# EDGAR Filing Document

**Accession Number:** 0000880268
**File Stem:** 0001193125-25-215724
**Filing Date:** 2025-9
**Character Count:** 394209
**Document Hash:** 23c4b6f909e5e4b1dabb98287f5df35a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-215724.hdr.sgml**: 20250924

**ACCESSION NUMBER**: 0001193125-25-215724

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250924

**DATE AS OF CHANGE**: 20250924

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06441
- **FILM NUMBER:** 251339511

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**Global Bond Fund**

**July 31, 2025**

------

---

| |
|:---|
| **<u>Global Bond Fund - Schedule of Investments</u>** |
| **JULY 31, 2025 (UNAUDITED)** |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Principal<br>Amount ($)/Shares** | **Value ($)** |
| **CORPORATE BONDS — 28.0%** | | | |
| **Aerospace and Defense — 0.2%** | | | |
| Axon Enterprise, Inc., 6.125%, 3/15/30<sup>(1)</sup> |  | 722000 | 739184 |
| Boeing Co., 5.71%, 5/1/40 |  | 2485000 | 2470173 |
| TransDigm, Inc., 4.625%, 1/15/29 |  | 1490000 | 1457986 |
| TransDigm, Inc., 4.875%, 5/1/29 |  | 1490000 | 1463033 |
|  |  |  | 6130376 |
| **Air Freight and Logistics — 0.2%** |  |  |  |
| GXO Logistics, Inc., 6.25%, 5/6/29 |  | 3835000 | 3990306 |
| GXO Logistics, Inc., 6.50%, 5/6/34 |  | 795000 | 834714 |
|  |  |  | 4825020 |
| **Automobile Components — 0.0%** |  |  |  |
| ZF North America Capital, Inc., 6.875%, 4/23/32<sup>(1)</sup> |  | 737000 | 688346 |
| **Automobiles — 0.2%** |  |  |  |
| American Honda Finance Corp., 4.95%, 1/9/26 |  | 935000 | 936350 |
| Ford Motor Credit Co. LLC, 5.85%, 5/17/27 |  | 1435000 | 1445390 |
| General Motors Financial Co., Inc., 5.60%, 6/18/31 |  | 1150000 | 1173900 |
| General Motors Financial Co., Inc., 6.15%, 7/15/35 |  | 2890000 | 2964003 |
| Hyundai Capital America, 6.50%, 1/16/29<sup>(1)</sup> |  | 387000 | 408351 |
|  |  |  | 6927994 |
| **Banks — 6.9%** |  |  |  |
| Abanca Corp. Bancaria SA, 0.75%, 5/28/29 | EUR | 600000 | 637451 |
| Australia & New Zealand Banking Group Ltd., VRN, 2.57%, 11/25/35<sup>(1)</sup> |  | 5045000 | 4421771 |
| Banco BPM SpA, 3.375%, 1/24/30 | EUR | 2400000 | 2812929 |
| Banco Nacional de Comercio Exterior SNC, VRN, 2.72%, 8/11/31<sup>(1)</sup> |  | 506000 | 488060 |
| Bank of America Corp., VRN, 5.51%, 1/24/36 |  | 1850000 | 1896434 |
| Bank of Montreal, VRN, 6.875%, 11/26/85 |  | 4745000 | 4766353 |
| Bank of Nova Scotia, VRN, 3.625%, 10/27/81 |  | 1380000 | 1288652 |
| Bank of Nova Scotia, VRN, 8.625%, 10/27/82 |  | 4423000 | 4708823 |
| Bank of Nova Scotia, VRN, 8.00%, 1/27/84 |  | 4025000 | 4300769 |
| Banque Federative du Credit Mutuel SA, 5.00%, 1/19/26 | GBP | 1500000 | 1986915 |
| Banque Federative du Credit Mutuel SA, VRN, 4.00%, 1/15/35 | EUR | 3000000 | 3480407 |
| Barclays PLC, VRN, 4.92%, 8/8/30 | EUR | 3100000 | 3790409 |
| Barclays PLC, VRN, 8.41%, 11/14/32 | GBP | 2100000 | 2978615 |
| BNP Paribas SA, VRN, 2.00%, 5/24/31 | GBP | 3500000 | 4522037 |
| BNP Paribas SA, VRN, 4.375%, 3/1/33<sup>(1)</sup> |  | 3831000 | 3758654 |
| BPCE SA, VRN, 2.50%, 11/30/32 | GBP | 2000000 | 2494708 |
| BPCE SA, VRN, 4.125%, 3/8/33 | EUR | 2000000 | 2360383 |
| BPCE SA, VRN, 3.65%, 1/14/37<sup>(1)</sup> |  | 4970000 | 4390752 |
| Caixa Geral de Depositos SA, VRN, 0.375%, 9/21/27 | EUR | 2000000 | 2230137 |
| CaixaBank SA, VRN, 6.25%, 2/23/33 | EUR | 4500000 | 5517517 |
| Canadian Imperial Bank of Commerce, VRN, 7.00%, 10/28/85 |  | 6705000 | 6782108 |
| Citibank NA, 4.91%, 5/29/30 |  | 4462000 | 4533322 |
| Citigroup, Inc., VRN, 5.61%, 3/4/56 |  | 1505000 | 1469519 |
| Commerzbank AG, VRN, 6.50%, 12/6/32 | EUR | 1500000 | 1831445 |
| Credit Agricole Italia SpA, 3.50%, 1/15/30 | EUR | 9000000 | 10605347 |
| Credit Mutuel Arkea SA, VRN, 4.81%, 5/15/35 | EUR | 3000000 | 3585703 |
| European Investment Bank, 3.90%, 6/15/28<sup>(1)</sup> | CAD | 12184000 | 9009530 |
| European Union, 0.00%, 7/4/31<sup>(2)</sup> | EUR | 20800000 | 20394347 |
| HSBC Holdings PLC, VRN, 1.75%, 7/24/27 | GBP | 4500000 | 5780940 |

---

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---

| | | | |
|:---|:---|:---|:---|
| Intesa Sanpaolo SpA, 3.875%, 7/14/27<sup>(1)</sup> | EUR | 1100000 | 1083431 |
| Intesa Sanpaolo SpA, VRN, 4.20%, 6/1/32<sup>(1)</sup> |  | 1941000 | 1802040 |
| Intesa Sanpaolo SpA, VRN, 6.18%, 2/20/34 |  | 2500000 | 3105328 |
| JPMorgan Chase & Co., VRN, 5.10%, 4/22/31 |  | 4475000 | 4577550 |
| JPMorgan Chase & Co., VRN, 5.77%, 4/22/35 |  | 2762000 | 2897817 |
| JPMorgan Chase & Co., VRN, 5.58%, 7/23/36 |  | 2185000 | 2218769 |
| La Banque Postale SA, VRN, 5.625%, 9/21/28 | GBP | 1000000 | 1343530 |
| mBank SA, VRN, 4.03%, 9/27/30 | EUR | 3000000 | 3487617 |
| Mizuho Financial Group, Inc., 2.10%, 4/8/32 | EUR | 7000000 | 7439765 |
| Morgan Stanley Private Bank NA, VRN, 4.73%, 7/18/31 |  | 1915000 | 1924071 |
| Nationstar Mortgage Holdings, Inc., 7.125%, 2/1/32<sup>(1)</sup> |  | 3510000 | 3668116 |
| NatWest Group PLC, VRN, 2.11%, 11/28/31 | GBP | 1900000 | 2430436 |
| Novo Banco SA, VRN, 9.875%, 12/1/33 | EUR | 7000000 | 9485425 |
| Royal Bank of Canada, VRN, 5.15%, 2/4/31 |  | 2470000 | 2520029 |
| Royal Bank of Canada, VRN, 4.70%, 8/6/31<sup>(3)</sup> |  | 2996000 | 2999743 |
| Societe Generale SA, VRN, 5.75%, 1/22/32 | GBP | 3500000 | 4721611 |
| Standard Chartered PLC, VRN, 1.20%, 9/23/31 | EUR | 2000000 | 2237975 |
| Sumitomo Mitsui Banking Corp., 2.74%, 2/18/30 (Secured) | EUR | 6000000 | 6834872 |
| Toronto-Dominion Bank, VRN, 8.125%, 10/31/82 |  | 7030000 | 7427814 |
| UniCredit SpA, VRN, 5.86%, 6/19/32<sup>(1)</sup> |  | 3085000 | 3109778 |
| Wells Fargo & Co., VRN, 5.56%, 7/25/34 |  | 736000 | 759782 |
| Wells Fargo & Co., VRN, 5.61%, 4/23/36 |  | 1090000 | 1123069 |
| Wells Fargo & Co., VRN, 5.01%, 4/4/51 |  | 1300000 | 1178909 |
|  |  |  | 205201514 |
| **Beverages — 0.0%** |  |  |  |
| Anheuser-Busch InBev SA, 1.65%, 3/28/31 | EUR | 1000000 | 1063113 |
| **Biotechnology — 0.3%** |  |  |  |
| AbbVie, Inc., 5.35%, 3/15/44 |  | 1212000 | 1185057 |
| Amgen, Inc., 5.65%, 3/2/53 |  | 1710000 | 1654674 |
| Biocon Biologics Global PLC, 6.67%, 10/9/29<sup>(1)</sup> |  | 5025000 | 4733486 |
|  |  |  | 7573217 |
| **Building Products — 0.3%** |  |  |  |
| Builders FirstSource, Inc., 5.00%, 3/1/30<sup>(1)</sup> |  | 1906000 | 1867324 |
| Builders FirstSource, Inc., 4.25%, 2/1/32<sup>(1)</sup> |  | 4727000 | 4366489 |
| Standard Building Solutions, Inc., 6.50%, 8/15/32<sup>(1)</sup> |  | 1313000 | 1341731 |
| Standard Industries, Inc., 4.375%, 7/15/30<sup>(1)</sup> |  | 670000 | 634754 |
|  |  |  | 8210298 |
| **Capital Markets — 1.3%** |  |  |  |
| Ares Strategic Income Fund, 5.70%, 3/15/28 |  | 1270000 | 1277148 |
| Blackstone Private Credit Fund, 5.95%, 7/16/29 |  | 570000 | 581585 |
| Blue Owl Capital Corp., 5.95%, 3/15/29 |  | 1259000 | 1262256 |
| Blue Owl Credit Income Corp., 7.75%, 1/15/29 |  | 1745000 | 1857189 |
| Citadel Finance LLC, 5.90%, 2/10/30<sup>(1)</sup> |  | 1000000 | 1004639 |
| Goldman Sachs Group, Inc., 4.25%, 1/29/26 | GBP | 1400000 | 1848101 |
| Goldman Sachs Group, Inc., VRN, 6.48%, 10/24/29 |  | 745000 | 787749 |
| Goldman Sachs Group, Inc., VRN, 4.69%, 10/23/30 |  | 534000 | 533735 |
| Golub Capital BDC, Inc., 7.05%, 12/5/28 |  | 1518000 | 1593895 |
| Golub Capital Private Credit Fund, 5.45%, 8/15/28<sup>(1)</sup> |  | 1950000 | 1943156 |
| HPS Corporate Lending Fund, 5.45%, 1/14/28 |  | 1495000 | 1498730 |
| HPS Corporate Lending Fund, 6.25%, 9/30/29 |  | 287000 | 293477 |
| LPL Holdings, Inc., 5.15%, 6/15/30 |  | 2885000 | 2919390 |
| Morgan Stanley, VRN, 6.63%, 11/1/34 |  | 2835000 | 3127687 |
| Morgan Stanley, VRN, 5.83%, 4/19/35 |  | 581000 | 609245 |
| Morgan Stanley, VRN, 5.52%, 11/19/55 |  | 590000 | 578390 |
| Northern Trust Corp., VRN, 3.375%, 5/8/32 |  | 9045000 | 8761077 |

---

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| | | | |
|:---|:---|:---|:---|
| UBS Group AG, VRN, 3.125%, 6/15/30 | EUR | 4000000 | 4602965 |
| UBS Group AG, VRN, 7.00%, 12/31/99<sup>(3)</sup> |  | 3409000 | 3409000 |
|  |  |  | 38489414 |
| **Chemicals — 0.4%** |  |  |  |
| Braskem Netherlands Finance BV, 4.50%, 1/10/28<sup>(1)</sup> |  | 1632000 | 1246745 |
| Braskem Netherlands Finance BV, 4.50%, 1/31/30<sup>(1)</sup> |  | 7095000 | 5043993 |
| Celanese U.S. Holdings LLC, 6.67%, 7/15/27 |  | 1950000 | 1999943 |
| Orbia Advance Corp. SAB de CV, 2.875%, 5/11/31<sup>(1)</sup> |  | 5745000 | 4778605 |
|  |  |  | 13069286 |
| **Communications Equipment — 0.2%** |  |  |  |
| Cisco Systems, Inc., 5.50%, 2/24/55 |  | 1459000 | 1446087 |
| Motorola Solutions, Inc., 4.85%, 8/15/30 |  | 2135000 | 2150223 |
| Motorola Solutions, Inc., 5.20%, 8/15/32 |  | 2195000 | 2225232 |
|  |  |  | 5821542 |
| **Construction Materials — 0.1%** |  |  |  |
| Quikrete Holdings, Inc., 6.375%, 3/1/32<sup>(1)</sup> |  | 1785000 | 1831856 |
| Quikrete Holdings, Inc., 6.75%, 3/1/33<sup>(1)</sup> |  | 2506000 | 2571819 |
|  |  |  | 4403675 |
| **Consumer Finance — 0.6%** |  |  |  |
| Ally Financial, Inc., 8.00%, 11/1/31 |  | 4953000 | 5598328 |
| Avolon Holdings Funding Ltd., 6.375%, 5/4/28<sup>(1)</sup> |  | 535000 | 557122 |
| Avolon Holdings Funding Ltd., 5.15%, 1/15/30<sup>(1)</sup> |  | 1042000 | 1050310 |
| Capital One Financial Corp., VRN, 2.36%, 7/29/32 |  | 1627000 | 1385854 |
| Encore Capital Group, Inc., 9.25%, 4/1/29<sup>(1)</sup> |  | 1501000 | 1582791 |
| OneMain Finance Corp., 6.125%, 5/15/30<sup>(3)</sup> |  | 1250000 | 1253100 |
| OneMain Finance Corp., 7.50%, 5/15/31 |  | 1534000 | 1600144 |
| PRA Group, Inc., 8.875%, 1/31/30<sup>(1)</sup> |  | 3584000 | 3726643 |
|  |  |  | 16754292 |
| **Consumer Staples Distribution & Retail — 0.5%** |  |  |  |
| Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 3.25%, 3/15/26<sup>(1)</sup> |  | 6226000 | 6164786 |
| Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 4.625%, 1/15/27<sup>(1)</sup> |  | 2865000 | 2845019 |
| Walgreens Boots Alliance, Inc., 3.45%, 6/1/26 |  | 6888000 | 6791328 |
|  |  |  | 15801133 |
| **Diversified Consumer Services — 0.0%** |  |  |  |
| Leland Stanford Junior University, 4.68%, 3/1/35 |  | 500000 | 494217 |
| Massachusetts Institute of Technology, 5.62%, 6/1/55 |  | 805000 | 825406 |
|  |  |  | 1319623 |
| **Diversified REITs — 0.5%** |  |  |  |
| American Assets Trust LP, 3.375%, 2/1/31 |  | 2585000 | 2315055 |
| Kilroy Realty LP, 3.05%, 2/15/30 |  | 1790000 | 1619028 |
| Kilroy Realty LP, 2.50%, 11/15/32 |  | 765000 | 617371 |
| Kilroy Realty LP, 2.65%, 11/15/33 |  | 1096000 | 869105 |
| Piedmont Operating Partnership LP, 9.25%, 7/20/28 |  | 3694000 | 4068384 |
| Piedmont Operating Partnership LP, 6.875%, 7/15/29 |  | 681000 | 712726 |
| Trust Fibra Uno, 4.87%, 1/15/30<sup>(1)</sup> |  | 2097000 | 2001337 |
| Trust Fibra Uno, 7.70%, 1/23/32<sup>(1)</sup> |  | 2753000 | 2911234 |
|  |  |  | 15114240 |
| **Diversified Telecommunication Services — 0.4%** |  |  |  |
| Frontier Communications Holdings LLC, 8.625%, 3/15/31<sup>(1)</sup> |  | 6640000 | 7040576 |
| Sprint Capital Corp., 6.875%, 11/15/28 |  | 2999000 | 3207075 |
| Verizon Communications, Inc., 2.99%, 10/30/56 |  | 2115000 | 1269483 |
|  |  |  | 11517134 |
| **Electric Utilities — 1.4%** |  |  |  |
| AEP Transmission Co. LLC, 5.375%, 6/15/35 |  | 615000 | 625463 |
| Black Hills Corp., 6.00%, 1/15/35 |  | 785000 | 816551 |

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| | | | |
|:---|:---|:---|:---|
| Commonwealth Edison Co., 5.30%, 2/1/53 |  | 967000 | 913348 |
| Commonwealth Edison Co., 5.95%, 6/1/55 |  | 1025000 | 1063718 |
| Duke Energy Corp., 5.00%, 8/15/52 |  | 1475000 | 1288109 |
| Duke Energy Corp., 5.80%, 6/15/54 |  | 1480000 | 1447898 |
| Duke Energy Progress LLC, 4.35%, 3/6/27 |  | 2632000 | 2636174 |
| Duke Energy Progress LLC, 4.15%, 12/1/44 |  | 745000 | 609165 |
| Duke Energy Progress LLC, 5.55%, 3/15/55 |  | 1635000 | 1600878 |
| Electricite de France SA, 6.95%, 1/26/39<sup>(1)</sup> |  | 4096000 | 4517366 |
| Emera, Inc., Series 16-A, VRN, 6.75%, 6/15/76 |  | 7780000 | 7855738 |
| Florida Power & Light Co., 4.125%, 2/1/42 |  | 2515000 | 2132700 |
| MidAmerican Energy Co., 5.30%, 2/1/55 |  | 1850000 | 1753528 |
| Nevada Power Co., VRN, 6.25%, 5/15/55 |  | 1257000 | 1255367 |
| Niagara Mohawk Power Corp., 4.65%, 10/3/30<sup>(1)</sup> |  | 1105000 | 1097867 |
| Northern States Power Co., 5.10%, 5/15/53 |  | 1035000 | 961329 |
| Northern States Power Co., 5.65%, 5/15/55 |  | 1284000 | 1286981 |
| NRG Energy, Inc., 2.00%, 12/2/25<sup>(1)</sup> |  | 2540000 | 2511662 |
| Palomino Funding Trust I, 7.23%, 5/17/28<sup>(1)</sup> |  | 1895000 | 2002533 |
| PECO Energy Co., 4.375%, 8/15/52 |  | 1370000 | 1129417 |
| Public Service Electric & Gas Co., 5.50%, 3/1/55 |  | 1033000 | 1019172 |
| Southern Co., VRN, 4.00%, 1/15/51 |  | 2500000 | 2490493 |
| Union Electric Co., 5.45%, 3/15/53 |  | 1045000 | 1002825 |
|  |  |  | 42018282 |
| **Electronic Equipment, Instruments and Components — 0.0%** |  |  |  |
| Keysight Technologies, Inc., 5.35%, 7/30/30 |  | 1169000 | 1202705 |
| **Energy Equipment and Services — 0.1%** |  |  |  |
| Enerflex Ltd., 9.00%, 10/15/27<sup>(1)</sup> |  | 4186000 | 4325260 |
| **Entertainment — 0.1%** |  |  |  |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27 |  | 3744000 | 3673370 |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27 |  | 338000 | 325008 |
|  |  |  | 3998378 |
| **Financial Services — 1.4%** |  |  |  |
| Antares Holdings LP, 6.35%, 10/23/29<sup>(1)</sup> |  | 2485000 | 2506150 |
| Atlas Warehouse Lending Co. LP, 6.25%, 1/15/30<sup>(1)</sup> |  | 4142000 | 4180216 |
| Blue Owl Technology Finance Corp., 6.10%, 3/15/28<sup>(1)</sup> |  | 1736000 | 1746664 |
| BPCE SFH SA, 0.125%, 12/3/30 | EUR | 3000000 | 2990653 |
| Cie de Financement Foncier SA, 1.20%, 4/29/31 | EUR | 3300000 | 3443496 |
| Credit Agricole Public Sector SCF SA, 0.125%, 12/8/32 | EUR | 1000000 | 962394 |
| Credit Agricole Public Sector SCF SA, 0.125%, 12/8/32 | EUR | 1000000 | 962161 |
| Essent Group Ltd., 6.25%, 7/1/29 |  | 3085000 | 3198606 |
| Freedom Mortgage Holdings LLC, 9.25%, 2/1/29<sup>(1)</sup> |  | 2980000 | 3108607 |
| Nationwide Building Society, 6.125%, 8/21/28 | GBP | 1000000 | 1380988 |
| Nationwide Building Society, VRN, 4.125%, 10/18/32<sup>(1)</sup> |  | 1725000 | 1683303 |
| NMI Holdings, Inc., 6.00%, 8/15/29 |  | 3500000 | 3574197 |
| PennyMac Financial Services, Inc., 7.125%, 11/15/30<sup>(1)</sup> |  | 4675000 | 4823469 |
| PennyMac Financial Services, Inc., 6.875%, 2/15/33<sup>(1)</sup> |  | 1188000 | 1211672 |
| Rocket Cos., Inc., 6.125%, 8/1/30<sup>(1)</sup> |  | 2335000 | 2369038 |
| Rocket Cos., Inc., 6.375%, 8/1/33<sup>(1)</sup> |  | 2440000 | 2491809 |
|  |  |  | 40633423 |
| **Food Products — 0.3%** |  |  |  |
| Flowers Foods, Inc., 5.75%, 3/15/35 |  | 1835000 | 1869905 |
| Mars, Inc., 5.20%, 3/1/35<sup>(1)</sup> |  | 2869000 | 2884341 |
| Mars, Inc., 5.65%, 5/1/45<sup>(1)</sup> |  | 2550000 | 2534437 |
| Mars, Inc., 5.70%, 5/1/55<sup>(1)</sup> |  | 1463000 | 1444916 |
|  |  |  | 8733599 |
| **Gas Utilities — 0.1%** |  |  |  |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/54 |  | 592000 | 567297 |

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| | | |
|:---|:---|:---|
| Excelerate Energy LP, 8.00%, 5/15/30<sup>(1)</sup> | 986000 | 1032837 |
| Snam SpA, 6.50%, 5/28/55<sup>(1)</sup> | 2142000 | 2226778 |
|  |  | 3826912 |
| **Ground Transportation — 0.1%** |  |  |
| Ashtead Capital, Inc., 5.95%, 10/15/33<sup>(1)</sup> | 1948000 | 2022491 |
| **Health Care Equipment and Supplies — 0.2%** |  |  |
| Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, 4/1/29<sup>(1)</sup> | 5768000 | 5888511 |
| **Health Care Providers and Services — 1.0%** |  |  |
| Centene Corp., 4.625%, 12/15/29 | 2550000 | 2426555 |
| CVS Health Corp., 6.00%, 6/1/44 | 1640000 | 1616276 |
| CVS Health Corp., VRN, 7.00%, 3/10/55 | 2748000 | 2834122 |
| Icon Investments Six DAC, 6.00%, 5/8/34 | 1196000 | 1224561 |
| IQVIA, Inc., 5.00%, 5/15/27<sup>(1)</sup> | 4110000 | 4089419 |
| IQVIA, Inc., 6.25%, 2/1/29 | 1715000 | 1793388 |
| Kaiser Foundation Hospitals, 3.00%, 6/1/51 | 505000 | 325023 |
| Surgery Center Holdings, Inc., 7.25%, 4/15/32<sup>(1)</sup> | 2576000 | 2651881 |
| Tenet Healthcare Corp., 6.125%, 10/1/28 | 1855000 | 1856273 |
| Tenet Healthcare Corp., 5.125%, 11/1/27 | 4943000 | 4926087 |
| UnitedHealth Group, Inc., 5.30%, 6/15/35 | 3332000 | 3368364 |
| UnitedHealth Group, Inc., 5.50%, 7/15/44 | 1601000 | 1546644 |
| UnitedHealth Group, Inc., 5.05%, 4/15/53 | 1635000 | 1436528 |
| Universal Health Services, Inc., 5.05%, 10/15/34 | 920000 | 874930 |
|  |  | 30970051 |
| **Hotels, Restaurants and Leisure — 0.9%** |  |  |
| Caesars Entertainment, Inc., 4.625%, 10/15/29<sup>(1)</sup> | 3868000 | 3658156 |
| Carnival Corp., 4.00%, 8/1/28<sup>(1)</sup> | 2450000 | 2381094 |
| Hyatt Hotels Corp., 5.75%, 3/30/32 | 1305000 | 1338958 |
| International Game Technology PLC, 5.25%, 1/15/29<sup>(1)</sup> | 5930000 | 5888675 |
| Light & Wonder International, Inc., 7.00%, 5/15/28<sup>(1)</sup> | 2190000 | 2193679 |
| Light & Wonder International, Inc., 7.25%, 11/15/29<sup>(1)</sup> | 4005000 | 4120588 |
| Royal Caribbean Cruises Ltd., 6.00%, 2/1/33<sup>(1)</sup> | 6857000 | 6974449 |
|  |  | 26555599 |
| **Household Durables — 0.2%** |  |  |
| Ashton Woods USA LLC/Ashton Woods Finance Co., 6.875%, 8/1/33<sup>(1)</sup> | 1442000 | 1440093 |
| DR Horton, Inc., 4.85%, 10/15/30 | 2059000 | 2071782 |
| KB Home, 4.80%, 11/15/29 | 1658000 | 1621739 |
|  |  | 5133614 |
| **Independent Power and Renewable Electricity Producers — 0.3%** |  |  |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple, 7.25%, 1/31/41<sup>(1)</sup> | 4692033 | 4807692 |
| Saavi Energia SARL, 8.875%, 2/10/35<sup>(1)</sup> | 4015000 | 4183831 |
|  |  | 8991523 |
| **Industrial Conglomerates — 0.1%** |  |  |
| Siemens Financieringsmaatschappij NV, 1.20%, 3/11/26<sup>(1)</sup> | 2050000 | 2011348 |
| **Insurance — 1.1%** |  |  |
| American International Group, Inc., 4.375%, 6/30/50 | 848000 | 701914 |
| Athene Global Funding, 5.53%, 7/11/31<sup>(1)</sup> | 1363000 | 1391750 |
| Beacon Funding Trust, 6.27%, 8/15/54<sup>(1)</sup> | 1175000 | 1163782 |
| CNO Financial Group, Inc., 5.25%, 5/30/29 | 4350000 | 4389495 |
| CNO Financial Group, Inc., 6.45%, 6/15/34 | 1765000 | 1839719 |
| F&G Annuities & Life, Inc., 6.50%, 6/4/29 | 476000 | 490598 |
| Global Atlantic Fin Co., 7.95%, 6/15/33<sup>(1)</sup> | 6525000 | 7388449 |
| Liberty Mutual Group, Inc., VRN, 4.125%, 12/15/51<sup>(1)</sup> | 3655000 | 3557509 |
| Lincoln National Corp., 7.00%, 6/15/40 | 1285000 | 1413924 |
| MetLife, Inc., 6.40%, 12/15/66 | 1825000 | 1902909 |
| Prudential Financial, Inc., VRN, 6.50%, 3/15/54 | 1525000 | 1587618 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Rothesay Life PLC, 7.73%, 5/16/33 | GBP | 2900000 | 4207780 |
| Travelers Cos., Inc., 5.05%, 7/24/35 |  | 1075000 | 1078092 |
| Travelers Cos., Inc., 5.70%, 7/24/55 |  | 1110000 | 1118710 |
|  |  |  | 32232249 |
| **IT Services — 0.2%** |  |  |  |
| CoreWeave, Inc., 9.25%, 6/1/30<sup>(1)</sup> |  | 4580000 | 4606568 |
| **Machinery — 0.5%** |  |  |  |
| AGCO Corp., 5.80%, 3/21/34 |  | 1096000 | 1117564 |
| Caterpillar, Inc., 5.20%, 5/15/35 |  | 1388000 | 1415812 |
| Chart Industries, Inc., 7.50%, 1/1/30<sup>(1)</sup> |  | 6900000 | 7236589 |
| Nordson Corp., 4.50%, 12/15/29 |  | 1720000 | 1709927 |
| Weir Group, Inc., 5.35%, 5/6/30<sup>(1)</sup> |  | 2675000 | 2711286 |
|  |  |  | 14191178 |
| **Marine Transportation — 0.2%** |  |  |  |
| Yinson Bergenia Production BV, 8.50%, 1/31/45<sup>(1)</sup> |  | 5809000 | 5998910 |
| **Media — 1.3%** |  |  |  |
| Cox Communications, Inc., 5.70%, 6/15/33<sup>(1)</sup> |  | 2352000 | 2368609 |
| Lamar Media Corp., 3.75%, 2/15/28 |  | 4045000 | 3910584 |
| Nexstar Media, Inc., 4.75%, 11/1/28<sup>(1)</sup> |  | 7580000 | 7373622 |
| Paramount Global, 4.375%, 3/15/43 |  | 3918000 | 2967131 |
| Sirius XM Radio LLC, 3.125%, 9/1/26<sup>(1)</sup> |  | 8220000 | 8042112 |
| TEGNA, Inc., 4.75%, 3/15/26<sup>(1)</sup> |  | 2156000 | 2150960 |
| TEGNA, Inc., 4.625%, 3/15/28 |  | 5970000 | 5817566 |
| TEGNA, Inc., 5.00%, 9/15/29 |  | 3090000 | 2972922 |
| Time Warner Cable LLC, 6.55%, 5/1/37 |  | 3590000 | 3690356 |
|  |  |  | 39293862 |
| **Metals and Mining — 0.4%** |  |  |  |
| CSN Inova Ventures, 6.75%, 1/28/28<sup>(1)</sup> |  | 5235000 | 4988799 |
| Glencore Funding LLC, 5.19%, 4/1/30<sup>(1)</sup> |  | 3800000 | 3863028 |
| Newmont Corp./Newcrest Finance Pty. Ltd., 5.35%, 3/15/34 |  | 1134000 | 1161321 |
| Rio Tinto Finance USA PLC, 5.75%, 3/14/55 |  | 1025000 | 1026851 |
|  |  |  | 11039999 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.5%** |  |  |  |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 4.75%, 6/15/29<sup>(1)</sup> |  | 4400000 | 4275091 |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 7.00%, 7/15/31<sup>(1)</sup> |  | 9700000 | 10166667 |
|  |  |  | 14441758 |
| **Multi-Utilities — 0.3%** |  |  |  |
| Dominion Energy, Inc., 4.90%, 8/1/41 |  | 2430000 | 2191148 |
| Engie SA, 5.875%, 4/10/54<sup>(1)</sup> |  | 1750000 | 1755854 |
| NiSource, Inc., 5.35%, 7/15/35 |  | 2881000 | 2891680 |
| Sempra, 3.25%, 6/15/27 |  | 925000 | 904080 |
| WEC Energy Group, Inc., 5.60%, 9/12/26 |  | 201000 | 203133 |
|  |  |  | 7945895 |
| **Oil, Gas and Consumable Fuels — 2.4%** |  |  |  |
| 3R Lux SARL, 9.75%, 2/5/31<sup>(1)</sup> |  | 3219000 | 3323617 |
| Cheniere Energy, Inc., 4.625%, 10/15/28 |  | 1540000 | 1532273 |
| Columbia Pipelines Holding Co. LLC, 5.68%, 1/15/34<sup>(1)</sup> |  | 1450000 | 1471409 |
| Crescent Energy Finance LLC, 8.375%, 1/15/34<sup>(1)</sup> |  | 804000 | 796398 |
| Enbridge, Inc., VRN, 6.00%, 1/15/77 |  | 7355000 | 7359475 |
| Encino Acquisition Partners Holdings LLC, 8.75%, 5/1/31<sup>(1)</sup> |  | 3330000 | 3676823 |
| Energy Transfer LP, 6.55%, 12/1/33 |  | 2290000 | 2472072 |
| Energy Transfer LP, 6.125%, 12/15/45 |  | 1345000 | 1326130 |
| Eni SpA, 4.25%, 5/19/33 | EUR | 3000000 | 3596359 |
| Eni SpA, 5.95%, 5/15/54<sup>(1)</sup> |  | 1389000 | 1340468 |
| EOG Resources, Inc., 5.95%, 7/15/55 |  | 561000 | 566978 |

---

------

---

| | | |
|:---|:---|:---|
| Expand Energy Corp., 5.375%, 3/15/30 | 3906000 | 3913093 |
| Expand Energy Corp., 6.75%, 4/15/29<sup>(1)</sup> | 900000 | 908037 |
| Geopark Ltd., 8.75%, 1/31/30<sup>(1)</sup> | 2149000 | 1859562 |
| Matador Resources Co., 6.50%, 4/15/32<sup>(1)</sup> | 2475000 | 2484492 |
| Northern Natural Gas Co., 5.625%, 2/1/54<sup>(1)</sup> | 615000 | 587731 |
| Occidental Petroleum Corp., 6.45%, 9/15/36 | 640000 | 651861 |
| Petroleos Mexicanos, 5.35%, 2/12/28 | 11527000 | 11246144 |
| Petroleos Mexicanos, 6.84%, 1/23/30 | 854000 | 840920 |
| Petroleos Mexicanos, 5.95%, 1/28/31 | 15650000 | 14536066 |
| SM Energy Co., 6.75%, 9/15/26 | 4022000 | 4034243 |
| Southern Natural Gas Co. LLC, 5.45%, 8/1/35<sup>(1)</sup> | 1056000 | 1058354 |
| Sunoco LP, 7.00%, 5/1/29<sup>(1)</sup> | 2571000 | 2663178 |
|  |  | 72245683 |
| **Paper and Forest Products — 0.1%** |  |  |
| Louisiana-Pacific Corp., 3.625%, 3/15/29<sup>(1)</sup> | 2524000 | 2406603 |
| **Passenger Airlines — 0.8%** |  |  |
| American Airlines, Inc., 7.25%, 2/15/28<sup>(1)</sup> | 2910000 | 2972153 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> | 5782743 | 5781084 |
| Delta Air Lines, Inc., 4.95%, 7/10/28 | 2570000 | 2583007 |
| Grupo Aeromexico SAB de CV, 8.25%, 11/15/29<sup>(1)</sup> | 4875000 | 4809188 |
| United Airlines, Inc., 4.375%, 4/15/26<sup>(1)</sup> | 7717000 | 7676009 |
|  |  | 23821441 |
| **Pharmaceuticals — 0.0%** |  |  |
| Bristol-Myers Squibb Co., 5.55%, 2/22/54 | 1475000 | 1427708 |
| **Real Estate Management and Development — 0.1%** |  |  |
| Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp., 9.75%, 4/15/30<sup>(1)</sup> | 2101000 | 2189893 |
| **Semiconductors and Semiconductor Equipment — 0.5%** |  |  |
| Foundry JV Holdco LLC, 5.50%, 1/25/31<sup>(1)</sup> | 2455000 | 2507351 |
| Foundry JV Holdco LLC, 5.90%, 1/25/33<sup>(1)</sup> | 847000 | 871171 |
| Foundry JV Holdco LLC, 5.875%, 1/25/34<sup>(1)</sup> | 730000 | 737816 |
| Foundry JV Holdco LLC, 6.10%, 1/25/36<sup>(1)</sup> | 1141000 | 1167368 |
| Foundry JV Holdco LLC, 6.30%, 1/25/39<sup>(1)</sup> | 1210000 | 1247082 |
| Intel Corp., 3.90%, 3/25/30 | 2090000 | 2012040 |
| Intel Corp., 5.15%, 2/21/34 | 1065000 | 1053865 |
| Intel Corp., 5.60%, 2/21/54 | 881000 | 778996 |
| Micron Technology, Inc., 5.30%, 1/15/31 | 3345000 | 3414782 |
|  |  | 13790471 |
| **Software — 0.5%** |  |  |
| AppLovin Corp., 5.125%, 12/1/29 | 903000 | 914094 |
| AppLovin Corp., 5.375%, 12/1/31 | 867000 | 883809 |
| AppLovin Corp., 5.50%, 12/1/34 | 2900000 | 2934805 |
| Oracle Corp., 3.60%, 4/1/40 | 4373000 | 3453330 |
| Oracle Corp., 5.50%, 9/27/64 | 820000 | 733190 |
| Synopsys, Inc., 5.00%, 4/1/32 | 5402000 | 5459719 |
|  |  | 14378947 |
| **Specialized REITs — 0.2%** |  |  |
| EPR Properties, 4.95%, 4/15/28 | 2250000 | 2251602 |
| EPR Properties, 3.75%, 8/15/29 | 835000 | 793556 |
| VICI Properties LP, 5.75%, 4/1/34 | 310000 | 317371 |
| VICI Properties LP/VICI Note Co., Inc., 4.125%, 8/15/30<sup>(1)</sup> | 2765000 | 2643092 |
|  |  | 6005621 |
| **Specialty Retail — 0.2%** |  |  |
| Advance Auto Parts, Inc., 7.00%, 8/1/30<sup>(1)(3)</sup> | 2216000 | 2228662 |
| Advance Auto Parts, Inc., 7.375%, 8/1/33<sup>(1)(3)</sup> | 2960000 | 2977716 |

---

------

---

| | | |
|:---|:---|:---|
| Home Depot, Inc., 5.30%, 6/25/54 | 985000 | 939061 |
|  |  | 6145439 |
| **Technology Hardware, Storage and Peripherals — 0.2%** |  |  |
| Apple, Inc., 4.50%, 5/12/32 | 4300000 | 4327445 |
| Dell International LLC/EMC Corp., 5.30%, 4/1/32 | 1377000 | 1405543 |
|  |  | 5732988 |
| **Trading Companies and Distributors — 0.1%** |  |  |
| Aircastle Ltd., 5.95%, 2/15/29<sup>(1)</sup> | 305000 | 315621 |
| Herc Holdings, Inc., 5.50%, 7/15/27<sup>(1)</sup> | 1168000 | 1164168 |
| Herc Holdings, Inc., 7.25%, 6/15/33<sup>(1)</sup> | 2613000 | 2707719 |
|  |  | 4187508 |
| **Wireless Telecommunication Services — 0.1%** |  |  |
| U.S. Cellular Corp., 6.70%, 12/15/33 | 3853000 | 4057402 |
| **TOTAL CORPORATE BONDS**<br>(Cost $823,946,963) |  | **835362036** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 18.8%** |  |  |
| **Adjustable-Rate U.S. Government Agency Mortgage-Backed Securities — 0.0%** |  |  |
| FNMA, VRN, 3.18%, (1-year RFUCC plus 1.61%), 3/1/47 | 514410 | 509502 |
| FNMA, VRN, 3.10%, (1-year RFUCC plus 1.61%), 4/1/47 | 308155 | 304863 |
|  |  | 814365 |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 18.8%** |  |  |
| FHLMC, 2.00%, 6/1/36 | 4356559 | 3998240 |
| FHLMC, 6.00%, 2/1/38 | 556 | 582 |
| FHLMC, 3.50%, 2/1/49 | 6957620 | 6355564 |
| FHLMC, 3.50%, 5/1/50 | 4545564 | 4102738 |
| FHLMC, 2.50%, 10/1/50 | 5618998 | 4615644 |
| FHLMC, 3.50%, 5/1/51 | 9414101 | 8511118 |
| FHLMC, 2.50%, 5/1/51 | 153758 | 127400 |
| FHLMC, 2.00%, 8/1/51 | 17089203 | 13504782 |
| FHLMC, 3.00%, 12/1/51 | 5835208 | 5015058 |
| FHLMC, 3.50%, 5/1/52 | 881105 | 789060 |
| FHLMC, 3.50%, 5/1/52 | 299224 | 270305 |
| FHLMC, 4.00%, 5/1/52 | 301599 | 278949 |
| FHLMC, 5.00%, 8/1/52 | 6194981 | 6073429 |
| FHLMC, 4.50%, 10/1/52 | 4951366 | 4708205 |
| FHLMC, 6.00%, 11/1/52 | 5543293 | 5641170 |
| FHLMC, 6.00%, 1/1/53 | 4175539 | 4249041 |
| FHLMC, 6.00%, 8/1/53 | 5257309 | 5393890 |
| FHLMC, 6.50%, 11/1/53 | 5067804 | 5247209 |
| FHLMC, 5.50%, 4/1/54 | 10300130 | 10320929 |
| FNMA, 2.00%, 5/1/36 | 5125074 | 4713806 |
| FNMA, 3.50%, 10/1/40 | 678270 | 633758 |
| FNMA, 4.50%, 9/1/41 | 4828 | 4751 |
| FNMA, 3.50%, 5/1/42 | 13912 | 12939 |
| FNMA, 4.00%, 2/1/46 | 95226 | 89585 |
| FNMA, 4.00%, 3/1/50 | 6847691 | 6351111 |
| FNMA, 2.50%, 6/1/50 | 8469740 | 7039850 |
| FNMA, 2.50%, 10/1/50 | 5548384 | 4579498 |
| FNMA, 2.50%, 12/1/50 | 6918769 | 5682643 |
| FNMA, 2.50%, 2/1/51 | 1142790 | 950346 |
| FNMA, 4.00%, 3/1/51 | 7141850 | 6696274 |
| FNMA, 4.00%, 3/1/51 | 9201049 | 8588546 |
| FNMA, 2.50%, 12/1/51 | 5455899 | 4528801 |
| FNMA, 2.50%, 2/1/52 | 2182503 | 1808221 |
| FNMA, 3.00%, 2/1/52 | 5439483 | 4713422 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA, 2.50%, 3/1/52 |  | 14115705 | 11725643 |
| FNMA, 3.00%, 4/1/52 |  | 15116989 | 13189571 |
| FNMA, 3.50%, 4/1/52 |  | 185854 | 166368 |
| FNMA, 3.50%, 5/1/52 |  | 549901 | 499895 |
| FNMA, 4.00%, 5/1/52 |  | 6659063 | 6158272 |
| FNMA, 3.50%, 5/1/52 |  | 8982892 | 8061815 |
| FNMA, 3.50%, 5/1/52 |  | 5593819 | 5018162 |
| FNMA, 3.50%, 5/1/52 |  | 611800 | 548808 |
| FNMA, 3.00%, 5/1/52 |  | 242513 | 211543 |
| FNMA, 3.00%, 6/1/52 |  | 92257 | 80498 |
| FNMA, 3.00%, 6/1/52 |  | 13579769 | 11767198 |
| FNMA, 5.00%, 8/1/52 |  | 2646240 | 2597258 |
| FNMA, 4.50%, 9/1/52 |  | 5940501 | 5675532 |
| FNMA, 5.00%, 10/1/52 |  | 9661960 | 9490553 |
| FNMA, 5.50%, 10/1/52 |  | 3977638 | 3968247 |
| FNMA, 5.00%, 1/1/53 |  | 11245341 | 11013364 |
| FNMA, 5.50%, 1/1/53 |  | 4814799 | 4806001 |
| FNMA, 6.50%, 1/1/53 |  | 6788940 | 7032410 |
| FNMA, 5.50%, 3/1/53 |  | 11690228 | 11741337 |
| FNMA, 4.50%, 6/1/53 |  | 11766412 | 11316753 |
| FNMA, 4.50%, 8/1/53 |  | 13405631 | 12846840 |
| FNMA, 6.00%, 9/1/53 |  | 4218630 | 4315869 |
| FNMA, 6.00%, 9/1/53 |  | 4422888 | 4495102 |
| FNMA, 5.50%, 3/1/54 |  | 12172729 | 12137089 |
| FNMA, 6.00%, 5/1/54 |  | 5776522 | 5870394 |
| GNMA, 4.00%, TBA |  | 15935000 | 14677542 |
| GNMA, 5.50%, TBA |  | 32200000 | 32123155 |
| GNMA, 2.50%, TBA |  | 17047000 | 14338247 |
| GNMA, 6.00%, 7/15/33 |  | 1316 | 1344 |
| GNMA, 5.00%, 10/15/39 |  | 3117 | 3140 |
| GNMA, 4.50%, 10/15/39 |  | 1725 | 1678 |
| GNMA, 4.50%, 1/15/40 |  | 2526 | 2461 |
| GNMA, 4.00%, 12/15/40 |  | 2782 | 2612 |
| GNMA, 4.50%, 12/15/40 |  | 8708 | 8461 |
| GNMA, 3.50%, 6/20/42 |  | 1565432 | 1449538 |
| GNMA, 3.00%, 5/20/50 |  | 1067661 | 937294 |
| GNMA, 3.00%, 7/20/50 |  | 2821951 | 2475624 |
| GNMA, 2.50%, 2/20/51 |  | 6222366 | 5248025 |
| GNMA, 3.50%, 6/20/51 |  | 2417598 | 2186585 |
| GNMA, 3.00%, 7/20/51 |  | 8208292 | 7187950 |
| GNMA, 2.00%, 12/20/51 |  | 15278192 | 12346958 |
| GNMA, 4.00%, 9/20/52 |  | 9690753 | 9008695 |
| GNMA, 4.50%, 9/20/52 |  | 4465332 | 4265329 |
| GNMA, 4.50%, 10/20/52 |  | 9901178 | 9463774 |
| GNMA, 5.00%, 12/20/54 |  | 4437958 | 4338567 |
| UMBS, 5.00%, TBA |  | 58870000 | 57305945 |
| UMBS, 5.50%, TBA |  | 72356000 | 71984235 |
|  |  |  | 559688545 |
| **TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<br>(Cost $568,110,674) |  |  | **560502910** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 18.4%** |  |  |  |
| **Australia — 0.9%** |  |  |  |
| Australia Government Bonds, 1.75%, 6/21/51 | AUD | 4300000 | 1466948 |
| New South Wales Treasury Corp., 1.50%, 2/20/32 | AUD | 5800000 | 3140831 |
| New South Wales Treasury Corp., 2.00%, 3/8/33 | AUD | 6000000 | 3239843 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Queensland Treasury Corp., 4.50%, 8/22/35<sup>(1)</sup> | AUD | 18850000 | 11705227 |
| Treasury Corp. of Victoria, 4.25%, 12/20/32 | AUD | 3600000 | 2282654 |
| Treasury Corp. of Victoria, 2.25%, 9/15/33 | AUD | 6900000 | 3714911 |
|  |  |  | 25550414 |
| **Austria — 1.8%** |  |  |  |
| Republic of Austria Government Bonds, 3.45%, 10/20/30<sup>(1)</sup> | EUR | 46000000 | 54863604 |
| **Belgium — 1.9%** |  |  |  |
| Kingdom of Belgium Government Bonds, 2.85%, 10/22/34<sup>(1)</sup> | EUR | 19500000 | 21761439 |
| Kingdom of Belgium Government Bonds, 5.00%, 3/28/35<sup>(1)</sup> | EUR | 18000000 | 23681084 |
| Kingdom of Belgium Government Bonds, 4.25%, 3/28/41<sup>(1)</sup> | EUR | 3716000 | 4533483 |
| Kingdom of Belgium Government Bonds, 1.60%, 6/22/47<sup>(1)</sup> | EUR | 5586000 | 4250659 |
| Kingdom of Belgium Government Bonds, 3.30%, 6/22/54<sup>(1)</sup> | EUR | 1450000 | 1448110 |
|  |  |  | 55674775 |
| **Brazil — 0.2%** |  |  |  |
| Brazil Government International Bonds, 6.625%, 3/15/35 |  | 5627000 | 5661959 |
| **Canada — 0.9%** |  |  |  |
| Canada Government Bonds, 2.00%, 12/1/51 | CAD | 2180000 | 1112640 |
| Canada Housing Trust No. 1, 3.10%, 6/15/28<sup>(1)</sup> | CAD | 28540000 | 20710244 |
| Province of Quebec, 3.50%, 12/1/48 | CAD | 7300000 | 4404604 |
|  |  |  | 26227488 |
| **China — 3.8%** |  |  |  |
| China Government Bonds, 2.64%, 1/15/28 | CNY | 129000000 | 18456676 |
| China Government Bonds, 2.54%, 12/25/30 | CNY | 277000000 | 40316364 |
| China Government Bonds, 2.67%, 11/25/33 | CNY | 88000000 | 13116918 |
| China Government Bonds, 2.67%, 11/25/33 | CNY | 50000000 | 7452364 |
| China Government Bonds, 3.81%, 9/14/50 | CNY | 57000000 | 10751096 |
| China Government Bonds, 2.19%, 9/25/54 | CNY | 118000000 | 17176408 |
| China Government Bonds, 2.19%, 9/25/54 | CNY | 48000000 | 6985748 |
|  |  |  | 114255574 |
| **Colombia — 0.1%** |  |  |  |
| Colombia Government International Bonds, 8.00%, 11/14/35 |  | 880000 | 904200 |
| Colombia TES, 7.00%, 6/30/32 | COP | 11500000000 | 2164924 |
|  |  |  | 3069124 |
| **Czech Republic — 0.2%** |  |  |  |
| Czech Republic Government Bonds, 0.25%, 2/10/27 | CZK | 138700000 | 6133954 |
| **Denmark — 0.2%** |  |  |  |
| Denmark Government Bonds, 0.50%, 11/15/29 | DKK | 35000000 | 5024880 |
| **Germany — 0.1%** |  |  |  |
| Bundesrepublik Deutschland Bundesanleihe, 1.25%, 8/15/48 | EUR | 1200000 | 953664 |
| Bundesrepublik Deutschland Bundesanleihe, 1.80%, 8/15/53 | EUR | 3330000 | 2856143 |
|  |  |  | 3809807 |
| **Indonesia — 0.4%** |  |  |  |
| Indonesia Treasury Bonds, 6.625%, 2/15/34 | IDR | 181530000000 | 11077913 |
| **Israel — 0.1%** |  |  |  |
| Israel Government Bonds - Fixed, 2.80%, 11/29/52 | ILS | 10000000 | 2133072 |
| **Italy — 0.5%** |  |  |  |
| Italy Buoni Poliennali Del Tesoro, 2.50%, 12/1/32 | EUR | 3250000 | 3566674 |
| Italy Buoni Poliennali Del Tesoro, 1.80%, 3/1/41<sup>(1)</sup> | EUR | 1500000 | 1291682 |
| Italy Buoni Poliennali Del Tesoro, 4.75%, 9/1/44<sup>(1)</sup> | EUR | 7519000 | 9398086 |
| Italy Buoni Poliennali Del Tesoro, 1.70%, 9/1/51<sup>(1)</sup> | EUR | 500000 | 351711 |
|  |  |  | 14608153 |
| **Japan — 3.5%** |  |  |  |
| Japan Government Forty Year Bonds, 1.40%, 3/20/55 | JPY | 625000000 | 2827474 |
| Japan Government Thirty Year Bonds, 2.40%, 3/20/37 | JPY | 231950000 | 1641161 |
| Japan Government Thirty Year Bonds, 2.00%, 9/20/41 | JPY | 1234500000 | 7906074 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Japan Government Thirty Year Bonds, 1.40%, 12/20/45 | JPY | 1673400000 | 9053634 |
| Japan Government Thirty Year Bonds, 0.40%, 3/20/50 | JPY | 700000000 | 2660042 |
| Japan Government Thirty Year Bonds, 0.70%, 6/20/51 | JPY | 716000000 | 2852152 |
| Japan Government Thirty Year Bonds, 0.70%, 9/20/51 | JPY | 1350000000 | 5337844 |
| Japan Government Thirty Year Bonds, 0.70%, 12/20/51 | JPY | 1790000000 | 7017202 |
| Japan Government Thirty Year Bonds, 1.00%, 3/20/52 | JPY | 297300000 | 1265914 |
| Japan Government Thirty Year Bonds, 1.30%, 6/20/52 | JPY | 380000000 | 1748782 |
| Japan Government Thirty Year Bonds, 1.60%, 12/20/52 | JPY | 300000000 | 1478061 |
| Japan Government Thirty Year Bonds, 1.40%, 3/20/53 | JPY | 657000000 | 3062889 |
| Japan Government Thirty Year Bonds, 1.20%, 6/20/53 | JPY | 1853500000 | 8143564 |
| Japan Government Thirty Year Bonds, 1.80%, 9/20/53 | JPY | 1000000000 | 5119251 |
| Japan Government Thirty Year Bonds, 1.80%, 3/20/54 | JPY | 1120000000 | 5687329 |
| Japan Government Thirty Year Bonds, 2.20%, 6/20/54 | JPY | 680000000 | 3786413 |
| Japan Government Twenty Year Bonds, 0.60%, 9/20/37 | JPY | 1222000000 | 7027661 |
| Japan Government Twenty Year Bonds, 0.50%, 6/20/38 | JPY | 931000000 | 5182644 |
| Japan Government Twenty Year Bonds, 0.70%, 9/20/38 | JPY | 906000000 | 5146212 |
| Japan Government Twenty Year Bonds, 0.30%, 12/20/39 | JPY | 1078800000 | 5576444 |
| Japan Government Twenty Year Bonds, 0.50%, 12/20/41 | JPY | 831000000 | 4178214 |
| Japan Government Twenty Year Bonds, 1.10%, 9/20/42 | JPY | 835000000 | 4574575 |
| Japan Government Twenty Year Bonds, 1.10%, 6/20/43 | JPY | 500000000 | 2693852 |
|  |  |  | 103967388 |
| **Malaysia — 0.3%** |  |  |  |
| Malaysia Government Bonds, 4.70%, 10/15/42 | MYR | 31900000 | 8365837 |
| **Mexico — 0.3%** |  |  |  |
| Mexico Bonos, 7.75%, 5/29/31 | MXN | 158230000 | 7964636 |
| **New Zealand — 1.2%** |  |  |  |
| New Zealand Government Bonds, 1.75%, 5/15/41 | NZD | 6040000 | 2306220 |
| New Zealand Government Bonds, 4.50%, 5/15/35 | NZD | 58750000 | 34563641 |
|  |  |  | 36869861 |
| **Norway — 0.0%** |  |  |  |
| Norway Government Bonds, 1.75%, 2/17/27<sup>(1)</sup> | NOK | 2800000 | 263566 |
| **Poland — 0.1%** |  |  |  |
| Republic of Poland Government Bonds, 1.75%, 4/25/32 | PLN | 16300000 | 3515433 |
| **Saudi Arabia — 0.5%** |  |  |  |
| Saudi Government International Bonds, 3.375%, 3/5/32<sup>(1)</sup> | EUR | 14250000 | 16346972 |
| **Singapore — 0.1%** |  |  |  |
| Singapore Government Bonds, 2.875%, 7/1/29 | SGD | 4240000 | 3396370 |
| **Spain — 0.3%** |  |  |  |
| Spain Government Bonds, 1.85%, 7/30/35<sup>(1)</sup> | EUR | 2200000 | 2223538 |
| Spain Government Bonds, 2.70%, 10/31/48<sup>(1)</sup> | EUR | 7100000 | 6639631 |
|  |  |  | 8863169 |
| **Sweden — 0.1%** |  |  |  |
| Sweden Government Bonds, 1.75%, 11/11/33 | SEK | 29000000 | 2837354 |
| Sweden Government Bonds, 3.50%, 3/30/39 | SEK | 15600000 | 1756931 |
|  |  |  | 4594285 |
| **Thailand — 0.3%** |  |  |  |
| Thailand Government Bonds, 1.59%, 12/17/35 | THB | 306000000 | 9457462 |
| **United Kingdom — 0.6%** |  |  |  |
| U.K. Gilts, 1.75%, 9/7/37 | GBP | 9375000 | 8981390 |
| U.K. Gilts, 4.50%, 12/7/42 | GBP | 954000 | 1164086 |
| U.K. Gilts, 4.25%, 12/7/49 | GBP | 3720000 | 4186770 |
| U.K. Gilts, 4.25%, 12/7/55 | GBP | 3780000 | 4159233 |
|  |  |  | 18491479 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $609,528,547) |  |  | **550187175** |

---

------

---

| | | |
|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 9.7%** | | |
| **Private Sponsor Collateralized Mortgage Obligations — 9.4%** | | |
| Chase Home Lending Mortgage Trust, Series 2024-10, Class A4, VRN, 6.00%, 10/25/55<sup>(1)</sup> | 7763649 | 7811670 |
| Chase Home Lending Mortgage Trust, Series 2024-2, Class A4A, SEQ, VRN, 6.00%, 2/25/55<sup>(1)</sup> | 3173645 | 3193093 |
| Chase Home Lending Mortgage Trust, Series 2024-3, Class A4, SEQ, VRN, 6.00%, 2/25/55<sup>(1)</sup> | 8385077 | 8446714 |
| Chase Home Lending Mortgage Trust, Series 2024-9, Class A4, VRN, 5.50%, 9/25/55<sup>(1)</sup> | 8709068 | 8705059 |
| Chase Home Lending Mortgage Trust, Series 2024-9, Class A6, SEQ, VRN, 5.50%, 9/25/55<sup>(1)</sup> | 3563277 | 3555971 |
| Citigroup Mortgage Loan Trust, Series 2024-1, Class A7A, VRN, 6.00%, 7/25/54<sup>(1)</sup> | 7520159 | 7573485 |
| Citigroup Mortgage Loan Trust, Series 2024-CMI1, Class A11, VRN, 5.50%, 6/25/54<sup>(1)</sup> | 12405811 | 12383877 |
| Deephaven Residential Mortgage Trust, Series 2020-2, Class B1, VRN, 6.39%, 5/25/65<sup>(1)</sup> | 4482000 | 4565834 |
| GCAT Trust, Series 2024-INV3, Class A6, SEQ, VRN, 5.50%, 9/25/54<sup>(1)</sup> | 12135094 | 12136284 |
| GS Mortgage-Backed Securities Trust, Series 2024-PJ5, Class A15, SEQ, VRN, 6.00%, 9/25/54<sup>(1)</sup> | 8203178 | 8252376 |
| GS Mortgage-Backed Securities Trust, Series 2024-PJ7, Class A7, SEQ, VRN, 5.50%, 11/25/54<sup>(1)</sup> | 10010342 | 9972589 |
| GS Mortgage-Backed Securities Trust, Series 2025-PJ5, Class A5, VRN, 5.50%, 10/25/55<sup>(1)</sup> | 7745547 | 7724419 |
| GS Mortgage-Backed Securities Trust, Series 2025-PJ6, Class A4, VRN, 6.00%, 11/25/55<sup>(1)</sup> | 8007685 | 8068197 |
| JP Morgan Mortgage Trust, Series 2023-7, Class A4A, SEQ, VRN, 5.50%, 2/25/54<sup>(1)</sup> | 9448230 | 9433698 |
| JP Morgan Mortgage Trust, Series 2023-8, Class A4, SEQ, VRN, 6.00%, 2/25/54<sup>(1)</sup> | 3349285 | 3369299 |
| JP Morgan Mortgage Trust, Series 2024-10, Class A4, VRN, 5.50%, 3/25/55<sup>(1)</sup> | 7805289 | 7795135 |
| JP Morgan Mortgage Trust, Series 2024-10, Class A6, SEQ, VRN, 5.50%, 3/25/55<sup>(1)</sup> | 5710132 | 5692153 |
| JP Morgan Mortgage Trust, Series 2024-11, Class A4, VRN, 6.00%, 4/25/55<sup>(1)</sup> | 11848273 | 11919197 |
| JP Morgan Mortgage Trust, Series 2024-11, Class A6, SEQ, VRN, 6.00%, 4/25/55<sup>(1)</sup> | 4829104 | 4846900 |
| JP Morgan Mortgage Trust, Series 2024-12, Class A4, VRN, 6.00%, 6/25/55<sup>(1)</sup> | 7630768 | 7691127 |
| JP Morgan Mortgage Trust, Series 2024-5, Class A6, SEQ, VRN, 6.00%, 11/25/54<sup>(1)</sup> | 5416305 | 5424556 |
| JP Morgan Mortgage Trust, Series 2024-8, Class A6A, SEQ, VRN, 5.50%, 1/25/55<sup>(1)</sup> | 7757515 | 7749942 |
| JP Morgan Mortgage Trust, Series 2024-CCM1, Class A4A, SEQ, VRN, 5.50%, 4/25/55<sup>(1)</sup> | 6056236 | 6050551 |
| JP Morgan Mortgage Trust, Series 2024-INV1, Class A4, SEQ, VRN, 6.00%, 4/25/55<sup>(1)</sup> | 7025387 | 7077809 |
| JP Morgan Mortgage Trust, Series 2025-5MPR, Class A1D, 5.50%, 11/25/55<sup>(1)</sup> | 7808105 | 7796974 |
| JP Morgan Mortgage Trust, Series 2025-CCM1, Class A4, SEQ, VRN, 5.50%, 6/25/55<sup>(1)</sup> | 10978451 | 10971037 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2023-4, Class A4, VRN, 6.00%, 11/25/53<sup>(1)</sup> | 3710195 | 3713867 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2024-3, Class A2, VRN, 6.00%, 7/25/54<sup>(1)</sup> | 4991680 | 4999693 |
| OBX Trust, Series 2024-J1, Class A5, SEQ, VRN, 5.50%, 9/25/54<sup>(1)</sup> | 5016989 | 5008012 |
| Provident Funding Mortgage Trust, Series 2024-1, Class A3, VRN, 5.50%, 12/25/54<sup>(1)</sup> | 11788490 | 11779720 |
| Provident Funding Mortgage Trust, Series 2025-2, Class A4, SEQ, VRN, 5.50%, 6/25/55<sup>(1)</sup> | 10029207 | 9991849 |
| Rate Mortgage Trust, Series 2024-J3, Class A8, SEQ, VRN, 5.50%, 10/25/54<sup>(1)</sup> | 2979416 | 2971145 |
| Rate Mortgage Trust, Series 2025-J1, Class A4, VRN, 6.00%, 3/25/55<sup>(1)</sup> | 7322161 | 7371522 |
| Sequoia Mortgage Trust, Series 2024-10, Class A11, VRN, 5.50%, 11/25/54<sup>(1)</sup> | 3368504 | 3357852 |
| Sequoia Mortgage Trust, Series 2024-10, Class A5, SEQ, VRN, 5.50%, 11/25/54<sup>(1)</sup> | 4638560 | 4632431 |
| Sequoia Mortgage Trust, Series 2024-8, Class A11, SEQ, VRN, 5.50%, 9/25/54<sup>(1)</sup> | 8533474 | 8502897 |
| Sequoia Mortgage Trust, Series 2024-8, Class A5, SEQ, VRN, 5.50%, 9/25/54<sup>(1)</sup> | 10703061 | 10685378 |
| Sequoia Mortgage Trust, Series 2024-9, Class A5, SEQ, VRN, 5.50%, 10/25/54<sup>(1)</sup> | 6377331 | 6370900 |
| Verus Securitization Trust, Series 2023-8, Class A2, 6.66%, 12/25/68<sup>(1)</sup> | 2226124 | 2245888 |
|  |  | 279839100 |
| **U.S. Government Agency Collateralized Mortgage Obligations — 0.3%** |  |  |
| FNMA, Series 2022-R09, Class 2M1, VRN, 6.85%, (30-day average SOFR plus 2.50%), 9/25/42<sup>(1)</sup> | 1381728 | 1403219 |
| FNMA, Series 2023-R05, Class 1M1, VRN, 6.25%, (30-day average SOFR plus 1.90%), 6/25/43<sup>(1)</sup> | 5038211 | 5089872 |
| FNMA, Series 2024-R01, Class 1M1, VRN, 5.40%, (30-day average SOFR plus 1.05%), 1/25/44<sup>(1)</sup> | 3947008 | 3947411 |
|  |  | 10440502 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $289,857,396) |  | **290279602** |
| **CONVERTIBLE PREFERRED SECURITIES — 9.1%** |  |  |
| **Banks — 7.7%** |  |  |
| Australia & New Zealand Banking Group Ltd., 6.75%<sup>(1)</sup> | 8350000 | 8476274 |
| Banco Bilbao Vizcaya Argentaria SA, 6.125% | 7400000 | 7352747 |
| Banco de Sabadell SA, 5.00% | 3000000 | 3461301 |
| Banco Mercantil del Norte SA, 5.875%<sup>(1)</sup> | 2120000 | 2074278 |

---

------

---

| | | |
|:---|:---|:---|
| Banco Mercantil del Norte SA, 7.50%<sup>(1)</sup> | 2254000 | 2260642 |
| Banco Santander SA, 4.125% | 1000000 | 1129188 |
| Banco Santander SA, 4.75% | 14400000 | 14119573 |
| Barclays PLC, 6.375% | 2500000 | 3321981 |
| Barclays PLC, 6.125% | 11505000 | 11533757 |
| BNP Paribas SA, 8.50%<sup>(1)</sup> | 4063000 | 4342465 |
| BNP Paribas SA, 7.375% | 2400000 | 3037160 |
| BNP Paribas SA, 4.625%<sup>(1)</sup> | 9110000 | 8943271 |
| Commerzbank AG, 4.25% | 7000000 | 7893175 |
| Cooperatieve Rabobank UA, 3.25% | 5400000 | 6086326 |
| Cooperatieve Rabobank UA, 3.10% | 1200000 | 1317238 |
| Credit Agricole SA, 7.25% | 3000000 | 3707290 |
| Credit Agricole SA, 8.125%<sup>(1)</sup> | 9335000 | 9445480 |
| Danske Bank AS, 4.375% | 11100000 | 10968465 |
| Erste Group Bank AG, 4.25% | 7000000 | 7950891 |
| HSBC Holdings PLC, 6.00% | 13180000 | 13214110 |
| ING Groep NV, 5.75% | 14500000 | 14466092 |
| Intesa Sanpaolo SpA, 5.875% | 1000000 | 1200152 |
| Intesa Sanpaolo SpA, 7.70%<sup>(1)</sup> | 13810000 | 13879022 |
| La Banque Postale SA, 3.875% | 2000000 | 2271623 |
| Lloyds Banking Group PLC, 6.75% | 1584000 | 1600047 |
| Lloyds Banking Group PLC, 7.50% | 9646000 | 9681941 |
| Macquarie Bank Ltd., 6.125%<sup>(1)</sup> | 5289000 | 5345582 |
| NatWest Group PLC, 5.125% | 2000000 | 2600784 |
| NatWest Group PLC, 6.00% | 3990000 | 4005844 |
| Nordea Bank Abp, 6.625%<sup>(1)</sup> | 14035000 | 14148220 |
| Skandinaviska Enskilda Banken AB, 6.875% | 7200000 | 7368905 |
| Societe Generale SA, 7.875% | 2000000 | 2496351 |
| Societe Generale SA, 4.75%<sup>(1)</sup> | 7412000 | 7341630 |
| Societe Generale SA, 9.375%<sup>(1)</sup> | 3160000 | 3390026 |
| UniCredit SpA, 3.875% | 7700000 | 8693630 |
|  |  | 229125461 |
| **Capital Markets — 0.9%** |  |  |
| Deutsche Bank AG, 7.125% | 6500000 | 8623389 |
| Deutsche Bank AG, 6.00% | 9600000 | 9586327 |
| UBS Group AG, 9.25%<sup>(1)</sup> | 9500000 | 10450295 |
|  |  | 28660011 |
| **Insurance — 0.5%** |  |  |
| Allianz SE, 3.50%<sup>(1)</sup> | 11200000 | 11074318 |
| CNP Assurances SACA, 4.75% | 3500000 | 4034196 |
|  |  | 15108514 |
| **TOTAL CONVERTIBLE PREFERRED SECURITIES**<br>(Cost $264,285,598) |  | **272893986** |
| **U.S. TREASURY SECURITIES — 5.8%** |  |  |
| U.S. Treasury Notes, 5.00%, 8/31/25<sup>(4)</sup> | 28342000 | 28352761 |
| U.S. Treasury Notes, 3.875%, 4/30/30<sup>(4)</sup> | 3194000 | 3184767 |
| U.S. Treasury Notes, 4.00%, 5/31/30 | 126000000 | 126324843 |
| U.S. Treasury Notes, 4.125%, 5/31/32 | 15000000 | 14995313 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $172,458,364) |  | **172857684** |
| **PREFERRED SECURITIES — 2.8%** |  |  |
| **Banks — 0.9%** |  |  |
| Bank of America Corp., 6.25% | 6845000 | 6838565 |
| Citigroup, Inc., 6.875% | 4730000 | 4782030 |
| Citigroup, Inc., 3.875% | 5515000 | 5463952 |

---

------

---

| | | |
|:---|:---|:---|
| Citizens Financial Group, Inc., 5.65% | 6018000 | 6017868 |
| Fifth Third Bancorp, 4.50% | 2490000 | 2485746 |
| M&T Bank Corp., 5.125% | 163000 | 161606 |
|  |  | 25749767 |
| **Capital Markets — 0.2%** |  |  |
| Charles Schwab Corp., 4.00% | 7629000 | 7529876 |
| **Consumer Finance — 0.3%** |  |  |
| American Express Co., 3.55% | 9335000 | 9147201 |
| **Diversified Telecommunication Services — 0.1%** |  |  |
| Telefonica Europe BV, 2.88% | 2000000 | 2250801 |
| **Electric Utilities — 0.2%** |  |  |
| Edison International, 5.00% | 4537000 | 4001777 |
| Edison International, 5.375% | 1602000 | 1527318 |
|  |  | 5529095 |
| **Multi-Utilities — 0.2%** |  |  |
| Sempra, 4.875% | 6393000 | 6378816 |
| **Oil, Gas and Consumable Fuels — 0.5%** |  |  |
| BP Capital Markets PLC, 4.375% | 3500000 | 3503640 |
| Energy Transfer LP, 6.50% | 7197000 | 7228724 |
| Eni SpA, 3.375% | 3700000 | 4164843 |
|  |  | 14897207 |
| **Trading Companies and Distributors — 0.4%** |  |  |
| Air Lease Corp., 4.65% | 2080000 | 2059862 |
| Aircastle Ltd., 5.25%<sup>(1)</sup> | 10544000 | 10497390 |
|  |  | 12557252 |
| **TOTAL PREFERRED SECURITIES**<br>(Cost $82,930,611) |  | **84040015** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 2.0%** |  |  |
| Bank, Series 2018-BN15, Class D, 3.00%, 11/15/61<sup>(1)</sup> | 2505000 | 2001541 |
| BBCMS Mortgage Trust, Series 2019-C3, Class D, 3.00%, 5/15/52<sup>(1)</sup> | 3000000 | 2319388 |
| BBCMS Mortgage Trust, Series 2019-C4, Class D, 3.25%, 8/15/52<sup>(1)</sup> | 3359000 | 2047655 |
| BBCMS Mortgage Trust, Series 2024-5C27, Class AS, SEQ, VRN, 6.41%, 7/15/57 | 10991000 | 11474553 |
| Benchmark Mortgage Trust, Series 2019-B13, Class D, 2.50%, 8/15/57<sup>(1)</sup> | 2514000 | 1438526 |
| Benchmark Mortgage Trust, Series 2020-B16, Class D, 2.50%, 2/15/53<sup>(1)</sup> | 5544000 | 4084030 |
| Benchmark Mortgage Trust, Series 2021-B31, Class D, 2.25%, 12/15/54<sup>(1)</sup> | 2618000 | 1728763 |
| GS Mortgage Securities Trust, Series 2019-GC42, Class D, 2.80%, 9/10/52<sup>(1)</sup> | 5175784 | 3706061 |
| GS Mortgage Securities Trust, Series 2019-GSA1, Class E, 2.80%, 11/10/52<sup>(1)</sup> | 5990000 | 4631154 |
| Morgan Stanley Capital I Trust, Series 2018-H3, Class D, 3.00%, 7/15/51<sup>(1)</sup> | 2392000 | 1993681 |
| Morgan Stanley Capital I Trust, Series 2018-L1, Class D, 3.00%, 10/15/51<sup>(1)</sup> | 4192000 | 3432046 |
| ONNI Commerical Mortgage Trust, Series 2024-APT, Class A, SEQ, VRN, 5.57%, 7/15/39<sup>(1)</sup> | 11242000 | 11465395 |
| UBS Commercial Mortgage Trust, Series 2018-C15, Class D, VRN, 5.14%, 12/15/51<sup>(1)</sup> | 2008000 | 1809989 |
| WB Commercial Mortgage Trust, Series 2024-HQ, Class A, SEQ, VRN, 5.94%, 3/15/40<sup>(1)</sup> | 4250000 | 4263477 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C41, Class D, VRN, 2.60%, 11/15/50<sup>(1)</sup> | 2067000 | 1704134 |
| Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class D, 2.50%, 2/15/53<sup>(1)</sup> | 2458000 | 1616082 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $57,496,790) |  | **59716475** |
| **ASSET-BACKED SECURITIES — 2.0%** |  |  |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2, SEQ, 1.94%, 8/15/46<sup>(1)</sup> | 2600000 | 2514613 |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A, SEQ, 2.44%, 7/15/46<sup>(1)</sup> | 3226478 | 3019035 |
| Capital Automotive REIT, Series 2024-2A, Class A2, SEQ, 5.25%, 5/15/54<sup>(1)</sup> | 6774740 | 6706376 |
| Cologix Data Centers U.S. Issuer LLC, Series 2021-1A, Class A2, SEQ, 3.30%, 12/26/51<sup>(1)</sup> | 1746000 | 1688115 |
| CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2, SEQ, 4.50%, 5/20/49<sup>(1)</sup> | 6300000 | 6129608 |
| Diamond Resorts Owner Trust, Series 2021-1A, Class B, 2.05%, 11/21/33<sup>(1)</sup> | 761653 | 759921 |
| FirstKey Homes Trust, Series 2020-SFR1, Class C, 1.94%, 8/17/37<sup>(1)</sup> | 4057000 | 4036952 |
| Flexential Issuer, Series 2021-1A, Class A2, SEQ, 3.25%, 11/27/51<sup>(1)</sup> | 8675000 | 8382054 |

---

------

---

| | | |
|:---|:---|:---|
| Goodgreen Trust, Series 2018-1A, Class A, VRN, 3.93%, 10/15/53<sup>(1)</sup> | 1077982 | 986899 |
| New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class B1, 2.41%, 10/20/61<sup>(1)</sup> | 12500000 | 9890484 |
| SEB Funding LLC, Series 2024-1A, Class A2, SEQ, 7.39%, 4/30/54<sup>(1)</sup> | 5800000 | 5910776 |
| Sierra Timeshare Receivables Funding LLC, Series 2021-8, Class D, 3.17%, 11/20/37<sup>(1)</sup> | 295784 | 291832 |
| Stack Infrastructure Issuer LLC, Series 2021-1A, Class A2, SEQ, 1.88%, 3/26/46<sup>(1)</sup> | 3634000 | 3556409 |
| Switch ABS Issuer LLC, Series 2024-2A, Class A2, SEQ, 5.44%, 6/25/54<sup>(1)</sup> | 4800000 | 4804332 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $57,844,688) |  | **58677406** |
| **COLLATERALIZED LOAN OBLIGATIONS — 1.9%** |  |  |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A, VRN, 5.81%, (1-month SOFR plus 1.46%), 11/15/36<sup>(1)</sup> | 2661683 | 2663552 |
| Cerberus Loan Funding XXXIX LP, Series 2022-3A, Class AR, VRN, 5.72%, (3-month SOFR plus 1.40%), 1/15/33<sup>(1)</sup> | 4332704 | 4345176 |
| Dryden 65 CLO Ltd., Series 2018-65A, Class C, VRN, 6.69%, (3-month SOFR plus 2.36%), 7/18/30<sup>(1)</sup> | 6800000 | 6828008 |
| Elmwood CLO 24 Ltd., Series 2023-3A, Class CR, VRN, 6.07%, (3-month SOFR plus 1.75%), 1/17/38<sup>(1)</sup> | 7625000 | 7638020 |
| KKR CLO 18 Ltd., Series 2018, Class CR, VRN, 6.69%, (3-month SOFR plus 2.36%), 7/18/30<sup>(1)</sup> | 2975000 | 2987329 |
| LoanCore Issuer Ltd., Series 2021-CRE5, Class AS, VRN, 6.21%, (1-month SOFR plus 1.86%), 7/15/36<sup>(1)</sup> | 4999500 | 5000046 |
| Magnetite XLI Ltd., Series 2024-41A, Class C, VRN, 6.10%, (3-month SOFR plus 1.78%), 1/25/38<sup>(1)</sup> | 3525000 | 3531044 |
| Magnetite XXV Ltd., Series 2020-25A, Class C, VRN, 6.68%, (3-month SOFR plus 2.36%), 1/25/32<sup>(1)</sup> | 5200000 | 5219338 |
| Magnetite XXVIII Ltd., Series 2020-28A, Class CRR, VRN, 6.07%, (3-month SOFR plus 1.75%), 1/15/38<sup>(1)</sup> | 7975000 | 7987917 |
| MF1 Ltd., Series 2020-FL4, Class A, VRN, 6.16%, (1-month SOFR plus 1.81%), 12/15/35<sup>(1)</sup> | 1151982 | 1152847 |
| Mountain View CLO LLC, Series 2017-2A, Class B, VRN, 6.28%, (3-month SOFR plus 1.96%), 1/16/31<sup>(1)</sup> | 2363711 | 2370597 |
| Reese Park CLO Ltd., Series 2020-1A, Class CRR, VRN, 6.22%, (3-month SOFR plus 1.90%), 1/15/38<sup>(1)</sup> | 8100000 | 8111854 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $57,277,919) |  | **57835728** |
| **MUNICIPAL SECURITIES — 0.4%** |  |  |
| California State University Rev., 2.98%, 11/1/51 | 825000 | 547374 |
| Commonwealth of Massachusetts GO, 2.66%, 9/1/39 | 243243 | 201012 |
| Escambia County Health Facilities Authority Rev., (Baptist Hospital, Inc. Obligated Group), 3.61%, 8/15/40 (AG) | 725000 | 578142 |
| Golden State Tobacco Securitization Corp. Rev., 2.75%, 6/1/34 | 2125000 | 1837829 |
| Los Angeles Community College District GO, 6.75%, 8/1/49 | 800000 | 871506 |
| Los Angeles Department of Airports Rev., 6.58%, 5/15/39 | 255000 | 273378 |
| Michigan Strategic Fund Rev., (Flint Water Advocacy Fund), 3.23%, 9/1/47 | 1600000 | 1179215 |
| Missouri Highway & Transportation Commission Rev., 5.45%, 5/1/33 | 275000 | 279056 |
| New Jersey Turnpike Authority Rev., 7.10%, 1/1/41 | 270000 | 308897 |
| Ohio Turnpike & Infrastructure Commission Rev., 3.22%, 2/15/48 | 830000 | 596117 |
| Port Authority of New York & New Jersey Rev., 4.93%, 10/1/51 | 450000 | 412740 |
| Regents of the University of California Medical Center Pooled Rev., 3.26%, 5/15/60 | 450000 | 282987 |
| State of California GO, 4.60%, 4/1/28, Prerefunded at 100% of Par<sup>(5)</sup> | 120000 | 121399 |
| State of California GO, 7.60%, 11/1/40 | 20000 | 24034 |
| Sumter Landing Community Development District Rev., 5.57%, 10/1/40 (AG) | 470000 | 476558 |
| Sumter Landing Community Development District Rev., 5.74%, 10/1/45 (AG) | 710000 | 710642 |
| Sumter Landing Community Development District Rev., 5.82%, 10/1/54 (AG) | 1295000 | 1292787 |
| Texas Natural Gas Securitization Finance Corp. Rev., SEQ, 5.17%, 4/1/41 | 230000 | 233200 |
| United Nations Development Corp. Rev., (City of New York), Series A, 6.54%, 8/1/55 | 455000 | 473898 |
| University of California Rev., 3.07%, 5/15/51 | 670000 | 432786 |
| **TOTAL MUNICIPAL SECURITIES**<br>(Cost $13,208,743) |  | **11133557** |
| **U.S. GOVERNMENT AGENCY SECURITIES — 0.1%** |  |  |
| FHLMC, 6.25%, 7/15/32<br>(Cost $2,483,979) | 2000000 | **2255476** |
| **BANK LOAN OBLIGATIONS**<sup>(6)</sup> **— 0.1%** |  |  |
| **Aerospace and Defense — 0.1%** |  |  |
| TransDigm, Inc., 2024 Term Loan I, 7.05%, (3-month SOFR plus 2.75%), 8/24/28<br>(Cost $1,823,327) | 1814221 | **1822902** |
| **SHORT-TERM INVESTMENTS — 6.2%** |  |  |
| **Commercial Paper**<sup>(7)</sup> **— 6.2%** |  |  |
| Hqla Funding LLC, 4.48%, 8/1/25 (LOC: Credit Agricole Corporate & Investment Bank)<sup>(1)</sup> | 35668000 | 35663659 |

---

------

---

| | | |
|:---|:---|:---|
| Lion Bay Funding LLC, 4.44%, 8/1/25<sup>(1)</sup> | 25000000 | 24996998 |
| Mainbeach Funding LLC, 4.45%, 8/1/25<sup>(1)</sup> | 66450000 | 66442020 |
| Overwatch Alpha Funding LLC, 4.45%, 8/1/25<sup>(1)</sup> | 57650000 | 57643059 |
|  |  | 184745736 |
| **Money Market Funds — 0.0%** |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class<sup>(8)</sup> | 1352411 | 1352411 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $186,120,411) |  | **186098147** |
| **TOTAL INVESTMENT SECURITIES — 105.3%**<br>(Cost $3,187,374,010) |  | **3143663099** |
| **OTHER ASSETS AND LIABILITIES — (5.3)%** |  | **(158552007)** |
| **TOTAL NET ASSETS — 100.0%** |  | $**2985111092** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement Date** | **Unrealized Appreciation**<br>**(Depreciation)** |
| AUD | 17290183 | USD | 11310551 | Bank of America NA | 9/17/25 | $(190099) |
| AUD | 19066000 | USD | 12393386 | Morgan Stanley & Co. LLC | 9/17/25 | (130789) |
| USD | 49872081 | AUD | 76270183 | Citibank NA | 9/17/25 | 817717 |
| USD | 37141788 | CAD | 50345147 | Citibank NA | 9/17/25 | 723759 |
| CNY | 839865212 | USD | 117315996 | Morgan Stanley & Co. LLC | 8/5/25 | (482367) |
| USD | 3131084 | CNY | 22357508 | Bank of America NA | 8/5/25 | 20932 |
| USD | 114448790 | CNY | 817507704 | JPMorgan Chase Bank NA | 8/5/25 | 725314 |
| USD | 113448130 | CNY | 811834819 | Morgan Stanley & Co. LLC | 9/4/25 | 23775 |
| USD | 3334206 | COP | 14045644094 | Bank of America NA | 9/17/25 | (6633) |
| USD | 2250349 | COP | 9506599909 | Citibank NA | 9/17/25 | (10852) |
| USD | 6065784 | CZK | 131234849 | Goldman Sachs & Co. LLC | 9/17/25 | (34511) |
| USD | 4999725 | DKK | 31911039 | Citibank NA | 9/17/25 | 104501 |
| EUR | 1761116 | USD | 2040388 | Bank of America NA | 9/17/25 | (24742) |
| EUR | 1507391 | USD | 1772869 | Bank of America NA | 9/17/25 | (47618) |
| EUR | 8329434 | USD | 9537792 | Goldman Sachs & Co. LLC | 9/17/25 | (4523) |
| EUR | 18782208 | USD | 21929093 | Morgan Stanley & Co. LLC | 9/17/25 | (432336) |
| EUR | 880368 | USD | 1025884 | Morgan Stanley & Co. LLC | 9/17/25 | (18279) |
| EUR | 21646 | USD | 25317 | Morgan Stanley & Co. LLC | 9/17/25 | (543) |
| USD | 474986 | EUR | 410216 | Bank of America NA | 9/17/25 | 5482 |
| USD | 4297607 | EUR | 3631964 | Citibank NA | 9/17/25 | 140724 |
| USD | 2304448 | EUR | 1961855 | Citibank NA | 9/17/25 | 59050 |
| USD | 38128 | EUR | 32535 | Citibank NA | 9/17/25 | 890 |
| USD | 360431728 | EUR | 308903425 | Morgan Stanley & Co. LLC | 9/17/25 | 6883190 |
| GBP | 30025 | USD | 40244 | Bank of America NA | 9/17/25 | (575) |
| GBP | 71228 | USD | 95514 | Citibank NA | 9/17/25 | (1407) |
| GBP | 2297720 | USD | 3125420 | JPMorgan Chase Bank NA | 9/17/25 | (89635) |
| GBP | 800000 | USD | 1075469 | JPMorgan Chase Bank NA | 9/17/25 | (18496) |
| USD | 2356053 | GBP | 1717852 | Citibank NA | 9/17/25 | 86399 |
| USD | 72022947 | GBP | 52876728 | Morgan Stanley & Co. LLC | 9/17/25 | 2161360 |
| USD | 11165054 | IDR | 182213688289 | Goldman Sachs & Co. LLC | 9/17/25 | 136443 |
| USD | 1971616 | ILS | 6884266 | Goldman Sachs & Co. LLC | 9/17/25 | (55547) |
| USD | 109305319 | JPY | 15505288565 | Morgan Stanley & Co. LLC | 9/17/25 | 5980448 |
| USD | 3827723 | JPY | 545124966 | Morgan Stanley & Co. LLC | 9/17/25 | 195094 |
| USD | 1187005 | JPY | 172827808 | Morgan Stanley & Co. LLC | 9/17/25 | 35307 |
| USD | 1176452 | JPY | 171399075 | Morgan Stanley & Co. LLC | 9/17/25 | 34275 |
| USD | 7621492 | MXN | 146730324 | Bank of America NA | 9/17/25 | (119783) |
| USD | 8447573 | MYR | 35577586 | Morgan Stanley & Co. LLC | 9/17/25 | 101843 |
| USD | 7369593 | NZD | 12053280 | Citibank NA | 9/17/25 | 257888 |
| USD | 30868299 | NZD | 50805074 | Morgan Stanley & Co. LLC | 9/17/25 | 892173 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| USD | 3265429 | PLN | 12191235 | Bank of America NA | 9/17/25 | 14681 |
| USD | 4390819 | SEK | 41071724 | UBS AG | 9/17/25 | 183322 |
| USD | 3384269 | SGD | 4299254 | UBS AG | 9/17/25 | 61871 |
| USD | 9260029 | THB | 300418304 | Citibank NA | 9/17/25 | 35397 |
|  |  |  |  |  |  | $18013100 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | | | | |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional**<br>**Amount** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)^** |
| Canadian 10-Year Government Bonds | 599 | September 2025 | $52101241 | $(463031) |
| Euro-BTP 10-Year Bonds | 55 | September 2025 | 7579619 | (41471) |
| Euro-Bund 10-Year Bonds | 884 | September 2025 | 130843997 | (1315570) |
| Euro-Buxl 30-Year Bonds | 22 | September 2025 | 2946988 | (127075) |
| Euro-OAT 10-Year Bonds | 969 | September 2025 | 136336830 | (1688433) |
| Japanese 10-Year Government Bonds | 25 | September 2025 | 22882958 | (112898) |
| Japanese 10-Year Mini Government Bonds | 176 | September 2025 | 16109602 | (77586) |
| Korean Treasury 10-Year Bonds | 490 | September 2025 | 41883905 | 179492 |
| U.K. Gilt 10-Year Bonds | 1082 | September 2025 | 131691396 | 1305428 |
| U.S. Treasury Ultra Bonds | 399 | September 2025 | 46807687 | 656909 |
|  |  |  | $589184223 | $(1684235) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS SOLD** | | | | |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional**<br>**Amount** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)^** |
| Euro-Schatz 2-Year Bonds | 1512 | September 2025 | $184714090 | $653186 |
| U.S. Treasury 2-Year Notes | 369 | September 2025 | 76377235 | 94670 |
| U.S. Treasury 10-Year Notes | 1091 | September 2025 | 121169187 | 6560 |
| U.S. Treasury 10-Year Ultra Notes | 219 | September 2025 | 24764109 | (111052) |
|  |  |  | $407024621 | $643364 |

---

^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> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> |
| **Reference Entity** | **Type**<sup>‡</sup> | **Fixed**<br>**Rate**<br>**Received**<br>**(Paid)**<br>**Quarterly** | **Termination**<br>**Date** | | **Notional**<br>**Amount** | **Premiums**<br>**Paid**<br>**(Received)** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** | **Value^** |
| Markit CDX North America High Yield Index Series 44 | Buy | (5.00)% | 6/20/30 |  | $27000000 | $(1964306) | $(143205) | $(2107511) |
| Markit iTraxx Europe Senior Financial Index Series 42 | Sell | 1.00% | 12/20/29 | EUR | 52800000 | 943705 | 397261 | 1340966 |
| Markit iTraxx Europe Senior Financial Index Series 43 | Sell | 1.00% | 6/20/30 | EUR | 40000000 | 576457 | 402431 | 978888 |
|  |  |  |  |  |  | $(444144) | $656487 | $212343 |

---

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

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

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

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** | **CENTRALLY CLEARED INTEREST RATE SWAP AGREEMENTS** |
| **Floating**<br>**Rate Index^** | **Pay/Receive**<br>**Floating Rate**<br>**Index** <br>**Semiannually** | **Fixed**<br>**Rate** | **Termination**<br>**Date** | **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Premiums**<br>**Paid**<br>**(Received)** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** | **Value** |
| 6-month BBSW | Pay | 4.53% | 1/17/35 | AUD | 10000 | $404 | $(201) | $203 |

---

^Amount represents value and unrealized appreciation (depreciation).

---

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

---

(1)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $1,268,353,933, which represented 42.5% of total net assets.

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

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

(4)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward commitments, forward foreign currency exchange contracts, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $17,140,628.

(5)Escrowed to maturity in U.S. government securities or state and local government securities.

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

(7)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.

(8)Includes securities purchased with cash collateral received at the custodian bank for collateral requirements on forward commitments. At the period end, the aggregate value of cash deposits received was $81,693.

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS** 

**1. Investment Valuations**

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

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

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

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

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

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

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

**2. Fair Value Measurements**

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

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

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

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

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

------

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

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | | | |
| **Investment Securities** | | | |
| Corporate Bonds |  | $835362036 |  |
| U.S. Government Agency Mortgage-Backed Securities |  | 560502910 |  |
| Sovereign Governments and Agencies |  | 550187175 |  |
| Collateralized Mortgage Obligations |  | 290279602 |  |
| Convertible Preferred Securities |  | 272893986 |  |
| U.S. Treasury Securities |  | 172857684 |  |
| Preferred Securities |  | 84040015 |  |
| Commercial Mortgage-Backed Securities |  | 59716475 |  |
| Asset-Backed Securities |  | 58677406 |  |
| Collateralized Loan Obligations |  | 57835728 |  |
| Municipal Securities |  | 11133557 |  |
| U.S. Government Agency Securities |  | 2255476 |  |
| Bank Loan Obligations |  | 1822902 |  |
| Short-Term Investments | $1352411 | 184745736 |  |
|  | $1352411 | $3142310688 |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $758139 | $2138106 |  |
| Swap Agreements |  | 2320057 |  |
| Forward Foreign Currency Exchange Contracts |  | 19681835 |  |
|  | $758139 | $24139998 |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $111052 | $3826064 |  |
| Swap Agreements |  | 2107511 |  |
| Forward Foreign Currency Exchange Contracts |  | 1668735 |  |
|  | $111052 | $7602310 |  |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-07-31

**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:** $3204055757.23

**Total Liabilities:** $218431769.03

**Net Assets:** $2985623988.20

**Cash Not Reported:** $13389.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2540.000000000000 | **1-Year:** 21356.000000000000 | **5-Year:** 182503.000000000000 | **10-Year:** 323333.000000000000 | **30-Year:** 430608.000000000000

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

- **3-Month:** 467.000000000000 | **1-Year:** 17445.000000000000 | **5-Year:** 74426.000000000000 | **10-Year:** 18512.000000000000 | **30-Year:** 39326.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109545 | -0.11%               | 1.34%                | -0.23%               |
| Class ID C000109546 | 0.00%                | 1.27%                | -0.11%               |
| Class ID C000109547 | -0.12%               | 1.28%                | -0.23%               |
| Class ID C000109548 | -0.12%               | 1.24%                | -0.35%               |
| Class ID C000109549 | -0.12%               | 1.23%                | -0.23%               |
| Class ID C000131612 | -0.11%               | 1.28%                | -0.11%               |
| Class ID C000189710 | 0.00%                | 1.24%                | -0.11%               |
| Class ID C000189711 | -0.11%               | 1.27%                | -0.11%               |
| Class ID C000194400 | 0.00%                | 1.42%                | -0.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1348920.02              | $-8461769.49                               |
| Month 2  | $2434383.91              | $40329393.32                               |
| Month 3  | $4776977.72              | $-41018010.17                              |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                  | Title                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL SERVICES INC                                   | BOUGHT AUD/SOLD USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-130789.45   | -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      | $-190099.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                   | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-432335.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                   | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-18278.86    | -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      | $-24741.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                   | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-542.54      | -0.00%            |  |  |  | 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      | $183322.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                | SOLD SGD/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $61870.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | SOLD THB/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $35396.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                   | SOLD JPY/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $34274.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                  | SOLD MXN/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-119783.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | SOLD MYR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $101842.74    | 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      | $892172.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | SOLD NZD/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $257888.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                  | SOLD PLN/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $14680.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                   | SOLD JPY/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $5980448.29   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                   | SOLD JPY/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $195094.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                   | SOLD JPY/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $35306.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                   | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $6883190.38   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                  | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $5481.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $140723.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $59050.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $890.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                   | SOLD GBP/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $2161359.66   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | SOLD CAD/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $723758.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, N.A.                                             | SOLD CNY/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $725313.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                  | SOLD CNY/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $20932.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | SOLD COP/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-10851.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | SOLD CZK/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-34511.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | SOLD DKK/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $104501.25    | 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      | $-47618.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                               | BOUGHT GBP/SOLD USD                                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-89635.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | BOUGHT GBP/SOLD USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-1406.66     | -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      | $-574.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                               | BOUGHT GBP/SOLD USD                                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-18496.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | SOLD AUD/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $817717.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | SOLD GBP/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $86399.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | SOLD IDR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $136442.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | SOLD ILS/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-55547.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                       | Eastern Energy Gas Holdings LLC 5.65 10/15/2054                                           | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |       592000 | PA      | $567297.02    | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Edison International                                                  | Edison International (pfd) 5.38% 09/15/2173 Perpetual                                     | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |      1602000 | NS      | $1527317.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                  | Edison International (pfd) 5.00% 03/15/2174 Perpetual                                     | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |      4537000 | NS      | $4001776.92   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO Ltd                                                       | Elmwood CLO 24 Ltd 6.07                                                                   | CUSIP: 290020AQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7625000 | PA      | $7638019.69   | 0.26%             | 2038-01-17      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                             | Emera Inc 6.75 06/15/2076                                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      7780000 | PA      | $7855738.30   | 0.26%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                          | Enbridge Inc 6.00 01/15/2077                                                              | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      7355000 | PA      | $7359474.78   | 0.25%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                              | Encino Acquisition Partners Holdings LLC 8.75 05/01/2031                                  | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |      3330000 | PA      | $3676822.86   | 0.12%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                                              | Encore Capital Group Inc 9.25 04/01/2029                                                  | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      1501000 | PA      | $1582790.93   | 0.05%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8469740 | PA      | $7039850.13   | 0.24%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                      | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3977638 | PA      | $3968247.17   | 0.13%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 31418XYX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       678270 | PA      | $633757.94    | 0.02%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.50                                                                     | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5067804 | PA      | $5247209.17   | 0.18%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8208292 | PA      | $7187950.44   | 0.24%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 2.00                                                                   | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15278192 | PA      | $12346957.67  | 0.41%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.00                                                                   | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9690754 | PA      | $9008695.14   | 0.30%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.50                                                                   | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4465332 | PA      | $4265329.36   | 0.14%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co In                                        | General Motors Financial Co Inc 6.15 07/15/2035                                           | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |      2890000 | PA      | $2964003.36   | 0.10%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Geopark Ltd                                                           | Geopark Ltd 8.75 01/31/2030                                                               | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |      2149000 | PA      | $1859561.94   | 0.06%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 5.19 04/01/2030                                                      | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3863028.40   | 0.13%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                | Global Atlantic Fin Co 7.95 06/15/2033                                                    | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      6525000 | PA      | $7388449.01   | 0.25%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 04/30/2030                                          | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3194000 | PA      | $3184767.36   | 0.11%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.50                                                                      | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6788940 | PA      | $7032409.55   | 0.24%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QRR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11690228 | PA      | $11741337.10  | 0.39%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4218631 | PA      | $4315869.18   | 0.14%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4422888 | PA      | $4495101.84   | 0.15%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12172729 | PA      | $12137089.05  | 0.41%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QUNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5776522 | PA      | $5870394.29   | 0.20%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140X8S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6847691 | PA      | $6351110.60   | 0.21%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.00                                                                      | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5125074 | PA      | $4713805.92   | 0.16%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7141850 | PA      | $6696273.52   | 0.22%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5455899 | PA      | $4528800.72   | 0.15%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       185854 | PA      | $166367.86    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       242513 | PA      | $211542.71    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XHNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9201049 | PA      | $8588546.32   | 0.29%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        92257 | PA      | $80498.47     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XJCU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13579769 | PA      | $11767197.67  | 0.39%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2182503 | PA      | $1808221.14   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XLAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15116989 | PA      | $13189570.89  | 0.44%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140XLTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11766412 | PA      | $11316752.99  | 0.38%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140XMAY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13405631 | PA      | $12846839.88  | 0.43%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                              | American Assets Trust LP 3.38 02/01/2031                                                  | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |      2585000 | PA      | $2315054.99   | 0.08%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                   | American Express Co (pfd) 3.55% 09/15/2173 Perpetual                                      | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |      9335000 | NS      | $9147201.27   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                           | American Honda Finance Corp 4.95 01/09/2026                                               | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | CA        |       935000 | PA      | $936350.05    | 0.03%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                      | American International Group Inc 4.38 06/30/2050                                          | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       848000 | PA      | $701913.43    | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.01 04/04/2051                                                          | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1178909.00   | 0.04%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.56 07/25/2034                                                          | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       736000 | PA      | $759782.07    | 0.03%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.61 04/23/2036                                                          | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1090000 | PA      | $1123069.11   | 0.04%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                        | Wells Fargo Commercial Mortgage Trust 2017-C41 2.60                                       | CUSIP: 95001AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2067000 | PA      | $1704133.81   | 0.06%             | 2050-11-15      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA (pfd) 8.50% 02/14/2174 Perpetual                                           | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |      4063000 | NS      | $4342465.33   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA (pfd) 4.63% 07/12/2174 Perpetual                                           | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |      9110000 | NS      | $8943270.60   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                | BP Capital Markets PLC (pfd) 4.38% 09/22/2173 Perpetual                                   | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | EP               | CORP              | GB        |      3500000 | NS      | $3503640.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA 3.65 01/14/2037                                                                   | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      4970000 | PA      | $4390752.12   | 0.15%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                              | Liberty Mutual Group Inc 4.13 12/15/2051                                                  | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      3655000 | PA      | $3557508.94   | 0.12%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                 | Lincoln National Corp 7.00 06/15/2040                                                     | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      1285000 | PA      | $1413923.86   | 0.05%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC (pfd) 7.50% 12/27/2173 Perpetual                                 | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |      9646000 | NS      | $9681941.00   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC (pfd) 6.75% 09/27/2173 Perpetual                                 | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |      1584000 | NS      | $1600047.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                    | J.P. Morgan Mortgage Trust 2024-10 5.50                                                   | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5710132 | PA      | $5692152.66   | 0.19%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-CCM1                                    | JP Morgan Mortgage Trust 2024-CCM1 5.50                                                   | CUSIP: 46658NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6056236 | PA      | $6050551.23   | 0.20%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-INV1                                    | JP Morgan Mortgage Trust 2024-INV1 6.00                                                   | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7025387 | PA      | $7077809.07   | 0.24%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-5                                | JP Morgan Mortgage Trust Series 2024-5 6.00                                               | CUSIP: 46658RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5416305 | PA      | $5424556.20   | 0.18%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-12                                      | JP Morgan Mortgage Trust 2024-12 6.00                                                     | CUSIP: 46658TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7630768 | PA      | $7691127.12   | 0.26%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                      | JP Morgan Mortgage Trust 2024-11 6.00                                                     | CUSIP: 46659AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11848273 | PA      | $11919197.07  | 0.40%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                      | JP Morgan Mortgage Trust 2024-11 6.00                                                     | CUSIP: 46659AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4829104 | PA      | $4846900.26   | 0.16%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                         | KKR CLO 18 Ltd 6.69                                                                       | CUSIP: 48251JAQ6<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | US        |      2975000 | PA      | $2987328.70   | 0.10%             | 2030-07-18      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| KAISER FDTN HOSPITALS                                                 | Kaiser Foundation Hospitals 3.00 06/01/2051                                               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |       505000 | PA      | $325022.61    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                               | KB Home 4.80 11/15/2029                                                                   | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      1658000 | PA      | $1621738.71   | 0.05%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                             | Keysight Technologies Inc 5.35 07/30/2030                                                 | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |      1169000 | PA      | $1202704.53   | 0.04%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP 3.05 02/15/2030                                                          | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      1790000 | PA      | $1619028.49   | 0.05%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP 2.50 11/15/2032                                                          | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |       765000 | PA      | $617370.50    | 0.02%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP 2.65 11/15/2033                                                          | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      1096000 | PA      | $869105.26    | 0.03%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                  | Kyndryl Holdings Inc 3.15 10/15/2031                                                      | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      1914000 | PA      | $1716032.99   | 0.06%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                      | LPL Holdings Inc 5.15 06/15/2030                                                          | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      2885000 | PA      | $2919389.69   | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029        | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4275091.04   | 0.14%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031        | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9700000 | PA      | $10166667.00  | 0.34%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                      | Lamar Media Corp 3.75 02/15/2028                                                          | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4045000 | PA      | $3910583.84   | 0.13%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 5.61 03/04/2056                                                             | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1505000 | PA      | $1469519.37   | 0.05%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc (pfd) 6.88% 11/15/2173 Perpetual                                            | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      4730000 | NS      | $4782030.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-1                                  | Citigroup Mortgage Loan Trust 2024-1 6.00                                                 | CUSIP: 17332CBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7520159 | PA      | $7573485.28   | 0.25%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-CMI1                               | Citigroup Mortgage Loan Trust 2024-CMI1 5.50                                              | CUSIP: 17332DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12405811 | PA      | $12383876.73  | 0.41%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                          | Citizens Financial Group Inc (pfd) 5.65% 10/06/2173 Perpetual                             | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      6018000 | NS      | $6017868.21   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Cologix Data Centers US Issuer LLC                                    | Cologix Data Centers US Issuer LLC 3.30                                                   | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1746000 | PA      | $1688115.39   | 0.06%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                | Colombia Government International Bond 8.00 11/14/2035                                    | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       880000 | PA      | $904200.00    | 0.03%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co                                         | Columbia Pipelines Holding Co LLC 5.68 01/15/2034                                         | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1471408.64   | 0.05%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                | Commonwealth Edison Co 5.30 02/01/2053                                                    | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       967000 | PA      | $913348.19    | 0.03%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                | Commonwealth Edison Co 5.95 06/01/2055                                                    | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      1025000 | PA      | $1063717.89   | 0.04%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R09                          | Connecticut Avenue Securities Trust 2022-R09 6.85                                         | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1381728 | PA      | $1403218.68   | 0.05%             | 2042-09-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                          | Connecticut Avenue Securities Trust 2024-R01 5.40                                         | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3947008 | PA      | $3947411.49   | 0.13%             | 2044-01-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                          | Connecticut Avenue Securities Trust 2023-R05 6.25                                         | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5038211 | PA      | $5089872.39   | 0.17%             | 2043-06-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                         | CoreWeave Inc 9.25 06/01/2030                                                             | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      4580000 | PA      | $4606568.21   | 0.15%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                            | G2SF 2.5 8/25 MBS 30yr                                                                    | CUSIP: 21H022689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17047000 | PA      | $14338246.87  | 0.48%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                            | G2SF 4 8/25 MBS 30yr                                                                      | CUSIP: 21H040681<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15935000 | PA      | $14677541.58  | 0.49%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                            | G2SF 5.5 8/25 MBS 30yr                                                                    | CUSIP: 21H052686<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32200000 | PA      | $32123155.34  | 1.08%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                | Cox Communications Inc 5.70 06/15/2033                                                    | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      2352000 | PA      | $2368608.81   | 0.08%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                    | Credit Agricole SA (pfd) 8.13% 03/23/2174 Perpetual                                       | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EP               | CORP              | FR        |      9335000 | NS      | $9445479.73   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                    | CyrusOne Data Centers Issuer I LLC 0.00                                                   | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6300000 | PA      | $6129607.68   | 0.21%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                         | DR Horton Inc 4.85 10/15/2030                                                             | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      2059000 | PA      | $2071782.40   | 0.07%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2020-2                           | Deephaven Residential Mortgage Trust 2020-2 6.39                                          | CUSIP: 24380NAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4482000 | PA      | $4565834.02   | 0.15%             | 2065-05-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                     | Dell International LLC / EMC Corp 5.30 04/01/2032                                         | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      1377000 | PA      | $1405542.36   | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                             | AGCO Corp 5.80 03/21/2034                                                                 | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      1096000 | PA      | $1117563.93   | 0.04%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                               | AEP Transmission Co LLC 5.38 06/15/2035                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       615000 | PA      | $625462.70    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | 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        |      5782743 | PA      | $5781084.45   | 0.19%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                            | AbbVie Inc 5.35 03/15/2044                                                                | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1212000 | PA      | $1185057.34   | 0.04%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                | Advance Auto Parts Inc 7.00 08/01/2030                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      2216000 | PA      | $2228662.31   | 0.07%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                | Advance Auto Parts Inc 7.38 08/01/2033                                                    | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      2960000 | PA      | $2977715.60   | 0.10%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                         | Aircastle Ltd (pfd) 5.25% 09/15/2173 Perpetual                                            | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |     10544000 | NS      | $10497390.25  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                         | Aircastle Ltd 5.95 02/15/2029                                                             | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |       305000 | PA      | $315621.15    | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.63 01/15/2027     | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2865000 | PA      | $2845018.77   | 0.10%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.25 03/15/2026     | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6226000 | PA      | $6164786.22   | 0.21%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                       | Aligned Data Centers Issuer LLC 1.94                                                      | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2600000 | PA      | $2514613.40   | 0.08%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                          | Bread Financial Holdings Inc 8.38 06/15/2035                                              | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      2582000 | PA      | $2669705.38   | 0.09%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                            | Allianz SE (pfd) 3.50% 04/30/2174 Perpetual                                               | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | EP               | CORP              | DE        |     11200000 | NS      | $11074318.08  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | FNCL 5 8/25 MBS 30yr                                                                      | CUSIP: 01F050684<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58870000 | PA      | $57305945.37  | 1.92%             | 2055-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | FNCL 5.5 8/25 MBS 30yr                                                                    | CUSIP: 01F052680<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72356000 | PA      | $71984234.87  | 2.41%             | 2055-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                 | American Airlines Inc 7.25 02/15/2028                                                     | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      2910000 | PA      | $2972153.29   | 0.10%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                             | Amgen Inc 5.65 03/02/2053                                                                 | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1710000 | PA      | $1654674.23   | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                   | Antares Holdings LP 6.35 10/23/2029                                                       | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |      2485000 | PA      | $2506150.41   | 0.08%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                             | Apple Inc 4.50 05/12/2032                                                                 | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4327445.31   | 0.14%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.13 12/01/2029                                                             | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       903000 | PA      | $914187.48    | 0.03%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.38 12/01/2031                                                             | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       867000 | PA      | $883808.93    | 0.03%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.50 12/01/2034                                                             | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1143561.98   | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.81                               | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2661683 | PA      | $2663551.61   | 0.09%             | 2036-11-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                            | Ares Strategic Income Fund 5.70 03/15/2028                                                | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1277148.09   | 0.04%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                   | Ashtead Capital Inc 5.95 10/15/2033                                                       | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      1948000 | PA      | $2022490.88   | 0.07%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co                        | Ashton Woods USA LLC / Ashton Woods Finance Co 6.88 08/01/2033                            | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1442000 | PA      | $1440093.21   | 0.05%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                 | Athene Global Funding 5.53 07/11/2031                                                     | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      1363000 | PA      | $1391750.11   | 0.05%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                         | Atlas Warehouse Lending Co LP 6.25 01/15/2030                                             | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |      4142000 | PA      | $4180216.04   | 0.14%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                             | Australia & New Zealand Banking Group Ltd 2.57 11/25/2035                                 | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      5045000 | PA      | $4421771.27   | 0.15%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom              | Australia & New Zealand Banking Group Ltd/United Kingdom (pfd) 6.75% 12/15/2173 Perpetual | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EP               | CORP              | GB        |      8350000 | NS      | $8476273.79   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                           | Avolon Holdings Funding Ltd 6.38 05/04/2028                                               | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |       535000 | PA      | $557122.26    | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                           | Avolon Holdings Funding Ltd 5.15 01/15/2030                                               | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |      1042000 | PA      | $1050309.86   | 0.04%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                   | Axon Enterprise Inc 6.13 03/15/2030                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       722000 | PA      | $739184.60    | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                            | Barclays Commercial Mortgage Trust 2019-C3 3.00                                           | CUSIP: 05550MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2319387.60   | 0.08%             | 2052-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                        | BBCMS Mortgage Trust 2024-5C27 6.41                                                       | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10991000 | PA      | $11474553.44  | 0.38%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                    | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2174 Perpetual                       | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |      7400000 | NS      | $7352746.56   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                    | Banco Santander SA (pfd) 4.75% 08/12/2173 Perpetual                                       | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |     14400000 | NS      | $14119572.96  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                                        | EPR Properties 4.95 04/15/2028                                                            | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2251602.38   | 0.08%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                        | EPR Properties 3.75 08/15/2029                                                            | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       835000 | PA      | $793555.91    | 0.03%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 05/31/2032                                          | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000000 | PA      | $14995312.50  | 0.50%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 05/31/2030                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    126000000 | PA      | $126324843.12 | 4.23%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc 5.05 04/15/2053                                                    | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1635000 | PA      | $1436528.13   | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc 5.50 07/15/2044                                                    | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1601000 | PA      | $1546644.27   | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc 5.30 06/15/2035                                                    | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3332000 | PA      | $3368364.12   | 0.11%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue | Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060    | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       450000 | PA      | $282987.23    | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                         | Universal Health Services Inc 5.05 10/15/2034                                             | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       920000 | PA      | $874930.16    | 0.03%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                              | University of California 3.07% 05/15/2051                                                 | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       670000 | PA      | $432785.90    | 0.01%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                            | Verizon Communications Inc 2.99 10/30/2056                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2115000 | PA      | $1269483.09   | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                                     | Verus Securitization Trust 2023-8 6.66                                                    | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |      2226124 | PA      | $2245887.86   | 0.08%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                      | Paramount Global 4.38 03/15/2043                                                          | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      3918000 | PA      | $2967131.61   | 0.10%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                 | VICI Properties LP / VICI Note Co Inc 4.13 08/15/2030                                     | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2765000 | PA      | $2643092.06   | 0.09%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                    | VICI Properties LP 5.75 04/01/2034                                                        | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       310000 | PA      | $317370.68    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                    | Expand Energy Corp 6.75 04/15/2029                                                        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       900000 | PA      | $908037.00    | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                  | WEC Energy Group Inc 5.60 09/12/2026                                                      | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       201000 | PA      | $203133.40    | 0.01%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                  | WB Commercial Mortgage Trust 2024-HQ 5.94                                                 | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4250000 | PA      | $4263476.75   | 0.14%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                          | Walgreens Boots Alliance Inc 3.45 06/01/2026                                              | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      6888000 | PA      | $6791327.61   | 0.23%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                 | Banque Federative du Credit Mutuel SA 5.00 01/19/2026                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1986914.78   | 0.07%             | 2026-01-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc                                                        | Weir Group Inc 5.35 05/06/2030                                                            | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |      2675000 | PA      | $2711286.72   | 0.09%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 0.40 03/20/2050                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    700000000 | PA      | $2660041.78   | 0.09%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                     | Piedmont Operating Partnership LP 9.25 07/20/2028                                         | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |      3694000 | PA      | $4068383.80   | 0.14%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                     | Piedmont Operating Partnership LP 6.88 07/15/2029                                         | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |       681000 | PA      | $712726.18    | 0.02%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                               | Port Authority of New York & New Jersey 4.93% 10/01/2051                                  | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       450000 | PA      | $412739.91    | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2024-1                               | Provident Funding Mortgage Trust 2024-1 5.50                                              | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11788490 | PA      | $11779720.23  | 0.39%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                    | Saavi Energia Sarl 8.88 02/10/2035                                                        | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4015000 | PA      | $4183830.75   | 0.14%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                               | Charles Schwab Corp/The (pfd) 4.00% 06/01/2174 Perpetual                                  | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      7629000 | NS      | $7529876.40   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                      | Light & Wonder International Inc 7.00 05/15/2028                                          | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      2190000 | PA      | $2193679.20   | 0.07%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                      | Light & Wonder International Inc 7.25 11/15/2029                                          | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      4005000 | PA      | $4120588.31   | 0.14%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra 3.25 06/15/2027                                                                    | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       925000 | PA      | $904080.04    | 0.03%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra (pfd) 4.88% 10/15/2173 Perpetual                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |      6393000 | NS      | $6378815.85   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                         | Sequoia Mortgage Trust 2024-8 5.50                                                        | CUSIP: 81749NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10703061 | PA      | $10685377.71  | 0.36%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                         | Sequoia Mortgage Trust 2024-8 5.50                                                        | CUSIP: 81749NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8533474 | PA      | $8502897.13   | 0.28%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 1.20 06/20/2053                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1853500000 | PA      | $8143563.53   | 0.27%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                     | Japan Government Twenty Year Bond 1.10 06/20/2043                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2693851.82   | 0.09%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                          | Barclays PLC 4.92 08/08/2030                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      3100000 | PA      | $3790408.83   | 0.13%             | 2030-08-08      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                           | Nationwide Building Society 6.13 08/21/2028                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1380987.67   | 0.05%             | 2028-08-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        95226 | PA      | $89585.36     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.18                                                                      | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       514410 | PA      | $509502.06    | 0.02%             | 2047-03-01      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.10                                                                      | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       308155 | PA      | $304862.25    | 0.01%             | 2047-04-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140N25A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5940501 | PA      | $5675531.54   | 0.19%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                     | Benchmark 2020-B16 Mortgage Trust 2.50                                                    | CUSIP: 08161NAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5544000 | PA      | $4084029.73   | 0.14%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                     | Benchmark 2019-B13 Mortgage Trust 2.50                                                    | CUSIP: 08162DAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2514000 | PA      | $1438526.39   | 0.05%             | 2057-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                     | Benchmark 2021-B31 Mortgage Trust 2.25                                                    | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2618000 | PA      | $1728763.31   | 0.06%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                           | Biocon Biologics Global PLC 6.67 10/09/2029                                               | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      5025000 | PA      | $4733485.68   | 0.16%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                      | Black Hills Corp 6.00 01/15/2035                                                          | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       785000 | PA      | $816550.97    | 0.03%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                               | Blackbird Capital II Aircraft Lease Ltd 2.44                                              | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3226478 | PA      | $3019035.09   | 0.10%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                        | Blackstone Private Credit Fund 5.95 07/16/2029                                            | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       570000 | PA      | $581585.13    | 0.02%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                      | Blue Owl Technology Finance Corp 6.10 03/15/2028                                          | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      1736000 | PA      | $1746664.25   | 0.06%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA 4.38 03/01/2033                                                            | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3831000 | PA      | $3758654.44   | 0.13%             | 2033-03-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                         | Boeing Co/The 5.71 05/01/2040                                                             | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2485000 | PA      | $2470172.73   | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                        | Braskem Netherlands Finance BV 4.50 01/10/2028                                            | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1632000 | PA      | $1246745.35   | 0.04%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                        | Braskem Netherlands Finance BV 4.50 01/31/2030                                            | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      7095000 | PA      | $5043992.80   | 0.17%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                               | Brazilian Government International Bond 6.63 03/15/2035                                   | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      5627000 | PA      | $5661958.75   | 0.19%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                               | Bristol-Myers Squibb Co 5.55 02/22/2054                                                   | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      1475000 | PA      | $1427707.72   | 0.05%             | 2054-02-22      | Fixed         | 5.55%                 | 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        |      1906000 | PA      | $1867323.83   | 0.06%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                              | Builders FirstSource Inc 4.25 02/01/2032                                                  | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      4727000 | PA      | $4366489.20   | 0.15%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                               | Capital Automotive REIT 5.25                                                              | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6774740 | PA      | $6706375.68   | 0.22%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                               | CNO Financial Group Inc 5.25 05/30/2029                                                   | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      4350000 | PA      | $4389494.78   | 0.15%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                               | CNO Financial Group Inc 6.45 06/15/2034                                                   | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      1765000 | PA      | $1839719.42   | 0.06%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                    | CSN Inova Ventures 6.75 01/28/2028                                                        | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | BR        |      5235000 | PA      | $4988799.00   | 0.17%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp 6.00 06/01/2044                                                           | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1640000 | PA      | $1616276.02   | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp 7.00 03/10/2055                                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2748000 | PA      | $2834122.32   | 0.09%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                             | Caesars Entertainment Inc 4.63 10/15/2029                                                 | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      3868000 | PA      | $3658155.97   | 0.12%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 6.63 11/01/2034                                                            | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2835000 | PA      | $3127686.62   | 0.10%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 5.83 04/19/2035                                                            | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       581000 | PA      | $609245.27    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 5.52 11/19/2055                                                            | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       590000 | PA      | $578390.29    | 0.02%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H3                                | Morgan Stanley Capital I Trust 2018-H3 3.00                                               | CUSIP: 61767YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2392000 | PA      | $1993681.53   | 0.07%             | 2051-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | Sumter Landing Community Development District 5.57% 10/01/2040                            | CUSIP: 86657MCH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       470000 | PA      | $476557.82    | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | Sumter Landing Community Development District 5.74% 10/01/2045                            | CUSIP: 86657MCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       710000 | PA      | $710642.20    | 0.02%             | 2045-10-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | Sumter Landing Community Development District 5.82% 10/01/2054                            | CUSIP: 86657MCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1295000 | PA      | $1292786.59   | 0.04%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP 7.00 05/01/2029                                                                 | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2571000 | PA      | $2663178.06   | 0.09%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eurex 10 Year Euro BUND Future                                        | EURO-BUND FUTURE  Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |          869 | NC      | $-1318112.80  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex 2 Year Euro SCHATZ Futur                                        | EURO-SCHATZ FUT   Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |        -1512 | NC      | $653185.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TSE Japanese 10 Year Bond Futu                                        | JPN 10Y BOND(OSE) Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | JP        |           25 | NC      | $-112897.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                         | US 10YR NOTE (CBT)Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -1091 | NC      | $6560.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 1.40 03/20/2053                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    657000000 | PA      | $3062889.47   | 0.10%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                | Sweden Government Bond 1.75 11/11/2033                                                    | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     29000000 | PA      | $2837354.10   | 0.10%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                               | Eni SpA 4.25 05/19/2033                                                                   | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3596358.83   | 0.12%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                             | Treasury Corp of Victoria 2.25 09/15/2033                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      6900000 | PA      | $3714910.83   | 0.12%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                   | Intesa Sanpaolo SpA 6.18 02/20/2034                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $3105327.86   | 0.10%             | 2034-02-20      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                          | CaixaBank SA 6.25 02/23/2033                                                              | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      4500000 | PA      | $5517517.41   | 0.18%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                        | Israel Government Bond - Fixed 2.80 11/29/2052                                            | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     10000000 | PA      | $2133072.23   | 0.07%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                     | Italy Buoni Poliennali Del Tesoro 2.50 12/01/2032                                         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      3250000 | PA      | $3566674.04   | 0.12%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 0.70 06/20/2051                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    716000000 | PA      | $2852151.67   | 0.10%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 11/33 2.67                                | CHINA GOVERNMENT BOND BONDS 11/33 2.67                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7452364.07   | 0.25%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                           | New Zealand Government Bond 4.50 05/15/2035                                               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     58750000 | PA      | $34563641.09  | 1.16%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 7.88% 07/18/2174 Perpetual                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EP               | CORP              | FR        |      2000000 | NS      | $2496351.01   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                   | Delta Air Lines Inc 4.95 07/10/2028                                                       | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      2570000 | PA      | $2583006.77   | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                      | Deutsche Bank AG (pfd) 6.00% 04/30/2174 Perpetual                                         | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EP               | CORP              | DE        |      9600000 | NS      | $9586326.72   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust 2021-1                                    | Diamond Resorts Owner Trust 2021-1 2.05                                                   | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       761653 | PA      | $759920.68    | 0.03%             | 2033-11-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                   | Dominion Energy Inc 4.90 08/01/2041                                                       | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      2430000 | PA      | $2191148.25   | 0.07%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                               | Dryden 65 CLO Ltd 6.69                                                                    | CUSIP: 26251YAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6800000 | PA      | $6828007.84   | 0.23%             | 2030-07-18      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                      | Duke Energy Corp 5.00 08/15/2052                                                          | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1475000 | PA      | $1288109.18   | 0.04%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                      | Duke Energy Corp 5.80 06/15/2054                                                          | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1480000 | PA      | $1447898.05   | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 4.15 12/01/2044                                                  | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       745000 | PA      | $609164.85    | 0.02%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 4.35 03/06/2027                                                  | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      2632000 | PA      | $2636173.93   | 0.09%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 5.55 03/15/2055                                                  | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      1635000 | PA      | $1600877.89   | 0.05%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                              | Electricite de France SA 6.95 01/26/2039                                                  | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4096000 | PA      | $4517366.37   | 0.15%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                               | Eni SpA 5.95 05/15/2054                                                                   | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      1389000 | PA      | $1340467.96   | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                     | EOG Resources Inc 5.95 07/15/2055                                                         | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       561000 | PA      | $566978.52    | 0.02%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       549901 | PA      | $499895.40    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6659063 | PA      | $6158271.55   | 0.21%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8982892 | PA      | $8061814.85   | 0.27%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5439483 | PA      | $4713422.27   | 0.16%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QNN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14115705 | PA      | $11725643.44  | 0.39%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5593819 | PA      | $5018162.32   | 0.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                     | CUSIP: 3142GRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10300130 | PA      | $10320929.00  | 0.35%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                   | Fifth Third Bancorp (pfd) 4.50% 09/30/2173 Perpetual                                      | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      2490000 | NS      | $2485746.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                        | FirstKey Homes 2020-SFR1 Trust 1.94                                                       | CUSIP: 33767MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4057000 | PA      | $4036951.52   | 0.14%             | 2037-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                              | Flexential Issuer 2021-1 3.25                                                             | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8675000 | PA      | $8382053.93   | 0.28%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                              | Florida Power & Light Co 4.13 02/01/2042                                                  | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      2515000 | PA      | $2132700.26   | 0.07%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                     | Flowers Foods Inc 5.75 03/15/2035                                                         | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      1835000 | PA      | $1869905.06   | 0.06%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                              | Ford Motor Credit Co LLC 5.85 05/17/2027                                                  | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |      1435000 | PA      | $1445389.83   | 0.05%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 5.88 01/25/2034                                                     | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       730000 | PA      | $737816.29    | 0.02%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 5.50 01/25/2031                                                     | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      2455000 | PA      | $2507350.59   | 0.08%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 5.90 01/25/2033                                                     | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       847000 | PA      | $871170.58    | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.10 01/25/2036                                                     | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1141000 | PA      | $1167368.51   | 0.04%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.30 01/25/2039                                                     | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1247081.61   | 0.04%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                         | Freedom Mortgage Holdings LLC 9.25 02/01/2029                                             | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      2980000 | PA      | $3108607.23   | 0.10%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                  | Frontier Communications Holdings LLC 8.63 03/15/2031                                      | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6640000 | PA      | $7040575.73   | 0.24%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.50                                                                   | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1565432 | PA      | $1449538.17   | 0.05%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 2.50                                                                   | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6222366 | PA      | $5248025.31   | 0.18%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1067661 | PA      | $937293.59    | 0.03%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2821951 | PA      | $2475624.47   | 0.08%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.50                                                                   | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2417598 | PA      | $2186585.45   | 0.07%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                              | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                                 | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2125000 | PA      | $1837828.56   | 0.06%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 6.48 10/24/2029                                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       745000 | PA      | $787749.42    | 0.03%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 4.69 10/23/2030                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       534000 | PA      | $533734.80    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                 | Golub Capital BDC Inc 7.05 12/05/2028                                                     | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      1518000 | PA      | $1593895.02   | 0.05%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                     | Golub Capital Private Credit Fund 5.45 08/15/2028                                         | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1943155.93   | 0.07%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                      | Goodgreen 2018-1 3.93                                                                     | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |      1077982 | PA      | $986898.79    | 0.03%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                            | Grupo Aeromexico SAB de CV 8.25 11/15/2029                                                | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      4875000 | PA      | $4809187.50   | 0.16%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC (pfd) 6.00% 11/22/2173 Perpetual                                        | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |     13180000 | NS      | $13214109.84  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 6.25 09/30/2029                                                | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |       287000 | PA      | $293476.97    | 0.01%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 5.45 01/14/2028                                                | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      1495000 | PA      | $1498729.95   | 0.05%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                     | Herc Holdings Inc 5.50 07/15/2027                                                         | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      1168000 | PA      | $1164168.46   | 0.04%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                     | Herc Holdings Inc 7.25 06/15/2033                                                         | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      2613000 | PA      | $2707718.64   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                    | Home Depot Inc/The 5.30 06/25/2054                                                        | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       985000 | PA      | $939061.50    | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                     | Hyatt Hotels Corp 5.75 03/30/2032                                                         | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      1305000 | PA      | $1338957.64   | 0.04%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                               | Hyundai Capital America 6.50 01/16/2029                                                   | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       387000 | PA      | $408350.38    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                              | Icon Investments Six DAC 6.00 05/08/2034                                                  | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      1196000 | PA      | $1224561.44   | 0.04%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                           | Crescent Energy Finance LLC 8.38 01/15/2034                                               | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       804000 | PA      | $796398.10    | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                        | Warnermedia Holdings Inc 3.76 03/15/2027                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       338000 | PA      | $325008.13    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                        | Warnermedia Holdings Inc 3.76 03/15/2027                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      3744000 | PA      | $3673369.44   | 0.12%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                     | Magnetite XXV Ltd 6.68                                                                    | CUSIP: 55955GAC7<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | US        |      5200000 | PA      | $5219337.76   | 0.17%             | 2032-01-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                     | Magnetite XXVIII Ltd 6.07                                                                 | CUSIP: 55955LAY8<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | US        |      7975000 | PA      | $7987917.11   | 0.27%             | 2038-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                     | Magnetite Xli Ltd 6.10                                                                    | CUSIP: 55956AAC9<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | US        |      3525000 | PA      | $3531044.32   | 0.12%             | 2038-01-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.20 03/01/2035                                                                  | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2869000 | PA      | $2884340.51   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.65 05/01/2045                                                                  | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2534437.50   | 0.08%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.70 05/01/2055                                                                  | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      1463000 | PA      | $1444916.06   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                 | Massachusetts Institute of Technology 5.62 06/01/2055                                     | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       805000 | PA      | $825406.31    | 0.03%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                         | Commonwealth of Massachusetts 2.66% 09/01/2039                                            | CUSIP: 57582RYN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |       243243 | PA      | $201011.91    | 0.01%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                  | Matador Resources Co 6.50 04/15/2032                                                      | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      2475000 | PA      | $2484491.63   | 0.08%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                        | MF1 2020-FL4 Ltd 6.16                                                                     | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1151982 | PA      | $1152846.90   | 0.04%             | 2035-12-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                             | Medline Borrower LP/Medline Co-Issuer Inc 6.25 04/01/2029                                 | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      5768000 | PA      | $5888510.82   | 0.20%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc 6.40 12/15/2066                                                               | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $1902909.25   | 0.06%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FLINT WATER ADVOCACY FUND                                             | Michigan Strategic Fund 3.23% 09/01/2047                                                  | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1600000 | PA      | $1179215.52   | 0.04%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                 | Micron Technology Inc 5.30 01/15/2031                                                     | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      3345000 | PA      | $3414782.19   | 0.11%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                 | MidAmerican Energy Co 5.30 02/01/2055                                                     | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      1850000 | PA      | $1753528.18   | 0.06%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                          | Missouri Highway & Transportation Commission 5.45% 05/01/2033                             | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       275000 | PA      | $279055.65    | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                | Morgan Stanley Capital I Trust 2018-L1 3.00                                               | CUSIP: 61691QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4192000 | PA      | $3432045.73   | 0.11%             | 2051-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                              | Thailand Government Bond 1.59 12/17/2035                                                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    306000000 | PA      | $9457462.22   | 0.32%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                     | Italy Buoni Poliennali Del Tesoro 1.80 03/01/2041                                         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1500000 | PA      | $1291682.22   | 0.04%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                 | China Government Bond 3.81 09/14/2050                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     57000000 | PA      | $10751095.78  | 0.36%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                               | Eni SpA (pfd) 3.38% 10/13/2173 Perpetual                                                  | CUSIP: T3666JJY3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EP               | CORP              | IT        |      3700000 | NS      | $4164842.59   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC (pfd) 5.13% 12/31/2173 Perpetual                                        | CUSIP: G6422BAA3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |      2000000 | NS      | $2600784.49   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                         | New South Wales Treasury Corp 1.50 02/20/2032                                             | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      5800000 | PA      | $3140830.96   | 0.11%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC 1.75 07/24/2027                                                         | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $5780939.84   | 0.19%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                              | Cooperatieve Rabobank UA (pfd) 3.10% 06/29/2174 Perpetual                                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | EP               | CORP              | US        |      1200000 | NS      | $1317238.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                    | Banco Santander SA (pfd) 4.13% 08/12/2173 Perpetual                                       | CUSIP: 05971KAJ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |      1000000 | NS      | $1129188.34   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                       | Danske Bank A/S (pfd) 4.38% 11/18/2173 Perpetual                                          | CUSIP: K2227DL59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EP               | CORP              | DK        |     11100000 | NS      | $10968465.00  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA 2.00 05/24/2031                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $4522037.37   | 0.15%             | 2031-05-24      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC 2.11 11/28/2031                                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2430435.59   | 0.08%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                           | BPCE SFH SA 0.13 12/03/2030                                                               | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2990652.62   | 0.10%             | 2030-12-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                        | European Union 0.00 07/04/2031                                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     20800000 | PA      | $20394347.41  | 0.68%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                        | Commerzbank AG (pfd) 4.25% 04/09/2174 Perpetual                                           | CUSIP: D1706CHH0<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EP               | CORP              | DE        |      7000000 | NS      | $7893174.60   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                    | Republic of Poland Government Bond 1.75 04/25/2032                                        | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     16300000 | PA      | $3515432.66   | 0.12%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Caixa Geral de Depositos SA                                           | Caixa Geral de Depositos SA 0.38 09/21/2027                                               | CUSIP: N/A<br>LEI: TO822O0VT80V06K0FH57       | Long             | DBT              | CORP              | PT        |      2000000 | PA      | $2230137.48   | 0.07%             | 2027-09-21      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 0.70 09/20/2051                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1350000000 | PA      | $5337844.14   | 0.18%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                  | Banco de Sabadell SA (pfd) 5.00% 02/19/2174 Perpetual                                     | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EP               | CORP              | ES        |      3000000 | NS      | $3461300.78   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                     | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5835208 | PA      | $5015057.80   | 0.17%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9414101 | PA      | $8511117.80   | 0.29%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4545564 | PA      | $4102737.60   | 0.14%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.00                                                                     | CUSIP: 3132DPM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4175539 | PA      | $4249040.74   | 0.14%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6957620 | PA      | $6355564.22   | 0.21%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       881105 | PA      | $789059.98    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.00                                                                     | CUSIP: 3132E0BJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5257309 | PA      | $5393889.70   | 0.18%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                     | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       299224 | PA      | $270305.11    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.00                                                                     | CUSIP: 3133BJNT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6194981 | PA      | $6073428.85   | 0.20%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.50                                                                     | CUSIP: 3133BPZW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4951366 | PA      | $4708204.86   | 0.16%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5618998 | PA      | $4615644.50   | 0.15%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HQLA Funding LLC Champlain Series                                     | Hqla Funding LLC 0.00 08/01/2025                                                          | CUSIP: 44333AV18<br>LEI: 5493000J8TNLYHDOFL03 | Long             | STIV             | CORP              | US        |     35668000 | PA      | $35663659.20  | 1.19%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       153758 | PA      | $127399.83    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.00                                                                     | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17089203 | PA      | $13504782.50  | 0.45%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lion Bay Funding LLC                                                  | Lion Bay Funding LLC 0.00 08/01/2025                                                      | CUSIP: 53619XV14<br>LEI: 635400IQAPDH9DJ1QL85 | Long             | STIV             | CORP              | US        |     25000000 | PA      | $24996997.50  | 0.84%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mainbeach Funding LLC                                                 | Mainbeach Funding LLC 0.00 08/01/2025                                                     | CUSIP: 56037BV19<br>LEI: 635400CWJW29VERCBI90 | Long             | STIV             | CORP              | US        |     66450000 | PA      | $66442019.36  | 2.23%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       301599 | PA      | $278948.77    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.00                                                                     | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5543293 | PA      | $5641169.87   | 0.19%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Overwatch Alpha Funding LLC                                           | Overwatch Alpha Funding LLC 0.00 08/01/2025                                               | CUSIP: 69039TV11<br>LEI: 254900B3TINYQPJOZP37 | Long             | STIV             | CORP              | US        |     57650000 | PA      | $57643058.94  | 1.93%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund            | State Street Institutional US Government Money Market Fund                                | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |      1352411 | NS      | $1352411.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.00                                                                     | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4356559 | PA      | $3998239.74   | 0.13%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                       | Federal Home Loan Mortgage Corp 6.25 07/15/2032                                           | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2000000 | PA      | $2255475.70   | 0.08%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-9                                         | Sequoia Mortgage Trust 2024-9 5.50                                                        | CUSIP: 81749PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6377331 | PA      | $6370899.88   | 0.21%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                        | Sequoia Mortgage Trust 2024-10 5.50                                                       | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4638560 | PA      | $4632430.67   | 0.16%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                        | Sequoia Mortgage Trust 2024-10 5.50                                                       | CUSIP: 81749QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3368504 | PA      | $3357851.46   | 0.11%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                  | Siemens Financieringsmaatschappij NV 1.20 03/11/2026                                      | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      2050000 | PA      | $2011348.36   | 0.07%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         4829 | PA      | $4750.92      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        13912 | PA      | $12938.73     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | 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        |       295784 | PA      | $291832.34    | 0.01%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                   | Sirius XM Radio LLC 3.13 09/01/2026                                                       | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      8220000 | PA      | $8042111.72   | 0.27%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                              | Snam SpA 6.50 05/28/2055                                                                  | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      2142000 | PA      | $2226778.28   | 0.07%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 4.75% 11/26/2173 Perpetual                                      | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |      7412000 | NS      | $7341630.47   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 9.38% 05/22/2174 Perpetual                                      | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |      3160000 | NS      | $3390025.88   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                                       | Southern Co/The 4.00 01/15/2051                                                           | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      1554000 | PA      | $1548090.29   | 0.05%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co LLC                                           | Southern Natural Gas Co LLC 5.45 08/01/2035                                               | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |      1056000 | PA      | $1058353.85   | 0.04%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                    | Expand Energy Corp 5.38 03/15/2030                                                        | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      3906000 | PA      | $3913092.59   | 0.13%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                   | Sprint Capital Corp 6.88 11/15/2028                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      2999000 | PA      | $3207075.66   | 0.11%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                       | Stack Infrastructure Issuer LLC 1.88                                                      | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-MBS          | CORP              | US        |      3634000 | PA      | $3556408.65   | 0.12%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                       | Standard Building Solutions Inc 6.50 08/15/2032                                           | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      1313000 | PA      | $1341731.07   | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                            | Standard Industries Inc/NY 4.38 07/15/2030                                                | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       670000 | PA      | $634754.05    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JR UNIV                                               | Leland Stanford Junior University/The 4.68 03/01/2035                                     | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |       500000 | PA      | $494216.66    | 0.02%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                           | Surgery Center Holdings Inc 7.25 04/15/2032                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      2576000 | PA      | $2651881.23   | 0.09%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                 | Switch ABS Issuer LLC 5.44                                                                | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4800000 | PA      | $4804332.48   | 0.16%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                          | Synopsys Inc 5.00 04/01/2032                                                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5402000 | PA      | $5459718.59   | 0.18%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                             | TEGNA Inc 4.75 03/15/2026                                                                 | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      3381000 | PA      | $3373096.57   | 0.11%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                             | TEGNA Inc 5.00 09/15/2029                                                                 | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      1611000 | PA      | $1549960.34   | 0.05%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                             | TEGNA Inc 4.63 03/15/2028                                                                 | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      5970000 | PA      | $5817565.72   | 0.19%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                 | Tenet Healthcare Corp 5.13 11/01/2027                                                     | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      4943000 | PA      | $4926087.03   | 0.16%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                 | Tenet Healthcare Corp 6.13 10/01/2028                                                     | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1855000 | PA      | $1856272.53   | 0.06%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                         | Texas Natural Gas Securitization Finance Corp 5.17% 04/01/2041                            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       230000 | PA      | $233200.08    | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                           | 3R Lux SARL 9.75 02/05/2031                                                               | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3219000 | PA      | $3323617.50   | 0.11%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                 | Time Warner Cable LLC 6.55 05/01/2037                                                     | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      3590000 | PA      | $3690355.72   | 0.12%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                             | Toronto-Dominion Bank/The 8.13 10/31/2082                                                 | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      7030000 | PA      | $7427813.64   | 0.25%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                         | TransDigm Inc 4.63 01/15/2029                                                             | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1490000 | PA      | $1457986.11   | 0.05%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                         | TransDigm Inc 4.88 05/01/2029                                                             | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1490000 | PA      | $1463032.64   | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                         | TRANSDIGM INC 2024 TERM LOAN I                                                            | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1814221 | PA      | $1822902.16   | 0.06%             | 2028-08-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                 | Travelers Cos Inc/The 5.05 07/24/2035                                                     | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $1078091.82   | 0.04%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                 | Travelers Cos Inc/The 5.70 07/24/2055                                                     | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      1110000 | PA      | $1118710.40   | 0.04%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                       | Trust Fibra Uno 4.87 01/15/2030                                                           | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      2097000 | PA      | $2001336.75   | 0.07%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                       | Trust Fibra Uno 7.70 01/23/2032                                                           | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      2753000 | PA      | $2911234.18   | 0.10%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                          | UBS Group AG (pfd) 9.25% 05/13/2174 Perpetual                                             | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |      9500000 | NS      | $10450294.50  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                | UBS Commercial Mortgage Trust 2018-C15 5.14                                               | CUSIP: 90278LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2008000 | PA      | $1809988.91   | 0.06%             | 2051-12-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                         | UniCredit SpA 5.86 06/19/2032                                                             | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      3085000 | PA      | $3109777.86   | 0.10%             | 2032-06-19      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                     | Union Electric Co 5.45 03/15/2053                                                         | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1002825.23   | 0.03%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                   | United Airlines Inc 4.38 04/15/2026                                                       | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      7717000 | PA      | $7676008.84   | 0.26%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                       | United Nations Development Corp 6.54% 08/01/2055                                          | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       455000 | PA      | $473897.79    | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp                                           | United States Cellular Corp 6.70 12/15/2033                                               | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |      3853000 | PA      | $4057401.65   | 0.14%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 5.00 08/31/2025                                          | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28342000 | PA      | $28352761.17  | 0.95%             | 2025-08-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SGX Mini Japan Government 10 Y                                        | 10YR MINI JGB FUT Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | JP        |          176 | NC      | $-77586.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Euro-BTP Italian Bond Futures                                         | Euro-BTP Future   Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | IT        |           55 | NC      | $-41470.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Government Bond Futures                                        | Euro-OAT Future   Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | FR        |          969 | NC      | $-1688433.20  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CME Ultra Long Term US Treasury                                       | US ULTRA BOND CBT Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          399 | NC      | $656909.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT                                                     | CAN 10YR BOND FUT Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | CA        |          599 | NC      | $-463031.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                   | US 10yr Ultra Fut Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         -219 | NC      | $-111052.05   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE                                                      | LONG GILT FUTURE  Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |         1082 | NC      | $1305427.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                          | US 2YR NOTE (CBT) Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         -369 | NC      | $94670.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex 30 Year Euro BUXL Future                                        | EURO-BUXL 30Y BND Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | DE        |           22 | NC      | $-127074.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFE 10 Year Treasury Bond Futu                                        | KOREA 10YR BND FU Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | KR        |          490 | NC      | $179492.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA 5.75 01/22/2032                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $4721610.86   | 0.16%             | 2032-01-22      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                | Credit Mutuel Arkea SA 4.81 05/15/2035                                                    | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3585703.33   | 0.12%             | 2035-05-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| mBank SA                                                              | mBank SA 4.03 09/27/2030                                                                  | CUSIP: N/A<br>LEI: 259400DZXF7UJKK2AY35       | Long             | DBT              | CORP              | PL        |      3000000 | PA      | $3487617.23   | 0.12%             | 2030-09-27      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                         | Novo Banco SA 9.88 12/01/2033                                                             | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |      7000000 | PA      | $9485425.50   | 0.32%             | 2033-12-01      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                 | China Government Bond 2.19 09/25/2054                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     48000000 | PA      | $6985747.86   | 0.23%             | 2054-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                         | Cie de Financement Foncier SA 1.20 04/29/2031                                             | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3443495.85   | 0.12%             | 2031-04-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                   | United Kingdom Gilt 1.75 09/07/2037                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      9375000 | PA      | $8981389.73   | 0.30%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd                                                          | Enerflex Ltd 9.00 10/15/2027                                                              | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      4186000 | PA      | $4325259.85   | 0.14%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP 6.13 12/15/2045                                                        | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1345000 | PA      | $1326130.23   | 0.04%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP (pfd) 6.50% 11/15/2173 Perpetual                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      7197000 | NS      | $7228724.38   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP 6.55 12/01/2033                                                        | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2290000 | PA      | $2472072.52   | 0.08%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                              | Engie SA 5.88 04/10/2054                                                                  | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      1750000 | PA      | $1755854.21   | 0.06%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAPTIST HOSP INC OBLIG GP                                             | Escambia County Health Facilities Authority 3.61% 08/15/2040                              | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       725000 | PA      | $578142.41    | 0.02%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                      | Essent Group Ltd 6.25 07/01/2029                                                          | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | US        |      3085000 | PA      | $3198605.65   | 0.11%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                              | European Investment Bank 3.90 06/15/2028                                                  | CUSIP: 298785JX5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |     12184000 | PA      | $9009529.85   | 0.30%             | 2028-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                                  | Excelerate Energy LP 0.00 05/15/2030                                                      | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |       986000 | PA      | $1032836.97   | 0.03%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                              | F&G Annuities & Life Inc 6.50 06/04/2029                                                  | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       476000 | PA      | $490598.19    | 0.02%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                 | Freddie Mac Gold Pool 6.00                                                                | CUSIP: 3128M5YL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          556 | PA      | $582.38       | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140N3AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9661960 | PA      | $9490552.57   | 0.32%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QFFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5548384 | PA      | $4579497.97   | 0.15%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1142790 | PA      | $950346.15    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QGE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6918769 | PA      | $5682642.64   | 0.19%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                          | ING Groep NV (pfd) 5.75% 11/16/2173 Perpetual                                             | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |     14500000 | NS      | $14466091.75  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 3.90 03/25/2030                                                                | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      2090000 | PA      | $2012040.51   | 0.07%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 5.15 02/21/2034                                                                | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      1065000 | PA      | $1053864.67   | 0.04%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 5.60 02/21/2054                                                                | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       881000 | PA      | $778995.81    | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC                                                | Brightstar Lottery PLC 5.25 01/15/2029                                                    | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |      5930000 | PA      | $5888675.02   | 0.20%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                   | Intesa Sanpaolo SpA (pfd) 7.70% 03/17/2174 Perpetual                                      | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EP               | CORP              | IT        |     13810000 | NS      | $13879022.38  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                   | Intesa Sanpaolo SpA 3.88 07/14/2027                                                       | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1100000 | PA      | $1083430.78   | 0.04%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                   | Intesa Sanpaolo SpA 4.20 06/01/2032                                                       | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1941000 | PA      | $1802040.06   | 0.06%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                             | IQVIA Inc 5.00 05/15/2027                                                                 | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      4110000 | PA      | $4089418.44   | 0.14%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                             | IQVIA Inc 6.25 02/01/2029                                                                 | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1715000 | PA      | $1793387.51   | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2025-CCM1                                    | JP Morgan Mortgage Trust 2025-CCM1 5.50                                                   | CUSIP: 46593MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10978451 | PA      | $10971037.39  | 0.37%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 5.50                                                             | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7808105 | PA      | $7796974.23   | 0.26%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.77 04/22/2035                                                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2762000 | PA      | $2897817.43   | 0.10%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.10 04/22/2031                                                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4475000 | PA      | $4577549.50   | 0.15%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.58 07/23/2036                                                       | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2185000 | PA      | $2218769.18   | 0.07%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-8                                     | J.P. Morgan Mortgage Trust 2023-8 6.00                                                    | CUSIP: 46657CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3349285 | PA      | $3369299.09   | 0.11%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-7                                       | JP Morgan Mortgage Trust 2023-7 5.50                                                      | CUSIP: 46657DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9448230 | PA      | $9433698.26   | 0.32%             | 2054-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-8                                | JP Morgan Mortgage Trust Series 2024-8 5.50                                               | CUSIP: 46658GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7757515 | PA      | $7749941.90   | 0.26%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                    | J.P. Morgan Mortgage Trust 2024-10 5.50                                                   | CUSIP: 46658LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7805289 | PA      | $7795135.32   | 0.26%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LoanCore                                                              | LoanCore 2021-CRE5 Issuer Ltd 6.21                                                        | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4999500 | PA      | $5000046.45   | 0.17%             | 2036-07-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                             | Los Angeles Community College District/CA 6.75% 08/01/2049                                | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       800000 | PA      | $871506.08    | 0.03%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                            | City of Los Angeles Department of Airports 6.58% 05/15/2039                               | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       255000 | PA      | $273378.13    | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                                                | Louisiana-Pacific Corp 3.63 03/15/2029                                                    | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |      2524000 | PA      | $2406603.21   | 0.08%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                         | M&T Bank Corp (pfd) 5.13% 05/01/2174 Perpetual                                            | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |       163000 | NS      | $161605.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                             | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2173 Perpetual                                | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |      5289000 | NS      | $5345581.72   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                               | Indonesia Treasury Bond 6.63 02/15/2034                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 181530000000 | PA      | $11077913.09  | 0.37%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 1.80 09/20/2053                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5119250.60   | 0.17%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                   | Republic of Austria Government Bond 3.45 10/20/2030                                       | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     46000000 | PA      | $54863603.57  | 1.84%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                 | China Government Bond 2.67 11/25/2033                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     88000000 | PA      | $13116917.94  | 0.44%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                 | China Government Bond 2.54 12/25/2030                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    277000000 | PA      | $40316364.33  | 1.35%             | 2030-12-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                    | Kingdom of Belgium Government Bond 2.85 10/22/2034                                        | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     19500000 | PA      | $21761439.30  | 0.73%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                         | Banco BPM SpA 3.38 01/24/2030                                                             | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      2400000 | PA      | $2812929.46   | 0.09%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA 4.13 03/08/2033                                                                   | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2360383.17   | 0.08%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 1.80 03/20/2054                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1120000000 | PA      | $5687328.58   | 0.19%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 2.20 06/20/2054                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    680000000 | PA      | $3786413.43   | 0.13%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 09/54 2.19                                | CHINA GOVERNMENT BOND BONDS 09/54 2.19                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    118000000 | PA      | $17176407.71  | 0.58%             | 2054-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                 | Banque Federative du Credit Mutuel SA 4.00 01/15/2035                                     | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3480406.93   | 0.12%             | 2035-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                          | Sumitomo Mitsui Banking Corp 2.74 02/18/2030                                              | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | JP        |      6000000 | PA      | $6834871.52   | 0.23%             | 2030-02-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                   | Saudi Government International Bond 3.38 03/05/2032                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     14250000 | PA      | $16346971.78  | 0.55%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                    | Kingdom of Belgium Government Bond 5.00 03/28/2035                                        | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     18000000 | PA      | $23681083.73  | 0.79%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                   | United Kingdom Gilt 4.25 12/07/2055                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3780000 | PA      | $4159233.14   | 0.14%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                   | United Kingdom Gilt 4.50 12/07/2042                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       954000 | PA      | $1164086.42   | 0.04%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 2.40 03/20/2037                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    231950000 | PA      | $1641160.67   | 0.05%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                   | United Kingdom Gilt 4.25 12/07/2049                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3720000 | PA      | $4186769.52   | 0.14%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                | Sweden Government Bond 3.50 03/30/2039                                                    | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     15600000 | PA      | $1756930.91   | 0.06%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                | Norway Government Bond 1.75 02/17/2027                                                    | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |      2800000 | PA      | $263566.14    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                     | Japan Government Twenty Year Bond 0.60 09/20/2037                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1222000000 | PA      | $7027660.66   | 0.24%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                     | Japan Government Twenty Year Bond 0.50 06/20/2038                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    931000000 | PA      | $5182644.00   | 0.17%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                                               | Northern Natural Gas Co 5.63 02/01/2054                                                   | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |       615000 | PA      | $587731.09    | 0.02%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                           | Northern States Power Co/MN 5.10 05/15/2053                                               | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      1035000 | PA      | $961328.71    | 0.03%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                           | Northern States Power Co/MN 5.65 05/15/2055                                               | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      1284000 | PA      | $1286981.40   | 0.04%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                   | Northern Trust Corp 3.38 05/08/2032                                                       | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      9045000 | PA      | $8761077.45   | 0.29%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                 | Spain Government Bond 2.70 10/31/2048                                                     | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      7100000 | PA      | $6639631.07   | 0.22%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                                        | CNP Assurances SACA (pfd) 4.75% 12/27/2173 Perpetual                                      | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | EP               | CORP              | FR        |      3500000 | NS      | $4034195.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                     | Japan Government Twenty Year Bond 0.70 09/20/2038                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    906000000 | PA      | $5146212.05   | 0.17%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                            | Anheuser-Busch InBev SA/NV 1.65 03/28/2031                                                | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $1063112.61   | 0.04%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                 | Spain Government Bond 1.85 07/30/2035                                                     | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2200000 | PA      | $2223538.49   | 0.07%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                              | Cooperatieve Rabobank UA (pfd) 3.25% 12/29/2173 Perpetual                                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | EP               | CORP              | US        |      5400000 | NS      | $6086325.86   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                           | New Zealand Government Bond 1.75 05/15/2041                                               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      6040000 | PA      | $2306220.02   | 0.08%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA 2.50 11/30/2032                                                                   | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2494707.52   | 0.08%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                | Standard Chartered PLC 1.20 09/23/2031                                                    | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2237974.76   | 0.07%             | 2031-09-23      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                  | Credit Agricole Public Sector SCF SA 0.13 12/08/2032                                      | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $962160.74    | 0.03%             | 2032-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                   | Intesa Sanpaolo SpA (pfd) 5.88% 03/01/2174 Perpetual                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EP               | CORP              | IT        |      1000000 | NS      | $1200152.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                      | Deutsche Bank AG (pfd) 7.13% 04/30/2174 Perpetual                                         | CUSIP: D18190PG3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EP               | CORP              | DE        |      6500000 | NS      | $8623389.30   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                    | Kingdom of Belgium Government Bond 3.30 06/22/2054                                        | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      1450000 | PA      | $1448109.88   | 0.05%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                     | Japan Government Twenty Year Bond 0.50 12/20/2041                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    831000000 | PA      | $4178213.83   | 0.14%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                             | Australia Government Bond 1.75 06/21/2051                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      4300000 | PA      | $1466948.19   | 0.05%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                   | Erste Group Bank AG (pfd) 4.25% 04/15/2174 Perpetual                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EP               | CORP              | AT        |      7000000 | NS      | $7950890.76   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                      | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2173 Perpetual                         | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |      7200000 | NS      | $7368904.80   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                     | Italy Buoni Poliennali Del Tesoro 1.70 09/01/2051                                         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       500000 | PA      | $351710.99    | 0.01%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                              | Bundesrepublik Deutschland Bundesanleihe 1.80 08/15/2053                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      3330000 | PA      | $2856143.26   | 0.10%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2023-4                 | Morgan Stanley Residential Mortgage Loan Trust 2023-4 6.00                                | CUSIP: 61775WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3710195 | PA      | $3713867.22   | 0.12%             | 2053-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                        | Morgan Stanley Private Bank NA 4.73 07/18/2031                                            | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      1915000 | PA      | $1924070.80   | 0.06%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-3                 | Morgan Stanley Residential Mortgage Loan Trust 2024-3 6.00                                | CUSIP: 61776QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4991680 | PA      | $4999692.50   | 0.17%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                | Motorola Solutions Inc 4.85 08/15/2030                                                    | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      2135000 | PA      | $2150222.61   | 0.07%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                | Motorola Solutions Inc 5.20 08/15/2032                                                    | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      2195000 | PA      | $2225232.42   | 0.07%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mountain View Funding CLO                                             | Mountain View CLO 2017-2 LLC 6.28                                                         | CUSIP: 62432LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2363711 | PA      | $2370597.06   | 0.08%             | 2031-01-16      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                      | NMI Holdings Inc 6.00 08/15/2029                                                          | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3574196.50   | 0.12%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                        | NRG Energy Inc 2.00 12/02/2025                                                            | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2511661.91   | 0.08%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                           | Nationwide Building Society 4.13 10/18/2032                                               | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      1725000 | PA      | $1683303.42   | 0.06%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                      | Nationstar Mortgage Holdings Inc 7.13 02/01/2032                                          | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3510000 | PA      | $3668116.09   | 0.12%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                       | Nevada Power Co 6.25 05/15/2055                                                           | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1255366.75   | 0.04%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                              | New Economy Assets - Phase 1 Sponsor LLC 2.41                                             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12500000 | PA      | $9890483.75   | 0.33%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                   | New Jersey Turnpike Authority 7.10% 01/01/2041                                            | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |       270000 | PA      | $308896.66    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                               | Newmont Corp / Newcrest Finance Pty Ltd 5.35 03/15/2034                                   | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1134000 | PA      | $1161321.20   | 0.04%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                     | Nexstar Media Inc 4.75 11/01/2028                                                         | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      7580000 | PA      | $7373622.37   | 0.25%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                             | Niagara Mohawk Power Corp 4.65 10/03/2030                                                 | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      1105000 | PA      | $1097866.45   | 0.04%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                          | NiSource Inc 5.35 07/15/2035                                                              | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      2881000 | PA      | $2891679.41   | 0.10%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                       | Nordea Bank Abp (pfd) 6.63% 09/26/2173 Perpetual                                          | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | EP               | CORP              | FI        |     14035000 | NS      | $14148220.35  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                                          | Nordson Corp 4.50 12/15/2029                                                              | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |      1720000 | PA      | $1709926.84   | 0.06%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-2                               | Provident Funding Mortgage Trust 2025-2 5.50                                              | CUSIP: 74389DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10029208 | PA      | $9991848.74   | 0.33%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                              | Prudential Financial Inc 6.50 03/15/2054                                                  | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      1525000 | PA      | $1587617.72   | 0.05%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                    | Public Service Electric and Gas Co 5.50 03/01/2055                                        | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      1033000 | PA      | $1019171.77   | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                             | Province of Quebec Canada 3.50 12/01/2048                                                 | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      7300000 | PA      | $4404603.78   | 0.15%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                 | Quikrete Holdings Inc 6.38 03/01/2032                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      1785000 | PA      | $1831856.25   | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                 | Quikrete Holdings Inc 6.75 03/01/2033                                                     | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      2506000 | PA      | $2571818.29   | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2024-J3                                           | RATE Mortgage Trust 2024-J3 5.50                                                          | CUSIP: 75409UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2979416 | PA      | $2971144.61   | 0.10%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 205-J1                                            | Rate Mortgage Trust 205-J1 6.00                                                           | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7322161 | PA      | $7371522.31   | 0.25%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp               | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75 04/15/2030                   | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2101000 | PA      | $2189893.31   | 0.07%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REESE PARK CLO LTD                                                    | REESE PARK CLO LTD 6.22                                                                   | CUSIP: 758465BQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8100000 | PA      | $8111854.35   | 0.27%             | 2038-01-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                             | Rio Tinto Finance USA PLC 5.75 03/14/2055                                                 | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      1025000 | PA      | $1026850.57   | 0.03%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                        | Rocket Cos Inc 6.13 08/01/2030                                                            | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2335000 | PA      | $2369038.46   | 0.08%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                        | Rocket Cos Inc 6.38 08/01/2033                                                            | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2491809.01   | 0.08%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC (pfd) 6.00% 09/30/2173 Perpetual                                        | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |      3990000 | NS      | $4005844.29   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                           | Royal Caribbean Cruises Ltd 6.00 02/01/2033                                               | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      6857000 | PA      | $6974449.23   | 0.23%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                  | Royal Bank of Canada 5.15 02/04/2031                                                      | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      2470000 | PA      | $2520029.41   | 0.08%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                  | Royal Bank of Canada 4.70 08/06/2031                                                      | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      2996000 | PA      | $2999743.08   | 0.10%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                       | SEB Funding LLC 7.39                                                                      | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5800000 | PA      | $5910776.52   | 0.20%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                          | SM Energy Co 6.75 09/15/2026                                                              | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      4022000 | PA      | $4034242.97   | 0.14%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                        | Wells Fargo Commercial Mortgage Trust 2020-C55 2.50                                       | CUSIP: 95002EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2458000 | PA      | $1616081.91   | 0.05%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                    | Kingdom of Belgium Government Bond 4.25 03/28/2041                                        | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      3716000 | PA      | $4533483.10   | 0.15%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                         | Mexican Bonos 5.50 05/29/2031                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    158230000 | PA      | $7964636.01   | 0.27%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                         | Yinson Bergenia Production BV 8.50 01/31/2045                                             | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      5809000 | PA      | $5998910.44   | 0.20%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc                                          | ZF North America Capital Inc 6.88 04/23/2032                                              | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      1732000 | PA      | $1617659.25   | 0.05%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 2.00 09/20/2041                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1234500000 | PA      | $7906073.97   | 0.26%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                     | Italy Buoni Poliennali Del Tesoro 4.75 09/01/2044                                         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      7519000 | PA      | $9398085.34   | 0.31%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                             | Treasury Corp of Victoria 4.25 12/20/2032                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      3600000 | PA      | $2282654.17   | 0.08%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 4.25 01/29/2026                                               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1848101.21   | 0.06%             | 2026-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                             | Singapore Government Bond 2.88 07/01/2029                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      4240000 | PA      | $3396370.46   | 0.11%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                             | Banco Mercantil del Norte SA/Grand Cayman (pfd) 7.50% 09/27/2173 Perpetual                | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |      2254000 | NS      | $2260642.54   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                | Banco Nacional de Comercio Exterior SNC/Cayman Islands 2.72 08/11/2031                    | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $192909.26    | 0.01%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                             | Banco Mercantil del Norte SA/Grand Cayman (pfd) 5.88% 01/24/2174 Perpetual                | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |      2120000 | NS      | $2074277.54   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple      | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple 7.25 01/31/2041          | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      4692033 | PA      | $4807692.10   | 0.16%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                       | BANK 2018-BNK15 3.00                                                                      | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2505000 | PA      | $2001540.84   | 0.07%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                      | Japan Government Forty Year Bond 1.40 03/20/2055                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    625000000 | PA      | $2827474.10   | 0.09%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 1.40 12/20/2045                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1673400000 | PA      | $9053634.19   | 0.30%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                    | Kingdom of Belgium Government Bond 1.60 06/22/2047                                        | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      5586000 | PA      | $4250658.94   | 0.14%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                         | Colombian TES 7.00 06/30/2032                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  11500000000 | PA      | $2164923.97   | 0.07%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp 5.51 01/24/2036                                                      | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1850000 | PA      | $1896434.02   | 0.06%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp (pfd) 6.25% 10/26/2173 Perpetual                                     | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      6845000 | NS      | $6838565.22   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                      | Bank of Montreal 6.88 11/26/2085                                                          | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      4745000 | PA      | $4766352.50   | 0.16%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                               | Bank of Nova Scotia/The 3.63 10/27/2081                                                   | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1380000 | PA      | $1288651.69   | 0.04%             | 2081-10-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                        | Czech Republic Government Bond 0.25 02/10/2027                                            | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    138700000 | PA      | $6133954.45   | 0.21%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                              | Bundesrepublik Deutschland Bundesanleihe 1.25 08/15/2048                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1200000 | PA      | $953664.14    | 0.03%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                               | Denmark Government Bond 0.50 11/15/2029                                                   | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     35000000 | PA      | $5024879.91   | 0.17%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Abanca Corp Bancaria SA                                               | Abanca Corp Bancaria SA 0.75 05/28/2029                                                   | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |       600000 | PA      | $637451.39    | 0.02%             | 2029-05-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                               | Bank of Nova Scotia/The 8.63 10/27/2082                                                   | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4423000 | PA      | $4708823.11   | 0.16%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                               | Bank of Nova Scotia/The 8.00 01/27/2084                                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4025000 | PA      | $4300768.85   | 0.14%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                          | Barclays PLC (pfd) 6.13% 12/15/2173 Perpetual                                             | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |     11505000 | NS      | $11533756.75  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                            | Barclays Commercial Mortgage Trust 2019-C4 3.25                                           | CUSIP: 07335CAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3359000 | PA      | $2047654.80   | 0.07%             | 2052-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                  | Beacon Funding Trust 6.27 08/15/2054                                                      | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1163781.45   | 0.04%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| State of California                                                   | State of California 7.60% 11/01/2040                                                      | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        20000 | PA      | $24033.69     | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                   | State of California 4.60% 04/01/2038                                                      | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       120000 | PA      | $121399.22    | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| California State University                                           | California State University 2.98% 11/01/2051                                              | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       825000 | PA      | $547374.47    | 0.02%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                              | Canadian Government Bond 2.00 12/01/2051                                                  | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2180000 | PA      | $1112640.16   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                             | Canada Housing Trust No 1 3.10 06/15/2028                                                 | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     28540000 | PA      | $20710243.79  | 0.69%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                          | Barclays PLC (pfd) 6.38% 03/15/2174 Perpetual                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |      2500000 | NS      | $3321981.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                  | La Banque Postale SA (pfd) 3.88% 05/20/2174 Perpetual                                     | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | EP               | CORP              | FR        |      2000000 | NS      | $2271623.09   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                     | Japan Government Twenty Year Bond 0.30 12/20/2039                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1078800000 | PA      | $5576443.54   | 0.19%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                         | UniCredit SpA (pfd) 3.88% 06/03/2174 Perpetual                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EP               | CORP              | IT        |      7700000 | NS      | $8693630.41   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                    | Canadian Imperial Bank of Commerce 7.00 10/28/2085                                        | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      6705000 | PA      | $6782107.50   | 0.23%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                            | Capital One Financial Corp 2.36 07/29/2032                                                | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      1372000 | PA      | $1168648.75   | 0.04%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                         | Carnival Corp 4.00 08/01/2028                                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2381093.75   | 0.08%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                       | Caterpillar Inc 5.20 05/15/2035                                                           | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      1388000 | PA      | $1415811.91   | 0.05%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                         | New South Wales Treasury Corp 2.00 03/08/2033                                             | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      6000000 | PA      | $3239842.76   | 0.11%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                  | Telefonica Europe BV (pfd) 2.88% 05/24/2174 Perpetual                                     | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |      2000000 | NS      | $2250801.02   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S COVERED 12/32 0.125                          | CREDIT AGRICOLE PUBLIC S COVERED 12/32 0.125                                              | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $962394.28    | 0.03%             | 2032-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 0.70 12/20/2051                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1790000000 | PA      | $7017202.28   | 0.24%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                              | Celanese US Holdings LLC 6.67 07/15/2027                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1999943.40   | 0.07%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                          | Centene Corp 4.63 12/15/2029                                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2426554.76   | 0.08%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding LP                                              | Cerberus Loan Funding XXXIX LP 5.72                                                       | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |      4332704 | PA      | $4345175.89   | 0.15%             | 2033-01-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                  | Chart Industries Inc 7.50 01/01/2030                                                      | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $7236588.90   | 0.24%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                            | Mizuho Financial Group Inc 2.10 04/08/2032                                                | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      7000000 | PA      | $7439764.57   | 0.25%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 1.00 03/20/2052                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    297300000 | PA      | $1265914.18   | 0.04%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                              | Malaysia Government Bond 4.70 10/15/2042                                                  | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     31900000 | PA      | $8365836.71   | 0.28%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                          | UBS Group AG 3.13 06/15/2030                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      4000000 | PA      | $4602964.97   | 0.15%             | 2030-06-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 1.30 06/20/2052                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    380000000 | PA      | $1748782.23   | 0.06%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                        | Commerzbank AG 6.50 12/06/2032                                                            | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1831445.34   | 0.06%             | 2032-12-06      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                  | La Banque Postale SA 5.63 09/21/2028                                                      | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1343529.93   | 0.04%             | 2028-09-21      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                     | Japan Government Twenty Year Bond 1.10 09/20/2042                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    835000000 | PA      | $4574575.52   | 0.15%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                          | Barclays PLC 8.41 11/14/2032                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2978614.53   | 0.10%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                    | Credit Agricole SA (pfd) 7.25% 03/23/2174 Perpetual                                       | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EP               | CORP              | FR        |      3000000 | NS      | $3707290.10   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA (pfd) 7.38% 06/11/2174 Perpetual                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EP               | CORP              | FR        |      2400000 | NS      | $3037159.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                     | Japan Government Thirty Year Bond 1.60 12/20/2052                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1478061.33   | 0.05%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                 | China Government Bond 2.64 01/15/2028                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    129000000 | PA      | $18456676.66  | 0.62%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                              | Queensland Treasury Corp 4.50 08/22/2035                                                  | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     18850000 | PA      | $11705227.38  | 0.39%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-3                       | Chase Home Lending Mortgage Trust Series 2024-3 6.00                                      | CUSIP: 16159HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8385077 | PA      | $8446713.87   | 0.28%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-10                             | Chase Home Lending Mortgage Trust 2024-10 6.00                                            | CUSIP: 16159YAD2<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |      7763649 | PA      | $7811670.39   | 0.26%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                              | Chase Home Lending Mortgage Trust 2024-9 5.50                                             | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8709068 | PA      | $8705058.80   | 0.29%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                              | Chase Home Lending Mortgage Trust 2024-9 5.50                                             | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3563277 | PA      | $3555970.76   | 0.12%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                     | Rothesay Life PLC 7.73 05/16/2033                                                         | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      2900000 | PA      | $4207780.27   | 0.14%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                            | Credit Agricole Italia SpA 3.50 01/15/2030                                                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      9000000 | PA      | $10605347.07  | 0.36%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                       | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                      | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3173645 | PA      | $3193092.92   | 0.11%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc 4.63 10/15/2028                                                       | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1532273.25   | 0.05%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc/Delaware                                            | Cisco Systems Inc 5.50 02/24/2055                                                         | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      1459000 | PA      | $1446087.18   | 0.05%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                   | Citadel Finance LLC 5.90 02/10/2030                                                       | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1004638.48   | 0.03%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc (pfd) 3.88% 05/18/2174 Perpetual                                            | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      5515000 | NS      | $5463951.51   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                           | Citibank NA 4.91 05/29/2030                                                               | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      4462000 | PA      | $4533321.50   | 0.15%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QPAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       611800 | PA      | $548808.33    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2646240 | PA      | $2597258.01   | 0.09%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11245341 | PA      | $11013364.20  | 0.37%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QREQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4814799 | PA      | $4806001.18   | 0.16%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.50                                                                   | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9901178 | PA      | $9463773.95   | 0.32%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                    | Ally Financial Inc 8.00 11/01/2031                                                        | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      4953000 | PA      | $5598328.45   | 0.19%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 3620A94L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2526 | PA      | $2461.20      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 5.00                                                                    | CUSIP: 3620A9PM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3117 | PA      | $3139.67      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 3620AE6Y1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1725 | PA      | $1678.29      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 3620AMRV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         8708 | PA      | $8460.87      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 5.00                                                                   | CUSIP: 3622ADQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4437958 | PA      | $4338567.10   | 0.15%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.00                                                                    | CUSIP: 36230UCQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2782 | PA      | $2611.58      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-J1 Trust                                                     | OBX 2024-J1 Trust 5.50                                                                    | CUSIP: 67119QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5016989 | PA      | $5008012.08   | 0.17%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                             | Occidental Petroleum Corp 6.45 09/15/2036                                                 | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       640000 | PA      | $651861.12    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                             | Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048                                | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       830000 | PA      | $596117.54    | 0.02%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                  | OneMain Finance Corp 7.50 05/15/2031                                                      | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1534000 | PA      | $1600143.55   | 0.05%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                | GS Mortgage Securities Trust 2019-GC42 2.80                                               | CUSIP: 36257UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5175784 | PA      | $3706061.13   | 0.12%             | 2052-09-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                | GS Mortgage Securities Trust 2019-GSA1 2.80                                               | CUSIP: 36261PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5990000 | PA      | $4631154.12   | 0.16%             | 2052-11-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                  | OneMain Finance Corp 6.13 05/15/2030                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1253100.00   | 0.04%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                               | ONNI Commerical Mortgage Trust 2024-APT 5.57                                              | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11242000 | PA      | $11465395.40  | 0.38%             | 2039-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 3.60 04/01/2040                                                               | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4373000 | PA      | $3453329.76   | 0.12%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.50 09/27/2064                                                               | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       820000 | PA      | $733189.69    | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                          | Orbia Advance Corp SAB de CV 2.88 05/11/2031                                              | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      5745000 | PA      | $4778604.94   | 0.16%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                           | Blue Owl Credit Income Corp 7.75 01/15/2029                                               | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      1745000 | PA      | $1857189.14   | 0.06%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                     | GXO Logistics Inc 6.25 05/06/2029                                                         | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      3835000 | PA      | $3990305.80   | 0.13%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                     | GXO Logistics Inc 6.50 05/06/2034                                                         | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |       795000 | PA      | $834714.61    | 0.03%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ5                          | GS Mortgage-Backed Securities Trust 2024-PJ5 6.00                                         | CUSIP: 36269XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8203178 | PA      | $8252376.23   | 0.28%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ5                          | GS Mortgage-Backed Securities Trust 2025-PJ5 5.50                                         | CUSIP: 36272DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7745547 | PA      | $7724418.42   | 0.26%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ6                          | GS Mortgage-Backed Securities Trust 2025-PJ6 6.00                                         | CUSIP: 36272KAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8007685 | PA      | $8068197.09   | 0.27%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 6.00                                                                    | CUSIP: 36290RRK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1316 | PA      | $1344.02      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ7                          | GS Mortgage-Backed Securities Trust 2024-PJ7 5.50                                         | CUSIP: 362949AM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10010342 | PA      | $9972589.26   | 0.33%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                  | GCAT 2024-INV3 Trust 5.50                                                                 | CUSIP: 36830FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12135094 | PA      | $12136283.70  | 0.41%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                 | Blue Owl Capital Corp 5.95 03/15/2029                                                     | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      1259000 | PA      | $1262255.52   | 0.04%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                        | PECO Energy Co 4.38 08/15/2052                                                            | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      1370000 | PA      | $1129416.79   | 0.04%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc                                                         | PRA Group Inc 8.88 01/31/2030                                                             | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      3584000 | PA      | $3726643.20   | 0.12%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                              | Palomino Funding Trust I 7.23 05/17/2028                                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1895000 | PA      | $2002533.04   | 0.07%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                       | General Motors Financial Co Inc 5.60 06/18/2031                                           | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |      1150000 | PA      | $1173900.36   | 0.04%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                       | PennyMac Financial Services Inc 7.13 11/15/2030                                           | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      4675000 | PA      | $4823468.65   | 0.16%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                       | PennyMac Financial Services Inc 6.88 02/15/2033                                           | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      1188000 | PA      | $1211672.09   | 0.04%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 5.35 02/12/2028                                                       | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     11527000 | PA      | $11246143.84  | 0.38%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 6.84 01/23/2030                                                       | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       854000 | PA      | $840919.88    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 5.95 01/28/2031                                                       | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     15650000 | PA      | $14536065.87  | 0.49%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                         | MARKIT CDX.NA.HY.44 06/30                                                                 | CUSIP: SPED05UQ1<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     27000000 | OU      | $-1950011.01  | -0.07%            | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                         | SWAP 4.53 01/17/35                                                                        | CUSIP: SLPCMZS67<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | AU        |        10000 | OU      | $212.90       | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                         | MKIT ITRX EUR SNR FIN 12/29                                                               | CUSIP: SPWK0AS04<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     52800000 | OU      | $1340965.36   | 0.04%             | 2029-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                         | MKIT ITRX EUR SNR FIN 06/30                                                               | CUSIP: SP1908RN9<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |     40000000 | OU      | $978888.34    | 0.03%             | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-24

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer