# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001193125-26-077888
**Filing Date:** 2026-2
**Character Count:** 234991
**Document Hash:** 9e0e0e2c4e2043c1d2b79261648daf50
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-077888.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-077888

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000908406

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07822
- **FILM NUMBER:** 26691305

**BUSINESS ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111
- **BUSINESS PHONE:** 816-531-5575

**MAIL ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENHAM INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19930629

## Series and Classes Contracts Data

### SHORT DURATION STRATEGIC INCOME FUND (Series ID: S000046093)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000144162 | INVESTOR CLASS | ASDVX           |
| C000144163 | R5 CLASS       | ASDJX           |
| C000144164 | A CLASS        | ASADX           |
| C000144165 | C CLASS        | ASCDX           |
| C000144166 | R CLASS        | ASDRX           |
| C000144167 | R6 CLASS       | ASXDX           |
| C000189693 | I CLASS        | ASDHX           |
| C000189694 | Y CLASS        | ASYDX           |

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**Short Duration Strategic Income Fund**

**December 31, 2025**

------

---

| |
|:---|
| **<u>Short Duration Strategic Income Fund - Schedule of Investments</u>** |
| **DECEMBER 31, 2025 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount ($)/Shares** | **Value ($)** |
| **CORPORATE BONDS — 45.1%** | | |
| **Aerospace and Defense — 1.0%** | | |
| Boeing Co., 6.30%, 5/1/29 | 2984000 | 3168394 |
| Spirit AeroSystems, Inc., 4.60%, 6/15/28 | 2285000 | 2289296 |
| TransDigm, Inc., 4.625%, 1/15/29 | 1545000 | 1536101 |
| TransDigm, Inc., 4.875%, 5/1/29 | 1545000 | 1542307 |
|  |  | 8536098 |
| **Air Freight and Logistics — 0.4%** |  |  |
| GXO Logistics, Inc., 1.65%, 7/15/26 | 3000000 | 2957861 |
| **Automobiles — 1.0%** |  |  |
| Ford Motor Credit Co. LLC, 5.125%, 11/5/26 | 3025000 | 3042315 |
| Ford Motor Credit Co. LLC, 5.80%, 3/5/27 | 1530000 | 1549695 |
| Nissan Motor Acceptance Co. LLC, 6.95%, 9/15/26<sup>(1)</sup> | 3650000 | 3702160 |
|  |  | 8294170 |
| **Banks — 9.2%** |  |  |
| ABN AMRO Bank NV, VRN, 3.32%, 3/13/37<sup>(1)</sup> | 3000000 | 2748135 |
| Bank of Montreal, VRN, 3.80%, 12/15/32 | 3125000 | 3088974 |
| Bank of Montreal, VRN, 7.70%, 5/26/84 | 2814000 | 2989745 |
| Bank of Nova Scotia, VRN, 8.625%, 10/27/82 | 1671000 | 1775830 |
| Bank of Nova Scotia, VRN, 8.00%, 1/27/84 | 880000 | 945992 |
| Banque Federative du Credit Mutuel SA, 4.59%, 10/16/28<sup>(1)</sup> | 2081000 | 2103905 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico, VRN, 5.125%, 1/18/33<sup>(1)</sup> | 2200000 | 2164085 |
| Comerica, Inc., VRN, 5.98%, 1/30/30 | 1600000 | 1669431 |
| Dresdner Funding Trust I, 8.15%, 6/30/31<sup>(1)</sup> | 1876000 | 2065190 |
| First Horizon Bank, 5.75%, 5/1/30 | 1800000 | 1861950 |
| Freedom Mortgage Corp., 6.625%, 1/15/27<sup>(1)</sup> | 3305000 | 3329147 |
| Freedom Mortgage Holdings LLC, 9.25%, 2/1/29<sup>(1)</sup> | 346000 | 363085 |
| Freedom Mortgage Holdings LLC, 6.875%, 5/1/31<sup>(1)</sup> | 1575000 | 1576797 |
| Goldman Sachs Bank USA, VRN, 5.41%, 5/21/27 | 1380000 | 1387387 |
| Intesa Sanpaolo SpA, VRN, 4.20%, 6/1/32<sup>(1)</sup> | 4187000 | 3996983 |
| KBC Group NV, VRN, 4.45%, 9/23/31<sup>(1)</sup> | 2528000 | 2524294 |
| Morgan Stanley Bank NA, VRN, 5.02%, 1/12/29 | 4040000 | 4115116 |
| Morgan Stanley Private Bank NA, VRN, 4.73%, 7/18/31 | 485000 | 491743 |
| Morgan Stanley Private Bank NA, VRN, 4.47%, 11/19/31 | 3923000 | 3934125 |
| NatWest Group PLC, VRN, 3.03%, 11/28/35 | 2310000 | 2125649 |
| PNC Financial Services Group, Inc., VRN, 5.10%, 7/23/27 | 3080000 | 3097603 |
| Royal Bank of Canada, VRN, 4.00%, 11/3/28 | 2945000 | 2948229 |
| Royal Bank of Canada, VRN, 4.50%, 8/6/29 | 2011000 | 2031435 |
| Toronto-Dominion Bank, 4.11%, 10/13/28 | 2310000 | 2316082 |
| Toronto-Dominion Bank, VRN, 8.125%, 10/31/82 | 2887000 | 3046734 |
| Truist Bank, VRN, 4.67%, 5/20/27 | 1470000 | 1472636 |
| Truist Bank, VRN, 4.63%, 9/17/29 | 980000 | 983663 |
| Truist Bank, VRN, 4.14%, 10/23/29 | 3882000 | 3879615 |
| UWM Holdings LLC, 6.25%, 3/15/31<sup>(1)</sup> | 635000 | 634293 |
| Wells Fargo & Co., VRN, 4.97%, 4/23/29 | 1465000 | 1492506 |
| Zions Bancorp NA, 3.25%, 10/29/29 | 4250000 | 4005841 |
| Zions Bancorp NA, VRN, 4.70%, 8/18/28 | 3801000 | 3803923 |
|  |  | 74970123 |

---

------

---

| | | |
|:---|:---|:---|
| **Building Products — 0.6%** | | |
| Builders FirstSource, Inc., 4.25%, 2/1/32<sup>(1)</sup> | 2020000 | 1925184 |
| Standard Industries, Inc., 4.75%, 1/15/28<sup>(1)</sup> | 2660000 | 2656000 |
|  |  | 4581184 |
| **Capital Markets — 4.6%** |  |  |
| Ares Strategic Income Fund, 5.70%, 3/15/28 | 1114000 | 1129596 |
| Blackstone Private Credit Fund, 5.95%, 7/16/29 | 2080000 | 2123094 |
| Blue Owl Capital Corp., 3.40%, 7/15/26 | 3880000 | 3854047 |
| Blue Owl Capital Corp., 5.95%, 3/15/29 | 515000 | 519880 |
| Blue Owl Credit Income Corp., 7.75%, 1/15/29 | 3130000 | 3313160 |
| Blue Owl Technology Finance Corp., 6.10%, 3/15/28<sup>(1)</sup> | 2228000 | 2243166 |
| Citadel Finance LLC, 5.90%, 2/10/30<sup>(1)</sup> | 1000000 | 1021306 |
| Coinbase Global, Inc., 3.375%, 10/1/28<sup>(1)</sup> | 1695000 | 1616053 |
| Goldman Sachs Group, Inc., VRN, 5.73%, 4/25/30 | 1540000 | 1609206 |
| Golub Capital BDC, Inc., 7.05%, 12/5/28 | 1559000 | 1645773 |
| Golub Capital Private Credit Fund, 5.45%, 8/15/28<sup>(1)</sup> | 1655000 | 1667137 |
| HPS Corporate Lending Fund, 5.45%, 1/14/28 | 1965000 | 1987353 |
| HPS Corporate Lending Fund, 4.90%, 9/11/28<sup>(1)</sup> | 605000 | 602050 |
| Morgan Stanley, VRN, 4.99%, 4/12/29 | 968000 | 987282 |
| Morgan Stanley, VRN, 4.13%, 10/18/29 | 2740000 | 2739476 |
| North Haven Private Income Fund LLC, 5.125%, 9/25/28<sup>(1)</sup> | 1934000 | 1931044 |
| Northern Trust Corp., VRN, 3.375%, 5/8/32 | 3892000 | 3839656 |
| S&P Global, Inc., 4.25%, 1/15/31<sup>(1)</sup> | 2554000 | 2554159 |
| State Street Corp., VRN, 3.03%, 11/1/34 | 2480000 | 2342779 |
|  |  | 37726217 |
| **Chemicals — 0.1%** |  |  |
| Braskem Netherlands Finance BV, 4.50%, 1/10/28<sup>(1)</sup> | 1472000 | 606511 |
| Braskem Netherlands Finance BV, 4.50%, 1/31/30<sup>(1)</sup> | 631000 | 247106 |
|  |  | 853617 |
| **Consumer Finance — 0.9%** |  |  |
| Avilease Capital Ltd., 4.75%, 11/12/30<sup>(1)</sup> | 1545000 | 1533892 |
| Bread Financial Holdings, Inc., 6.75%, 5/15/31<sup>(1)</sup> | 1985000 | 2057582 |
| OneMain Finance Corp., 6.125%, 5/15/30 | 555000 | 567172 |
| Stellantis Financial Services U.S. Corp., 4.95%, 9/15/28<sup>(1)</sup> | 3360000 | 3406949 |
|  |  | 7565595 |
| **Consumer Staples Distribution & Retail — 0.1%** |  |  |
| Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 5.50%, 3/31/31<sup>(1)</sup> | 988000 | 999652 |
| **Diversified REITs — 2.8%** |  |  |
| American Assets Trust LP, 3.375%, 2/1/31 | 3000000 | 2735941 |
| Brandywine Operating Partnership LP, 8.875%, 4/12/29 | 2840000 | 3063090 |
| Equinix Europe 2 Financing Corp. LLC, 4.60%, 11/15/30 | 2725000 | 2733846 |
| Global Net Lease, Inc., 4.50%, 9/30/28<sup>(1)</sup> | 2740000 | 2695540 |
| Kilroy Realty LP, 4.25%, 8/15/29 | 2705000 | 2653916 |
| Kilroy Realty LP, 3.05%, 2/15/30 | 455000 | 423708 |
| MPT Operating Partnership LP/MPT Finance Corp., 8.50%, 2/15/32<sup>(1)</sup> | 1353000 | 1445922 |
| Piedmont Operating Partnership LP, 6.875%, 7/15/29 | 240000 | 255046 |
| Trust 2401, 4.87%, 1/15/30<sup>(1)</sup> | 2352000 | 2318272 |
| Trust Fibra Uno, 4.87%, 1/15/30<sup>(1)</sup> | 1441000 | 1411171 |
| Vornado Realty LP, 2.15%, 6/1/26 | 3260000 | 3224711 |
|  |  | 22961163 |
| **Diversified Telecommunication Services — 0.9%** |  |  |
| AT&T, Inc., 7.30%, 8/15/26 | 1725000 | 1753297 |
| Frontier Communications Holdings LLC, 8.625%, 3/15/31<sup>(1)</sup> | 3439000 | 3629909 |
| Sprint Capital Corp., 6.875%, 11/15/28 | 1440000 | 1545806 |
|  |  | 6929012 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Electric Utilities — 2.8%** | | | |
| Alliant Energy Corp., VRN, 5.75%, 4/1/56 |  | 2806000 | 2804942 |
| American Electric Power Co., Inc., VRN, 5.80%, 3/15/56 |  | 562000 | 558181 |
| American Electric Power Co., Inc., VRN, 6.05%, 3/15/56 |  | 1269000 | 1247446 |
| Black Hills Corp., 4.55%, 1/31/31 |  | 2893000 | 2894914 |
| Duke Energy Florida LLC, 4.20%, 12/1/30 |  | 822000 | 823589 |
| Emera, Inc., Series 16-A, VRN, 6.75%, 6/15/76 |  | 1594000 | 1607919 |
| EUSHI Finance, Inc., VRN, 6.25%, 4/1/56 |  | 2000000 | 2004499 |
| Evergy Kansas Central, Inc., 4.70%, 3/13/28 |  | 1186000 | 1204683 |
| Hawaiian Electric Co., Inc., 6.00%, 10/1/33<sup>(1)</sup> |  | 1603000 | 1626090 |
| Jersey Central Power & Light Co., 4.15%, 1/15/29<sup>(1)</sup> |  | 2407000 | 2403661 |
| Pinnacle West Capital Corp., 5.15%, 5/15/30 |  | 1325000 | 1365889 |
| Southern Co., Series B, VRN, 4.00%, 1/15/51 |  | 3485000 | 3496206 |
| VoltaGrid LLC, 7.375%, 11/1/30<sup>(1)</sup> |  | 780000 | 773160 |
|  |  |  | 22811179 |
| **Electrical Equipment — 0.3%** |  |  |  |
| Regal Rexnord Corp., 6.05%, 2/15/26 |  | 2520000 | 2524987 |
| **Energy Equipment and Services — 0.1%** |  |  |  |
| Enerflex, Inc., 6.875%, 1/15/31<sup>(1)</sup> |  | 644000 | 658775 |
| **Entertainment — 0.6%** |  |  |  |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27 |  | 2664000 | 2634030 |
| Warnermedia Holdings, Inc., 4.30%, 1/17/30 | EUR | 1704000 | 1925384 |
|  |  |  | 4559414 |
| **Financial Services — 2.9%** |  |  |  |
| Antares Holdings LP, 6.35%, 10/23/29<sup>(1)</sup> |  | 2730000 | 2788132 |
| Atlas Warehouse Lending Co. LP, 6.05%, 1/15/28<sup>(1)</sup> |  | 1506000 | 1554573 |
| Atlas Warehouse Lending Co. LP, 4.625%, 11/15/28<sup>(1)</sup> |  | 2395000 | 2404819 |
| Corebridge Global Funding, 4.45%, 10/2/30<sup>(1)</sup> |  | 2505000 | 2498502 |
| Deutsche Bank AG, VRN, 4.47%, 12/10/31 |  | 2425000 | 2417273 |
| Deutsche Bank AG, VRN, 4.875%, 12/1/32 |  | 3878000 | 3895788 |
| Essent Group Ltd., 6.25%, 7/1/29 |  | 2010000 | 2099358 |
| Nationwide Building Society, VRN, 4.125%, 10/18/32<sup>(1)</sup> |  | 2887000 | 2869179 |
| NMI Holdings, Inc., 6.00%, 8/15/29 |  | 1600000 | 1658768 |
| Rocket Cos., Inc., 6.125%, 8/1/30<sup>(1)</sup> |  | 755000 | 780862 |
| Rocket Cos., Inc., 6.375%, 8/1/33<sup>(1)</sup> |  | 635000 | 662857 |
|  |  |  | 23630111 |
| **Food Products — 0.1%** |  |  |  |
| MARB BondCo PLC, 3.95%, 1/29/31<sup>(1)</sup> |  | 1178000 | 1068884 |
| **Gas Utilities — 0.1%** |  |  |  |
| Spire, Inc., VRN, 6.25%, 6/1/56 |  | 1177000 | 1173018 |
| **Ground Transportation — 0.3%** |  |  |  |
| Ashtead Capital, Inc., 4.375%, 8/15/27<sup>(1)</sup> |  | 2200000 | 2199624 |
| **Health Care Equipment and Supplies — 0.6%** |  |  |  |
| Baxter International, Inc., 4.45%, 2/15/29 |  | 2680000 | 2690069 |
| Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, 4/1/29<sup>(1)</sup> |  | 1888000 | 1954101 |
|  |  |  | 4644170 |
| **Health Care Providers and Services — 0.7%** |  |  |  |
| Acadia Healthcare Co., Inc., 5.00%, 4/15/29<sup>(1)</sup> |  | 1615000 | 1556854 |
| IQVIA, Inc., 5.00%, 5/15/27<sup>(1)</sup> |  | 2250000 | 2251061 |
| Universal Health Services, Inc., 1.65%, 9/1/26 |  | 2163000 | 2126986 |
|  |  |  | 5934901 |
| **Hotel & Resort REITs — 0.3%** |  |  |  |
| Service Properties Trust, 0.00%, 9/30/27<sup>(1)(2)</sup> |  | 2827000 | 2555671 |
| **Hotels, Restaurants and Leisure — 0.1%** |  |  |  |
| Carnival Corp., 5.125%, 5/1/29<sup>(1)</sup> |  | 872000 | 882106 |

---

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| | | |
|:---|:---|:---|
| **Household Durables — 0.3%** | | |
| Taylor Morrison Communities, Inc., 5.75%, 1/15/28<sup>(1)</sup> | 946000 | 963661 |
| TopBuild Corp., 3.625%, 3/15/29<sup>(1)</sup> | 1475000 | 1429811 |
|  |  | 2393472 |
| **Independent Power and Renewable Electricity Producers — 0.2%** |  |  |
| Greenko Wind Projects Mauritius Ltd., 7.25%, 9/27/28<sup>(1)</sup> | 1850000 | 1871414 |
| **Insurance — 1.8%** |  |  |
| Aspen Insurance Holdings Ltd., 5.75%, 7/1/30 | 2085000 | 2175333 |
| F&G Annuities & Life, Inc., 6.50%, 6/4/29 | 2410000 | 2514141 |
| Fortitude Global Funding, 4.625%, 10/6/28<sup>(1)</sup> | 1268000 | 1269820 |
| GA Global Funding Trust, 2.25%, 1/6/27<sup>(1)</sup> | 2650000 | 2602665 |
| GA Global Funding Trust, 4.40%, 9/23/27<sup>(1)</sup> | 1590000 | 1596949 |
| Global Atlantic Fin Co., 4.40%, 10/15/29<sup>(1)</sup> | 2000000 | 1970621 |
| Liberty Mutual Group, Inc., VRN, 4.125%, 12/15/51<sup>(1)</sup> | 2795000 | 2756574 |
|  |  | 14886103 |
| **IT Services — 0.5%** |  |  |
| CoreWeave, Inc., 9.25%, 6/1/30<sup>(1)</sup> | 1494000 | 1390627 |
| Kyndryl Holdings, Inc., 2.70%, 10/15/28 | 2485000 | 2384690 |
|  |  | 3775317 |
| **Leisure Products — 0.3%** |  |  |
| Mattel, Inc., 5.875%, 12/15/27<sup>(1)</sup> | 2270000 | 2270502 |
| **Life Sciences Tools and Services — 0.2%** |  |  |
| Illumina, Inc., 4.65%, 9/9/26 | 1291000 | 1295569 |
| **Media — 2.6%** |  |  |
| CCO Holdings LLC/CCO Holdings Capital Corp., 5.125%, 5/1/27<sup>(1)</sup> | 3837000 | 3833951 |
| Discovery Communications LLC, 3.95%, 3/20/28 | 1404000 | 1348472 |
| Discovery Communications LLC, 4.125%, 5/15/29 | 2030000 | 1963376 |
| Lamar Media Corp., 3.75%, 2/15/28 | 1935000 | 1906229 |
| Nexstar Media, Inc., 4.75%, 11/1/28<sup>(1)</sup> | 3860000 | 3834041 |
| Paramount Global, 2.90%, 1/15/27 | 3113000 | 3063865 |
| Sirius XM Radio LLC, 4.00%, 7/15/28<sup>(1)</sup> | 1185000 | 1159909 |
| TEGNA, Inc., 4.625%, 3/15/28 | 1975000 | 1956070 |
| Univision Communications, Inc., 7.375%, 6/30/30<sup>(1)</sup> | 1950000 | 1988992 |
|  |  | 21054905 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.3%** |  |  |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 7.00%, 7/15/31<sup>(1)</sup> | 2287000 | 2426445 |
| **Multi-Utilities — 0.5%** |  |  |
| Sempra, VRN, 4.125%, 4/1/52 | 2657000 | 2613378 |
| WEC Energy Group, Inc., VRN, 5.625%, 5/15/56 | 1144000 | 1152057 |
|  |  | 3765435 |
| **Oil, Gas and Consumable Fuels — 4.7%** |  |  |
| Blue Racer Midstream LLC/Blue Racer Finance Corp., 7.00%, 7/15/29<sup>(1)</sup> | 1350000 | 1414028 |
| Cenovus Energy, Inc., 4.65%, 3/20/31 | 3925000 | 3914070 |
| Enbridge, Inc., VRN, 6.00%, 1/15/77 | 3720000 | 3741204 |
| Energy Transfer LP, 5.625%, 5/1/27<sup>(1)</sup> | 1550000 | 1550845 |
| EOG Resources, Inc., 4.40%, 1/15/31 | 2749000 | 2760681 |
| Equinor ASA, 4.50%, 9/3/30 | 2703000 | 2743436 |
| Expand Energy Corp., 6.75%, 4/15/29<sup>(1)</sup> | 285000 | 286696 |
| Expand Energy Corp., 5.375%, 3/15/30 | 1920000 | 1946453 |
| Ovintiv, Inc., 7.20%, 11/1/31 | 990000 | 1093772 |
| Ovintiv, Inc., 7.375%, 11/1/31 | 790000 | 881725 |
| Permian Resources Operating LLC, 5.875%, 7/1/29<sup>(1)</sup> | 608000 | 613564 |
| Petroleos Mexicanos, 5.95%, 1/28/31 | 5885000 | 5699430 |
| PRIO Luxembourg Holding SARL, 6.75%, 10/15/30<sup>(1)</sup> | 541000 | 529020 |
| Repsol E&P Capital Markets U.S. LLC, 5.20%, 9/16/30<sup>(1)</sup> | 1631000 | 1654886 |

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| | | |
|:---|:---|:---|
| SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development, 9.00%, 11/14/30<sup>(1)</sup> | 1203000 | 1144654 |
| Sunoco LP, 5.875%, 3/15/34<sup>(1)</sup> | 1572000 | 1572600 |
| Targa Resources Corp., 4.35%, 1/15/29 | 2720000 | 2728222 |
| Venture Global LNG, Inc., 8.125%, 6/1/28<sup>(1)</sup> | 1860000 | 1885005 |
| Venture Global Plaquemines LNG LLC, 6.125%, 12/15/30<sup>(1)</sup> | 1330000 | 1355169 |
| Western Midstream Operating LP, 4.80%, 3/1/31 | 822000 | 821860 |
|  |  | 38337320 |
| **Paper and Forest Products — 0.2%** |  |  |
| Louisiana-Pacific Corp., 3.625%, 3/15/29<sup>(1)</sup> | 1494000 | 1452185 |
| **Passenger Airlines — 0.7%** |  |  |
| American Airlines Pass-Through Trust, Class A, 3.70%, 4/1/28 | 65870 | 65634 |
| American Airlines, Inc., 7.25%, 2/15/28<sup>(1)</sup> | 1495000 | 1529087 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> | 127 | 127 |
| Grupo Aeromexico SAB de CV, 8.25%, 11/15/29<sup>(1)</sup> | 1630000 | 1668810 |
| JetBlue Airways Corp./JetBlue Loyalty LP, 9.875%, 9/20/31<sup>(1)</sup> | 1125000 | 1134378 |
| United Airlines, Inc., 4.625%, 4/15/29<sup>(1)</sup> | 1170000 | 1165750 |
|  |  | 5563786 |
| **Professional Services — 0.2%** |  |  |
| Concentrix Corp., 6.60%, 8/2/28 | 1895000 | 1955310 |
| **Real Estate Management and Development — 0.2%** |  |  |
| Arbor Realty SR, Inc., 8.50%, 12/15/28<sup>(1)</sup> | 1370000 | 1364969 |
| **Semiconductors and Semiconductor Equipment — 0.5%** |  |  |
| Foundry JV Holdco LLC, 5.50%, 1/25/31<sup>(1)</sup> | 2535000 | 2618314 |
| Intel Corp., 4.875%, 2/10/26 | 1770000 | 1771184 |
|  |  | 4389498 |
| **Software — 0.3%** |  |  |
| AppLovin Corp., 5.125%, 12/1/29 | 2160000 | 2216301 |
| **Specialized REITs — 0.4%** |  |  |
| SBA Communications Corp., 3.125%, 2/1/29 | 3782000 | 3620887 |
| **Specialty Retail — 0.1%** |  |  |
| Advance Auto Parts, Inc., 7.00%, 8/1/30<sup>(1)</sup> | 1179000 | 1189811 |
| **Trading Companies and Distributors — 0.6%** |  |  |
| Aircastle Ltd., 6.50%, 7/18/28<sup>(1)</sup> | 2160000 | 2271487 |
| Herc Holdings, Inc., 7.00%, 6/15/30<sup>(1)</sup> | 2720000 | 2864224 |
|  |  | 5135711 |
| **TOTAL CORPORATE BONDS**<br>(Cost $364,589,245) |  | **367982472** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 14.8%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 14.7%** |  |  |
| Angel Oak Mortgage Trust, Series 2019-5, Class A3, VRN, 2.92%, 10/25/49<sup>(1)</sup> | 425770 | 422176 |
| Bravo Residential Funding Trust, Series 2025-NQM3, Class A1, 5.57%, 3/25/65<sup>(1)</sup> | 1773151 | 1789549 |
| BRAVO Residential Funding Trust, Series 2025-NQM7, Class A1B, 5.46%, 7/25/65<sup>(1)</sup> | 2612449 | 2633559 |
| BRAVO Trust, Series 2025-SR1, Class A1, SEQ, 3.00%, 3/25/45<sup>(1)</sup> | 2262272 | 2183115 |
| Chase Home Lending Mortgage Trust, Series 2024-2, Class A6A, SEQ, VRN, 6.00%, 2/25/55<sup>(1)</sup> | 1535733 | 1546098 |
| Chase Home Lending Mortgage Trust, Series 2024-6, Class A9A, VRN, 6.00%, 5/25/55<sup>(1)</sup> | 1097846 | 1113517 |
| Chase Home Lending Mortgage Trust, Series 2024-7, Class A4, VRN, 6.00%, 6/25/55<sup>(1)</sup> | 2132322 | 2145917 |
| Chase Home Lending Mortgage Trust, Series 2024-8, Class A6A, SEQ, VRN, 5.50%, 8/25/55<sup>(1)</sup> | 529834 | 529920 |
| Chase Home Lending Mortgage Trust, Series 2024-9, Class A4, VRN, 5.50%, 9/25/55<sup>(1)</sup> | 1072395 | 1074295 |
| Chase Home Lending Mortgage Trust, Series 2024-9, Class A6, SEQ, VRN, 5.50%, 9/25/55<sup>(1)</sup> | 319808 | 319629 |
| Chase Home Lending Mortgage Trust, Series 2025-2, Class A4, VRN, 6.00%, 12/25/55<sup>(1)</sup> | 2502457 | 2534183 |
| Chase Home Lending Mortgage Trust, Series 2025-5, Class A4A, VRN, 5.50%, 4/25/56<sup>(1)</sup> | 2160716 | 2176412 |
| Chase Home Lending Mortgage Trust, Series 2025-8, Class A4, VRN, 6.00%, 6/25/56<sup>(1)</sup> | 2672085 | 2710008 |
| Chase Home Lending Mortgage Trust, Series 2025-8, Class A9, VRN, 6.25%, 6/25/56<sup>(1)</sup> | 2309588 | 2341247 |
| Chase Home Lending Mortgage Trust, Series 2025-9, Class A4A, VRN, 5.50%, 6/25/56<sup>(1)</sup> | 3264271 | 3288490 |
| Citigroup Mortgage Loan Trust, Series 2024-CMI1, Class A11, VRN, 5.50%, 6/25/54<sup>(1)</sup> | 1726905 | 1734487 |

---

------

---

| | | |
|:---|:---|:---|
| Citigroup Mortgage Loan Trust, Series 2025-2, Class A10, VRN, 6.00%, 2/25/55<sup>(1)</sup> | 3145818 | 3190533 |
| Citigroup Mortgage Loan Trust, Inc., Series 2024-1, Class A7A, VRN, 6.00%, 7/25/54<sup>(1)</sup> | 1098980 | 1112813 |
| Cross Mortgage Trust, Series 2024-H3, Class A2, 6.58%, 6/25/69<sup>(1)</sup> | 1672595 | 1691966 |
| EFMT, Series 2025-NQM3, Class A1B, 5.49%, 8/25/70<sup>(1)</sup> | 3327241 | 3352335 |
| GS Mortgage-Backed Securities Trust, Series 2024-PJ7, Class A7, SEQ, VRN, 5.50%, 11/25/54<sup>(1)</sup> | 1183862 | 1184729 |
| GS Mortgage-Backed Securities Trust, Series 2025-PJ5, Class A5, VRN, 5.50%, 10/25/55<sup>(1)</sup> | 1558103 | 1568758 |
| GS Mortgage-Backed Securities Trust, Series 2025-PJ6, Class A4, SEQ, VRN, 6.00%, 11/25/55<sup>(1)</sup> | 2819831 | 2862656 |
| GS Mortgage-Backed Securities Trust, Series 2025-PJ7, Class A5, VRN, 5.50%, 12/25/55<sup>(1)</sup> | 2336229 | 2349916 |
| JP Morgan Mortgage Trust, Series 2023-6, Class A4, SEQ, VRN, 6.00%, 12/26/53<sup>(1)</sup> | 1350428 | 1368121 |
| JP Morgan Mortgage Trust, Series 2023-8, Class A4, SEQ, VRN, 6.00%, 2/25/54<sup>(1)</sup> | 2638643 | 2669091 |
| JP Morgan Mortgage Trust, Series 2024-1, Class A4, SEQ, VRN, 6.00%, 6/25/54<sup>(1)</sup> | 1439018 | 1447452 |
| JP Morgan Mortgage Trust, Series 2024-10, Class A4, VRN, 5.50%, 3/25/55<sup>(1)</sup> | 1065358 | 1070448 |
| JP Morgan Mortgage Trust, Series 2024-10, Class A6, SEQ, VRN, 5.50%, 3/25/55<sup>(1)</sup> | 1258066 | 1260443 |
| JP Morgan Mortgage Trust, Series 2024-11, Class A4, VRN, 6.00%, 4/25/55<sup>(1)</sup> | 1745861 | 1761498 |
| JP Morgan Mortgage Trust, Series 2024-5, Class A6, SEQ, VRN, 6.00%, 11/25/54<sup>(1)</sup> | 611444 | 613812 |
| JP Morgan Mortgage Trust, Series 2024-6, Class A6, SEQ, VRN, 6.00%, 12/25/54<sup>(1)</sup> | 322136 | 322398 |
| JP Morgan Mortgage Trust, Series 2024-8, Class A3, VRN, 5.50%, 1/25/55<sup>(1)</sup> | 1044262 | 1052947 |
| JP Morgan Mortgage Trust, Series 2024-8, Class A6A, SEQ, VRN, 5.50%, 1/25/55<sup>(1)</sup> | 503392 | 503418 |
| JP Morgan Mortgage Trust, Series 2024-9, Class A6, SEQ, VRN, 5.50%, 2/25/55<sup>(1)</sup> | 497013 | 496999 |
| JP Morgan Mortgage Trust, Series 2024-INV1, Class A4, SEQ, VRN, 6.00%, 4/25/55<sup>(1)</sup> | 1135094 | 1153087 |
| JP Morgan Mortgage Trust, Series 2025-5MPR, Class A3, 6.16%, 11/25/55<sup>(1)</sup> | 2185414 | 2209274 |
| JP Morgan Mortgage Trust, Series 2025-CCM2, Class A4, SEQ, VRN, 6.00%, 9/25/55<sup>(1)</sup> | 3436842 | 3490791 |
| JP Morgan Mortgage Trust, Series 2025-NQM2, Class A1B, 5.57%, 9/25/65<sup>(1)</sup> | 2025878 | 2042504 |
| MFA Trust, Series 2023-NQM3, Class A1, SEQ, 6.62%, 7/25/68<sup>(1)</sup> | 1603549 | 1613412 |
| MFA Trust, Series 2024-NQM1, Class A2, SEQ, 6.83%, 3/25/69<sup>(1)</sup> | 867441 | 879782 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2024-3, Class A2, VRN, 6.00%, 7/25/54<sup>(1)</sup> | 650697 | 654382 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A3, 6.14%, 11/25/69<sup>(1)</sup> | 2879061 | 2916719 |
| OBX Trust, Series 2024-J1, Class A5, SEQ, VRN, 5.50%, 9/25/54<sup>(1)</sup> | 612853 | 615180 |
| OBX Trust, Series 2024-NQM10, Class A3, 6.43%, 5/25/64<sup>(1)</sup> | 420346 | 424829 |
| OBX Trust, Series 2024-NQM11, Class A3, 6.23%, 6/25/64<sup>(1)</sup> | 1770225 | 1787118 |
| OBX Trust, Series 2024-NQM7, Class A1, 6.24%, 3/25/64<sup>(1)</sup> | 1191365 | 1205695 |
| OBX Trust, Series 2024-NQM8, Class A1, 6.23%, 5/25/64<sup>(1)</sup> | 1065188 | 1078533 |
| OBX Trust, Series 2025-J1, Class A4, SEQ, VRN, 6.00%, 5/25/55<sup>(1)</sup> | 2789644 | 2834983 |
| PMT Loan Trust, Series 2025-J2, Class A9, VRN, 5.50%, 8/25/56<sup>(1)</sup> | 3689225 | 3716908 |
| Provident Funding Mortgage Trust, Series 2024-1, Class A3, VRN, 5.50%, 12/25/54<sup>(1)</sup> | 2054409 | 2066599 |
| Provident Funding Mortgage Trust, Series 2025-3, Class A4, VRN, 5.50%, 8/25/55<sup>(1)</sup> | 2494258 | 2508888 |
| Radian Mortgage Capital Trust, Series 2025-J2, Class A15, VRN, 5.50%, 11/25/55<sup>(1)</sup> | 2891624 | 2931423 |
| Rate Mortgage Trust, Series 2024-J3, Class A8, SEQ, VRN, 5.50%, 10/25/54<sup>(1)</sup> | 1868137 | 1872012 |
| Rate Mortgage Trust, Series 2024-J4, Class A5, SEQ, VRN, 5.50%, 12/25/54<sup>(1)</sup> | 1676967 | 1689354 |
| Rate Mortgage Trust, Series 2025-J2, Class A5, VRN, 5.50%, 7/25/55<sup>(1)</sup> | 3272792 | 3286159 |
| Sequoia Mortgage Trust, Series 2024-10, Class A11, VRN, 5.50%, 11/25/54<sup>(1)</sup> | 388880 | 389470 |
| Sequoia Mortgage Trust, Series 2024-10, Class A5, SEQ, VRN, 5.50%, 11/25/54<sup>(1)</sup> | 638880 | 642104 |
| Sequoia Mortgage Trust, Series 2024-8, Class A11, SEQ, VRN, 5.50%, 9/25/54<sup>(1)</sup> | 784424 | 784585 |
| Sequoia Mortgage Trust, Series 2024-8, Class A5, SEQ, VRN, 5.50%, 9/25/54<sup>(1)</sup> | 1325273 | 1330813 |
| Sequoia Mortgage Trust, Series 2024-9, Class A5, SEQ, VRN, 5.50%, 10/25/54<sup>(1)</sup> | 849439 | 853391 |
| Sequoia Mortgage Trust, Series 2025-5, Class A5, SEQ, VRN, 5.50%, 6/25/55<sup>(1)</sup> | 3047469 | 3059089 |
| Sequoia Mortgage Trust, Series 2025-7, Class A5, SEQ, VRN, 5.50%, 8/25/55<sup>(1)</sup> | 2725013 | 2735201 |
| Sequoia Mortgage Trust, Series 2025-8, Class A4, VRN, 5.50%, 9/25/55<sup>(1)</sup> | 1921669 | 1933849 |
| Triangle Re Ltd., Series 2023-1, Class M1A, VRN, 7.27%, (30-day average SOFR plus 3.40%), 11/25/33<sup>(1)</sup> | 714667 | 720313 |
| Verus Securitization Trust, Series 2024-4, Class A1, 6.22%, 6/25/69<sup>(1)</sup> | 1284549 | 1302040 |
| Verus Securitization Trust, Series 2024-4, Class A2, 6.57%, 6/25/69<sup>(1)</sup> | 1348792 | 1365205 |
| Verus Securitization Trust, Series 2024-5, Class A1, 6.19%, 6/25/69<sup>(1)</sup> | 1327985 | 1344946 |
| Verus Securitization Trust, Series 2024-9, Class A3, 5.89%, 11/25/69<sup>(1)</sup> | 2510973 | 2529736 |
| Verus Securitization Trust, Series 2025-4, Class A3, 5.75%, 5/25/70<sup>(1)</sup> | 1187066 | 1194638 |
|  |  | 119585947 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **U.S. Government Agency Collateralized Mortgage Obligations — 0.1%** | | | |
| FHLMC, Series 2022-DNA5, Class M1A, VRN, 6.82%, (30-day average SOFR plus 2.95%), 6/25/42<sup>(1)</sup> |  | 564579 | 575322 |
| FHLMC, Series 2022-DNA6, Class M1A, VRN, 6.02%, (30-day average SOFR plus 2.15%), 9/25/42<sup>(1)</sup> |  | 169273 | 170168 |
| FNMA, Series 2016-55, Class PI, IO, 4.00%, 8/25/46 |  | 1119899 | 192967 |
| FNMA, Series 2017-7, Class AI, IO, 6.00%, 2/25/47 |  | 700574 | 105179 |
| FNMA, Series 413, Class C27, IO, 4.00%, 7/25/42 |  | 1065325 | 147260 |
|  |  |  | 1190896 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $119,689,344) |  |  | **120776843** |
| **U.S. TREASURY SECURITIES — 10.1%** |  |  |  |
| U.S. Treasury Notes, 4.50%, 5/15/27<sup>(3)</sup> |  | 400000 | 405344 |
| U.S. Treasury Notes, 3.875%, 10/15/27<sup>(3)</sup> |  | 900000 | 906117 |
| U.S. Treasury Notes, 4.625%, 9/30/28<sup>(3)</sup> |  | 1000000 | 1028418 |
| U.S. Treasury Notes, 3.50%, 11/15/28 |  | 10000000 | 9990234 |
| U.S. Treasury Notes, 3.50%, 12/15/28 |  | 14000000 | 13984141 |
| U.S. Treasury Notes, 4.125%, 3/31/29 |  | 55000000 | 55921680 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $81,763,742) |  |  | **82235934** |
| **ASSET-BACKED SECURITIES — 9.8%** |  |  |  |
| ACM Auto Trust, Series 2023-2A, Class B, 9.85%, 6/20/30<sup>(1)</sup> |  | 1854240 | 1876069 |
| ACM Auto Trust, Series 2025-2A, Class A, SEQ, 5.55%, 6/20/28<sup>(1)</sup> |  | 2395578 | 2396292 |
| ACM Auto Trust, Series 2025-4A, Class A, SEQ, 5.87%, 5/20/30<sup>(1)</sup> |  | 1851000 | 1856416 |
| BHG Securitization Trust, Series 2025-1CON, Class B, 5.26%, 4/17/36<sup>(1)</sup> |  | 2048474 | 2071242 |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class B, 3.45%, 7/15/46<sup>(1)</sup> |  | 1114446 | 1072115 |
| Castlelake Aircraft Securitization Trust, Series 2018-1, Class A, SEQ, 4.125%, 6/15/43<sup>(1)</sup> |  | 564776 | 559175 |
| Centersquare Issuer LLC, Series 2025-3A, Class A2, SEQ, 5.00%, 8/25/55<sup>(1)</sup> |  | 3342769 | 3231471 |
| Cherry Securitization Trust, Series 2025-1A, Class B, 6.53%, 11/15/32<sup>(1)</sup> |  | 3349000 | 3404839 |
| College Avenue Student Loans LLC, Series 2019-A, Class C, 4.46%, 12/28/48<sup>(1)</sup> |  | 2714155 | 2669786 |
| Cologix Canadian Issuer LP, Series 2022-1CAN, Class C, 7.74%, 1/25/52<sup>(1)</sup> | CAD | 1850000 | 1323487 |
| Concord Music Royalties LLC, Series 2024-1A, Class A, SEQ, 5.64%, 10/20/74<sup>(1)</sup> |  | 4087000 | 4126547 |
| Concord Music Royalties LLC, Series 2025-1A, Class A2, SEQ, 5.51%, 7/20/75<sup>(1)</sup> |  | 2362000 | 2382387 |
| DataBank Issuer LLC, Series 2023-1A, Class A2, SEQ, 5.12%, 2/25/53<sup>(1)</sup> |  | 2862000 | 2849124 |
| EDI ABS Issuer 1 LLC, Series 2025-1A, Class B, 4.55%, 7/25/55<sup>(1)</sup> |  | 1356000 | 1292241 |
| Flexential Issuer, Series 2021-1A, Class A2, SEQ, 3.25%, 11/27/51<sup>(1)</sup> |  | 914286 | 901327 |
| Flexential Issuer LLC, Series 2025-1A, Class A2, SEQ, 6.03%, 10/25/60<sup>(1)</sup> |  | 2300000 | 2293892 |
| GAIA Aviation Ltd., Series 2019-1, Class A, 3.97%, 12/15/44<sup>(1)</sup> |  | 331517 | 328601 |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-4GS, Class A, SEQ, 1.93%, 7/20/48<sup>(1)</sup> |  | 1142950 | 941401 |
| GS Mortgage-Backed Securities Trust, Series 2024-HE1, Class A1, VRN, 5.47%, (30-day average SOFR plus 1.60%), 8/25/54<sup>(1)</sup> |  | 943090 | 945786 |
| Hilton Grand Vacations Trust, Series 2019-AA, Class A, SEQ, 2.34%, 7/25/33<sup>(1)</sup> |  | 1899893 | 1894613 |
| Hilton Grand Vacations Trust, Series 2024-2A, Class D, 6.91%, 3/25/38<sup>(1)</sup> |  | 606774 | 624524 |
| LMRK Issuer Co. 2 LLC, Series 2025-1A, Class A, SEQ, 5.52%, 9/15/55<sup>(1)</sup> |  | 2671000 | 2698995 |
| Lyra Music Assets Delaware LP, Series 2024-2A, Class A2, SEQ, 5.76%, 12/22/64<sup>(1)</sup> |  | 2300067 | 2329781 |
| Lyra Music Assets Delaware LP, Series 2025-1A, Class A2, SEQ, 5.60%, 9/20/65<sup>(1)</sup> |  | 1329044 | 1341523 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class C, 5.41%, 9/15/31<sup>(1)</sup> |  | 2293000 | 2305611 |
| Mosaic Solar Loan Trust, Series 2021-3A, Class B, 1.92%, 6/20/52<sup>(1)</sup> |  | 2895553 | 2216644 |
| Mosaic Solar Loan Trust, Series 2023-2A, Class A, SEQ, 5.36%, 9/22/53<sup>(1)</sup> |  | 936694 | 903295 |
| New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class B1, 2.41%, 10/20/61<sup>(1)</sup> |  | 2500000 | 1571356 |
| NP SPE IX LP, Series 2019-1A, Class A1, SEQ, 2.57%, 9/20/49<sup>(1)</sup> |  | 347325 | 344145 |
| OnDeck Asset Securitization Trust IV LLC, Series 2024-2A, Class B, 5.42%, 10/17/31<sup>(1)</sup> |  | 1357000 | 1361834 |
| PowerPay Issuance Trust, Series 2025-1A, Class A, SEQ, 5.23%, 11/18/41<sup>(1)</sup> |  | 1881681 | 1888396 |
| RCKT Mortgage Trust, Series 2024-CES3, Class A1A, VRN, 6.59%, 5/25/44<sup>(1)</sup> |  | 444268 | 451254 |
| RCKT Mortgage Trust, Series 2024-CES4, Class A3, SEQ, 6.67%, 6/25/44<sup>(1)</sup> |  | 2675000 | 2714102 |
| RCKT Trust, Series 2025-1A, Class D, 5.42%, 7/25/34<sup>(1)</sup> |  | 1265000 | 1272090 |
| Research-Driven Pagaya Motor Asset Trust, Series 2025-4A, Class B, 5.50%, 4/25/34<sup>(1)</sup> |  | 3603967 | 3639069 |
| Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class B, 5.64%, 12/15/33<sup>(1)</sup> |  | 888144 | 901066 |

---

------

---

| | | |
|:---|:---|:---|
| Scalelogix ABS U.S. Issuer LLC, Series 2025-1A, Class B, 6.16%, 7/25/55<sup>(1)</sup> | 2350000 | 2364061 |
| SEB Funding LLC, Series 2024-1A, Class A2, SEQ, 7.39%, 4/30/54<sup>(1)</sup> | 2166000 | 2217895 |
| Slam Ltd., Series 2021-1A, Class B, 3.42%, 6/15/46<sup>(1)</sup> | 1254225 | 1202102 |
| Uniti Fiber ABS Issuer LLC, Series 2025-1A, Class B, 6.37%, 4/20/55<sup>(1)</sup> | 1993738 | 2041397 |
| VB-S1 Issuer LLC, Series 2022-1A, Class D, 4.29%, 2/15/52<sup>(1)</sup> | 2500000 | 2465463 |
| Vertical Bridge CC LLC, Series 2025-1A, Class C, 7.45%, 8/16/55<sup>(1)</sup> | 2339519 | 2384620 |
| Vista Point Securitization Trust, Series 2024-CES1, Class A1, 6.68%, 5/25/54<sup>(1)</sup> | 1274302 | 1290817 |
| Wireless PropCo Funding LLC, Series 2025-1A, Class A2, SEQ, 4.07%, 6/25/55<sup>(1)</sup> | 1110265 | 1078825 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $80,133,082) |  | **80025676** |
| **CONVERTIBLE PREFERRED SECURITIES — 7.5%** |  |  |
| **Banks — 7.0%** |  |  |
| Australia & New Zealand Banking Group Ltd., 6.75%<sup>(1)</sup> | 1691000 | 1718582 |
| Banco Bilbao Vizcaya Argentaria SA, 6.125% | 3800000 | 3845649 |
| Banco Davivienda SA, 6.65%<sup>(1)</sup> | 1338000 | 1270864 |
| Banco Mercantil del Norte SA, 5.875%<sup>(1)</sup> | 1091000 | 1088505 |
| Banco Mercantil del Norte SA, 7.50%<sup>(1)</sup> | 1600000 | 1655013 |
| Banco Santander SA, 4.75% | 3500000 | 3498333 |
| Barclays PLC, 8.00% | 838000 | 897587 |
| BNP Paribas SA, 8.50%<sup>(1)</sup> | 5420000 | 5766414 |
| Danske Bank AS, 4.375% | 3853000 | 3850959 |
| HSBC Holdings PLC, 6.00% | 3089000 | 3125206 |
| HSBC Holdings PLC, 6.875% | 706000 | 732843 |
| ING Groep NV, 5.75% | 3210000 | 3227658 |
| ING Groep NV, 7.50% | 2518000 | 2625775 |
| Lloyds Banking Group PLC, 6.75% | 1487000 | 1503754 |
| Macquarie Bank Ltd., 6.125%<sup>(1)</sup> | 3537000 | 3599863 |
| Nordea Bank Abp, 6.625%<sup>(1)</sup> | 2660000 | 2692614 |
| Skandinaviska Enskilda Banken AB, 6.875% | 4400000 | 4517824 |
| Societe Generale SA, 4.75%<sup>(1)</sup> | 760000 | 758146 |
| Societe Generale SA, 9.375%<sup>(1)</sup> | 3015000 | 3222920 |
| Standard Chartered PLC, 7.75%<sup>(1)</sup> | 754000 | 785513 |
| Svenska Handelsbanken AB, 4.375% | 2800000 | 2776869 |
| Swedbank AB, VRN, 7.625% | 3600000 | 3774169 |
|  |  | 56935060 |
| **Capital Markets — 0.5%** |  |  |
| UBS Group AG, 9.25%<sup>(1)</sup> | 3510000 | 3861698 |
| **TOTAL CONVERTIBLE PREFERRED SECURITIES**<br>(Cost $59,733,362) |  | **60796758** |
| **PREFERRED SECURITIES — 3.7%** |  |  |
| **Banks — 1.2%** |  |  |
| Bank of America Corp., 4.375% | 1710000 | 1692806 |
| Citigroup, Inc., 3.875% | 3497000 | 3497795 |
| JPMorgan Chase & Co., 3.65% | 2872000 | 2857597 |
| KeyCorp, 5.00% | 1970000 | 1962183 |
|  |  | 10010381 |
| **Capital Markets — 1.2%** |  |  |
| Charles Schwab Corp., 4.00% | 3286000 | 3267941 |
| Goldman Sachs Group, Inc., 3.80% | 2290000 | 2270710 |
| Goldman Sachs Group, Inc., 7.38% | 2235000 | 2247972 |
| Northern Trust Corp., 4.60% | 1905000 | 1901680 |
|  |  | 9688303 |
| **Electric Utilities — 0.1%** |  |  |
| NRG Energy, Inc., 10.25%<sup>(1)</sup> | 1062000 | 1160629 |

---

------

---

| | | |
|:---|:---|:---|
| **Oil, Gas and Consumable Fuels — 0.6%** | | |
| Energy Transfer LP, 6.50% | 3750000 | 3782359 |
| Sunoco LP, 7.875%<sup>(1)</sup> | 926000 | 951965 |
|  |  | 4734324 |
| **Trading Companies and Distributors — 0.6%** |  |  |
| Air Lease Corp., 4.65% | 1875000 | 1862692 |
| Aircastle Ltd., 5.25%<sup>(1)</sup> | 3003000 | 3009108 |
|  |  | 4871800 |
| **TOTAL PREFERRED SECURITIES**<br>(Cost $30,170,006) |  | **30465437** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 3.7%** |  |  |
| Bank, Series 2018-BN15, Class D, 3.00%, 11/15/61<sup>(1)</sup> | 462000 | 384174 |
| Bank, Series 2019-BN17, Class D, 3.00%, 4/15/52<sup>(1)</sup> | 612000 | 525368 |
| BBCMS Mortgage Trust, Series 2019-BWAY, Class D, VRN, 6.02%, (1-month SOFR plus 2.27%), 11/15/34<sup>(1)(4)(5)</sup> | 1683000 | 22072 |
| BBCMS Mortgage Trust, Series 2019-BWAY, Class E, VRN, 6.71%, (1-month SOFR plus 2.96%), 11/15/34<sup>(1)(4)(5)</sup> | 1581000 | 10261 |
| Benchmark Mortgage Trust, Series 2018-B5, Class B, 4.57%, 7/15/51 | 921010 | 873776 |
| Benchmark Mortgage Trust, Series 2018-B5, Class D, VRN, 3.10%, 7/15/51<sup>(1)</sup> | 834000 | 666209 |
| Benchmark Mortgage Trust, Series 2019-B13, Class D, 2.50%, 8/15/57<sup>(1)</sup> | 463000 | 279009 |
| Credit Suisse Mortgage Trust, Series 2021-BHAR, Class A, VRN, 5.02%, (1-month SOFR plus 1.26%), 11/15/38<sup>(1)</sup> | 799000 | 793906 |
| Credit Suisse Mortgage Trust, Series 2021-BHAR, Class B, VRN, 5.37%, (1-month SOFR plus 1.61%), 11/15/38<sup>(1)</sup> | 1726000 | 1713032 |
| Life Mortgage Trust, Series 2021-BMR, Class D, VRN, 5.26%, (1-month SOFR plus 1.51%), 3/15/38<sup>(1)</sup> | 2180500 | 2168708 |
| LQR Trust, Series 2025-CALI, Class C, VRN, 5.98%, (1-month SOFR plus 2.25%), 1/15/43 | 3131000 | 3138599 |
| Morgan Stanley Capital I Trust, Series 2018-H3, Class D, 3.00%, 7/15/51<sup>(1)</sup> | 437000 | 370538 |
| Morgan Stanley Capital I Trust, Series 2018-L1, Class D, 3.00%, 10/15/51<sup>(1)</sup> | 769000 | 649853 |
| NCMF Trust, Series 2025-MFS, Class C, VRN, 6.04%, 6/10/33<sup>(1)</sup> | 2954000 | 3008591 |
| SCG Mortgage Trust, Series 2024-MSP, Class B, VRN, 6.19%, (1-month SOFR plus 2.44%), 4/15/41<sup>(1)</sup> | 2564000 | 2567758 |
| SHR Trust, Series 2024-LXRY, Class B, VRN, 6.20%, (1-month SOFR plus 2.45%), 10/15/41<sup>(1)</sup> | 2171000 | 2180689 |
| SMRT Commercial Mortgage Trust, Series 2022-MINI, Class B, VRN, 5.10%, (1-month SOFR plus 1.35%), 1/15/39<sup>(1)</sup> | 1000000 | 998270 |
| SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A, VRN, 5.19%, (1-month SOFR plus 1.44%), 2/15/42<sup>(1)</sup> | 2250000 | 2232551 |
| THPT Mortgage Trust, Series 2023-THL, Class B, VRN, 7.67%, 12/10/34<sup>(1)</sup> | 2990000 | 3025742 |
| UBS Commercial Mortgage Trust, Series 2018-C14, Class B, VRN, 5.10%, 12/15/51 | 1929000 | 1881884 |
| UBS Commercial Mortgage Trust, Series 2018-C15, Class D, VRN, 5.14%, 12/15/51<sup>(1)</sup> | 381000 | 349920 |
| WB Commercial Mortgage Trust, Series 2024-HQ, Class A, SEQ, VRN, 5.94%, 3/15/40<sup>(1)</sup> | 1939000 | 1937869 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C41, Class D, VRN, 2.60%, 11/15/50<sup>(1)</sup> | 393000 | 337302 |
| Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class D, 2.50%, 2/15/53<sup>(1)</sup> | 470000 | 320382 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $33,069,802) |  | **30436463** |
| **COLLATERALIZED LOAN OBLIGATIONS — 0.8%** |  |  |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A, VRN, 5.21%, (1-month SOFR plus 1.46%), 11/15/36<sup>(1)</sup> | 578076 | 578363 |
| BSPRT Issuer Ltd., Series 2023-FL10, Class A, VRN, 6.01%, (1-month SOFR plus 2.26%), 9/15/35<sup>(1)</sup> | 1130243 | 1131164 |
| Dryden 30 Senior Loan Fund, Series 2013-30A, Class CR, VRN, 5.81%, (3-month SOFR plus 1.96%), 11/15/28<sup>(1)</sup> | 1633904 | 1638938 |
| Mountain View CLO LLC, Series 2017-2A, Class B, VRN, 5.86%, (3-month SOFR plus 1.96%), 1/16/31<sup>(1)</sup> | 484037 | 484374 |
| Sixth Street CLO VIII Ltd., Series 2017-8A, Class BR2, VRN, 5.68%, (3-month SOFR plus 1.80%), 10/20/34<sup>(1)</sup> | 2925000 | 2930850 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $6,692,749) |  | **6763689** |
| **MUNICIPAL SECURITIES — 0.3%** |  |  |
| Florida Local Government Finance Commission Rev., (Ponte Vedra Pine Co. LLC Obligated Group), 6.75%, 11/15/30 <sup>(1)</sup><br>(Cost $1,920,000) | 1920000 | 1928404 |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 0.2%** |  |  |
| **Mexico — 0.2%** |  |  |
| Eagle Funding Luxco SARL, 5.50%, 8/17/30<sup>(1)</sup><br>(Cost $1,874,582) | 1879000 | **1916279** |

---

------

---

| | | |
|:---|:---|:---|
| **BANK LOAN OBLIGATIONS**<sup>(6)</sup> **— 0.2%** | | |
| **Aerospace and Defense — 0.1%** | | |
| TransDigm, Inc., 2025 Term Loan K, 5.97%, (1-month SOFR plus 2.25%), 3/22/30 | 989981 | 993961 |
| **Passenger Airlines — 0.1%** |  |  |
| American Airlines, Inc., 2024 1st Lien Term Loan B, 6.00%, (6-month SOFR plus 2.25%), 2/15/28 | 470450 | 472264 |
| **TOTAL BANK LOAN OBLIGATIONS**<br>(Cost $1,458,523) |  | **1466225** |
| **SHORT-TERM INVESTMENTS — 3.2%** |  |  |
| **Repurchase Agreements — 3.2%** |  |  |
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 1.625%, 10/15/27, valued at $26,144,672), at 3.82%, dated 12/31/25, due 1/2/26 (Delivery value <br>$25,637,440)<br>(Cost $25,632,000) |  | **25632000** |
| **TOTAL INVESTMENT SECURITIES — 99.4%**<br>(Cost $806,726,437) |  | **810426180** |
| **OTHER ASSETS AND LIABILITIES — 0.6%** |  | **5047410** |
| **TOTAL NET ASSETS — 100.0%** |  | $**815473590** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement Date** | **Unrealized Appreciation <br>(Depreciation)** |
| USD | 1328897 | CAD | 1821418 | Morgan Stanley & Co. LLC | 3/18/26 | $(2457) |
| USD | 2012899 | EUR | 1702948 | Citibank NA | 3/18/26 | 4846 |
|  |  |  |  |  |  | $2389 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration <br>Date** | **Notional Amount** | **Unrealized <br>Appreciation <br>(Depreciation)^** |
| U.S. Treasury 2-Year Notes | 584 | March 2026 | $121932812 | $82433 |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** |
| **Reference Entity** | **Contracts** | **Expiration <br>Date** | **Notional <br>Amount** | **Unrealized <br>Appreciation <br>(Depreciation)^** |
| U.S. Treasury 10-Year Notes | 197 | March 2026 | $22150187 | $106224 |
| U.S. Treasury 10-Year Ultra Notes | 83 | March 2026 | 9546297 | 58991 |
| U.S. Treasury 5-Year Notes | 208 | March 2026 | 22735375 | (64408) |
|  |  |  | $54431859 | $100807 |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | |
|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| CAD | – | Canadian Dollar |
| EUR | – | Euro |
| FHLMC | – | Federal Home Loan Mortgage Corp. |
| FNMA | – | Federal National Mortgage Association |
| IO | – | Interest Only |
| SEQ | – | Sequential Payer |
| SOFR | – | Secured Overnight Financing Rate |
| 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 $420,946,704, which represented 51.6% 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)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward foreign currency exchange contracts and/or futures contracts. At the period end, the aggregate value of securities pledged was $1,345,181.

(4)Security is in default.

(5)Non-income producing.

(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.

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS** 

**1. Investment Valuations**

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

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

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

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

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

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

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

**2. Fair Value Measurements**

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

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

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

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

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

------

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

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | **Assets** | **Assets** | **Assets** |
| **Investment Securities** | **Investment Securities** | **Investment Securities** | **Investment Securities** |
| Corporate Bonds |  | $367982472 |  |
| Collateralized Mortgage Obligations |  | 120776843 |  |
| U.S. Treasury Securities |  | 82235934 |  |
| Asset-Backed Securities |  | 80025676 |  |
| Convertible Preferred Securities |  | 60796758 |  |
| Preferred Securities |  | 30465437 |  |
| Commercial Mortgage-Backed Securities |  | 30436463 |  |
| Collateralized Loan Obligations |  | 6763689 |  |
| Municipal Securities |  | 1928404 |  |
| Sovereign Governments and Agencies |  | 1916279 |  |
| Bank Loan Obligations |  | 1466225 |  |
| Short-Term Investments |  | 25632000 |  |
|  |  | $810426180 |  |
| **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** |
| Futures Contracts | $247648 |  |  |
| Forward Foreign Currency Exchange Contracts |  | $4846 |  |
|  | $247648 | $4846 |  |
| **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** |
| Futures Contracts | $64408 |  |  |
| Forward Foreign Currency Exchange Contracts |  | $2457 |  |
|  | $64408 | $2457 |  |

---

*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 Investment Trust

- **b. Investment Company Act file number:** 811-07822

- **c. CIK number of Registrant:** 0000908406

- **d. LEI of Registrant:** 549300RGSU9J1L1HFF90

- **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:** Short Duration Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000046093

- **c. LEI of Series:** 549300QPYXNQEHM2HI70

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $817927065.53

**Total Liabilities:** $4524248.49

**Net Assets:** $813402817.04

**Cash Not Reported:** $140418.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1491.000000000000 | **1-Year:** 20152.000000000000 | **5-Year:** 49904.000000000000 | **10-Year:** 11277.000000000000 | **30-Year:** 39208.000000000000

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

- **3-Month:** 205.000000000000 | **1-Year:** 8430.000000000000 | **5-Year:** 23347.000000000000 | **10-Year:** 3511.000000000000 | **30-Year:** 9426.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144162 | 0.40%                | 0.50%                | 0.40%                |
| Class ID C000144163 | 0.41%                | 0.52%                | 0.42%                |
| Class ID C000144164 | 0.37%                | 0.48%                | 0.38%                |
| Class ID C000144165 | 0.31%                | 0.42%                | 0.32%                |
| Class ID C000144166 | 0.24%                | 0.46%                | 0.47%                |
| Class ID C000144167 | 0.42%                | 0.52%                | 0.42%                |
| Class ID C000189693 | 0.29%                | 0.51%                | 0.52%                |
| Class ID C000189694 | 0.41%                | 0.52%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $454119.28               | $-663897.68                                |
| Month 2  | $385316.99               | $777381.20                                 |
| Month 3  | $383462.77               | $-414581.00                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2457.26     | -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      | $4846.26      | 0.00%             |  |  |  | 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        |    638880 | PA      | $642103.53    | 0.08%             | 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        |    388880 | PA      | $389470.05    | 0.05%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-7                                                   | Sequoia Mortgage Trust 2025-7 5.50                                                              | CUSIP: 81749VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2725013 | PA      | $2735201.43   | 0.34%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-8                                                   | Sequoia Mortgage Trust 2025-8 5.50                                                              | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1921669 | PA      | $1933849.23   | 0.24%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | Service Properties Trust 0.00 09/30/2028                                                        | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2827000 | PA      | $2555670.76   | 0.31%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development 9.00 11/14/2030 | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1144654.50   | 0.14%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                             | Sirius XM Radio LLC 4.00 07/15/2028                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1159908.93   | 0.14%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO VIII Ltd                                                       | SIXST 2017-8A BR2 0.00                                                                          | CUSIP: 83012VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2925000 | PA      | $2930850.00   | 0.36%             | 2034-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA (pfd) 4.75% 11/26/2174 Perpetual                                            | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |    760000 | NS      | $758145.98    | 0.09%             |  |  |  | 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        |   3015000 | NS      | $3222920.43   | 0.40%             |  |  |  | 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        |   3485000 | PA      | $3496206.02   | 0.43%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | Standard Chartered PLC (pfd) 7.75% 02/15/2174 Perpetual                                         | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EP               | CORP              | GB        |    754000 | NS      | $785512.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                                      | Standard Industries Inc/NY 4.75 01/15/2028                                                      | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2655999.89   | 0.33%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp 3.03 11/01/2034                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2342778.43   | 0.29%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                           | Stellantis Financial Services US Corp 4.95 09/15/2028                                           | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3406949.11   | 0.42%             | 2028-09-15      | Fixed         | 4.95%                 | 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        |    849439 | PA      | $853391.44    | 0.10%             | 2054-10-25      | Variable      | 5.50%                 | 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        |       127 | PA      | $127.28       | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                        | Acadia Healthcare Co Inc 5.00 04/15/2029                                                        | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1556853.70   | 0.19%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | Advance Auto Parts Inc 7.00 08/01/2030                                                          | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1189811.43   | 0.15%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | Air Lease Corp (pfd) 4.65% 06/15/2174 Perpetual                                                 | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |   1875000 | NS      | $1862691.75   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | Aircastle Ltd (pfd) 5.25% 09/15/2174 Perpetual                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |   3003000 | NS      | $3009108.40   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International Inc 4.45 02/15/2029                                                        | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2690068.84   | 0.33%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | Truist Bank 4.63 09/17/2029                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    980000 | PA      | $983663.19    | 0.12%             | 2029-09-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                | Benchmark 2018-B5 Mortgage Trust 4.57                                                           | CUSIP: 08160BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921010 | PA      | $873775.91    | 0.11%             | 2051-07-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                | Benchmark 2018-B5 Mortgage Trust 3.10                                                           | CUSIP: 08160BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    834000 | PA      | $666209.12    | 0.08%             | 2051-07-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                                             | Alliant Energy Corp 5.75 04/01/2056                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   2806000 | PA      | $2804942.14   | 0.34%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                           | AMERICAN AIRLINES INC 2024 1ST LIEN TERM LOAN B                                                 | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    470450 | PA      | $472263.58    | 0.06%             | 2028-02-15      | Floating      | 5.87%                 | 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        |    463000 | PA      | $279009.36    | 0.03%             | 2057-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust 2025-1CON                                              | BHG Securitization Trust 2025-1CON 5.26                                                         | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2048474 | PA      | $2071241.95   | 0.25%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                | Black Hills Corp 4.55 01/31/2031                                                                | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2894914.33   | 0.36%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                                         | Blackbird Capital II Aircraft Lease Ltd 3.45                                                    | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1114446 | PA      | $1072115.28   | 0.13%             | 2046-07-15      | Fixed         | 3.45%                 | 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        |   1495000 | PA      | $1529086.93   | 0.19%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2014-1 Class A Pass Through Trust                             | American Airlines 2014-1 Class A Pass Through Trust 3.70 04/01/2028                             | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65870 | PA      | $65633.50     | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | 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        |   3000000 | PA      | $2735941.47   | 0.34%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | American Electric Power Co Inc 5.80 03/15/2056                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    562000 | PA      | $558181.46    | 0.07%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | Aircastle Ltd 6.50 07/18/2028                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2271487.64   | 0.28%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | Ovintiv Inc 7.38 11/01/2031                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    790000 | PA      | $881724.93    | 0.11%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.50 03/31/2031           | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    988000 | PA      | $999651.89    | 0.12%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                    | Bread Financial Holdings Inc 6.75 05/15/2031                                                    | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2057581.53   | 0.25%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avilease Capital Ltd                                                            | Avilease Capital Ltd 4.75 11/12/2030                                                            | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |   1545000 | PA      | $1533891.84   | 0.19%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                  | BBCMS 2019-BWAY Mortgage Trust 6.02                                                             | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1683000 | PA      | $22071.70     | 0.00%             | 2034-11-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | American Electric Power Co Inc 6.05 03/15/2056                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1247445.97   | 0.15%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Global Net Lease Inc                                                            | Global Net Lease Inc 4.50 09/30/2028                                                            | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2695539.66   | 0.33%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                  | BBCMS 2019-BWAY Mortgage Trust 6.71                                                             | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1581000 | PA      | $10260.69     | 0.00%             | 2034-11-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.13 01/18/2033    | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2164085.00   | 0.27%             | 2033-01-18      | Variable      | 5.12%                 | 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        |   2080000 | PA      | $2123093.94   | 0.26%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                              | Blue Racer Midstream LLC / Blue Racer Finance Corp 7.00 07/15/2029                              | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1414027.80   | 0.17%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV 3.32 03/13/2037                                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2748124.14   | 0.34%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | Corebridge Global Funding 4.45 10/02/2030                                                       | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2498502.26   | 0.31%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2023-2                                                           | ACM Auto Trust 2023-2 9.85                                                                      | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1854240 | PA      | $1876068.60   | 0.23%             | 2030-06-20      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-4                                                           | ACM Auto Trust 2025-4 5.87                                                                      | CUSIP: 00161LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1851000 | PA      | $1856416.40   | 0.23%             | 2030-05-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-2                                                           | ACM Auto Trust 2025-2 5.55                                                                      | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2395578 | PA      | $2396292.38   | 0.29%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | Truist Bank 4.14 10/23/2029                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3882000 | PA      | $3879614.59   | 0.48%             | 2029-10-23      | Variable      | 4.14%                 | 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        |   1441000 | PA      | $1411170.58   | 0.17%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 7.30 08/15/2026                                                                        | CUSIP: 00206RGJ5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1753297.19   | 0.22%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                    | Comerica Inc 5.98 01/30/2030                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1669431.12   | 0.21%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                                 | Angel Oak Mortgage Trust 2019-5 2.92                                                            | CUSIP: 03464KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425770 | PA      | $422176.45    | 0.05%             | 2049-10-25      | Variable      | 2.92%                 | 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        |   2730000 | PA      | $2788131.69   | 0.34%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                      | Trust 2401 4.87 01/15/2030                                                                      | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2352000 | PA      | $2318272.32   | 0.29%             | 2030-01-15      | Fixed         | 4.87%                 | 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        |   3510000 | NS      | $3861698.49   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | AppLovin Corp 5.13 12/01/2029                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2216301.37   | 0.27%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                          | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.21                                     | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    578076 | PA      | $578362.93    | 0.07%             | 2036-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                 | Concentrix Corp 6.60 08/02/2028                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1955310.48   | 0.24%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H3 Mortgage Trust                                                    | Cross 2024-H3 Mortgage Trust 6.58                                                               | CUSIP: 22758DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1672595 | PA      | $1691965.71   | 0.21%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                                 | DataBank Issuer 5.12                                                                            | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2862000 | PA      | $2849124.15   | 0.35%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY 4.88 12/01/2032                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3878000 | PA      | $3895787.84   | 0.48%             | 2032-12-01      | Variable      | 4.88%                 | 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        |   2228000 | PA      | $2243165.71   | 0.28%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | Boeing Co/The 6.30 05/01/2029                                                                   | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $3168393.71   | 0.39%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY 4.47 12/10/2031                                                    | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2417272.86   | 0.30%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | Discovery Communications LLC 3.95 03/20/2028                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1348471.80   | 0.17%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | Brandywine Operating Partnership LP 8.88 04/12/2029                                             | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $3063089.72   | 0.38%             | 2029-04-12      | Fixed         | 8.88%                 | 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        |   1472000 | PA      | $606511.52    | 0.07%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | Discovery Communications LLC 4.13 05/15/2029                                                    | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1963375.40   | 0.24%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                        | Dresdner Funding Trust I 8.15 06/30/2031                                                        | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $2065189.55   | 0.25%             | 2031-06-30      | Fixed         | 8.15%                 | 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        |    631000 | PA      | $247105.91    | 0.03%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Trust 2025-SR1                                                            | BRAVO Trust 2025-SR1 3.00                                                                       | CUSIP: 10567UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2304116 | PA      | $2223494.58   | 0.27%             | 2045-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                         | Dryden 30 Senior Loan Fund 5.81                                                                 | CUSIP: 26249BAU5<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | US        |   1633905 | PA      | $1638938.59   | 0.20%             | 2028-11-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 4.20 12/01/2030                                                         | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    822000 | PA      | $823588.50    | 0.10%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2025-NQM7                                       | BRAVO Residential Funding Trust 2025-NQM7 5.46                                                  | CUSIP: 10570TAB1<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   2612449 | PA      | $2633559.06   | 0.32%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-Nqm3                                       | Bravo Residential Funding Trust 2025-Nqm3 5.57                                                  | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |   1773151 | PA      | $1789548.64   | 0.22%             | 2065-03-25      | Floating      | 5.57%                 | 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        |   2020000 | PA      | $1925183.97   | 0.24%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 2.90 01/15/2027                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3113000 | PA      | $3063865.12   | 0.38%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp 5.13 05/01/2027                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3837000 | PA      | $3833951.04   | 0.47%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                  | CSMC 2021-BHAR 5.02                                                                             | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    799000 | PA      | $793906.30    | 0.10%             | 2038-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| EDI ABS Issuer 1 LLC                                                            | EDI ABS Issuer 1 LLC 4.55                                                                       | CUSIP: 268332AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1356000 | PA      | $1292241.29   | 0.16%             | 2055-07-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM3                                                                  | EFMT 2025-NQM3 5.49                                                                             | CUSIP: 26846YAB4<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |   3327241 | PA      | $3352334.79   | 0.41%             | 2070-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG Resources Inc 4.40 01/15/2031                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2760680.72   | 0.34%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                        | Eagle Funding Luxco Sarl 5.50 08/17/2030                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1879000 | PA      | $1916279.36   | 0.24%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                       | Emera Inc 6.75 06/15/2076                                                                       | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   1594000 | PA      | $1607918.81   | 0.20%             | 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        |   3720000 | PA      | $3741204.00   | 0.46%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP (pfd) 6.50% 11/15/2174 Perpetual                                             | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   3750000 | NS      | $3782358.75   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerflex Inc                                                                    | Enerflex Inc 6.88 01/15/2031                                                                    | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |    644000 | PA      | $658774.58    | 0.08%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                  | CSMC 2021-BHAR 5.37                                                                             | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1726000 | PA      | $1713032.04   | 0.21%             | 2038-11-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | Carnival Corp 5.13 05/01/2029                                                                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    872000 | PA      | $882106.00    | 0.11%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR Inc                                                             | Arbor Realty SR Inc 8.50 12/15/2028                                                             | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1364969.17   | 0.17%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | Ares Strategic Income Fund 5.70 03/15/2028                                                      | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1129596.13   | 0.14%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                             | Equinix Europe 2 Financing Corp LLC 4.60 11/15/2030                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2733846.47   | 0.34%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA 4.50 09/03/2030                                                                     | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2703000 | PA      | $2743436.07   | 0.34%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | Fannie Mae REMICS 4.00                                                                          | CUSIP: 3136ATJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1119899 | PA      | $192967.23    | 0.02%             | 2046-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | Fannie Mae REMICS 6.00                                                                          | CUSIP: 3136AVGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    700573 | PA      | $105179.41    | 0.01%             | 2047-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                             | Ashtead Capital Inc 4.38 08/15/2027                                                             | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2199623.98   | 0.27%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                    | Aspen Insurance Holdings Ltd 5.75 07/01/2030                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   2085000 | PA      | $2175333.56   | 0.27%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2018-1                                 | Castlelake Aircraft Securitization Trust 2018-1 4.13                                            | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564776 | PA      | $559175.05    | 0.07%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | Cenovus Energy Inc 4.65 03/20/2031                                                              | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   3925000 | PA      | $3914069.58   | 0.48%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                         | Centersquare Issuer LLC 5.00                                                                    | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3342769 | PA      | $3231470.84   | 0.40%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Tr                                                  | Chase Home Lending Mortgage Trust Series 2024-7 6.00                                            | CUSIP: 16159TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2132322 | PA      | $2145916.55   | 0.26%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | Fannie Mae Interest Strip 4.00                                                                  | CUSIP: 31395QSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1065325 | PA      | $147259.42    | 0.02%             | 2042-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                              | First Horizon Bank 5.75 05/01/2030                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1861950.04   | 0.23%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2025-2                                 | Chase Home Lending Mortgage Trust Series 2025-2 6.00                                            | CUSIP: 16159VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2502457 | PA      | $2534183.17   | 0.31%             | 2055-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-8                                        | Chase Home Lending Mortgage Trust 2024-8 5.50                                                   | CUSIP: 16159XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529834 | PA      | $529920.22    | 0.07%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                                        | Flexential Issuer 2021-1 3.25                                                                   | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914286 | PA      | $901326.62    | 0.11%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                           | Flexential Issuer LLC 6.03                                                                      | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2293892.35   | 0.28%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| PONTE VEDRA PINE OBLIG                                                          | Florida Local Government Finance Commission 6.75% 11/15/2030                                    | CUSIP: 34077UAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1928404.22   | 0.24%             | 2030-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC 5.80 03/05/2027                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   1530000 | PA      | $1549694.68   | 0.19%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC 5.13 11/05/2026                                                        | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   3025000 | PA      | $3042314.77   | 0.37%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                                        | Fortitude Global Funding 4.63 10/06/2028                                                        | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1269819.74   | 0.16%             | 2028-10-06      | Fixed         | 4.62%                 | 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        |   1072395 | PA      | $1074295.17   | 0.13%             | 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        |    319808 | PA      | $319628.71    | 0.04%             | 2055-09-25      | Variable      | 5.50%                 | 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        |    346000 | PA      | $363084.78    | 0.04%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | Freedom Mortgage Holdings LLC 6.88 05/01/2031                                                   | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1576797.11   | 0.19%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2025-9                                 | Chase Home Lending Mortgage Trust Series 2025-9 5.50                                            | CUSIP: 16160UAE5<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |   3264271 | PA      | $3288490.25   | 0.40%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-5                                        | Chase Home Lending Mortgage Trust 2025-5 5.50                                                   | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |   2160716 | PA      | $2176411.88   | 0.27%             | 2056-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust 2025-1                                              | Cherry Securitization Trust 2025-1 6.53                                                         | CUSIP: 16473RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3349000 | PA      | $3404839.22   | 0.42%             | 2032-11-15      | Fixed         | 6.53%                 | 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      | $1021305.91   | 0.13%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                   | Atlas Warehouse Lending Co LP 6.05 01/15/2028                                                   | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1554573.12   | 0.19%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                   | Atlas Warehouse Lending Co LP 4.63 11/15/2028                                                   | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2404819.50   | 0.30%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-2                                            | Citigroup Mortgage Loan Trust 2025-2 6.00                                                       | CUSIP: 17292BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3145818 | PA      | $3190533.43   | 0.39%             | 2055-02-25      | Variable      | 6.00%                 | 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        |   3497000 | NS      | $3497795.57   | 0.43%             |  |  |  | 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        |   1098980 | PA      | $1112812.96   | 0.14%             | 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        |   1726905 | PA      | $1734487.02   | 0.21%             | 2054-06-25      | Variable      | 5.50%                 | 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        |   3439000 | PA      | $3629909.21   | 0.45%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA Global Funding Trust 2.25 01/06/2027                                                         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2602665.20   | 0.32%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                             | Coinbase Global Inc 3.38 10/01/2028                                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1616053.37   | 0.20%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | Permian Resources Operating LLC 5.88 07/01/2029                                                 | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    608000 | PA      | $613563.97    | 0.08%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans 2019-A LLC                                            | College Ave Student Loans 2019-A LLC 4.46                                                       | CUSIP: 19421UAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2714155 | PA      | $2669785.81   | 0.33%             | 2048-12-28      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                      | Cologix Canadian Issuer LP 7.74                                                                 | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1850000 | PA      | $1323486.94   | 0.16%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA Global Funding Trust 4.40 09/23/2027                                                         | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1596948.63   | 0.20%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                                        | OnDeck Asset Securitization Trust IV LLC 5.42                                                   | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1357000 | PA      | $1361833.91   | 0.17%             | 2031-10-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom                        | Australia & New Zealand Banking Group Ltd/United Kingdom (pfd) 6.75% 12/15/2174 Perpetual       | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EP               | CORP              | GB        |   1691000 | NS      | $1718581.90   | 0.21%             |  |  |  | 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        |   5420000 | NS      | $5766413.88   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.88 10/15/2027                                                | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $906117.19    | 0.11%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KeyCorp (pfd) 5.00% 12/15/2174 Perpetual                                                        | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   1970000 | NS      | $1962183.12   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | Kilroy Realty LP 4.25 08/15/2029                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2653915.59   | 0.33%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.50 11/15/2028                                                | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9990234.40   | 1.23%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.50 12/15/2028                                                | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13984140.66  | 1.72%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber Abs Issuer Llc                                                      | Uniti Fiber Abs Issuer Llc 6.37                                                                 | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1993738 | PA      | $2041396.91   | 0.25%             | 2055-04-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services Inc 1.65 09/01/2026                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $2126986.27   | 0.26%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | Univision Communications Inc 7.38 06/30/2030                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1988992.20   | 0.24%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC - VBTEL                                                        | VB-S1 Issuer LLC - VBTEL 4.29                                                                   | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2465463.00   | 0.30%             | 2052-02-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM8 Trust                                                             | OBX 2024-NQM8 Trust 6.23                                                                        | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   1065188 | PA      | $1078533.18   | 0.13%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM11 Trust                                                            | OBX 2024-NQM11 Trust 6.23                                                                       | CUSIP: 67119EAC0<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |   1770225 | PA      | $1787117.75   | 0.22%             | 2064-06-25      | Variable      | 6.23%                 | 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        |    455000 | PA      | $423707.87    | 0.05%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                            | Kyndryl Holdings Inc 2.70 10/15/2028                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2384690.09   | 0.29%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC 6.13 12/15/2030                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1355169.49   | 0.17%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | Venture Global LNG Inc 8.13 06/01/2028                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1885005.08   | 0.23%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                          | VERTICAL BRIDGE CC LLC 7.45                                                                     | CUSIP: 92535VAU6<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |   2339519 | PA      | $2384619.78   | 0.29%             | 2055-08-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-4                                               | Verus Securitization Trust 2024-4 6.22                                                          | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1284549 | PA      | $1302039.57   | 0.16%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM7 Trust                                                             | OBX 2024-NQM7 Trust 6.24                                                                        | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |   1191364 | PA      | $1205695.17   | 0.15%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM10 Trust                                                            | OBX 2024-NQM10 Trust 6.43                                                                       | CUSIP: 67119MAC2<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    420346 | PA      | $424829.47    | 0.05%             | 2064-05-25      | Variable      | 6.43%                 | 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        |    612853 | PA      | $615179.81    | 0.08%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J1 Trust                                                               | OBX 2025-J1 Trust 6.00                                                                          | CUSIP: 673923AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2789644 | PA      | $2834983.43   | 0.35%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                                            | Lmrk Issuer Co 2 LLC 5.52                                                                       | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-MBS          | CORP              | US        |   2671000 | PA      | $2698994.75   | 0.33%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| LQR Trust 2025-CALI                                                             | LQR Trust 2025-CALI 5.98                                                                        | CUSIP: 50216WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3131000 | PA      | $3138598.62   | 0.39%             | 2043-01-15      | Floating      | 5.98%                 | 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        |    555000 | PA      | $567172.26    | 0.07%             | 2030-05-15      | Fixed         | 6.12%                 | 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        |   3130000 | PA      | $3313160.40   | 0.41%             | 2029-01-15      | Fixed         | 7.75%                 | 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        |   2287000 | PA      | $2426445.25   | 0.30%             | 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        |   1935000 | PA      | $1906229.07   | 0.23%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                           | Blue Owl Capital Corp 3.40 07/15/2026                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3854046.64   | 0.47%             | 2026-07-15      | Fixed         | 3.40%                 | 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        |    515000 | PA      | $519880.30    | 0.06%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                   | Lyra Music Assets Delaware LP 5.76                                                              | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-MBS          | CORP              | US        |   2300067 | PA      | $2329780.64   | 0.29%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                   | Lyra Music Assets Delaware LP 5.60                                                              | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-MBS          | CORP              | US        |   1329044 | PA      | $1341523.27   | 0.16%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The 5.10 07/23/2027                                            | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3097602.72   | 0.38%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J2                                                          | PMT Loan Trust 2025-J2 5.50                                                                     | CUSIP: 69392TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3689225 | PA      | $3716908.38   | 0.46%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 Trust                                                             | MFA 2023-NQM3 Trust 6.62                                                                        | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1603549 | PA      | $1613411.62   | 0.20%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM1 Trust                                                             | MFA 2024-NQM1 Trust 6.83                                                                        | CUSIP: 55286VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    867441 | PA      | $879782.27    | 0.11%             | 2069-03-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | Ovintiv Inc 7.20 11/01/2031                                                                     | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1093772.42   | 0.13%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding Sarl                                                    | PRIO Luxembourg Holding Sarl 6.75 10/15/2030                                                    | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    541000 | PA      | $529019.66    | 0.07%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT Operating Partnership LP / MPT Finance Corp 8.50 02/15/2032                                 | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1445921.92   | 0.18%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                                       | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2174 Perpetual                                      | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |   3537000 | NS      | $3599863.10   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-3                                         | Provident Funding Mortgage Trust 2025-3 5.50                                                    | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2494258 | PA      | $2508887.47   | 0.31%             | 2055-08-25      | Variable      | 5.50%                 | 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        |   2054409 | PA      | $2066598.80   | 0.25%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES4                                                   | RCKT Mortgage Trust 2024-CES4 6.67                                                              | CUSIP: 74939FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2675000 | PA      | $2714102.08   | 0.33%             | 2044-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                             | RCKT Trust 2025-PL1 5.42                                                                        | CUSIP: 74939RAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1265000 | PA      | $1272090.33   | 0.16%             | 2034-07-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-4                                               | Verus Securitization Trust 2024-4 6.57                                                          | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1348792 | PA      | $1365205.11   | 0.17%             | 2069-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-5                                               | Verus Securitization Trust 2024-5 6.19                                                          | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |   1327985 | PA      | $1344946.00   | 0.17%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES3                                                   | RCKT Mortgage Trust 2024-CES3 6.59                                                              | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444268 | PA      | $451253.99    | 0.06%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust 2025-J2                                           | Radian Mortgage Capital Trust 2025-J2 5.50                                                      | CUSIP: 75023XAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2891624 | PA      | $2931422.68   | 0.36%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 2024-J4                                                     | Rate Mortgage Trust 2024-J4 5.50                                                                | CUSIP: 75408TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1676967 | PA      | $1689353.71   | 0.21%             | 2054-12-25      | Variable      | 5.50%                 | 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        |   1868137 | PA      | $1872012.24   | 0.23%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BSPRT 2017-FL1 Co-Issuer LLC                                                    | BSPRT 2023-FL10 Issuer Ltd 6.01                                                                 | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1130243 | PA      | $1131163.71   | 0.14%             | 2035-09-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2174 Perpetual                             | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |   3800000 | NS      | $3845649.40   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 3.76 03/15/2027                                                        | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2634030.00   | 0.32%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARB BondCo PLC                                                                 | MARB BondCo PLC 3.95 01/29/2031                                                                 | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |   1178000 | PA      | $1068883.67   | 0.13%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2025-J2                                                     | RATE Mortgage Trust 2025-J2 5.50                                                                | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3272792 | PA      | $3286158.94   | 0.40%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | Regal Rexnord Corp 6.05 02/15/2026                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2524987.33   | 0.31%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-9                                               | Verus Securitization Trust 2024-9 5.89                                                          | CUSIP: 92540RAE4<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   2510973 | PA      | $2529736.09   | 0.31%             | 2069-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-4                                               | Verus Securitization Trust 2025-4 5.75                                                          | CUSIP: 92540UAE7<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   1187066 | PA      | $1194638.26   | 0.15%             | 2070-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                               | Repsol E&P Capital Markets US LLC 5.20 09/16/2030                                               | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1654885.91   | 0.20%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust 2025-4                                 | Research-Driven Pagaya Motor Asset Trust 2025-4 5.50                                            | CUSIP: 76089MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3603967 | PA      | $3639068.56   | 0.45%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                                             | Banco Davivienda SA (pfd) 6.65% 10/22/2174 Perpetual                                            | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | EP               | CORP              | CO        |   1338000 | NS      | $1270863.84   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA (pfd) 4.75% 08/12/2174 Perpetual                                             | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |   3500000 | NS      | $3498332.95   | 0.43%             |  |  |  | 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        |    285000 | PA      | $286695.54    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2024-CES1                                      | Vista Point Securitization Trust 2024-CES1 6.68                                                 | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1274302 | PA      | $1290816.70   | 0.16%             | 2054-05-25      | Variable      | 6.68%                 | 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        |    755000 | PA      | $780861.88    | 0.10%             | 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        |    635000 | PA      | $662856.82    | 0.08%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                       | Banco Mercantil del Norte SA/Grand Cayman (pfd) 7.50% 09/27/2174 Perpetual                      | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |   1600000 | NS      | $1655012.80   | 0.20%             |  |  |  | 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        |   1091000 | NS      | $1088504.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | Mattel Inc 5.88 12/15/2027                                                                      | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2270501.83   | 0.28%             | 2027-12-15      | Fixed         | 5.88%                 | 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        |   1888000 | PA      | $1954101.32   | 0.24%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada 4.50 08/06/2029                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2011000 | PA      | $2031435.06   | 0.25%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada 4.00 11/03/2028                                                            | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2945000 | PA      | $2948228.81   | 0.36%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P Global Inc 4.25 01/15/2031                                                                  | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2554158.73   | 0.31%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA Communications Corp 3.13 02/01/2029                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   3782000 | PA      | $3620887.18   | 0.45%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                  | SMRT 2022-MINI 5.10                                                                             | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998270.00    | 0.12%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust 2025-DATA                                        | SWCH Commercial Mortgage Trust 2025-DATA 5.19                                                   | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2232550.58   | 0.27%             | 2042-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                   | VoltaGrid LLC 7.38 11/01/2030                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    780000 | PA      | $773159.98    | 0.10%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                               | Vornado Realty LP 2.15 06/01/2026                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3224711.12   | 0.40%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                           | Mission Lane Credit Card Master Trust 5.41                                                      | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2293000 | PA      | $2305610.58   | 0.28%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | Morgan Stanley Bank NA 5.02 01/12/2029                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $4115115.80   | 0.51%             | 2029-01-12      | Variable      | 5.02%                 | 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        |    769000 | PA      | $649853.06    | 0.08%             | 2051-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 4.99 04/12/2029                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    968000 | PA      | $987282.03    | 0.12%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 4.13 10/18/2029                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2739475.81   | 0.34%             | 2029-10-18      | Variable      | 4.13%                 | 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        |    437000 | PA      | $370538.37    | 0.05%             | 2051-07-15      | Fixed         | 3.00%                 | 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        |    485000 | PA      | $491743.04    | 0.06%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | Morgan Stanley Private Bank NA 4.47 11/19/2031                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3923000 | PA      | $3934125.00   | 0.48%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | Santander Bank Auto Credit-Linked Notes Series 2023-B 5.64                                      | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    888144 | PA      | $901065.45    | 0.11%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Scalelogix Abs Us Issuer LLC                                                    | Scalelogix Abs Us Issuer LLC 6.16                                                               | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2364060.76   | 0.29%             | 2055-07-25      | Fixed         | 6.16%                 | 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        |   3286000 | NS      | $3267940.67   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                          | Sempra 4.13 04/01/2052                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2657000 | PA      | $2613377.37   | 0.32%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-8                                                   | Sequoia Mortgage Trust 2025-8 5.50                                                              | CUSIP: 81743GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3047469 | PA      | $3059088.83   | 0.38%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                 | BANK 2018-BNK15 3.00                                                                            | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462000 | PA      | $384173.74    | 0.05%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp (pfd) 4.38% 04/27/2174 Perpetual                                           | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1710000 | NS      | $1692806.12   | 0.21%             |  |  |  | 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        |    650697 | PA      | $654382.20    | 0.08%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NCMF Trust 2025-MFS                                                             | NCMF Trust 2025-MFS 6.04                                                                        | CUSIP: 62887TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2954000 | PA      | $3008591.10   | 0.37%             | 2033-06-10      | Variable      | 6.04%                 | 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        |   1600000 | PA      | $1658768.00   | 0.20%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG Energy Inc (pfd) 10.25% 09/15/2174 Perpetual                                                | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EP               | CORP              | US        |   1062000 | NS      | $1160629.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NP SPE IX LP                                                                    | NP SPE IX LP 2.57                                                                               | CUSIP: 62954JAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-MBS          | CORP              | US        |    347325 | PA      | $344145.32    | 0.04%             | 2049-09-20      | Fixed         | 2.57%                 | 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        |   2887000 | PA      | $2869179.36   | 0.35%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC 3.03 11/28/2035                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2310000 | PA      | $2125649.30   | 0.26%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | New Economy Assets - Phase 1 Sponsor LLC 2.41                                                   | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1571356.25   | 0.19%             | 2061-10-20      | Fixed         | 2.41%                 | 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        |   3860000 | PA      | $3834040.73   | 0.47%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | Nissan Motor Acceptance Co LLC 6.95 09/15/2026                                                  | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3702160.43   | 0.46%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp (pfd) 6.63% 09/26/2174 Perpetual                                                | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | EP               | CORP              | FI        |   2660000 | NS      | $2692614.26   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal 3.80 12/15/2032                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3125000 | PA      | $3088974.22   | 0.38%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal 7.70 05/26/2084                                                                | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2814000 | PA      | $2989744.99   | 0.37%             | 2084-05-26      | Variable      | 7.70%                 | 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        |    470000 | PA      | $320381.85    | 0.04%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | Western Midstream Operating LP 4.80 03/01/2031                                                  | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    822000 | PA      | $821860.26    | 0.10%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                     | Wireless PropCo Funding LLC 4.07                                                                | CUSIP: 97655EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110265 | PA      | $1078825.40   | 0.13%             | 2055-06-25      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                | Zions Bancorp NA 3.25 10/29/2029                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4005841.45   | 0.49%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                | Zions Bancorp NA 4.70 08/18/2028                                                                | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   3801000 | PA      | $3803922.78   | 0.47%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2174 Perpetual                                       | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |   2800000 | NS      | $2776868.72   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S (pfd) 4.38% 11/18/2174 Perpetual                                                | CUSIP: K2227DL59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EP               | CORP              | DK        |   3853000 | NS      | $3850958.76   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV (pfd) 7.50% 05/16/2174 Perpetual                                                   | CUSIP: N4578ELM8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   2518000 | NS      | $2625774.86   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | Swedbank AB (pfd) 7.63% 09/17/2174 Perpetual                                                    | CUSIP: W94240HF3<br>LEI: M312WZV08Y7LYUC71685 | Long             | EP               | CORP              | SE        |   3600000 | NS      | $3774169.37   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 4.30 01/17/2030                                                        | CUSIP: N/A<br>LEI: 549300DXR29GD4N0A520       | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1925383.74   | 0.24%             | 2030-01-17      | Fixed         | 4.30%                 | 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        |   1671000 | PA      | $1775830.27   | 0.22%             | 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        |    880000 | PA      | $945992.08    | 0.12%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                   | US 10YR NOTE (CBT)Mar26                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      -197 | NC      | $106224.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                    | US 5YR NOTE (CBT) Mar26                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      -208 | NC      | $-64408.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                    | US 2YR NOTE (CBT) Mar26                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       563 | NC      | $82802.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                             | US 10yr Ultra Fut Mar26                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       -83 | NC      | $58991.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2019-BNK17                                                                 | BANK 2019-BNK17 3.00                                                                            | CUSIP: 065403AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612000 | PA      | $525368.03    | 0.06%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA 4.59 10/16/2028                                           | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2081000 | PA      | $2103905.19   | 0.26%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC (pfd) 8.00% 12/15/2174 Perpetual                                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |    838000 | NS      | $897586.83    | 0.11%             |  |  |  | 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        |   1325273 | PA      | $1330813.23   | 0.16%             | 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        |    784424 | PA      | $784585.27    | 0.10%             | 2054-09-25      | Variable      | 5.50%                 | 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        |   1920000 | PA      | $1946452.95   | 0.24%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co                                                    | Fixed Income Clearing Corp 3.82 01/02/2026                                                      | CUSIP: RPEK5X943<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        |  25632000 | PA      | $25632000.00  | 3.15%             | 2026-01-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2174 Perpetual                               | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |   4400000 | NS      | $4517823.90   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Inc                                                                       | Spire Inc 6.25 06/01/2056                                                                       | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1173017.57   | 0.14%             | 2056-06-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | Spirit AeroSystems Inc 4.60 06/15/2028                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2289295.57   | 0.28%             | 2028-06-15      | Fixed         | 4.60%                 | 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        |   1440000 | PA      | $1545805.83   | 0.19%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C14                                          | UBS Commercial Mortgage Trust 2018-C14 5.10                                                     | CUSIP: 90278KBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929000 | PA      | $1881883.79   | 0.23%             | 2051-12-15      | Variable      | 5.10%                 | 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        |    381000 | PA      | $349920.15    | 0.04%             | 2051-12-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                | UWM Holdings LLC 6.25 03/15/2031                                                                | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $634292.47    | 0.08%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-8                                        | Chase Home Lending Mortgage Trust 2025-8 6.00                                                   | CUSIP: 16162UAD5<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   2672085 | PA      | $2710008.23   | 0.33%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-8                                        | Chase Home Lending Mortgage Trust 2025-8 6.25                                                   | CUSIP: 16162UAU7<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   2309588 | PA      | $2341246.53   | 0.29%             | 2056-06-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                                 | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                            | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535733 | PA      | $1546097.63   | 0.19%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-6                                 | Chase Home Lending Mortgage Trust Series 2024-6 6.00                                            | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1097846 | PA      | $1113516.90   | 0.14%             | 2055-05-25      | Variable      | 6.00%                 | 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        |   2795000 | PA      | $2756574.12   | 0.34%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Life 2021-BMR Mortgage Trust                                                    | Life 2021-BMR Mortgage Trust 5.26                                                               | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180500 | PA      | $2168708.29   | 0.27%             | 2038-03-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC (pfd) 6.75% 09/27/2174 Perpetual                                       | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |   1487000 | NS      | $1503754.03   | 0.18%             |  |  |  | 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        |   1494000 | PA      | $1452184.57   | 0.18%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | United Airlines Inc 4.63 04/15/2029                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1165750.09   | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.63 09/30/2028                                                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1028417.97   | 0.13%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                               | GXO Logistics Inc 1.65 07/15/2026                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2957860.86   | 0.36%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-HE1                                    | GS Mortgage-Backed Securities Trust 2024-HE1 5.47                                               | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943090 | PA      | $945786.30    | 0.12%             | 2054-08-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.125 03/31/2029                                               | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $55921679.55  | 6.88%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.75 05/15/2027                                                | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $405343.75    | 0.05%             | 2027-05-15      | Fixed         | 4.75%                 | 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        |   1558103 | PA      | $1568757.85   | 0.19%             | 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        |   2819831 | PA      | $2862655.98   | 0.35%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                        | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1 6.14                                   | CUSIP: 617932AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2879061 | PA      | $2916718.96   | 0.36%             | 2069-11-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2023-2                                                  | Mosaic Solar Loan Trust 2023-2 5.36                                                             | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    936693 | PA      | $903294.97    | 0.11%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ7                                    | GS Mortgage-Backed Securities Trust 2025-PJ7 5.50                                               | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2336229 | PA      | $2349916.11   | 0.29%             | 2055-12-25      | Variable      | 5.50%                 | 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        |   1183862 | PA      | $1184728.81   | 0.15%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                          | Global Atlantic Fin Co 4.40 10/15/2029                                                          | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970620.62   | 0.24%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 5.73 04/25/2030                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1609205.84   | 0.20%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The (pfd) 3.80% 11/10/2174 Perpetual                                    | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2290000 | NS      | $2270710.09   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The (pfd) 7.38% 02/10/2174 Perpetual                                    | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2235000 | NS      | $2247971.94   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2021-3                                                  | Mosaic Solar Loan Trust 2021-3 1.92                                                             | CUSIP: 61946TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2895552 | PA      | $2216644.14   | 0.27%             | 2052-06-20      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Mountain View Funding CLO                                                       | Mountain View CLO 2017-2 LLC 5.86                                                               | CUSIP: 62432LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    484037 | PA      | $484373.98    | 0.06%             | 2031-01-16      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd                                             | Greenko Wind Projects Mauritius Ltd 7.25 09/27/2028                                             | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |   1850000 | PA      | $1871414.36   | 0.23%             | 2028-09-27      | Fixed         | 7.25%                 | 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        |   1630000 | PA      | $1668810.30   | 0.21%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                             | North Haven Private Income Fund LLC 5.13 09/25/2028                                             | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1931044.07   | 0.24%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | Northern Trust Corp (pfd) 4.60% 04/01/2174 Perpetual                                            | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |   1905000 | NS      | $1901680.35   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC (pfd) 6.00% 11/22/2174 Perpetual                                              | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   3089000 | NS      | $3125206.17   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC (pfd) 6.88% 03/11/2174 Perpetual                                              | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |    706000 | NS      | $732842.83    | 0.09%             |  |  |  | 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        |   1965000 | PA      | $1987353.19   | 0.24%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS Corporate Lending Fund 4.90 09/11/2028                                                      | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    605000 | PA      | $602049.83    | 0.07%             | 2028-09-11      | Fixed         | 4.90%                 | 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        |   3892000 | PA      | $3839655.75   | 0.47%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC Energy Group Inc 5.63 05/15/2056                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1152057.24   | 0.14%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                        | Hawaiian Electric Co Inc 6.00 10/01/2033                                                        | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1626089.61   | 0.20%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | Herc Holdings Inc 7.00 06/15/2030                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2864223.76   | 0.35%             | 2030-06-15      | Fixed         | 7.00%                 | 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        |   1939000 | PA      | $1937869.37   | 0.24%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 4.97 04/23/2029                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1492506.17   | 0.18%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-2                                             | Hilton Grand Vacations Trust 2024-2 6.91                                                        | CUSIP: 43283JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606774 | PA      | $624523.83    | 0.08%             | 2038-03-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                                             | Hilton Grand Vacations Trust 2019-A 2.34                                                        | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1899892 | PA      | $1894613.01   | 0.23%             | 2033-07-25      | Fixed         | 2.34%                 | 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        |    393000 | PA      | $337301.96    | 0.04%             | 2050-11-15      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                    | Illumina Inc 4.65 09/09/2026                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1295568.72   | 0.16%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV (pfd) 5.75% 11/16/2174 Perpetual                                                   | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   1885000 | NS      | $1895369.39   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp 4.88 02/10/2026                                                                      | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1771183.69   | 0.22%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co (pfd) 3.65% 09/01/2174 Perpetual                                            | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2872000 | NS      | $2857596.63   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC Group NV 4.45 09/23/2031                                                                    | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   2528000 | PA      | $2524294.23   | 0.31%             | 2031-09-23      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP (pfd) 7.88% 03/18/2174 Perpetual                                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |    926000 | NS      | $951965.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP 5.88 03/15/2034                                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1572599.72   | 0.19%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THPT 2023-THL Mortgage Trust                                                    | THPT 2023-THL Mortgage Trust 7.67                                                               | CUSIP: 87252LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2990000 | PA      | $3025742.16   | 0.37%             | 2034-12-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| GAIA Aviation Ltd                                                               | GAIA Aviation Ltd 3.97                                                                          | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331517 | PA      | $328601.09    | 0.04%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp 4.35 01/15/2029                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2728222.23   | 0.34%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                 | Taylor Morrison Communities Inc 5.75 01/15/2028                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    946000 | PA      | $963660.83    | 0.12%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                                       | TEGNA Inc 4.63 03/15/2028                                                                       | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1956070.22   | 0.24%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TopBuild Corp 3.63 03/15/2029                                                                   | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1429811.46   | 0.18%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 4.11 10/13/2028                                                       | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2310000 | PA      | $2316082.14   | 0.28%             | 2028-10-13      | Fixed         | 4.11%                 | 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        |   2887000 | PA      | $3046734.30   | 0.37%             | 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        |   1545000 | PA      | $1536101.26   | 0.19%             | 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        |   1545000 | PA      | $1542307.07   | 0.19%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC 2025 TERM LOAN K                                                                  | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    989981 | PA      | $993960.87    | 0.12%             | 2030-03-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Triangle Re 2023-1 Ltd                                                          | Triangle Re 2023-1 Ltd 7.27                                                                     | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714667 | PA      | $720312.72    | 0.09%             | 2033-11-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | Truist Bank 4.67 05/20/2027                                                                     | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1472635.74   | 0.18%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                     | Concord Music Royalties LLC 5.64                                                                | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4087000 | PA      | $4126547.04   | 0.51%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                     | Concord Music Royalties LLC 5.51                                                                | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2362000 | PA      | $2382386.89   | 0.29%             | 2075-07-20      | Fixed         | 5.51%                 | 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        |   4187000 | PA      | $3996983.43   | 0.49%             | 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        |   2250000 | PA      | $2251060.65   | 0.28%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-NQM2                                       | JP Morgan Mortgage Trust Series 2025-NQM2 5.57                                                  | CUSIP: 46590SAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2025878 | PA      | $2042503.77   | 0.25%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                                   | CoreWeave Inc 9.25 06/01/2030                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1390626.55   | 0.17%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 5.63 05/01/2027                                                              | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1550844.98   | 0.19%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-9                                                 | JP Morgan Mortgage Trust 2024-9 5.50                                                            | CUSIP: 46593DAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497013 | PA      | $496998.75    | 0.06%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust 6.16                                                                   | CUSIP: 46593VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2185414 | PA      | $2209274.27   | 0.27%             | 2055-11-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                                | Essent Group Ltd 6.25 07/01/2029                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   2010000 | PA      | $2099358.07   | 0.26%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc                                                               | EUSHI Finance Inc 6.25 04/01/2056                                                               | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004498.60   | 0.25%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Westar Energy Inc                                                               | Evergy Kansas Central Inc 4.70 03/13/2028                                                       | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1204683.02   | 0.15%             | 2028-03-13      | Fixed         | 4.70%                 | 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        |   2410000 | PA      | $2514141.38   | 0.31%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-6                                               | J.P. Morgan Mortgage Trust 2023-6 6.00                                                          | CUSIP: 465989AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350428 | PA      | $1368120.76   | 0.17%             | 2053-12-26      | Variable      | 6.00%                 | 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        |   2638643 | PA      | $2669091.27   | 0.33%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-1                                               | J.P. Morgan Mortgage Trust 2024-1 6.00                                                          | CUSIP: 46657PAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1439018 | PA      | $1447452.11   | 0.18%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-6                                          | JP Morgan Mortgage Trust Series 2024-6 6.00                                                     | CUSIP: 46657YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322136 | PA      | $322398.12    | 0.04%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-8                                          | JP Morgan Mortgage Trust Series 2024-8 5.50                                                     | CUSIP: 46658GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1044262 | PA      | $1052947.27   | 0.13%             | 2055-01-25      | 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        |    503392 | PA      | $503417.74    | 0.06%             | 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        |   1065358 | PA      | $1070448.02   | 0.13%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                              | J.P. Morgan Mortgage Trust 2024-10 5.50                                                         | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1258066 | PA      | $1260442.86   | 0.15%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-INV1                                              | JP Morgan Mortgage Trust 2024-INV1 6.00                                                         | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135094 | PA      | $1153086.48   | 0.14%             | 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        |    611444 | PA      | $613812.30    | 0.08%             | 2054-11-25      | Variable      | 6.00%                 | 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        |   2535000 | PA      | $2618313.84   | 0.32%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                         | Freddie Mac STACR REMIC Trust 2022-DNA6 6.02                                                    | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    169273 | PA      | $170168.12    | 0.02%             | 2042-09-25      | Floating      | 6.02%                 | 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        |   1745861 | PA      | $1761498.18   | 0.22%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CCM2                                       | JP Morgan Mortgage Trust Series 2025-CCM2 6.00                                                  | CUSIP: 46659EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3436842 | PA      | $3490791.19   | 0.43%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                 | Jersey Central Power & Light Co 4.15 01/15/2029                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2407000 | PA      | $2403661.32   | 0.30%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                       | JetBlue Airways Corp / JetBlue Loyalty LP 9.88 09/20/2031                                       | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1134378.24   | 0.14%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                         | Freddie Mac STACR REMIC Trust 2022-DNA5 6.82                                                    | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    564579 | PA      | $575321.54    | 0.07%             | 2042-06-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                           | Freedom Mortgage Corp 6.63 01/15/2027                                                           | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3329146.92   | 0.41%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                              | Goldman Sachs Bank USA/New York NY 5.41 05/21/2027                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1387386.66   | 0.17%             | 2027-05-21      | Variable      | 5.41%                 | 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        |   1559000 | PA      | $1645773.33   | 0.20%             | 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        |   1655000 | PA      | $1667137.24   | 0.20%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust 2021-4                                | GoodLeap Sustainable Home Solutions Trust 2021-4 1.93                                           | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142950 | PA      | $941400.96    | 0.12%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 5.95 01/28/2031                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5885000 | PA      | $5699430.35   | 0.70%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                               | Piedmont Operating Partnership LP 6.88 07/15/2029                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    240000 | PA      | $255046.55    | 0.03%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                      | Pinnacle West Capital Corp 5.15 05/15/2030                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1365889.37   | 0.17%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust 2025-1                                                  | PowerPay Issuance Trust 2025-1 5.23                                                             | CUSIP: 73940MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881681 | PA      | $1888396.34   | 0.23%             | 2041-11-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SHR Trust 2024-LXRY                                                             | SHR Trust 2024-LXRY 6.20                                                                        | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2171000 | PA      | $2180688.74   | 0.27%             | 2041-10-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                 | SEB Funding LLC 7.39                                                                            | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2166000 | PA      | $2217895.41   | 0.27%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SCG 2024-MSP Mortgage Trust                                                     | SCG 2024-MSP Mortgage Trust 6.19                                                                | CUSIP: 78436EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2564000 | PA      | $2567758.05   | 0.32%             | 2041-04-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Slam 2021-1 Ltd                                                                 | Slam 2021-1 Ltd 3.42                                                                            | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1254225 | PA      | $1202101.67   | 0.15%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** American Century Investment Trust

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer