# EDGAR Filing Document

**Accession Number:** 0000100334
**File Stem:** 0001193125-26-284552
**Filing Date:** 2026-6
**Character Count:** 254377
**Document Hash:** df7f33da641b0b58a8eef8016f6d17dd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-284552.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001193125-26-284552

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY MUTUAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000100334

**ORGANIZATION NAME:**
- **EIN:** 446006315
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00816
- **FILM NUMBER:** 261126186

**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:** AMERICAN CENTURY MUTUAL FUNDS INC
- **DATE OF NAME CHANGE:** 19970107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TWENTIETH CENTURY INVESTORS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BALANCED FUND (Series ID: S000006192)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000017045 | INVESTOR CLASS | TWBIX           |
| C000017047 | I CLASS        | ABINX           |
| C000189734 | R5 CLASS       | ABGNX           |

## 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 Mutual Funds, Inc.

- **b. Investment Company Act file number:** 811-00816

- **c. CIK number of Registrant:** 0000100334

- **d. LEI of Registrant:** 549300DMFK0SMVLOE939

- **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:** Balanced Fund

- **b. EDGAR series identifier (if any):** S000006192

- **c. LEI of Series:** TEE5XU4ZMMYOHLLT7896

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $914069140.40

**Total Liabilities:** $7636590.56

**Net Assets:** $906432549.84

**Cash Not Reported:** $7.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 468.000000000000 | **1-Year:** 2497.000000000000 | **5-Year:** 11845.000000000000 | **10-Year:** 31402.000000000000 | **30-Year:** 65852.000000000000

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

- **3-Month:** 2.000000000000 | **1-Year:** 306.000000000000 | **5-Year:** 1834.000000000000 | **10-Year:** 714.000000000000 | **30-Year:** 1569.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017045 | -0.09%               | -4.19%               | 6.27%                |
| Class ID C000017047 | -0.09%               | -4.20%               | 6.32%                |
| Class ID C000189734 | -0.09%               | -4.20%               | 6.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2761510.72              | $-6332541.58                               |
| Month 2  | $3183706.64              | $-41169182.32                              |
| Month 3  | $139160.39               | $53472966.97                               |

**Designated Index Information**

- **Index Name:** 60% S&P 500/40% Bloomberg U.S. Aggregate Bond

- **Index Identifier:** 60% S&P 500/40% Bloomberg U.S. Aggregate Bond

### 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 BANK,N.A.                                              | BOUGHT NZD/SOLD USD                                                                    | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $292.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | BOUGHT EUR/SOLD USD                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1228.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                | BOUGHT EUR/SOLD USD                                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1157.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | BOUGHT EUR/SOLD USD                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $426.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                              | SOLD GBP/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-18101.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | SOLD NZD/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $14365.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                              | SOLD NZD/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-11806.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                              | SOLD NZD/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-11513.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                              | SOLD NZD/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-19041.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                              | SOLD NZD/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-72.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | SOLD EUR/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-3297.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | SOLD EUR/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-3468.23     | -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      | $-3135.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                | SOLD EUR/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-3282.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | SOLD EUR/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-938.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | SOLD EUR/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-856.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | SOLD EUR/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1785.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | SOLD EUR/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-167.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                | SOLD EUR/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-25.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | BOUGHT EUR/SOLD USD                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-293.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | BOUGHT EUR/SOLD USD                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $347.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                         | DI Issuer LLC 3.72                                                                     | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1748776 | PA      | $1671608.78   | 0.18%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA A                                                      | DBSG 2024-ALTA A 6.14                                                                  | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557000 | PA      | $561822.17    | 0.06%             | 2037-06-10      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                     | Dell International LLC / EMC Corp 5.30 04/01/2032                                      | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    168000 | PA      | $171319.99    | 0.02%             | 2032-04-01      | Fixed         | 5.30%                 | 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        |    175000 | PA      | $163499.00    | 0.02%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.50                                                                  | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1919162 | PA      | $1851816.14   | 0.20%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                  | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    763136 | PA      | $701936.13    | 0.08%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                  | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    244071 | PA      | $224350.34    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.00                                                                  | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    470122 | PA      | $470284.32    | 0.05%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                  | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1525771 | PA      | $1398984.31   | 0.15%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.50                                                                  | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    675706 | PA      | $653230.49    | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                  | CUSIP: 3133AQXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1477132 | PA      | $1247279.95   | 0.14%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                  | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    807789 | PA      | $765257.07    | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                  | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    981767 | PA      | $903908.10    | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                  | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1613242 | PA      | $1366667.89   | 0.15%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3133KMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    609754 | PA      | $540342.68    | 0.06%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.00                                                                  | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1347166 | PA      | $1088798.47   | 0.12%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    799925 | PA      | $710456.82    | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                  | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1243756 | PA      | $1169550.38   | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                  | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2670843 | PA      | $2523865.14   | 0.28%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                  | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    361346 | PA      | $368180.64    | 0.04%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                       | Federal Home Loan Mortgage Corp 6.25 07/15/2032                                        | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    700000 | PA      | $779341.63    | 0.09%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | Federal National Mortgage Association 6.63 11/15/2030                                  | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    400000 | PA      | $442765.72    | 0.05%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | Federal National Mortgage Association 0.88 08/05/2030                                  | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1900000 | PA      | $1670157.48   | 0.18%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC                                                               | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |    830000 | NS      | $888086.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                        | Louisville Gas and Electric Co 5.85 08/15/2055                                         | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72557.49     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                        | Lowe's Cos Inc 4.85 10/15/2035                                                         | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    585000 | PA      | $571112.90    | 0.06%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust 2026-1                                              | M&T Bank RV Trust 2026-1 4.35                                                          | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1889932 | PA      | $1866617.03   | 0.21%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                         | M&T Bank Corp (pfd) 5.13% 05/01/2175 Perpetual                                         | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    395000 | NS      | $393490.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                        | MF1 2021-FL7 Ltd 5.23                                                                  | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $1075552.34   | 0.12%             | 2036-10-16      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MIRA Trust 2023-MILE                                                  | MIRA Trust 2023-MILE 6.75                                                              | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $785714.98    | 0.09%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MP 2023 LLC                                                           | MP 2023 LLC 5.55                                                                       | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1184166 | PA      | $1172704.23   | 0.13%             | 2065-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                             | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2174 Perpetual                             | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |    647000 | NS      | $653107.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                            | Maple Parent Holdings Corp 5.05 03/26/2031                                             | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220504.40    | 0.02%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                            | Maple Parent Holdings Corp 5.70 03/26/2036                                             | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    567000 | PA      | $567921.05    | 0.06%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.70 05/01/2055                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174294.75    | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                         | Marriott International Inc/MD 5.10 05/01/2038                                          | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    265000 | PA      | $254299.34    | 0.03%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                | Marvell Technology Inc 5.30 04/15/2036                                                 | CUSIP: 573874AT1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    420000 | PA      | $420391.25    | 0.05%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                 | Massachusetts Institute of Technology 5.62 06/01/2055                                  | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96438.29     | 0.01%             | 2055-06-01      | Fixed         | 5.62%                 | 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        |    423000 | PA      | $433097.43    | 0.05%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                        | Merck & Co Inc 5.70 09/15/2055                                                         | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    249000 | PA      | $245195.43    | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc 6.40 12/15/2066                                                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    859000 | PA      | $880365.05    | 0.10%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc 10.75 08/01/2069                                                           | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    330000 | PA      | $428603.67    | 0.05%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 05/31/2032                                       | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3497607.44   | 0.39%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 05/31/2030                                       | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1100794.93   | 0.12%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 06/15/2028                                       | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $999804.69    | 0.11%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 06/30/2032                                       | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $4365968.73   | 0.48%             | 2032-06-30      | Fixed         | 4.00%                 | 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        |    200000 | PA      | $179182.37    | 0.02%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                              | AT&T Inc 5.25 10/30/2036                                                               | CUSIP: 00206RNN8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    223000 | PA      | $220457.81    | 0.02%             | 2036-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                              | AT&T Inc 6.20 10/30/2056                                                               | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    351000 | PA      | $347940.14    | 0.04%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARZ Trust 2024-BILT                                                   | ARZ Trust 2024-BILT 5.77                                                               | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $512105.96    | 0.06%             | 2039-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                         | Atlas Warehouse Lending Co LP 5.25 01/15/2033                                          | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244581.22    | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                           | Avolon Holdings Funding Ltd 4.85 04/01/2033                                            | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |    426000 | PA      | $411000.23    | 0.05%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA (pfd) 8.50% 02/14/2175 Perpetual                                        | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   1042000 | NS      | $1104160.51   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA 3.65 01/14/2037                                                                | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    480000 | PA      | $433226.91    | 0.05%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                              | Ameriprise Financial Inc                                                               | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      6509 | NS      | $3090408.11   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                         | Amphenol Corp                                                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     16243 | NS      | $2392106.61   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                    | Analog Devices Inc                                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     21941 | NS      | $8825986.66   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                             | Apple Inc                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     95614 | NS      | $25944858.90  | 2.86%             |  |  |  | No            |                  1 | 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        |    990765 | PA      | $991578.95    | 0.11%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                          | ING Groep NV (pfd) 7.50% 05/16/2174 Perpetual                                          | CUSIP: N4578ELM8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |    835000 | NS      | $865385.67    | 0.10%             |  |  |  | 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        |   1000000 | NS      | $1036001.03   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140QQKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2332361 | PA      | $2314395.38   | 0.26%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                   | CUSIP: 3140QRR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    344569 | PA      | $350024.95    | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                   | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2925277 | PA      | $2948361.34   | 0.33%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3307353 | PA      | $3192923.25   | 0.35%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    861123 | PA      | $731385.47    | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.00                                                                   | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2335858 | PA      | $1902049.06   | 0.21%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                           | New Zealand Government Bond 4.25 05/15/2036                                            | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   4480000 | PA      | $2554853.57   | 0.28%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                             | Linde PLC                                                                              | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |     11335 | NS      | $5680421.90   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                | Trane Technologies PLC                                                                 | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     10004 | NS      | $4927370.16   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                           | BioMarin Pharmaceutical Inc 5.50 02/15/2034                                            | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208627.29    | 0.02%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1063577 | PA      | $1003369.65   | 0.11%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    931995 | PA      | $829233.26    | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | 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        |    473000 | PA      | $473488.01    | 0.05%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                      | Blue Owl Technology Finance Corp 6.10 03/15/2028                                       | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107590.13    | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    336901 | PA      | $318169.18    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1560730 | PA      | $1384240.12   | 0.15%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    363359 | PA      | $322158.85    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    478126 | PA      | $406376.48    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                         | Boeing Co/The 5.71 05/01/2040                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    490000 | PA      | $495097.84    | 0.05%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                       | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                   | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259989 | PA      | $261011.92    | 0.03%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1308327 | PA      | $1203356.66   | 0.13%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    738578 | PA      | $623199.78    | 0.07%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                   | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2394288 | PA      | $2420704.81   | 0.27%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    791611 | PA      | $671501.90    | 0.07%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                   | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1160968 | PA      | $1172598.34   | 0.13%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                  | CUSIP: 31427RJ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1698542 | PA      | $1709124.32   | 0.19%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                  | CUSIP: 3142GWPX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1686832 | PA      | $1700497.13   | 0.19%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                              | Ford Motor Credit Co LLC 7.20 06/10/2030                                               | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $275154.85    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                              | Ford Motor Credit Co LLC 6.05 11/05/2031                                               | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    212000 | PA      | $215134.49    | 0.02%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.25 01/25/2035                                                  | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $433348.64    | 0.05%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.10 01/25/2036                                                  | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    252000 | PA      | $264829.54    | 0.03%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.30 01/25/2039                                                  | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    497000 | PA      | $528148.10    | 0.06%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc 5.20 07/30/2036                                                    | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177029.27    | 0.02%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc 6.00 07/30/2056                                                    | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    241000 | PA      | $238013.41    | 0.03%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 4.41 03/31/2031                                                          | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118714.10    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc (pfd) 7.63% 02/15/2175 Perpetual                                         | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1487000 | NS      | $1547361.79   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 5.17 09/11/2036                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    490000 | PA      | $485654.07    | 0.05%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 5.61 03/04/2056                                                          | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178848.00    | 0.02%             | 2056-03-04      | Variable      | 5.61%                 | 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        |    585497 | PA      | $586188.89    | 0.06%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-3 Trust                            | Citigroup Mortgage Loan Trust 2025-3 Trust 5.50                                        | CUSIP: 17332RAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450016 | PA      | $450275.01    | 0.05%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco             | University of California College of the Law San Francisco 5.99% 08/01/2050             | CUSIP: 194248AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65029.56     | 0.01%             | 2050-08-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco             | University of California College of the Law San Francisco 6.09% 08/01/2055             | CUSIP: 194248AS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75535.28     | 0.01%             | 2055-08-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co                                         | Columbia Pipelines Holding Co LLC 5.00 11/17/2032                                      | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $355629.84    | 0.04%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                | Commonwealth Edison Co 5.95 06/01/2055                                                 | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    388000 | PA      | $392580.63    | 0.04%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV2 Trust                                                  | GCAT 2024-INV2 Trust 6.00                                                              | CUSIP: 36170KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280613 | PA      | $281658.04    | 0.03%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.50                                                                | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188252 | PA      | $176959.93    | 0.02%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                            | G2SF 5 5/26 MBS 30yr                                                                   | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1636000 | PA      | $1622053.90   | 0.18%             | 2056-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 5.60 01/15/2031   | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $428347.17    | 0.05%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                | Cox Communications Inc 5.70 06/15/2033                                                 | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    278000 | PA      | $276467.73    | 0.03%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                    | Credit Agricole SA (pfd) 4.75% 03/23/2175 Perpetual                                    | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EP               | CORP              | FR        |    245000 | NS      | $238644.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross 2025-H8 Mortgage Trust                                          | Cross 2025-H8 Mortgage Trust 5.26                                                      | CUSIP: 22757XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023748 | PA      | $1020360.34   | 0.11%             | 2070-11-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                    | CyrusOne Data Centers Issuer I LLC 0.00                                                | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $681097.83    | 0.08%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 5.00                                                                | CUSIP: 3622ADQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1384607 | PA      | $1379513.58   | 0.15%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                     | GXO Logistics Inc 6.25 05/06/2029                                                      | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    727000 | PA      | $754873.46    | 0.08%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420947 | PA      | $375623.28    | 0.04%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1113082 | PA      | $994884.42    | 0.11%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2023-PJ6                          | GS Mortgage-Backed Securities Trust 2023-PJ6 6.00                                      | CUSIP: 36268FAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271347 | PA      | $272408.04    | 0.03%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ1                          | GS Mortgage-Backed Securities Trust 2024-PJ1 6.00                                      | CUSIP: 36268VAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406587 | PA      | $407515.22    | 0.04%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC (pfd) 6.50% 09/23/2174 Perpetual                                     | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |    693000 | NS      | $700457.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC (pfd) 6.88% 03/11/2175 Perpetual                                     | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |    350000 | NS      | $359741.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 6.25 09/30/2029                                             | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    179000 | PA      | $180665.28    | 0.02%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 5.45 01/14/2028                                             | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159636.09    | 0.02%             | 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: 40440VBB0<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    278000 | PA      | $272181.84    | 0.03%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOMES 2026-NQM2 Trust                                                 | HOMES 2026-NQM2 Trust 5.49                                                             | CUSIP: 43761GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1082071 | PA      | $1087528.81   | 0.12%             | 2071-01-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC3 Trust                                                 | HOMES 2025-AFC3 Trust 4.93                                                             | CUSIP: 43762AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893607 | PA      | $891263.09    | 0.10%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                               | Honeywell Aerospace Inc 4.60 03/16/2033                                                | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    142000 | PA      | $140254.73    | 0.02%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.50                                                                | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716412 | PA      | $655926.92    | 0.07%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1039402 | PA      | $927690.75    | 0.10%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.00                                                                | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2837595 | PA      | $2678578.41   | 0.30%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.50                                                                | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2648346 | PA      | $2575302.37   | 0.28%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.50                                                                | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2184270 | PA      | $2124671.93   | 0.23%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.00                                                                | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3628961 | PA      | $3398846.46   | 0.37%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                 | GLP Capital LP / GLP Financing II Inc 5.63 03/01/2036                                  | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $236054.06    | 0.03%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 7.50                                                                 | CUSIP: 36225AN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       122 | PA      | $121.70       | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 7.00                                                                 | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6536 | PA      | $6766.09      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 5.83 04/19/2035                                                         | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    152000 | PA      | $158198.17    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                               | Honeywell Aerospace Inc 4.95 03/16/2036                                                | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    391000 | PA      | $386711.23    | 0.04%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                    | City of Houston TX 3.96% 03/01/2047                                                    | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    120000 | PA      | $102200.50    | 0.01%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                          | Huntington Bancshares Inc/OH 4.62 01/28/2032                                           | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    765000 | PA      | $756361.45    | 0.08%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                                          | HUT 8 DC LLC 6.19 11/15/2042                                                           | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272405.32    | 0.03%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 4.90 08/05/2052                                                             | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    215000 | PA      | $179389.78    | 0.02%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 5.15 02/21/2034                                                             | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95216.52     | 0.01%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 5.30 05/15/2036                                                             | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438321.70    | 0.05%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 6.13 05/15/2056                                                             | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278108.68    | 0.03%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                  | International Business Machines Corp 5.80 02/03/2056                                   | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313026.73    | 0.03%             | 2056-02-03      | Fixed         | 5.80%                 | 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        |    136000 | PA      | $128636.97    | 0.01%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                             | IQVIA Inc 6.25 02/01/2029                                                              | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    306000 | PA      | $317603.83    | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                           | MongoDB Inc                                                                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      4141 | NS      | $1038687.03   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     21910 | NS      | $4175826.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                                | Motorola Solutions Inc                                                                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      9876 | NS      | $4335860.28   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                           | Netflix Inc                                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     43736 | NS      | $4094126.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                | Sempra 3.25 06/15/2027                                                                 | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177648.06    | 0.02%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra 4.13 04/01/2052                                                                 | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    598000 | PA      | $589698.32    | 0.07%             | 2052-04-01      | Variable      | 4.12%                 | 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        |    164516 | PA      | $164708.07    | 0.02%             | 2054-09-25      | 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        |    937566 | PA      | $938351.81    | 0.10%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                               | Sierra Pacific Power Co 6.38 09/15/2056                                                | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189298.54    | 0.02%             | 2056-09-15      | Variable      | 6.38%                 | 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        |    600000 | NS      | $633124.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 10.00% 05/14/2174 Perpetual                                  | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |    200000 | NS      | $219222.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                          | Southern Co Gas Capital Corp 5.10 09/15/2035                                           | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    378000 | PA      | $373798.38    | 0.04%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                    | Expand Energy Corp 5.38 03/15/2030                                                     | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    515000 | PA      | $520461.61    | 0.06%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                       | Stack Infrastructure Issuer LLC 5.00                                                   | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-MBS          | CORP              | US        |   1213922 | PA      | $1174181.96   | 0.13%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JR UNIV                                               | Leland Stanford Junior University/The 4.68 03/01/2035                                  | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    675000 | PA      | $672061.14    | 0.07%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                    | Subway Funding LLC 6.03                                                                | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745645 | PA      | $751574.82    | 0.08%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                 | Switch ABS Issuer LLC 5.44                                                             | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $521344.85    | 0.06%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                          | Synopsys Inc 5.00 04/01/2032                                                           | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    655000 | PA      | $662085.06    | 0.07%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024 RPL1                             | BRAVO Residential Funding Trust 2024 RPL1 3.25                                         | CUSIP: 10568TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    899845 | PA      | $835779.29    | 0.09%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                          | CCO Holdings LLC / CCO Holdings Capital Corp 4.75 03/01/2030                           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $171668.44    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                     | CBRE Services Inc 5.25 06/01/2036                                                      | CUSIP: 12505BAM2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    385000 | PA      | $377865.75    | 0.04%             | 2036-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                    | CNA Financial Corp 5.20 08/15/2035                                                     | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    497000 | PA      | $489115.32    | 0.05%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp 6.00 06/01/2044                                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404965.06    | 0.04%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp 7.00 03/10/2055                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254355.89    | 0.03%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2005-17                               | CHL Mortgage Pass-Through Trust 2005-17 5.50                                           | CUSIP: 12669G5X5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       657 | PA      | $649.97       | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                          | CaixaBank SA 5.40 04/22/2037                                                           | CUSIP: 12803RAP9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    216000 | PA      | $213468.68    | 0.02%             | 2037-04-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSP LA OBLIG                                              | California Public Finance Authority 5.40% 11/15/2036                                   | CUSIP: 13057EKD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $190481.80    | 0.02%             | 2036-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State of California                                                   | State of California 7.60% 11/01/2040                                                   | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $95970.28     | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| California State University                                           | California State University 2.98% 11/01/2051                                           | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $331858.60    | 0.04%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                            | Capital One Financial Corp 2.36 07/29/2032                                             | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    410000 | PA      | $353489.32    | 0.04%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                            | Pinnacle Bank/Nashville TN 5.96 01/15/2036                                             | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    629000 | PA      | $625180.92    | 0.07%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                         | Texas Natural Gas Securitization Finance Corp 5.17% 04/01/2041                         | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $186137.14    | 0.02%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                            | Capital One Financial Corp 4.72 01/30/2032                                             | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $434869.95    | 0.05%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                            | Capital One Financial Corp 5.40 01/30/2037                                             | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    389000 | PA      | $382250.10    | 0.04%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                           | Textron Inc 4.95 03/15/2036                                                            | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    232000 | PA      | $226693.28    | 0.03%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                             | Toronto-Dominion Bank/The 3.63 09/15/2031                                              | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $592115.64    | 0.07%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                         | Carnival Corp 4.00 08/01/2028                                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    555000 | PA      | $542218.45    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                         | Carnival Corp 5.13 05/01/2029                                                          | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    207000 | PA      | $206487.24    | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                    | Cenovus Energy Inc 5.40 03/20/2036                                                     | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    253000 | PA      | $252228.43    | 0.03%             | 2036-03-20      | Fixed         | 5.40%                 | 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        |     67310 | PA      | $67204.41     | 0.01%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2023-PJ4                          | GS Mortgage-Backed Securities Trust 2023-PJ4 6.00                                      | CUSIP: 36270XAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322268 | PA      | $323760.89    | 0.04%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2026-NQM3                         | GS Mortgage-Backed Securities Trust 2026-NQM3 5.22                                     | CUSIP: 36274UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426100 | PA      | $1426073.90   | 0.16%             | 2066-05-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2026-PJ6                          | GS Mortgage-Backed Securities Trust 2026-PJ6 5.50                                      | CUSIP: 362979AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $802413.68    | 0.09%             | 2056-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co In                                        | General Motors Financial Co Inc 6.15 07/15/2035                                        | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $218647.02    | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                         | GENMAB A/S/GENMAB FINANCE LLC 6.25 12/15/2032                                          | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    430000 | PA      | $441534.75    | 0.05%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                 | Gildan Activewear Inc 4.70 10/07/2030                                                  | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $297043.55    | 0.03%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                 | Gildan Activewear Inc 5.40 10/07/2035                                                  | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $391805.45    | 0.04%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 5.89 04/04/2054                                                   | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89118.01     | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 4.90 07/01/2031                                                   | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215374.03    | 0.02%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 5.51 04/01/2036                                                   | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    445000 | PA      | $448295.05    | 0.05%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                              | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                              | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $380990.32    | 0.04%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 6.48 10/24/2029                                            | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    630000 | PA      | $657832.68    | 0.07%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 5.73 01/28/2056                                            | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258644.18    | 0.03%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 5.07 01/21/2037                                            | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249391.64    | 0.03%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 5.54 01/21/2047                                            | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186577.34    | 0.02%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                 | Goldman Sachs BDC Inc 5.10 01/28/2029                                                  | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    353000 | PA      | $346229.64    | 0.04%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                     | Goldman Sachs Private Credit Corp 5.05 02/23/2028                                      | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    535000 | PA      | $528951.37    | 0.06%             | 2028-02-23      | Fixed         | 5.05%                 | 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        |    283000 | PA      | $291302.12    | 0.03%             | 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        |    355000 | PA      | $352321.68    | 0.04%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                     | ITC Holdings Corp 5.50 04/15/2036                                                      | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135894.92    | 0.01%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2020-3 3.50                                                   | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128198 | PA      | $115358.24    | 0.01%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                    | NextEra Energy Inc                                                                     | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    103373 | NS      | $10118149.24  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                           | NVIDIA Corp                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    228175 | NS      | $45536884.75  | 5.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                               | O'Reilly Automotive Inc                                                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     31932 | NS      | $3174040.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                  | Parker-Hannifin Corp                                                                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3499 | NS      | $3182060.58   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                           | PepsiCo Inc                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     26757 | NS      | $4240716.93   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                               | Procter & Gamble Co/The                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     37797 | NS      | $5559560.73   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                  | Progressive Corp/The                                                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     10077 | NS      | $2028298.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                          | Prologis Inc                                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     41970 | NS      | $5960579.40   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Purchasing Power Funding 2026-A LLC                                   | Purchasing Power Funding 2026-A LLC 4.37                                               | CUSIP: 74614AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227000 | PA      | $1217759.22   | 0.13%             | 2030-08-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES2                                         | RCKT Mortgage Trust 2024-CES2 6.14                                                     | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241641 | PA      | $243314.06    | 0.03%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                | Regions Financial Corp                                                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    248452 | NS      | $7093304.60   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                        | S&P Global Inc                                                                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     10574 | NS      | $4559826.02   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| salesforce.com Inc                                                    | Salesforce Inc                                                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      8765 | NS      | $1547285.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                                               | SLB Ltd                                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    149675 | NS      | $8513514.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                        | ServiceNow Inc                                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     23300 | NS      | $2057623.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                            | Sysco Corp                                                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     50352 | NS      | $3761797.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                       | TJX Cos Inc/The                                                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     38577 | NS      | $6046944.75   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                             | Taiwan Semiconductor Manufacturing Co Ltd                                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      7431 | NS      | $2943121.86   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                             | Tesla Inc                                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     19216 | NS      | $7333402.08   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                          | Thermo Fisher Scientific Inc                                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      6908 | NS      | $3308655.68   | 0.37%             |  |  |  | No            |                  1 | 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        |    564000 | PA      | $587019.66    | 0.06%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-1                                      | Towd Point Mortgage Trust 2024-1 4.86                                                  | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    832643 | PA      | $848031.96    | 0.09%             | 2064-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                     | Tractor Supply Co                                                                      | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     24832 | NS      | $871603.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trackside Rail LLC                                                    | Trackside Rail LLC 4.89                                                                | CUSIP: 89239YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261520 | PA      | $1240546.29   | 0.14%             | 2056-03-20      | Fixed         | 4.89%                 | 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        |    485000 | NS      | $525138.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                 | Uber Technologies Inc                                                                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     29959 | NS      | $2235240.99   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                    | Union Pacific Corp                                                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     11347 | NS      | $3057789.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                                    | United Rentals Inc                                                                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      3694 | NS      | $3545648.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc                                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      8694 | NS      | $3220953.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP 2.50 11/15/2032                                                       | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    280000 | PA      | $230881.73    | 0.03%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029     | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $666206.47    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031     | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $544809.83    | 0.06%             | 2031-07-15      | Fixed         | 7.00%                 | 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        |    900000 | PA      | $890282.32    | 0.10%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                | Webster Financial Corp 5.78 09/11/2035                                                 | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400565.74    | 0.04%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc                                                        | Weir Group Inc 5.35 05/06/2030                                                         | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    421000 | PA      | $427426.47    | 0.05%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.01 04/04/2051                                                       | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $283548.84    | 0.03%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.61 04/23/2036                                                       | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    460000 | PA      | $471921.93    | 0.05%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.43 01/23/2047                                                       | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199787.89    | 0.02%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                           | Workday Inc 3.80 04/01/2032                                                            | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    370000 | PA      | $344620.47    | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                              | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2175 Perpetual                              | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |   1000000 | NS      | $991897.09    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FIP Master Funding LLC                                                | FIP Master Funding LLC 4.90                                                            | CUSIP: 30332YAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1205665 | PA      | $1191343.12   | 0.13%             | 2056-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FS Commercial Mortgage Trust 2023-4SZN                                | FS Commercial Mortgage Trust 2023-4SZN 7.07                                            | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $766533.04    | 0.08%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    964448 | PA      | $848367.69    | 0.09%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3132DMJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1418042 | PA      | $1243534.96   | 0.14%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.77 04/22/2035                                                    | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    644000 | PA      | $671541.85    | 0.07%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.10 04/22/2031                                                    | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    549000 | PA      | $559432.80    | 0.06%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 4.35 01/22/2032                                                    | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285634.08    | 0.03%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 4.41 04/23/2030                                                    | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    535000 | PA      | $532932.52    | 0.06%             | 2030-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 4.62 04/23/2032                                                    | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    530000 | PA      | $527584.17    | 0.06%             | 2032-04-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.15 04/23/2037                                                    | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288378.34    | 0.03%             | 2037-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-8                                     | J.P. Morgan Mortgage Trust 2023-8 6.00                                                 | CUSIP: 46657CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237278 | PA      | $239281.32    | 0.03%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-7                                       | JP Morgan Mortgage Trust 2023-7 5.50                                                   | CUSIP: 46657DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    779563 | PA      | $780742.59    | 0.09%             | 2054-02-25      | Variable      | 5.50%                 | 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        |    747675 | PA      | $749635.09    | 0.08%             | 2054-06-25      | Variable      | 6.00%                 | 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        |    457242 | PA      | $457966.60    | 0.05%             | 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        |    220638 | PA      | $220671.70    | 0.02%             | 2055-03-25      | Variable      | 5.50%                 | 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        |   1106137 | PA      | $1108689.96   | 0.12%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-CES1                                    | JP Morgan Mortgage Trust 2026-CES1 4.91                                                | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1781426 | PA      | $1769273.46   | 0.20%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-ACES1                                   | JP Morgan Mortgage Trust 2026-ACES1 4.89                                               | CUSIP: 46664MAA9<br>LEI: 529900YPO46YLJDFF157 | Long             | ABS-MBS          | CORP              | US        |   1729614 | PA      | $1718907.45   | 0.19%             | 2066-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                         | Jefferies Financial Group Inc 5.50 02/15/2036                                          | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    317000 | PA      | $305401.03    | 0.03%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISER FDTN HOSPITALS                                                 | Kaiser Foundation Hospitals 3.00 06/01/2051                                            | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    220000 | PA      | $140590.51    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                 | Kentucky Utilities Co 5.85 08/15/2055                                                  | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    248000 | PA      | $245976.96    | 0.03%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                               | KeyCorp 6.40 03/06/2035                                                                | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $196770.38    | 0.02%             | 2035-03-06      | Variable      | 6.40%                 | 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        |    215000 | PA      | $197715.53    | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 6.63 11/01/2034                                                         | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    740000 | PA      | $806523.73    | 0.09%             | 2034-11-01      | Variable      | 6.63%                 | 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        |    305000 | PA      | $301259.21    | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                       | United Nations Development Corp 6.54% 08/01/2055                                       | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57790.69     | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                      | United Rentals North America Inc 6.00 12/15/2029                                       | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157750.79    | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.63 11/15/2045                                       | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $573375.00    | 0.06%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.63 02/15/2046                                       | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2292187.49   | 0.25%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 11/15/2032                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1196296.87   | 0.13%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 12/31/2029                                       | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $398843.75    | 0.04%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 08/15/2033                                       | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $195589.84    | 0.02%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 08/31/2030                                       | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $5727720.70   | 0.63%             | 2030-08-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.63 09/15/2026                                       | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $301015.92    | 0.03%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.88 10/31/2030                                       | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4762886.74   | 0.53%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.38 11/30/2030                                       | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $8323480.44   | 0.92%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                   | Dominion Energy Inc (pfd) 4.35% 04/15/2175 Perpetual                                   | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |    528000 | NS      | $523712.59    | 0.06%             |  |  |  | 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        |    480000 | PA      | $519847.30    | 0.06%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 5.35 03/15/2053                                               | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111858.07    | 0.01%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                     | Duke University Health System Inc 3.92 06/01/2047                                      | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54915.68     | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 12/31/2030                                       | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $395468.75    | 0.04%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 02/28/2031                                       | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3332226.55   | 0.37%             | 2031-02-28      | Fixed         | 4.25%                 | 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        |   2100000 | PA      | $2112140.63   | 0.23%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 06/30/2029                                       | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2120220.71   | 0.23%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 10/31/2031                                       | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1202625.00   | 0.13%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.38 12/31/2029                                       | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2028320.32   | 0.22%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                            | Verizon Communications Inc 5.88 11/30/2055                                             | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    164000 | PA      | $158603.69    | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                | VERTICAL BRIDGE CC LLC 5.16                                                            | CUSIP: 92535VAQ5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |    929101 | PA      | $922085.08    | 0.10%             | 2055-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                    | Verus Securitization Trust 2021-R2 1.23                                                | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100900 | PA      | $96672.19     | 0.01%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                     | Vornado Realty LP 5.75 02/01/2033                                                      | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    341000 | PA      | $341672.75    | 0.04%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                               | Duke Energy Florida LLC 5.95 11/15/2052                                                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228066.67    | 0.03%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                               | Duke Energy Florida LLC 4.85 12/01/2035                                                | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164263.34    | 0.02%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                        | EFMT 2024-NQM1 5.81                                                                    | CUSIP: 26845DAB1<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |    452646 | PA      | $456107.94    | 0.05%             | 2069-11-25      | Variable      | 5.81%                 | 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        |    865000 | PA      | $872741.75    | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                   | Eagle Materials Inc 5.00 03/15/2036                                                    | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    382000 | PA      | $367614.75    | 0.04%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                            | Eaton Corp 4.20 03/06/2031                                                             | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226861.20    | 0.03%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                            | Eaton Corp 4.80 03/06/2036                                                             | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206819.31    | 0.02%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                  | Emera US Finance LLC 5.20 04/01/2033                                                   | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $134168.26    | 0.01%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                          | Enbridge Inc 6.00 01/15/2077                                                           | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $852907.85    | 0.09%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP 6.13 12/15/2045                                                     | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333073.13    | 0.04%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP 5.95 05/15/2054                                                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    365000 | PA      | $344915.78    | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                   | Equinix Europe 2 Financing Corp LLC 4.70 03/15/2033                                    | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    415000 | PA      | $406610.19    | 0.04%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 5.50 11/15/2045                                                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    195000 | PA      | $181333.03    | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 4.60 11/15/2032                                                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    570000 | PA      | $563431.01    | 0.06%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                    | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2175 Perpetual                    | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |    400000 | NS      | $401470.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                    | Banco Bilbao Vizcaya Argentaria SA (pfd) 9.38% 12/19/2174 Perpetual                    | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |    200000 | NS      | $220305.60    | 0.02%             |  |  |  | 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        |    200000 | NS      | $199195.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                    | Banco Santander SA (pfd) 9.63% 02/21/2175 Perpetual                                    | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |    400000 | NS      | $439481.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 5.63 11/15/2055                                                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    540000 | PA      | $496175.20    | 0.05%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                     | Fannie Mae REMICS 2.00                                                                 | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7135062 | PA      | $897703.55    | 0.10%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     99014 | PA      | $88827.08     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1594681 | PA      | $1416089.23   | 0.16%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 4.26 02/22/2048                                                    | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $426978.18    | 0.05%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| FLINT WATER ADVOCACY FUND                                             | Michigan Strategic Fund 3.23% 09/01/2047                                               | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $430425.18    | 0.05%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp 5.51 01/24/2036                                                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347870.68    | 0.04%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp 5.49 04/23/2037                                                   | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1044347.02   | 0.12%             | 2037-04-23      | Variable      | 5.49%                 | 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        |   1011000 | PA      | $1065043.01   | 0.12%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                      | Bank of New York Mellon Corp/The 5.09 04/23/2037                                       | CUSIP: 06406RCM7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223354.74    | 0.02%             | 2037-04-23      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                 | MidAmerican Energy Co 5.85 09/15/2054                                                  | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    980000 | PA      | $980567.87    | 0.11%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                          | Missouri Highway & Transportation Commission 5.45% 05/01/2033                          | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $132742.08    | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 6.41 11/01/2029                                                         | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177193.00    | 0.02%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 07/31/2027                                       | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1500615.24   | 0.17%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 08/31/2032                                       | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1771523.44   | 0.20%             | 2032-08-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.50 10/31/2027                                       | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3978593.76   | 0.44%             | 2027-10-31      | Fixed         | 3.50%                 | 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        |   1000000 | PA      | $1061058.00   | 0.12%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                 | BANK5 Trust 2024-5YR6 6.23                                                             | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692000 | PA      | $719350.75    | 0.08%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| BARC 2026-CES1                                                        | BARC 2026-CES1 4.85                                                                    | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1523543 | PA      | $1509886.58   | 0.17%             | 2056-01-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2026-NQM2                                | Barclays Mortgage Loan Trust 2026-NQM2 4.70                                            | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1683515 | PA      | $1669256.72   | 0.18%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                              | Baxter International Inc 4.90 12/15/2030                                               | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331607.83    | 0.04%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    457469 | PA      | $433608.41    | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 3140N24W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    581191 | PA      | $565528.58    | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    733577 | PA      | $732863.44    | 0.08%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 11/30/2032                                       | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5852226.54   | 0.65%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 12/31/2032                                       | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $883722.65    | 0.10%             | 2032-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2044115 | PA      | $1745090.65   | 0.19%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1602661 | PA      | $1504873.72   | 0.17%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    885172 | PA      | $785069.89    | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 01/31/2031                                       | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $988671.88    | 0.11%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 01/31/2033                                       | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $593273.44    | 0.07%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 02/15/2036                                       | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1174781.26   | 0.13%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.38 02/29/2028                                       | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $4361757.80   | 0.48%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.63 02/28/2031                                       | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $5279765.65   | 0.58%             | 2031-02-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.50 03/15/2029                                       | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1780382.81   | 0.20%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 03/31/2033                                       | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2005937.50   | 0.22%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 03/31/2028                                       | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $7398843.75   | 0.82%             | 2028-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 04/30/2028                                       | CUSIP: 91282CQL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $5386183.61   | 0.59%             | 2028-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc 5.05 04/15/2053                                                 | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    495000 | PA      | $438659.89    | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc 5.30 06/15/2035                                                 | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    196000 | PA      | $199996.45    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue | Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060 | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $154299.19    | 0.02%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                              | University of California 3.07% 05/15/2051                                              | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $122823.54    | 0.01%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                    | Venture Global Plaquemines LNG LLC 6.75 01/15/2036                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    328000 | PA      | $348832.92    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                            | Deere & Co                                                                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5313 | NS      | $3133979.31   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                         | Dynatrace Inc                                                                          | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55025 | NS      | $1992455.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                            | Ecolab Inc                                                                             | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     11684 | NS      | $3044850.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                           | Equinix Inc                                                                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      3130 | NS      | $3389257.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     15607 | NS      | $9550079.37   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                            | FedEx Corp                                                                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      6946 | NS      | $2801391.26   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                              | Ferguson Enterprises Inc                                                               | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      9923 | NS      | $2656486.33   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                                        | GE Vernova Inc                                                                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      3988 | NS      | $4320838.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                                   | Gilead Sciences Inc                                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     34665 | NS      | $4535568.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5106 | NS      | $4716769.62   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                    | Home Depot Inc/The                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     19454 | NS      | $6396475.20   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                           | Honeywell International Inc                                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     18828 | NS      | $4035405.24   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                                | IDEXX Laboratories Inc                                                                 | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      4754 | NS      | $2666043.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                         | Intercontinental Exchange Inc                                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     15334 | NS      | $2424152.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                                  | International Business Machines Corp                                                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     27272 | NS      | $6299286.56   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                                | Intuitive Surgical Inc                                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5065 | NS      | $2317794.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                                              | iShares Core S&P 500 ETF                                                               | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      1683 | NS      | $1215243.81   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     26703 | NS      | $8364180.69   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                                          | KKR & Co Inc                                                                           | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     20941 | NS      | $2184983.94   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                     | Lam Research Corp                                                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     14387 | NS      | $3709831.82   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                | Liberty Media Corp-Liberty Formula One                                                 | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9164 | NS      | $787645.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                        | Eli Lilly & Co                                                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      7846 | NS      | $7332871.60   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                              | Marsh & McLennan Cos Inc                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     12099 | NS      | $2029123.29   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                         | Marriott International Inc/MD                                                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     11953 | NS      | $4323280.57   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                        | Mastercard Inc                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     16847 | NS      | $8472693.24   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                        | Merck & Co Inc                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     24856 | NS      | $2713778.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc                                                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     47864 | NS      | $3833906.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                        | Microsoft Corp                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     83729 | NS      | $34143011.62  | 3.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                 | Micron Technology Inc                                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     10229 | NS      | $5290029.64   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-CES1                   | Santander Mortgage Asset Receivable Trust 2026-CES1 4.98                               | CUSIP: 802932AB9<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |   2039333 | PA      | $2023398.88   | 0.22%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-NQM2                   | Santander Mortgage Asset Receivable Trust 2026-NQM2 4.70                               | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |    974908 | PA      | $966686.83    | 0.11%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                   | Saudi Government International Bond 4.88 01/12/2036                                    | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    900000 | PA      | $886559.90    | 0.10%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                               | Charles Schwab Corp/The (pfd) 4.00% 06/01/2174 Perpetual                               | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   1450000 | NS      | $1448546.49   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                            | Verizon Communications Inc                                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     37685 | NS      | $1810010.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                            | Vertex Pharmaceuticals Inc                                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      6328 | NS      | $2704460.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                              | Visa Inc                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     14574 | NS      | $4807088.16   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                         | Welltower Inc                                                                          | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     29790 | NS      | $6474558.60   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                                  | Western Digital Corp                                                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      6708 | NS      | $2914760.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                  | Williams Cos Inc/The                                                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     71357 | NS      | $5445252.67   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                           | Workday Inc                                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     13026 | NS      | $1594382.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                                          | Xylem Inc/NY                                                                           | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     31264 | NS      | $3694154.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                            | AbbVie Inc                                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     22970 | NS      | $4854020.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                              | Agilent Technologies Inc                                                               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     13906 | NS      | $1606838.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                            | Airbnb Inc                                                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      7386 | NS      | $1036698.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                          | Alphabet Inc                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    103030 | NS      | $39645944.00  | 4.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     81430 | NS      | $21583835.80  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                   | American Express Co                                                                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     14519 | NS      | $4690362.95   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                           | Cencora Inc                                                                            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      7602 | NS      | $2341492.02   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                 | Applied Materials Inc                                                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     12261 | NS      | $4836841.89   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp                                                                          | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      4381 | NS      | $1955459.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                         | Automatic Data Processing Inc                                                          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     12934 | NS      | $2741231.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                             | Ball Corp                                                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     42581 | NS      | $2600847.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    144495 | NS      | $7724702.70   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                                         | Blackrock Inc                                                                          | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      3213 | NS      | $3423772.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                  | Booking Holdings Inc                                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     15600 | NS      | $2626416.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                               | Bristol-Myers Squibb Co                                                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     29524 | NS      | $1788859.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                          | Broadcom Inc                                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     49093 | NS      | $20492890.99  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                                       | Cigna Group/The                                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     16053 | NS      | $4664680.74   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                            | Cadence Design Systems Inc                                                             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     16674 | NS      | $5495583.66   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc                                                                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      5456 | NS      | $1500127.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                                | Church & Dwight Co Inc                                                                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     26246 | NS      | $2547436.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                         | Coherent Corp                                                                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2809 | NS      | $898065.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                  | Colgate-Palmolive Co                                                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     19869 | NS      | $1696017.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                 | Costco Wholesale Corp                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      3892 | NS      | $3948550.76   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                              | Crowdstrike Holdings Inc                                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      4741 | NS      | $2113300.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                           | Cummins Inc                                                                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     10422 | NS      | $6993266.22   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                                          | Danaher Corp                                                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     23411 | NS      | $4189398.45   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 4.89 10/22/2036                                                         | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160183.40    | 0.02%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 4.81 04/16/2032                                                         | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    490000 | PA      | $488907.51    | 0.05%             | 2032-04-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2023-2                 | Morgan Stanley Residential Mortgage Loan Trust 2023-2 6.00                             | CUSIP: 61775JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    776272 | PA      | $778135.44    | 0.09%             | 2053-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                        | Morgan Stanley Private Bank NA 4.73 07/18/2031                                         | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224744.34    | 0.02%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM21 Trust                                                  | OBX 2025-NQM21 Trust 4.99                                                              | CUSIP: 67448BAE4<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |    251066 | PA      | $250289.68    | 0.03%             | 2065-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                             | Occidental Petroleum Corp 4.20 03/15/2048                                              | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    190000 | PA      | $144829.93    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                             | Occidental Petroleum Corp 6.20 03/15/2040                                              | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196469.88    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                             | Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048                             | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $237399.46    | 0.03%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund            | State Street Institutional US Government Money Market Fund                             | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   7503812 | NS      | $7503812.38   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund            | State Street Institutional US Government Money Market Fund                             | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1093852 | NS      | $1093851.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Portfolio High Yield Bond ETF                       | State Street SPDR Portfolio High Yield Bond ETF                                        | CUSIP: 78468R606<br>LEI: N/A                  | Long             | EC               | RF                | US        |     75900 | NS      | $1787445.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilt                                                   | United Kingdom Gilt 4.75 10/22/2035                                                    | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1730000 | PA      | $2307003.91   | 0.25%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                              | US LONG BOND(CBT) Jun26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        96 | NC      | $-270421.65   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                       | US ULTRA BOND CBT Jun26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       182 | NC      | $-877526.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                         | US 10YR NOTE (CBT)Jun26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -6 | NC      | $5644.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                          | US 2YR NOTE (CBT) Jun26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       142 | NC      | $-2511.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                   | US 10yr Ultra Fut Jun26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -6 | NC      | $738.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                          | ING Groep NV (pfd) 4.88% 05/16/2174 Perpetual                                          | CUSIP: N4578EKR8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |    930000 | NS      | $900624.31    | 0.10%             |  |  |  | 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        |    800000 | NS      | $813150.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                           | New Zealand Government Bond 4.50 05/15/2035                                            | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   3630000 | PA      | $2127987.30   | 0.23%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                            | Zoetis Inc                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     23598 | NS      | $2713062.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                       | ASML Holding NV                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1532 | NS      | $2214575.87   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                        | Eaton Corp PLC                                                                         | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     11592 | NS      | $5019451.92   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                    | Johnson Controls International plc                                                     | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     32255 | NS      | $4710197.65   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN Amro Mortgage Corp                                                | ABN Amro Mortgage Corp 5.50                                                            | CUSIP: 000780BZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       760 | PA      | $762.43       | 0.00%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                   | Abbott Laboratories 4.65 03/15/2036                                                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    525000 | PA      | $510064.31    | 0.06%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                   | Abbott Laboratories 5.50 03/15/2056                                                    | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    395000 | PA      | $382180.39    | 0.04%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                            | Allianz SE 6.35 09/06/2053                                                             | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $419101.60    | 0.05%             | 2053-09-06      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                              | Allison Transmission Inc 5.88 12/01/2033                                               | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    264000 | PA      | $267120.74    | 0.03%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | FNCL 5 5/26 MBS 30yr                                                                   | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3641000 | PA      | $3587566.94   | 0.40%             | 2056-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                          | Alphabet Inc 4.40 02/15/2033                                                           | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    645000 | PA      | $635367.66    | 0.07%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                          | Alphabet Inc 4.80 02/15/2036                                                           | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    465000 | PA      | $460528.91    | 0.05%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                          | Alphabet Inc 5.65 02/15/2056                                                           | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    395000 | PA      | $387701.83    | 0.04%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc 4.55 03/13/2033                                                         | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    445000 | PA      | $439798.49    | 0.05%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc 4.88 03/13/2036                                                         | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349929.64    | 0.04%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bemis Co Inc                                                          | Amcor Flexibles North America Inc 5.13 03/12/2036                                      | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    392000 | PA      | $382218.61    | 0.04%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                             | Amgen Inc 5.65 03/02/2053                                                              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    435000 | PA      | $418588.26    | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                   | Antares Holdings LP 6.35 10/23/2029                                                    | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $663072.80    | 0.07%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.13 12/01/2029                                                          | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97790.63     | 0.01%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.38 12/01/2031                                                          | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    441000 | PA      | $445475.51    | 0.05%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                   | Ashtead Capital Inc 5.95 10/15/2033                                                    | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415473.92    | 0.05%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                 | Athene Global Funding 5.53 07/11/2031                                                  | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    287000 | PA      | $288605.41    | 0.03%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                         | Atlas Warehouse Lending Co LP 6.25 01/15/2030                                          | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028516.90   | 0.11%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                         | Atlas Warehouse Lending Co LP 4.95 11/15/2030                                          | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245956.50    | 0.03%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1514058 | PA      | $1381102.91   | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1151158 | PA      | $1112750.03   | 0.12%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2673110 | PA      | $2656210.59   | 0.29%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1908439 | PA      | $1893824.85   | 0.21%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                          | Fedex Freight Holding Co Inc 5.25 03/15/2036                                           | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    532000 | PA      | $518088.68    | 0.06%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                 | Flexential Issuer LLC 6.03                                                             | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1027000 | PA      | $1023535.62   | 0.11%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                     | Flowers Foods Inc 5.75 03/15/2035                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216944.53    | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                       | Foothill-Eastern Transportation Corridor Agency 4.09% 01/15/2049                       | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $223331.90    | 0.02%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8              | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8 5.42                          | CUSIP: 61779QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588736 | PA      | $585987.88    | 0.06%             | 2070-09-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9              | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9 5.22                          | CUSIP: 61779VAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1414581 | PA      | $1408521.64   | 0.16%             | 2070-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-1                 | Morgan Stanley Residential Mortgage Loan Trust 2025-1 6.00                             | CUSIP: 617944AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506963 | PA      | $511244.18    | 0.06%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-1                 | Morgan Stanley Residential Mortgage Loan Trust 2025-1 6.00                             | CUSIP: 617944AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329386 | PA      | $330860.80    | 0.04%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2              | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2 4.73                          | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924447 | PA      | $917258.59    | 0.10%             | 2071-01-26      | Variable      | 4.73%                 | 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        |   1093207 | PA      | $1037179.67   | 0.11%             | 2053-09-22      | Fixed         | 5.36%                 | 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        |    250000 | PA      | $247134.38    | 0.03%             | 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        |    327000 | PA      | $299059.57    | 0.03%             | 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        |   1350000 | PA      | $823500.00    | 0.09%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                   | New Jersey Turnpike Authority 7.10% 01/01/2041                                         | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     95000 | PA      | $108670.24    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                   | City of New York NY 6.27% 12/01/2037                                                   | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100286.08    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                             | Niagara Mohawk Power Corp 4.65 10/03/2030                                              | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129679.62    | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                                               | Northern Natural Gas Co 5.63 02/01/2054                                                | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147748.85    | 0.02%             | 2054-02-01      | Fixed         | 5.62%                 | 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        |    619000 | PA      | $611172.63    | 0.07%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                     | Novant Health Inc 3.17 11/01/2051                                                      | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    205000 | PA      | $133249.68    | 0.01%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                 | Novartis Capital Corp 5.70 03/18/2056                                                  | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140331.00    | 0.02%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                               | O'Reilly Automotive Inc 5.10 03/12/2036                                                | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188079.99    | 0.02%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 Trust                                                   | OBX 2024-HYB2 Trust 3.71                                                               | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302072 | PA      | $302141.94    | 0.03%             | 2053-04-25      | Variable      | 3.71%                 | 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        |    352215 | PA      | $353692.33    | 0.04%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 4.80 09/26/2032                                                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    715000 | PA      | $680137.02    | 0.08%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.20 09/26/2035                                                            | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    413000 | PA      | $385063.77    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.35 05/04/2033                                                            | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    420000 | PA      | $408513.00    | 0.05%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.70 02/04/2036                                                            | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    197000 | PA      | $189287.92    | 0.02%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                           | Ovintiv Inc 7.10 07/15/2053                                                            | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    335000 | PA      | $365202.62    | 0.04%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                           | Blue Owl Credit Income Corp 7.75 09/16/2027                                            | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509351.41    | 0.06%             | 2027-09-16      | Fixed         | 7.75%                 | 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        |    525000 | PA      | $522870.60    | 0.06%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC2 Trust                                                 | PRKCM 2026-AFC2 Trust 5.37                                                             | CUSIP: 69383YAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1697333 | PA      | $1700959.93   | 0.19%             | 2061-04-25      | Variable      | 5.37%                 | 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        |   1164686 | PA      | $1162962.49   | 0.13%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRKCM 2025-AFC1 Trust                                                 | PRKCM 2025-AFC1 Trust 5.10                                                             | CUSIP: 69392YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1018996 | PA      | $1015993.37   | 0.11%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                        | Palmer Square Loan Funding 2025-1 Ltd 4.85                                             | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498936.85    | 0.06%             | 2033-02-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Pepperdine University                                                 | Pepperdine University 3.30 12/01/2059                                                  | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |    355000 | PA      | $222211.19    | 0.02%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 5.95 01/28/2031                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    707000 | PA      | $692121.19    | 0.08%             | 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        |    758000 | PA      | $795221.17    | 0.09%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                    | Plains All American Pipeline LP / PAA Finance Corp 5.60 01/15/2036                     | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $262592.40    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                               | Port Authority of New York & New Jersey 4.93% 10/01/2051                               | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $45848.27     | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 Trust                                                 | PRKCM 2026-AFC1 Trust 4.68                                                             | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1288047 | PA      | $1276490.08   | 0.14%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-1                               | Provident Funding Mortgage Trust 2025-1 5.50                                           | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1196555 | PA      | $1197576.05   | 0.13%             | 2055-02-25      | Variable      | 5.50%                 | 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        |    827838 | PA      | $828567.07    | 0.09%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                              | Baxter International Inc 5.65 12/15/2035                                               | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    191000 | PA      | $187716.74    | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                  | Beignet Investor LLC 6.58 05/30/2049                                                   | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $273914.62    | 0.03%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-10                             | Chase Home Lending Mortgage Trust 2024-10 6.00                                         | CUSIP: 16159YAD2<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |    414502 | PA      | $416259.94    | 0.05%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                              | Chase Home Lending Mortgage Trust 2024-9 5.50                                          | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353667 | PA      | $354107.99    | 0.04%             | 2055-09-25      | Variable      | 5.50%                 | 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        |   1259471 | PA      | $1260642.62   | 0.14%             | 2056-06-25      | Variable      | 5.50%                 | 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        |   1021028 | PA      | $1026138.18   | 0.11%             | 2056-06-25      | Variable      | 6.00%                 | 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        |    595807 | PA      | $476488.55    | 0.05%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 6.20 03/01/2055                                                                | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128715.74    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 4.90 11/15/2035                                                                | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    545000 | PA      | $527750.04    | 0.06%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 5.30 05/15/2036                                                                | CUSIP: 404119DL0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    890000 | PA      | $882321.96    | 0.10%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2026-CES2                                         | RCKT Mortgage Trust 2026-CES2 4.76                                                     | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |   1495273 | PA      | $1482019.27   | 0.16%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2026-CES3                                         | RCKT Mortgage Trust 2026-CES3 5.14                                                     | CUSIP: 74940LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1483467 | PA      | $1482540.66   | 0.16%             | 2056-03-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES6                                         | RCKT Mortgage Trust 2024-CES6 5.34% 09/25/2044                                         | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197750 | PA      | $198096.46    | 0.02%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES1                                         | RCKT Mortgage Trust 2024-CES1 6.03                                                     | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387132 | PA      | $389117.98    | 0.04%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| RNL PH Owner LLC                                                      | RNL PH Owner LLC 4.91                                                                  | CUSIP: 74983YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    779505 | PA      | $763140.77    | 0.08%             | 2056-03-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1                                                           | RKTL 2026-1 4.07                                                                       | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933698 | PA      | $933224.23    | 0.10%             | 2035-02-26      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust 2025-J3                                 | Radian Mortgage Capital Trust 2025-J3 5.50                                             | CUSIP: 75024RAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399698 | PA      | $400022.76    | 0.04%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 205-J1                                            | Rate Mortgage Trust 205-J1 5.50                                                        | CUSIP: 75410CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253173 | PA      | $254310.74    | 0.03%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                           | Royal Caribbean Cruises Ltd 6.00 02/01/2033                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    208000 | PA      | $211242.89    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                      | SCF Equipment Leasing 2024-1 LLC 5.56                                                  | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $305944.02    | 0.03%             | 2032-04-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2026-3                                  | SG Residential Mortgage Trust 2026-3 5.19                                              | CUSIP: 78398MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    807000 | PA      | $806996.86    | 0.09%             | 2066-04-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                          | SM Energy Co 6.75 09/15/2026                                                           | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265221.54    | 0.03%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sofi Mortgage Trust 2016-1                                            | Sofi Mortgage Trust 2016-1 3.00                                                        | CUSIP: 78471KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31932 | PA      | $28766.64     | 0.00%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                           | SVC ABS LLC 5.16                                                                       | CUSIP: 78488JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    796447 | PA      | $782925.17    | 0.09%             | 2056-03-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust 2025-DATA                              | SWCH Commercial Mortgage Trust 2025-DATA 5.10                                          | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1213000 | PA      | $1204125.93   | 0.13%             | 2042-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                    | Salesforce Inc 4.90 09/15/2031                                                         | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    535000 | PA      | $533553.18    | 0.06%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                    | Salesforce Inc 5.20 03/15/2033                                                         | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394406.47    | 0.04%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-NQM3                   | Santander Mortgage Asset Receivable Trust 2026-NQM3 5.18                               | CUSIP: 802929AC3<br>LEI: 2549005ZY4JF8SF73087 | Long             | ABS-MBS          | CORP              | US        |   1074648 | PA      | $1074606.51   | 0.12%             | 2066-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-CES1                   | Santander Mortgage Asset Receivable Trust 2026-CES1 4.88                               | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |   1335277 | PA      | $1326326.00   | 0.15%             | 2056-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-26

**Name of Applicant:** American Century Mutual Funds, Inc.

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer