital Inc 5.55 05/30/2033                                                | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200890.18    | 0.03%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                           | Canadian Government Bond 0.50 12/01/2030                                           | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     16700000 | PA      | $10463810.45  | 1.49%             | 2030-12-01      | Fixed         | 0.50%                 | 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        |       260000 | PA      | $248935.33    | 0.04%             | 2052-08-15      | Fixed         | 5.00%                 | 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        |       588000 | PA      | $489295.38    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                | French Republic Government Bond OAT 5.50 04/25/2029                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       346000 | PA      | $438812.20    | 0.06%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                | NextEra Energy Capital Holdings Inc 5.00 07/15/2032                                | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       480000 | PA      | $488520.47    | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                            | O'Reilly Automotive Inc 4.70 06/15/2032                                            | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       360000 | PA      | $359643.00    | 0.05%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                         | Province of Ontario Canada 2.85 06/02/2023                                         | CUSIP: 68323ABN3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       549000 | PA      | $410304.83    | 0.06%             | 2023-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                        | Oracle Corp 3.60 04/01/2040                                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       155000 | PA      | $122978.47    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                              | Owl Rock Capital Corp 3.40 07/15/2026                                              | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       107000 | PA      | $96673.34     | 0.01%             | 2026-07-15      | Fixed         | 3.40%                 | 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        |      1010000 | PA      | $999070.14    | 0.14%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                             | Penn Entertainment Inc 4.13 07/01/2029                                             | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       408000 | PA      | $337134.02    | 0.05%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                               | Glencore Funding LLC 2.63 09/23/2031                                               | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       300000 | PA      | $250678.00    | 0.04%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2021-1 Trust                                             | Goodgreen 2021-1 Trust 2.66                                                        | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       872365 | PA      | $726594.98    | 0.10%             | 2056-10-15      | Fixed         | 2.66%                 | 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        |       219000 | PA      | $211115.37    | 0.03%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                       | CaixaBank SA 2.75 07/14/2028                                                       | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       500000 | PA      | $538478.05    | 0.08%             | 2028-07-14      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                           | Electricite de France SA (pfd) 3.38% 09/15/2171 Perpetual                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EP               | CORP              | FR        |      1600000 | NS      | $1382855.20   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                            | Eni SpA (pfd) 3.38% 10/13/2171 Perpetual                                           | CUSIP: T3666JJY3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EP               | CORP              | IT        |      2700000 | NS      | $2522675.24   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bond                                            | Finland Government Bond 0.13 04/15/2052                                            | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       600000 | PA      | $324397.27    | 0.05%             | 2052-04-15      | 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              | CORP              | BE        |      8900000 | PA      | $7629771.23   | 1.09%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                     | Commerzbank AG (pfd) 4.25% 04/09/2171 Perpetual                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EP               | CORP              | DE        |       400000 | NS      | $349284.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                            | Indonesia Treasury Bond 6.38 04/15/2032                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  80700000000 | PA      | $5276022.96   | 0.75%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                           | Bundesrepublik Deutschland Bundesanleihe 1.70 08/15/2032                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1770000 | PA      | $1838040.40   | 0.26%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-3 Receivables Funding LLC                    | Sierra Timeshare 2019-3 Receivables Funding LLC 4.18                               | CUSIP: 82652NAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       466099 | PA      | $443688.96    | 0.06%             | 2036-08-20      | Fixed         | 4.18%                 | 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        |    427200000 | PA      | $2813119.53   | 0.40%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                | French Republic Government Bond OAT 0.75 05/25/2052                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       750000 | PA      | $464673.59    | 0.07%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                      | UniCredit SpA (pfd) 3.88% 06/03/2171 Perpetual                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EP               | CORP              | IT        |      1000000 | NS      | $860887.16    | 0.12%             |  |  |  | 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        |    110000000 | PA      | $806965.21    | 0.12%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                      | Credit Agricole Assurances SA (pfd) 4.25% 01/13/2172 Perpetual                     | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | EP               | CORP              | FR        |      1900000 | NS      | $2038359.95   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                           | Bayer AG 2.38 11/12/2079                                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1118074.31   | 0.16%             | 2079-11-12      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                            | Ireland Government Bond 0.40 05/15/2035                                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      4500000 | PA      | $3645036.06   | 0.52%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                           | Lloyds Banking Group PLC 1.88 01/15/2026                                           | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       770000 | PA      | $889505.69    | 0.13%             | 2026-01-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG 2.63 12/16/2024                                                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1752764.54   | 0.25%             | 2024-12-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                    | General Motors Financial Co Inc 1.55 07/30/2027                                    | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1059417.11   | 0.15%             | 2027-07-30      | Fixed         | 1.55%                 | 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        |      1000000 | PA      | $935702.67    | 0.13%             | 2027-09-21      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                  | Japan Government Thirty Year Bond 0.70 09/20/2051                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1435000000 | PA      | $8863572.16   | 1.26%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance BV                                                 | Naturgy Finance BV (pfd) 2.37% 02/23/2171 Perpetual                                | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | EP               | CORP              | NL        |      1700000 | NS      | $1633457.16   | 0.23%             |  |  |  | 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        |      4000000 | PA      | $3376475.94   | 0.48%             | 2032-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                           | Bundesrepublik Deutschland Bundesanleihe 0.00 02/15/2032                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | USGA              | DE        |      4000000 | PA      | $3562999.49   | 0.51%             | 2032-02-15      | None          | 0.00%                 | 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        |    690000000 | PA      | $4246200.47   | 0.61%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                       | Barclays PLC 2.00 02/07/2028                                                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1086964.42   | 0.15%             | 2028-02-07      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                   | Symphony CLO XXII Ltd 6.49                                                         | CUSIP: 87167GAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1650000 | PA      | $1621661.25   | 0.23%             | 2033-04-18      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                   | T-Mobile USA Inc 4.75 02/01/2028                                                   | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       595000 | PA      | $590058.88    | 0.08%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                              | Spain Government Bond 4.40 10/31/2023                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2275000 | PA      | $2501338.55   | 0.36%             | 2023-10-31      | Fixed         | 4.40%                 | 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        |      5194000 | PA      | $5970546.92   | 0.85%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                          | Treasury Corp of Victoria 4.25 12/20/2032                                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      1300000 | PA      | $913036.50    | 0.13%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                           | Republic of South Africa Government Bond 8.50 01/31/2037                           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    116000000 | PA      | $5419378.27   | 0.77%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                              | European Financial Stability Facility 2.75 12/03/2029                              | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2172432.91   | 0.31%             | 2029-12-03      | Fixed         | 2.75%                 | 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        |       900000 | PA      | $1097489.82   | 0.16%             | 2026-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                | French Republic Government Bond OAT 2.50 05/25/2030                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      3535000 | PA      | $3828873.59   | 0.55%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                 | Kingdom of Belgium Government Bond 1.60 06/22/2047                                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      3979000 | PA      | $3212471.49   | 0.46%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                      | New South Wales Treasury Corp 3.00 03/20/2028                                      | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      4748000 | PA      | $3238184.89   | 0.46%             | 2028-03-20      | Fixed         | 3.00%                 | 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        |       400000 | PA      | $470128.18    | 0.07%             | 2025-07-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                     | FirstKey Homes 2020-SFR2 Trust 2.67                                                | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1817443.00   | 0.26%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Bill 0.00 04/20/2023                                        | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27000000 | PA      | $26734958.55  | 3.81%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                            | Ireland Government Bond 1.10 05/15/2029                                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      4650000 | PA      | $4626779.07   | 0.66%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                        | New Zealand Government Bond 1.50 05/15/2031                                        | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      2180000 | PA      | $1156167.95   | 0.16%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                           | Accor SA (pfd) 2.63% 04/30/2171 Perpetual                                          | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EP               | CORP              | FR        |      1300000 | NS      | $1270199.25   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                               | La Banque Postale SA (pfd) 3.88% 05/20/2171 Perpetual                              | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | EP               | CORP              | FR        |       800000 | NS      | $766914.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                                      | EDP - Energias de Portugal SA 1.70 07/20/2080                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      1500000 | PA      | $1486037.73   | 0.21%             | 2080-07-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                     | Commerzbank AG 1.75 01/22/2025                                                     | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       500000 | PA      | $572495.05    | 0.08%             | 2025-01-22      | Fixed         | 1.75%                 | 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        |    103000000 | PA      | $2731965.23   | 0.39%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                   | Bundesobligation 0.00 04/16/2027                                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | USGA              | DE        |     13500000 | PA      | $13315620.97  | 1.90%             | 2027-04-16      | None          | 0.00%                 | 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        |    521000000 | PA      | $3480319.39   | 0.50%             | 2052-03-20      | Fixed         | 1.00%                 | 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        |    120000000 | PA      | $863387.24    | 0.12%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2022-SFR3 Trust                                     | FirstKey Homes 2022-SFR3 Trust 4.50                                                | CUSIP: 33768EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1343320.16   | 0.19%             | 2026-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                           | Bayer AG 4.50 03/25/2082                                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $411486.40    | 0.06%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                | United Kingdom Gilt 0.25 07/31/2031                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3900000 | PA      | $3730341.02   | 0.53%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                             | AXA SA (pfd) 3.88% 10/08/2171 Perpetual                                            | CUSIP: F0609NAT5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EP               | CORP              | FR        |       500000 | NS      | $531983.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                | Volkswagen International Finance NV (pfd) 3.88% 06/17/2171 Perpetual               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |      3500000 | NS      | $3334192.18   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG (pfd) 4.63% 04/30/2171 Perpetual                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EP               | CORP              | DE        |       600000 | NS      | $525501.29    | 0.07%             |  |  |  | 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        |    316000000 | PA      | $2093201.41   | 0.30%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                              | Spain Government Bond 0.00 01/31/2028                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | USGA              | ES        |      2000000 | PA      | $1881706.87   | 0.27%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                         | Allianz SE (pfd) 2.63% 04/30/2171 Perpetual                                        | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EP               | CORP              | DE        |      1200000 | NS      | $986761.12    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                   | Santander UK PLC 1.13 03/12/2027                                                   | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2000602.67   | 0.29%             | 2027-03-12      | Fixed         | 1.12%                 | 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        |      1900000 | PA      | $1094552.27   | 0.16%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                              | Spain Government Bond 1.60 04/30/2025                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      4823000 | PA      | $5109368.24   | 0.73%             | 2025-04-30      | Fixed         | 1.60%                 | 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        |      2200000 | PA      | $1337344.71   | 0.19%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                 | Cenovus Energy Inc 2.65 01/15/2032                                                 | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       180000 | PA      | $150006.58    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                     | Lowe's Cos Inc 3.35 04/01/2027                                                     | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       908000 | PA      | $870013.73    | 0.12%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                     | Warnermedia Holdings Inc 3.76 03/15/2027                                           | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       163000 | PA      | $152851.60    | 0.02%             | 2027-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                     | Warnermedia Holdings Inc 3.79 03/15/2025                                           | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1024439.12   | 0.15%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                  | Magnetite VIII Ltd 6.29                                                            | CUSIP: 55952YAR8<br>LEI: 549300NJNSVWVLHGRY73 | Long             | ABS-CBDO         | CORP              | US        |      2050000 | PA      | $2019602.81   | 0.29%             | 2031-04-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd                                                   | Marathon Clo 2021-17 Ltd 7.49                                                      | CUSIP: 56578AAJ0<br>LEI: 549300PRAU42OGUUTY83 | Long             | ABS-CBDO         | CORP              | US        |      1800000 | PA      | $1695258.00   | 0.24%             | 2035-01-20      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                        | Netflix Inc 5.88 11/15/2028                                                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       381000 | PA      | $396212.88    | 0.06%             | 2028-11-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                | French Republic Government Bond OAT 5.75 10/25/2032                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1060000 | PA      | $1450125.11   | 0.21%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                         | Verizon Communications Inc 4.33 09/21/2028                                         | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       220000 | PA      | $217134.34    | 0.03%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                   | TotalEnergies SE (pfd) 2.63% 02/26/2171 Perpetual                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EP               | CORP              | FR        |      2900000 | NS      | $3004065.51   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                | French Republic Government Bond OAT 1.50 05/25/2031                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1460000 | PA      | $1460792.32   | 0.21%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty Ltd                                        | ACRES Commercial Realty 2021-FL1 Ltd 5.67                                          | CUSIP: 00103CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2706500 | PA      | $2658812.28   | 0.38%             | 2036-06-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                           | AT&T Inc 4.50 05/15/2035                                                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       283000 | PA      | $269277.51    | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                           | AT&T Inc 1.80 09/14/2039                                                           | CUSIP: 00206RJQ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       700000 | PA      | $549754.12    | 0.08%             | 2039-09-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                    | American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026                    | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       999769 | PA      | $981233.18    | 0.14%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                      | Aircastle Ltd (pfd) 5.25% 09/15/2171 Perpetual                                     | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |      1130000 | NS      | $932250.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                       | Southern Co Gas Capital Corp 1.75 01/15/2031                                       | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       300000 | PA      | $241540.22    | 0.03%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                              | Truist Financial Corp 4.12 06/06/2028                                              | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       320000 | PA      | $313171.69    | 0.04%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.13 08/15/2025                                   | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       500000 | PA      | $489687.50    | 0.07%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                              | Time Warner Cable LLC 4.50 09/15/2042                                              | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       285000 | PA      | $227117.95    | 0.03%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                          | Toronto-Dominion Bank/The 4.46 06/08/2032                                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       234000 | PA      | $229784.09    | 0.03%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.25 08/31/2024                                   | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7930000 | PA      | $7788282.26   | 1.11%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 4.25 09/30/2024                                   | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1455000 | PA      | $1451874.02   | 0.21%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                    | Vantage Data Centers Issuer LLC 3.19                                               | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1969334 | PA      | $1887744.59   | 0.27%             | 2044-07-15      | Fixed         | 3.19%                 | 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        |      2016000 | PA      | $2681872.60   | 0.38%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                             | Sweden Government Bond 3.50 03/30/2039                                             | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |      9400000 | PA      | $1089125.77   | 0.16%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                          | Australia Government Bond 2.75 04/21/2024                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     19437000 | PA      | $13648088.05  | 1.95%             | 2024-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                              | Spain Government Bond 5.15 10/31/2028                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      3933000 | PA      | $4769651.00   | 0.68%             | 2028-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.38 08/15/2042                                   | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $945703.12    | 0.13%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                          | Bank of Ireland Group PLC 2.38 10/14/2029                                          | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       800000 | PA      | $824514.80    | 0.12%             | 2029-10-14      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                     | Commerzbank AG 4.00 12/05/2030                                                     | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1153705.12   | 0.16%             | 2030-12-05      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                  | Hellenic Republic Government Bond 1.50 06/18/2030                                  | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      1000000 | PA      | $915036.26    | 0.13%             | 2030-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                            | Indonesia Treasury Bond 7.00 02/15/2033                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 106000000000 | PA      | $7207045.36   | 1.03%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                          | Province of Quebec Canada 5.00 12/01/2041                                          | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $680208.33    | 0.10%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                            | Ireland Government Bond 1.50 05/15/2050                                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |        60000 | PA      | $47341.84     | 0.01%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                | French Republic Government Bond OAT 0.00 11/25/2029                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | USGA              | FR        |      1850000 | PA      | $1688661.11   | 0.24%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                | Intesa Sanpaolo SpA (pfd) 3.75% 08/27/2171 Perpetual                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EP               | CORP              | IT        |       900000 | NS      | $878177.96    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Bill 0.00 02/16/2023                                        | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7588000 | PA      | $7574428.56   | 1.08%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                            | SSE PLC (pfd) 3.13% 07/14/2171 Perpetual                                           | CUSIP: G8842PSA1<br>LEI: 549300KI75VYLLMSK856 | Long             | EP               | CORP              | GB        |      1000000 | NS      | $1012494.62   | 0.14%             |  |  |  | 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        |      5400000 | PA      | $882110.95    | 0.13%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                | French Republic Government Bond OAT 0.00 05/25/2032                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | USGA              | FR        |     20750000 | PA      | $17572662.51  | 2.51%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                | Intesa Sanpaolo SpA 4.75 09/06/2027                                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      1300000 | PA      | $1438164.84   | 0.21%             | 2027-09-06      | Fixed         | 4.75%                 | 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        |      3210000 | PA      | $2974522.18   | 0.42%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                       | Ecopetrol SA 8.88 01/13/2033                                                       | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1350000 | PA      | $1386672.75   | 0.20%             | 2033-01-13      | Fixed         | 8.88%                 | 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        |      1751000 | PA      | $1211245.09   | 0.17%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                 | Regal Rexnord Corp 6.40 04/15/2033                                                 | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       667000 | PA      | $684576.02    | 0.10%             | 2033-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                   | SBL Holdings Inc 6.50                                                              | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |       789000 | PA      | $606583.20    | 0.09%             | 2171-11-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                | Saudi Government International Bond 4.75 01/18/2028                                | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1338000 | PA      | $1357133.40   | 0.19%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                 | Scientific Games International Inc 7.25 11/15/2029                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       900000 | PA      | $903510.00    | 0.13%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                    | Sierra Timeshare 2021-1 Receivables Funding LLC 3.17                               | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       364955 | PA      | $334311.43    | 0.05%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                   | Skandinaviska Enskilda Banken AB 3.70 06/09/2025                                   | CUSIP: 830505AX1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       760000 | PA      | $740180.07    | 0.11%             | 2025-06-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                        | Sprint LLC 7.63 02/15/2025                                                         | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1247161.20   | 0.18%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                         | Sysco Corp 5.95 04/01/2030                                                         | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       384000 | PA      | $412529.84    | 0.06%             | 2030-04-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                          | Telecom Italia Capital SA 6.38 11/15/2033                                          | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      1155000 | PA      | $983326.58    | 0.14%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                 | Vodafone Group PLC 4.20 10/03/2078                                                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $808744.17    | 0.12%             | 2078-10-03      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                   | Paramount Global 4.38 03/15/2043                                                   | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        40000 | PA      | $29569.26     | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                             | AXA SA (pfd) 6.69% 07/06/2171 Perpetual                                            | CUSIP: F9652WAG0<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EP               | CORP              | FR        |      1270000 | NS      | $1594573.53   | 0.23%             |  |  |  | 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        |   1377400000 | PA      | $12485429.79  | 1.78%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer