# EDGAR Filing Document

**Accession Number:** 0000100334
**File Stem:** 0001145549-23-018811
**Filing Date:** 2023-3
**Character Count:** 394864
**Document Hash:** e9515a29be7b12037fd241a93c515f54
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018811.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018811

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY MUTUAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000100334
- **IRS NUMBER:** 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:** 23768365

**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           |

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**Balanced Fund**

**January 31, 2023**

------

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

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| | | |
|:---|:---|:---|
| | **Shares/<br>Principal Amount ($)** | **Value ($)** |
| **COMMON STOCKS — 60.2%** | | |
| **Aerospace and Defense — 0.7%** | | |
| Lockheed Martin Corp. | 13702 | 6347589 |
| **Air Freight and Logistics — 0.5%** |  |  |
| United Parcel Service, Inc., Class B | 25592 | 4740406 |
| **Auto Components — 0.5%** |  |  |
| Aptiv PLC<sup>(1)</sup> | 39891 | 4511273 |
| **Automobiles — 0.5%** |  |  |
| Tesla, Inc.<sup>(1)</sup> | 25606 | 4435471 |
| **Banks — 2.0%** |  |  |
| Bank of America Corp. | 51623 | 1831584 |
| JPMorgan Chase & Co. | 58879 | 8240705 |
| Regions Financial Corp. | 321073 | 7558058 |
|  |  | 17630347 |
| **Beverages — 1.0%** |  |  |
| PepsiCo, Inc. | 50221 | 8588795 |
| **Biotechnology — 1.5%** |  |  |
| AbbVie, Inc. | 41752 | 6168858 |
| Amgen, Inc. | 15277 | 3855915 |
| Vertex Pharmaceuticals, Inc.<sup>(1)</sup> | 9439 | 3049741 |
|  |  | 13074514 |
| **Building Products — 1.1%** |  |  |
| Johnson Controls International PLC | 96657 | 6724428 |
| Masco Corp. | 49812 | 2649998 |
|  |  | 9374426 |
| **Capital Markets — 2.9%** |  |  |
| Ameriprise Financial, Inc. | 12674 | 4437421 |
| BlackRock, Inc. | 7098 | 5388873 |
| Intercontinental Exchange, Inc. | 25530 | 2745751 |
| Morgan Stanley | 94281 | 9176370 |
| S&P Global, Inc. | 9201 | 3449823 |
|  |  | 25198238 |
| **Chemicals — 1.5%** |  |  |
| Air Products and Chemicals, Inc. | 11206 | 3591635 |
| Ecolab, Inc. | 14316 | 2216546 |
| Linde PLC | 22032 | 7291270 |
|  |  | 13099451 |
| **Communications Equipment — 1.1%** |  |  |
| Cisco Systems, Inc. | 203420 | 9900451 |
| **Consumer Finance — 0.4%** |  |  |
| American Express Co. | 17653 | 3088039 |
| **Containers and Packaging — 0.4%** |  |  |
| Ball Corp. | 52283 | 3044962 |
| **Diversified Telecommunication Services — 0.8%** |  |  |
| Verizon Communications, Inc. | 164535 | 6839720 |
| **Electric Utilities — 1.1%** |  |  |
| NextEra Energy, Inc. | 128237 | 9570327 |
| **Electrical Equipment — 0.6%** |  |  |
| Eaton Corp. PLC | 25350 | 4112024 |
| Generac Holdings, Inc.<sup>(1)</sup> | 6580 | 793548 |
|  |  | 4905572 |

---

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| | | |
|:---|:---|:---|
| **Electronic Equipment, Instruments and Components — 1.4%** | | |
| CDW Corp. | 27126 | 5317510 |
| Cognex Corp. | 22152 | 1212600 |
| Keysight Technologies, Inc.<sup>(1)</sup> | 28793 | 5164025 |
|  |  | 11694135 |
| **Energy Equipment and Services — 1.5%** |  |  |
| Schlumberger Ltd. | 227387 | 12956511 |
| **Entertainment — 0.9%** |  |  |
| Electronic Arts, Inc. | 17904 | 2303887 |
| Liberty Media Corp.-Liberty Formula One, Class C<sup>(1)</sup> | 20109 | 1423717 |
| Walt Disney Co.<sup>(1)</sup> | 39067 | 4238379 |
|  |  | 7965983 |
| **Equity Real Estate Investment Trusts (REITs) — 1.7%** |  |  |
| Prologis, Inc. | 91382 | 11813865 |
| SBA Communications Corp. | 10341 | 3076758 |
|  |  | 14890623 |
| **Food and Staples Retailing — 1.5%** |  |  |
| Costco Wholesale Corp. | 6826 | 3489042 |
| Kroger Co. | 80094 | 3574595 |
| Sysco Corp. | 76105 | 5895093 |
|  |  | 12958730 |
| **Food Products — 0.6%** |  |  |
| Mondelez International, Inc., Class A | 69206 | 4528841 |
| Vital Farms, Inc.<sup>(1)</sup> | 25270 | 444246 |
|  |  | 4973087 |
| **Health Care Equipment and Supplies — 0.7%** |  |  |
| Edwards Lifesciences Corp.<sup>(1)</sup> | 52193 | 4003203 |
| Medtronic PLC | 9368 | 784008 |
| ResMed, Inc. | 5108 | 1166514 |
|  |  | 5953725 |
| **Health Care Providers and Services — 3.1%** |  |  |
| Cigna Corp. | 27440 | 8689425 |
| CVS Health Corp. | 60697 | 5354689 |
| Humana, Inc. | 5779 | 2957114 |
| UnitedHealth Group, Inc. | 19746 | 9857006 |
|  |  | 26858234 |
| **Hotels, Restaurants and Leisure — 0.6%** |  |  |
| Airbnb, Inc., Class A<sup>(1)</sup> | 12641 | 1404541 |
| Booking Holdings, Inc.<sup>(1)</sup> | 1157 | 2816254 |
| Chipotle Mexican Grill, Inc.<sup>(1)</sup> | 855 | 1407655 |
|  |  | 5628450 |
| **Household Products — 1.0%** |  |  |
| Colgate-Palmolive Co. | 30218 | 2252148 |
| Procter & Gamble Co. | 42082 | 5991635 |
|  |  | 8243783 |
| **Industrial Conglomerates — 0.6%** |  |  |
| Honeywell International, Inc. | 23622 | 4924715 |
| **Insurance — 1.4%** |  |  |
| Marsh & McLennan Cos., Inc. | 25851 | 4521598 |
| Prudential Financial, Inc. | 38065 | 3994541 |
| Travelers Cos., Inc. | 20883 | 3991159 |
|  |  | 12507298 |
| **Interactive Media and Services — 2.4%** |  |  |
| Alphabet, Inc., Class A<sup>(1)</sup> | 210634 | 20819065 |

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| | | |
|:---|:---|:---|
| **Internet and Direct Marketing Retail — 1.5%** | | |
| Amazon.com, Inc.<sup>(1)</sup> | 125504 | 12943228 |
| **IT Services — 2.6%** |  |  |
| Accenture PLC, Class A | 20417 | 5697364 |
| Mastercard, Inc., Class A | 18330 | 6793098 |
| Visa, Inc., Class A | 44394 | 10219943 |
|  |  | 22710405 |
| **Life Sciences Tools and Services — 1.3%** |  |  |
| Agilent Technologies, Inc. | 38975 | 5927318 |
| Thermo Fisher Scientific, Inc. | 9948 | 5673643 |
|  |  | 11600961 |
| **Machinery — 1.4%** |  |  |
| Cummins, Inc. | 18730 | 4673884 |
| Deere & Co. | 5823 | 2462197 |
| Parker-Hannifin Corp. | 6524 | 2126824 |
| Xylem, Inc. | 24995 | 2599730 |
|  |  | 11862635 |
| **Multiline Retail — 0.3%** |  |  |
| Target Corp. | 13523 | 2327849 |
| **Oil, Gas and Consumable Fuels — 1.5%** |  |  |
| ConocoPhillips | 105716 | 12883609 |
| **Personal Products — 0.1%** |  |  |
| Estee Lauder Cos., Inc., Class A | 3445 | 954541 |
| **Pharmaceuticals — 2.7%** |  |  |
| Bristol-Myers Squibb Co. | 98674 | 7168666 |
| Eli Lilly & Co. | 6130 | 2109640 |
| Merck & Co., Inc. | 48956 | 5258364 |
| Novo Nordisk A/S, B Shares | 29046 | 4019669 |
| Zoetis, Inc. | 26445 | 4376383 |
|  |  | 22932722 |
| **Road and Rail — 0.7%** |  |  |
| Norfolk Southern Corp. | 13273 | 3262636 |
| Uber Technologies, Inc.<sup>(1)</sup> | 40816 | 1262439 |
| Union Pacific Corp. | 8527 | 1741128 |
|  |  | 6266203 |
| **Semiconductors and Semiconductor Equipment — 3.4%** |  |  |
| Advanced Micro Devices, Inc.<sup>(1)</sup> | 50778 | 3815967 |
| Analog Devices, Inc. | 35242 | 6042946 |
| Applied Materials, Inc. | 53398 | 5953343 |
| ASML Holding NV | 5844 | 3866669 |
| GLOBALFOUNDRIES, Inc.<sup>(1)</sup> | 22030 | 1305938 |
| NVIDIA Corp. | 44074 | 8610737 |
|  |  | 29595600 |
| **Software — 5.5%** |  |  |
| Adobe, Inc.<sup>(1)</sup> | 3782 | 1400626 |
| Cadence Design Systems, Inc.<sup>(1)</sup> | 13627 | 2491424 |
| Microsoft Corp. | 150330 | 37253277 |
| Salesforce, Inc.<sup>(1)</sup> | 19960 | 3352681 |
| ServiceNow, Inc.<sup>(1)</sup> | 3182 | 1448224 |
| Workday, Inc., Class A<sup>(1)</sup> | 6793 | 1232454 |
|  |  | 47178686 |
| **Specialty Retail — 2.0%** |  |  |
| Home Depot, Inc. | 28806 | 9338041 |
| TJX Cos., Inc. | 67981 | 5564925 |
| Tractor Supply Co. | 8742 | 1993088 |
|  |  | 16896054 |

---

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| | | |
|:---|:---|:---|
| **Technology Hardware, Storage and Peripherals — 2.6%** | | |
| Apple, Inc. | 156076 | 22520206 |
| **Textiles, Apparel and Luxury Goods — 0.6%** |  |  |
| Deckers Outdoor Corp.<sup>(1)</sup> | 6235 | 2665338 |
| NIKE, Inc., Class B | 18664 | 2376487 |
|  |  | 5041825 |
| **TOTAL COMMON STOCKS**<br>(Cost $440,522,358) |  | **520438444** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 11.0%** |  |  |
| **Adjustable-Rate U.S. Government Agency Mortgage-Backed Securities — 0.1%** |  |  |
| FHLMC, VRN, 3.87%, (1-year H15T1Y plus 2.25%), 9/1/35 | 55895 | 56997 |
| FHLMC, VRN, 3.55%, (12-month LIBOR plus 1.87%), 7/1/36 | 15170 | 15400 |
| FHLMC, VRN, 4.20%, (1-year H15T1Y plus 2.14%), 10/1/36 | 59615 | 60935 |
| FHLMC, VRN, 3.43%, (1-year H15T1Y plus 2.26%), 4/1/37 | 64651 | 65778 |
| FHLMC, VRN, 4.09%, (12-month LIBOR plus 1.89%), 7/1/41 | 29847 | 29965 |
| FHLMC, VRN, 2.99%, (12-month LIBOR plus 1.63%), 1/1/44 | 66121 | 66470 |
| FHLMC, VRN, 3.54%, (12-month LIBOR plus 1.60%), 6/1/45 | 32457 | 32874 |
| FHLMC, VRN, 3.76%, (12-month LIBOR plus 1.63%), 8/1/46 | 85523 | 86324 |
| FHLMC, VRN, 3.09%, (12-month LIBOR plus 1.64%), 9/1/47 | 147585 | 143977 |
| FNMA, VRN, 5.17%, (6-month LIBOR plus 1.57%), 6/1/35 | 30616 | 30808 |
| FNMA, VRN, 5.31%, (6-month LIBOR plus 1.57%), 6/1/35 | 26564 | 26673 |
| FNMA, VRN, 3.85%, (1-year H15T1Y plus 2.15%), 3/1/38 | 58637 | 59935 |
| FNMA, VRN, 3.18%, (12-month LIBOR plus 1.61%), 3/1/47 | 104537 | 100939 |
| FNMA, VRN, 3.12%, (12-month LIBOR plus 1.61%), 4/1/47 | 56987 | 54989 |
| FNMA, VRN, 3.20%, (12-month LIBOR plus 1.62%), 5/1/47 | 83710 | 83080 |
|  |  | **915144** |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 10.9%** |  |  |
| FHLMC, 2.50%, 3/1/42 | 1483404 | 1335988 |
| FHLMC, 3.00%, 1/1/50 | 1738859 | 1590951 |
| FHLMC, 3.50%, 5/1/50 | 311587 | 295648 |
| FHLMC, 2.50%, 5/1/51 | 2085169 | 1842002 |
| FHLMC, 3.50%, 5/1/51 | 2048975 | 1948496 |
| FHLMC, 3.00%, 7/1/51 | 1135816 | 1046200 |
| FHLMC, 3.00%, 7/1/51 | 798202 | 728063 |
| FHLMC, 2.00%, 8/1/51 | 1982242 | 1673418 |
| FHLMC, 2.00%, 8/1/51 | 1711186 | 1444907 |
| FHLMC, 2.50%, 8/1/51 | 1892539 | 1663626 |
| FHLMC, 4.00%, 8/1/51 | 748113 | 728824 |
| FHLMC, 2.50%, 10/1/51 | 1010343 | 900605 |
| FHLMC, 2.50%, 12/1/51 | 487367 | 428905 |
| FHLMC, 3.00%, 12/1/51 | 1189033 | 1083037 |
| FHLMC, 3.00%, 2/1/52 | 620594 | 567935 |
| FHLMC, 3.50%, 5/1/52 | 1402188 | 1329245 |
| FHLMC, 4.00%, 5/1/52 | 1605442 | 1552901 |
| FHLMC, 4.00%, 5/1/52 | 1238268 | 1201804 |
| FHLMC, 5.00%, 7/1/52 | 749927 | 757283 |
| FHLMC, 4.50%, 10/1/52 | 2504052 | 2484478 |
| FHLMC, 6.00%, 11/1/52 | 3299147 | 3418984 |
| FNMA, 3.50%, 3/1/34 | 101854 | 99524 |
| FNMA, 2.00%, 5/1/36 | 934469 | 852716 |
| FNMA, 2.00%, 6/1/36 | 3139558 | 2864588 |
| FNMA, 2.00%, 1/1/37 | 1210776 | 1104708 |
| FNMA, 2.00%, 1/1/37 | 471752 | 429414 |
| FNMA, 4.50%, 9/1/41 | 141436 | 143466 |
| FNMA, 2.50%, 3/1/42 | 1393397 | 1254928 |

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| | | |
|:---|:---|:---|
| FNMA, 3.50%, 5/1/42 | 684307 | 661142 |
| FNMA, 2.50%, 6/1/42 | 1177364 | 1060405 |
| FNMA, 3.50%, 6/1/42 | 229568 | 221793 |
| FNMA, 2.50%, 4/1/50 | 1159938 | 1027491 |
| FNMA, 2.50%, 6/1/50 | 1013121 | 899953 |
| FNMA, 3.00%, 6/1/50 | 2291157 | 2106791 |
| FNMA, 4.00%, 5/1/51 | 1991336 | 1954515 |
| FNMA, 3.00%, 6/1/51 | 150881 | 140185 |
| FNMA, 2.50%, 12/1/51 | 1346298 | 1181782 |
| FNMA, 2.50%, 12/1/51 | 1149512 | 1009630 |
| FNMA, 2.50%, 2/1/52 | 619243 | 546760 |
| FNMA, 3.00%, 2/1/52 | 1172545 | 1073043 |
| FNMA, 2.00%, 3/1/52 | 3071187 | 2603653 |
| FNMA, 2.50%, 3/1/52 | 1424352 | 1258534 |
| FNMA, 3.00%, 3/1/52 | 2480181 | 2282493 |
| FNMA, 3.00%, 4/1/52 | 485985 | 444748 |
| FNMA, 3.50%, 4/1/52 | 768981 | 722201 |
| FNMA, 4.00%, 4/1/52 | 1534315 | 1495849 |
| FNMA, 4.00%, 4/1/52 | 720392 | 702253 |
| FNMA, 4.00%, 4/1/52 | 516351 | 499985 |
| FNMA, 2.50%, 5/1/52 | 2358122 | 2074299 |
| FNMA, 3.00%, 5/1/52 | 1225918 | 1129084 |
| FNMA, 3.50%, 5/1/52 | 2138148 | 2013036 |
| FNMA, 3.50%, 5/1/52 | 1837198 | 1745216 |
| FNMA, 4.00%, 5/1/52 | 2037960 | 1973155 |
| FNMA, 3.00%, 6/1/52 | 543637 | 500694 |
| FNMA, 4.50%, 7/1/52 | 1571440 | 1554494 |
| FNMA, 5.00%, 8/1/52 | 3544793 | 3568974 |
| FNMA, 4.50%, 9/1/52 | 866404 | 861047 |
| FNMA, 5.00%, 9/1/52 | 1044963 | 1054716 |
| FNMA, 5.00%, 10/1/52 | 14099 | 14169 |
| FNMA, 5.50%, 10/1/52 | 1748635 | 1779566 |
| GNMA, 7.00%, 4/20/26 | 8037 | 8120 |
| GNMA, 7.50%, 8/15/26 | 5450 | 5533 |
| GNMA, 7.00%, 5/15/31 | 16557 | 17365 |
| GNMA, 5.50%, 11/15/32 | 40740 | 43192 |
| GNMA, 4.50%, 6/15/41 | 151896 | 154223 |
| GNMA, 3.50%, 6/20/42 | 264460 | 256410 |
| GNMA, 3.50%, 3/15/46 | 1206513 | 1171470 |
| GNMA, 3.00%, 4/20/50 | 569225 | 527192 |
| GNMA, 3.00%, 5/20/50 | 580493 | 538132 |
| GNMA, 3.00%, 6/20/50 | 869396 | 808545 |
| GNMA, 3.00%, 7/20/50 | 1535684 | 1422809 |
| GNMA, 2.00%, 10/20/50 | 4702721 | 4097232 |
| GNMA, 2.50%, 11/20/50 | 2055528 | 1798748 |
| GNMA, 2.50%, 2/20/51 | 1459772 | 1308404 |
| GNMA, 3.50%, 6/20/51 | 1007452 | 961943 |
| GNMA, 2.50%, 9/20/51 | 1238885 | 1107229 |
| GNMA, 2.50%, 12/20/51 | 1890288 | 1688351 |
| GNMA, 5.50%, 9/20/52 | 1287328 | 1310137 |
| GNMA, 5.50%, 12/20/52 | 1673619 | 1703272 |
|  |  | **93862607** |
| **TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<br>(Cost $96,756,763) |  | **94777751** |

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| | | |
|:---|:---|:---|
| **CORPORATE BONDS — 9.5%** | | |
| **Aerospace and Defense — 0.1%** | | |
| Lockheed Martin Corp., 5.25%, 1/15/33 | 191000 | 203952 |
| Raytheon Technologies Corp., 4.125%, 11/16/28 | 570000 | 559666 |
| Raytheon Technologies Corp., 3.125%, 7/1/50 | 200000 | 150888 |
|  |  | 914506 |
| **Air Freight and Logistics**<sup>†</sup> |  |  |
| GXO Logistics, Inc., 2.65%, 7/15/31 | 335000 | 263516 |
| **Airlines**<sup>†</sup> |  |  |
| British Airways Pass Through Trust, Series 2021-1, Class A, 2.90%, 9/15/36<sup>(2)</sup> | 94466 | 77972 |
| Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.75%, 10/20/28<sup>(2)</sup> | 318000 | 310016 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.50%, 6/20/27<sup>(2)</sup> | 19 | 19 |
|  |  | 388007 |
| **Auto Components**<sup>†</sup> |  |  |
| Aptiv PLC, 3.10%, 12/1/51 | 145000 | 94172 |
| **Automobiles — 0.2%** |  |  |
| General Motors Co., 5.15%, 4/1/38 | 191000 | 173555 |
| General Motors Financial Co., Inc., 2.75%, 6/20/25 | 780000 | 736348 |
| General Motors Financial Co., Inc., 2.40%, 10/15/28 | 315000 | 270089 |
| Toyota Motor Credit Corp., 4.625%, 1/12/28 | 731000 | 738774 |
|  |  | 1918766 |
| **Banks — 1.8%** |  |  |
| Banco Santander SA, VRN, 1.72%, 9/14/27 | 400000 | 351460 |
| Banco Santander SA, VRN, 4.18%, 3/24/28 | 200000 | 190671 |
| Bank of America Corp., VRN, 3.38%, 4/2/26 | 400000 | 387035 |
| Bank of America Corp., VRN, 5.08%, 1/20/27 | 500000 | 502034 |
| Bank of America Corp., VRN, 2.55%, 2/4/28 | 51000 | 46574 |
| Bank of America Corp., VRN, 6.20%, 11/10/28 | 113000 | 119238 |
| Bank of America Corp., VRN, 3.42%, 12/20/28 | 532000 | 497859 |
| Bank of America Corp., VRN, 2.88%, 10/22/30 | 701000 | 615168 |
| Bank of America Corp., VRN, 4.57%, 4/27/33 | 200000 | 193448 |
| Bank of America Corp., VRN, 5.02%, 7/22/33 | 248000 | 248069 |
| Bank of America Corp., VRN, 2.48%, 9/21/36 | 345000 | 269514 |
| Bank of Ireland Group PLC, VRN, 2.03%, 9/30/27<sup>(2)</sup> | 129000 | 112854 |
| Bank of New Zealand, 4.85%, 2/7/28<sup>(2)(3)</sup> | 570000 | 574060 |
| Bank of Nova Scotia, 4.85%, 2/1/30<sup>(3)</sup> | 345000 | 345911 |
| Barclays PLC, VRN, 2.28%, 11/24/27 | 267000 | 239481 |
| BNP Paribas SA, VRN, 5.125%, 1/13/29<sup>(2)</sup> | 330000 | 332944 |
| BPCE SA, VRN, 5.98%, 1/18/27<sup>(2)</sup> | 349000 | 353576 |
| Citigroup Inc., VRN, 3.06%, 1/25/33 | 630000 | 540138 |
| Citigroup, Inc., VRN, 3.07%, 2/24/28 | 481000 | 447372 |
| Citigroup, Inc., VRN, 3.67%, 7/24/28 | 100000 | 94785 |
| Citigroup, Inc., VRN, 3.52%, 10/27/28 | 514000 | 481867 |
| Citigroup, Inc., VRN, 3.79%, 3/17/33 | 110000 | 99745 |
| Credit Agricole SA, 5.30%, 7/12/28<sup>(2)</sup> | 325000 | 331971 |
| FNB Corp., 2.20%, 2/24/23 | 460000 | 458995 |
| HSBC Holdings PLC, VRN, 0.73%, 8/17/24 | 320000 | 311462 |
| HSBC Holdings PLC, VRN, 2.80%, 5/24/32 | 280000 | 230666 |
| HSBC Holdings PLC, VRN, 5.40%, 8/11/33 | 200000 | 199918 |
| Huntington National Bank, 5.65%, 1/10/30 | 235000 | 244726 |
| JPMorgan Chase & Co., VRN, 1.58%, 4/22/27 | 315000 | 283228 |
| JPMorgan Chase & Co., VRN, 2.95%, 2/24/28 | 770000 | 714925 |
| JPMorgan Chase & Co., VRN, 2.07%, 6/1/29 | 642000 | 556710 |
| JPMorgan Chase & Co., VRN, 2.52%, 4/22/31 | 793000 | 678412 |
| JPMorgan Chase & Co., VRN, 4.91%, 7/25/33 | 395000 | 393831 |

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| | | |
|:---|:---|:---|
| KeyBank NA, 5.00%, 1/26/33 | 235000 | 235782 |
| PNC Financial Services Group Inc., VRN, 5.07%, 1/24/34 | 235000 | 237229 |
| Royal Bank of Canada, 6.00%, 11/1/27 | 465000 | 491465 |
| Societe Generale SA, VRN, 6.69%, 1/10/34<sup>(2)</sup> | 431000 | 461171 |
| Toronto-Dominion Bank, 2.00%, 9/10/31 | 279000 | 228718 |
| Toronto-Dominion Bank, 2.45%, 1/12/32 | 290000 | 243377 |
| Toronto-Dominion Bank, 4.46%, 6/8/32 | 163000 | 160063 |
| Truist Financial Corp., VRN, 4.12%, 6/6/28 | 148000 | 144842 |
| Truist Financial Corp., VRN, 5.12%, 1/26/34 | 235000 | 238337 |
| US Bancorp, VRN, 5.85%, 10/21/33 | 155000 | 166604 |
| US Bancorp, VRN, 4.84%, 2/1/34<sup>(3)</sup> | 294000 | 292615 |
| Wells Fargo & Co., VRN, 4.54%, 8/15/26 | 220000 | 217942 |
| Wells Fargo & Co., VRN, 3.35%, 3/2/33 | 234000 | 206490 |
| Wells Fargo & Co., VRN, 3.07%, 4/30/41 | 605000 | 472257 |
| Wells Fargo & Co., VRN, 4.61%, 4/25/53 | 171000 | 159823 |
|  |  | 15405362 |
| **Beverages — 0.2%** |  |  |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 2/1/46 | 500000 | 488631 |
| Anheuser-Busch InBev Worldwide, Inc., 4.75%, 1/23/29 | 630000 | 640425 |
| Keurig Dr Pepper, Inc., 4.05%, 4/15/32 | 175000 | 166007 |
| PepsiCo, Inc., 3.90%, 7/18/32 | 131000 | 128068 |
|  |  | 1423131 |
| **Biotechnology — 0.2%** |  |  |
| AbbVie, Inc., 3.20%, 11/21/29 | 770000 | 716409 |
| AbbVie, Inc., 4.40%, 11/6/42 | 515000 | 476295 |
| Amgen, Inc., 4.05%, 8/18/29 | 820000 | 792806 |
|  |  | 1985510 |
| **Capital Markets — 0.7%** |  |  |
| Bank of New York Mellon Corp., VRN, 4.71%, 2/1/34 | 188000 | 187355 |
| Deutsche Bank AG, 5.37%, 9/9/27 | 294000 | 301525 |
| Deutsche Bank AG, VRN, 4.30%, 5/24/28 | 200000 | 195529 |
| Goldman Sachs Group, Inc., VRN, 1.76%, 1/24/25 | 580000 | 558506 |
| Goldman Sachs Group, Inc., VRN, 1.95%, 10/21/27 | 714000 | 639422 |
| Goldman Sachs Group, Inc., VRN, 2.64%, 2/24/28 | 710000 | 651334 |
| Goldman Sachs Group, Inc., VRN, 3.81%, 4/23/29 | 94000 | 88831 |
| Goldman Sachs Group, Inc., VRN, 1.99%, 1/27/32 | 350000 | 280371 |
| Golub Capital BDC, Inc., 2.50%, 8/24/26 | 168000 | 147424 |
| Morgan Stanley, VRN, 1.16%, 10/21/25 | 699000 | 651602 |
| Morgan Stanley, VRN, 2.63%, 2/18/26 | 999000 | 949529 |
| Morgan Stanley, VRN, 5.12%, 2/1/29 | 118000 | 119376 |
| Morgan Stanley, VRN, 2.70%, 1/22/31 | 330000 | 286564 |
| Morgan Stanley, VRN, 2.51%, 10/20/32 | 285000 | 235569 |
| Morgan Stanley, VRN, 2.48%, 9/16/36 | 156000 | 121035 |
| Owl Rock Capital Corp., 3.40%, 7/15/26 | 72000 | 65051 |
| Owl Rock Core Income Corp., 3.125%, 9/23/26 | 183000 | 159745 |
| State Street Corp., VRN, 4.82%, 1/26/34 | 235000 | 236389 |
| UBS Group AG, VRN, 1.49%, 8/10/27<sup>(2)</sup> | 634000 | 558561 |
|  |  | 6433718 |
| **Chemicals**<sup>†</sup> |  |  |
| CF Industries, Inc., 5.15%, 3/15/34 | 163000 | 161395 |
| CF Industries, Inc., 4.95%, 6/1/43 | 240000 | 218823 |
|  |  | 380218 |
| **Commercial Services and Supplies — 0.1%** |  |  |
| Republic Services, Inc., 2.30%, 3/1/30 | 358000 | 310744 |
| Waste Connections, Inc., 3.20%, 6/1/32 | 370000 | 332139 |

---

------

---

| | | |
|:---|:---|:---|
| Waste Management, Inc., 2.50%, 11/15/50 | 150000 | 101078 |
|  |  | 743961 |
| **Construction and Engineering**<sup>†</sup> |  |  |
| Quanta Services, Inc., 2.35%, 1/15/32 | 465000 | 372493 |
| **Construction Materials**<sup>†</sup> |  |  |
| Eagle Materials, Inc., 2.50%, 7/1/31 | 310000 | 253557 |
| **Consumer Finance**<sup>†</sup> |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.65%, 10/29/24 | 162000 | 151612 |
| **Containers and Packaging — 0.1%** |  |  |
| Sonoco Products Co., 2.25%, 2/1/27 | 447000 | 404673 |
| WRKCo, Inc., 3.00%, 9/15/24 | 201000 | 193741 |
|  |  | 598414 |
| **Diversified Consumer Services — 0.1%** |  |  |
| Novant Health, Inc., 3.17%, 11/1/51 | 245000 | 181278 |
| Pepperdine University, 3.30%, 12/1/59 | 355000 | 239067 |
|  |  | 420345 |
| **Diversified Financial Services — 0.1%** |  |  |
| Antares Holdings LP, 2.75%, 1/15/27<sup>(2)</sup> | 256000 | 210822 |
| Block Financial LLC, 3.875%, 8/15/30 | 456000 | 410190 |
| Capital One Financial Corp., VRN, 5.47%, 2/1/29<sup>(3)</sup> | 157000 | 158079 |
|  |  | 779091 |
| **Diversified Telecommunication Services — 0.3%** |  |  |
| AT&T, Inc., 4.50%, 5/15/35 | 357000 | 339689 |
| AT&T, Inc., 4.90%, 8/15/37 | 386000 | 374843 |
| AT&T, Inc., 4.55%, 3/9/49 | 213000 | 189107 |
| Ooredoo International Finance Ltd., 2.625%, 4/8/31<sup>(2)</sup> | 550000 | 484008 |
| Telefonica Emisiones SA, 4.90%, 3/6/48 | 285000 | 242003 |
| Verizon Communications, Inc., 4.33%, 9/21/28 | 363000 | 358272 |
| Verizon Communications, Inc., 4.27%, 1/15/36 | 510000 | 478053 |
| Verizon Communications, Inc., 4.81%, 3/15/39 | 145000 | 140410 |
|  |  | 2606385 |
| **Electric Utilities — 0.8%** |  |  |
| AEP Texas, Inc., 2.10%, 7/1/30 | 370000 | 309492 |
| Baltimore Gas & Electric Co., 2.25%, 6/15/31 | 237000 | 199401 |
| CenterPoint Energy Houston Electric LLC, 4.45%, 10/1/32 | 370000 | 371162 |
| Commonwealth Edison Co., 5.30%, 2/1/53 | 254000 | 271137 |
| Duke Energy Carolinas LLC, 2.55%, 4/15/31 | 154000 | 133186 |
| Duke Energy Corp., 2.55%, 6/15/31 | 180000 | 152857 |
| Duke Energy Corp., 5.00%, 8/15/52 | 230000 | 220212 |
| Duke Energy Florida LLC, 1.75%, 6/15/30 | 370000 | 306870 |
| Duke Energy Florida LLC, 3.85%, 11/15/42 | 220000 | 188367 |
| Duke Energy Florida LLC, 5.95%, 11/15/52 | 125000 | 141856 |
| Duke Energy Progress LLC, 2.00%, 8/15/31 | 440000 | 361977 |
| Duke Energy Progress LLC, 4.15%, 12/1/44 | 335000 | 298310 |
| Entergy Arkansas LLC, 2.65%, 6/15/51 | 180000 | 119449 |
| Exelon Corp., 4.45%, 4/15/46 | 150000 | 135778 |
| Florida Power & Light Co., 2.45%, 2/3/32 | 231000 | 199433 |
| Florida Power & Light Co., 4.125%, 2/1/42 | 169000 | 154962 |
| MidAmerican Energy Co., 4.40%, 10/15/44 | 290000 | 271441 |
| NextEra Energy Capital Holdings, Inc., 5.00%, 7/15/32 | 345000 | 351124 |
| Northern States Power Co., 3.20%, 4/1/52 | 240000 | 184551 |
| Pacific Gas & Electric Co., 4.20%, 6/1/41 | 155000 | 123012 |
| Pacific Gas and Electric Co., 6.15%, 1/15/33 | 90000 | 92600 |
| PacifiCorp, 3.30%, 3/15/51 | 310000 | 240711 |
| PECO Energy Co., 4.375%, 8/15/52 | 330000 | 313169 |

---

------

---

| | | |
|:---|:---|:---|
| Public Service Co. of Colorado, 1.875%, 6/15/31 | 312000 | 257821 |
| Public Service Electric & Gas Co., 3.10%, 3/15/32 | 283000 | 256460 |
| Southern Co. Gas Capital Corp., 1.75%, 1/15/31 | 370000 | 297900 |
| Union Electric Co., 3.90%, 4/1/52 | 238000 | 205557 |
| Xcel Energy, Inc., 3.40%, 6/1/30 | 330000 | 303623 |
| Xcel Energy, Inc., 4.60%, 6/1/32 | 136000 | 134801 |
|  |  | 6597219 |
| **Energy Equipment and Services**<sup>†</sup> |  |  |
| Schlumberger Investment SA, 2.65%, 6/26/30 | 340000 | 302685 |
| **Entertainment — 0.1%** |  |  |
| Netflix, Inc., 5.875%, 11/15/28 | 165000 | 171588 |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27<sup>(2)</sup> | 248000 | 232560 |
| Warnermedia Holdings, Inc., 5.05%, 3/15/42<sup>(2)</sup> | 208000 | 177838 |
|  |  | 581986 |
| **Equity Real Estate Investment Trusts (REITs) — 0.3%** |  |  |
| Alexandria Real Estate Equities, Inc., 4.50%, 7/30/29 | 40000 | 39347 |
| Alexandria Real Estate Equities, Inc., 4.00%, 2/1/50 | 290000 | 237659 |
| American Tower Corp., 3.95%, 3/15/29 | 355000 | 334484 |
| Crown Castle International Corp., 4.15%, 7/1/50 | 158000 | 131688 |
| Equinix, Inc., 2.90%, 11/18/26 | 565000 | 526415 |
| GLP Capital LP / GLP Financing II, Inc., 5.375%, 4/15/26 | 420000 | 420078 |
| Healthpeak Properties Inc, 5.25%, 12/15/32 | 140000 | 142881 |
| National Retail Properties, Inc., 4.80%, 10/15/48 | 270000 | 239640 |
| Realty Income Corp., 3.25%, 1/15/31 | 278000 | 251002 |
|  |  | 2323194 |
| **Food and Staples Retailing — 0.1%** |  |  |
| Sysco Corp., 5.95%, 4/1/30 | 464000 | 498474 |
| **Food Products — 0.2%** |  |  |
| JDE Peet's NV, 2.25%, 9/24/31<sup>(2)</sup> | 475000 | 373569 |
| Kraft Heinz Foods Co., 3.875%, 5/15/27 | 300000 | 292451 |
| Kraft Heinz Foods Co., 5.00%, 6/4/42 | 379000 | 365355 |
| Mondelez International, Inc., 2.625%, 3/17/27 | 310000 | 288691 |
|  |  | 1320066 |
| **Health Care Equipment and Supplies — 0.3%** |  |  |
| Baxter International, Inc., 1.92%, 2/1/27 | 255000 | 230297 |
| Baxter International, Inc., 2.54%, 2/1/32 | 720000 | 590500 |
| GE HealthCare Technologies, Inc., 5.65%, 11/15/27<sup>(2)</sup> | 735000 | 761978 |
| Zimmer Biomet Holdings, Inc., 1.45%, 11/22/24 | 900000 | 849015 |
|  |  | 2431790 |
| **Health Care Providers and Services — 0.5%** |  |  |
| Centene Corp., 2.45%, 7/15/28 | 560000 | 485799 |
| Centene Corp., 4.625%, 12/15/29 | 244000 | 232115 |
| Centene Corp., 3.375%, 2/15/30 | 399000 | 351383 |
| CVS Health Corp., 4.78%, 3/25/38 | 160000 | 153314 |
| CVS Health Corp., 5.05%, 3/25/48 | 220000 | 209407 |
| Duke University Health System, Inc., 3.92%, 6/1/47 | 160000 | 141603 |
| Elevance Health Inc, 5.125%, 2/15/53<sup>(3)</sup> | 159000 | 160010 |
| HCA, Inc., 2.375%, 7/15/31 | 235000 | 191077 |
| Humana, Inc., 2.15%, 2/3/32 | 484000 | 393278 |
| Kaiser Foundation Hospitals, 3.00%, 6/1/51 | 260000 | 193676 |
| Roche Holdings, Inc., 2.61%, 12/13/51<sup>(2)</sup> | 440000 | 310500 |
| UnitedHealth Group, Inc., 5.35%, 2/15/33 | 780000 | 831899 |
| UnitedHealth Group, Inc., 5.875%, 2/15/53 | 250000 | 286642 |
| Universal Health Services, Inc., 2.65%, 10/15/30 | 330000 | 278485 |
| Univision Communications, Inc., 1.65%, 9/1/26 | 427000 | 376417 |
|  |  | 4595605 |

---

------

---

| | | |
|:---|:---|:---|
| **Hotels, Restaurants and Leisure**<sup>†</sup> | | |
| Marriott International, Inc., 3.50%, 10/15/32 | 212000 | 187476 |
| **Household Durables — 0.1%** |  |  |
| D.R. Horton, Inc., 2.50%, 10/15/24 | 310000 | 298270 |
| Safehold Operating Partnership LP, 2.85%, 1/15/32 | 338000 | 266453 |
|  |  | 564723 |
| **Household Products — 0.1%** |  |  |
| Clorox Co., 4.60%, 5/1/32 | 684000 | 685386 |
| **Insurance — 0.1%** |  |  |
| Athene Global Funding, 1.99%, 8/19/28<sup>(2)</sup> | 181000 | 151083 |
| MetLife Inc., 5.25%, 1/15/54 | 250000 | 260436 |
|  |  | 411519 |
| **Internet and Direct Marketing Retail — 0.2%** |  |  |
| Amazon.com, Inc., 4.70%, 11/29/24 | 325000 | 326653 |
| Amazon.com, Inc., 4.60%, 12/1/25 | 325000 | 328030 |
| Amazon.com, Inc., 4.55%, 12/1/27 | 160000 | 162103 |
| Amazon.com, Inc., 3.60%, 4/13/32 | 785000 | 747222 |
|  |  | 1564008 |
| **Life Sciences Tools and Services**<sup>†</sup> |  |  |
| Danaher Corp., 2.80%, 12/10/51 | 320000 | 230157 |
| **Machinery — 0.1%** |  |  |
| John Deere Capital Corp., 4.75%, 1/20/28 | 623000 | 636482 |
| John Deere Capital Corp., 4.85%, 10/11/29 | 150000 | 154427 |
|  |  | 790909 |
| **Media — 0.3%** |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 5.125%, 7/1/49 | 235000 | 194963 |
| Comcast Corp., 5.65%, 6/15/35 | 257000 | 280512 |
| Comcast Corp., 6.50%, 11/15/35 | 205000 | 238750 |
| Comcast Corp., 3.75%, 4/1/40 | 405000 | 358249 |
| Comcast Corp., 2.94%, 11/1/56 | 285000 | 194953 |
| Fox Corp., 5.48%, 1/25/39 | 283000 | 275038 |
| Paramount Global, 4.95%, 1/15/31 | 175000 | 161521 |
| Paramount Global, 4.375%, 3/15/43 | 145000 | 107188 |
| Time Warner Cable LLC, 4.50%, 9/15/42 | 440000 | 350638 |
|  |  | 2161812 |
| **Metals and Mining — 0.1%** |  |  |
| Glencore Funding LLC, 2.625%, 9/23/31<sup>(2)</sup> | 440000 | 367661 |
| South32 Treasury Ltd., 4.35%, 4/14/32<sup>(2)</sup> | 340000 | 306577 |
|  |  | 674238 |
| **Multi-Utilities — 0.2%** |  |  |
| Ameren Corp., 3.50%, 1/15/31 | 430000 | 394449 |
| Ameren Illinois Co., 3.85%, 9/1/32 | 177000 | 170173 |
| Ameren Illinois Co., 5.90%, 12/1/52 | 94000 | 109506 |
| CenterPoint Energy, Inc., 2.65%, 6/1/31 | 285000 | 244116 |
| Dominion Energy, Inc., 4.90%, 8/1/41 | 270000 | 253607 |
| Dominion Energy, Inc., 4.85%, 8/15/52 | 220000 | 207224 |
| Sempra Energy, 3.25%, 6/15/27 | 180000 | 170234 |
| WEC Energy Group, Inc., 1.375%, 10/15/27 | 490000 | 427676 |
|  |  | 1976985 |
| **Oil, Gas and Consumable Fuels — 0.8%** |  |  |
| Aker BP ASA, 3.75%, 1/15/30<sup>(2)</sup> | 440000 | 399078 |
| Aker BP ASA, 4.00%, 1/15/31<sup>(2)</sup> | 160000 | 146137 |
| BP Capital Markets America, Inc., 3.06%, 6/17/41 | 250000 | 199661 |
| Cenovus Energy, Inc., 2.65%, 1/15/32 | 280000 | 233343 |
| Continental Resources, Inc., 2.27%, 11/15/26<sup>(2)</sup> | 310000 | 275688 |

---

------

---

| | | |
|:---|:---|:---|
| Diamondback Energy, Inc., 6.25%, 3/15/33 | 320000 | 340880 |
| Enbridge, Inc., 3.40%, 8/1/51 | 130000 | 97106 |
| Energy Transfer LP, 3.60%, 2/1/23 | 160000 | 160000 |
| Energy Transfer LP, 4.25%, 3/15/23 | 370000 | 369721 |
| Energy Transfer LP, 3.75%, 5/15/30 | 400000 | 367007 |
| Energy Transfer LP, 5.75%, 2/15/33 | 312000 | 321028 |
| Energy Transfer LP, 4.90%, 3/15/35 | 270000 | 254709 |
| Enterprise Products Operating LLC, 4.85%, 3/15/44 | 460000 | 438828 |
| Enterprise Products Operating LLC, 3.30%, 2/15/53 | 220000 | 159782 |
| Equinor ASA, 3.25%, 11/18/49 | 230000 | 180755 |
| Galaxy Pipeline Assets Bidco Ltd., 2.94%, 9/30/40<sup>(2)</sup> | 869877 | 713111 |
| Kinder Morgan Energy Partners LP, 6.50%, 9/1/39 | 250000 | 268424 |
| MPLX LP, 2.65%, 8/15/30 | 300000 | 256084 |
| Petroleos Mexicanos, 6.625%, 6/15/35 | 50000 | 39315 |
| SA Global Sukuk Ltd., 2.69%, 6/17/31<sup>(2)</sup> | 1000000 | 886525 |
| Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 | 520000 | 524843 |
| Shell International Finance BV, 2.375%, 11/7/29 | 320000 | 286906 |
|  |  | 6918931 |
| **Paper and Forest Products**<sup>†</sup> |  |  |
| Georgia-Pacific LLC, 2.10%, 4/30/27<sup>(2)</sup> | 370000 | 337480 |
| **Personal Products**<sup>†</sup> |  |  |
| GSK Consumer Healthcare Capital US LLC, 4.00%, 3/24/52 | 275000 | 230383 |
| **Pharmaceuticals — 0.2%** |  |  |
| Bristol-Myers Squibb Co., 2.95%, 3/15/32 | 427000 | 387195 |
| Bristol-Myers Squibb Co., 2.55%, 11/13/50 | 337000 | 229991 |
| Utah Acquisition Sub, Inc., 3.95%, 6/15/26 | 840000 | 801321 |
| Viatris, Inc., 4.00%, 6/22/50 | 91000 | 63174 |
| Zoetis, Inc., 5.60%, 11/16/32 | 384000 | 413769 |
|  |  | 1895450 |
| **Real Estate Management and Development**<sup>†</sup> |  |  |
| Essential Properties LP, 2.95%, 7/15/31 | 316000 | 240402 |
| **Road and Rail — 0.3%** |  |  |
| Ashtead Capital, Inc., 5.50%, 8/11/32<sup>(2)</sup> | 304000 | 305274 |
| Ashtead Capital, Inc., 5.55%, 5/30/33<sup>(2)</sup> | 200000 | 200890 |
| Burlington Northern Santa Fe LLC, 4.15%, 4/1/45 | 300000 | 274646 |
| Burlington Northern Santa Fe LLC, 3.30%, 9/15/51 | 200000 | 157621 |
| CSX Corp., 4.25%, 3/15/29 | 280000 | 277728 |
| DAE Funding LLC, 1.55%, 8/1/24<sup>(2)</sup> | 195000 | 184206 |
| Norfolk Southern Corp., 4.55%, 6/1/53 | 200000 | 186884 |
| Union Pacific Corp., 3.55%, 8/15/39 | 450000 | 394309 |
| United Rentals North America, Inc., 6.00%, 12/15/29<sup>(2)</sup> | 170000 | 172764 |
|  |  | 2154322 |
| **Semiconductors and Semiconductor Equipment — 0.2%** |  |  |
| Broadcom, Inc., 4.00%, 4/15/29<sup>(2)</sup> | 273000 | 256164 |
| Broadcom, Inc., 4.93%, 5/15/37<sup>(2)</sup> | 295000 | 271085 |
| Intel Corp., 3.20%, 8/12/61 | 443000 | 300308 |
| Lam Research Corp., 2.875%, 6/15/50 | 230000 | 166218 |
| Micron Technology, Inc., 6.75%, 11/1/29 | 250000 | 266815 |
| QUALCOMM, Inc., 5.40%, 5/20/33 | 105000 | 112918 |
| QUALCOMM, Inc., 6.00%, 5/20/53 | 92000 | 105663 |
|  |  | 1479171 |
| **Software — 0.1%** |  |  |
| Oracle Corp., 3.90%, 5/15/35 | 260000 | 230241 |
| Oracle Corp., 3.85%, 7/15/36 | 153000 | 132227 |
| Oracle Corp., 3.60%, 4/1/40 | 265000 | 210253 |
|  |  | 572721 |

---

------

---

| | | |
|:---|:---|:---|
| **Specialty Retail — 0.2%** | | |
| Dick's Sporting Goods, Inc., 3.15%, 1/15/32 | 495000 | 405450 |
| Home Depot, Inc., 3.90%, 6/15/47 | 710000 | 629278 |
| Lowe's Cos., Inc., 2.625%, 4/1/31 | 690000 | 593660 |
| O'Reilly Automotive, Inc., 4.70%, 6/15/32 | 253000 | 252749 |
|  |  | 1881137 |
| **Technology Hardware, Storage and Peripherals — 0.1%** |  |  |
| Apple, Inc., 3.25%, 8/8/29 | 580000 | 551181 |
| Apple, Inc., 3.95%, 8/8/52 | 335000 | 301307 |
| Dell International LLC / EMC Corp., 8.10%, 7/15/36 | 111000 | 130072 |
|  |  | 982560 |
| **Trading Companies and Distributors**<sup>†</sup> |  |  |
| Aircastle Ltd., 5.25%, 8/11/25<sup>(2)</sup> | 221000 | 216114 |
| **Water Utilities — 0.1%** |  |  |
| American Water Capital Corp., 4.45%, 6/1/32 | 480000 | 478866 |
| Essential Utilities, Inc., 2.70%, 4/15/30 | 380000 | 330225 |
|  |  | 809091 |
| **Wireless Telecommunication Services — 0.1%** |  |  |
| T-Mobile USA, Inc., 4.75%, 2/1/28 | 599000 | 594025 |
| T-Mobile USA, Inc., 3.375%, 4/15/29 | 590000 | 538585 |
| T-Mobile USA, Inc., 4.375%, 4/15/40 | 140000 | 126799 |
|  |  | 1259409 |
| **TOTAL CORPORATE BONDS**<br>(Cost $88,495,750) |  | **82008167** |
| **U.S. TREASURY SECURITIES — 9.1%** |  |  |
| U.S. Treasury Bonds, 5.00%, 5/15/37 | 200000 | 233289 |
| U.S. Treasury Bonds, 4.625%, 2/15/40 | 1300000 | 1472275 |
| U.S. Treasury Bonds, 1.375%, 11/15/40 | 200000 | 138445 |
| U.S. Treasury Bonds, 2.25%, 5/15/41 | 500000 | 398975 |
| U.S. Treasury Bonds, 4.375%, 5/15/41 | 1400000 | 1535707 |
| U.S. Treasury Bonds, 3.75%, 8/15/41 | 300000 | 302027 |
| U.S. Treasury Bonds, 2.00%, 11/15/41 | 1800000 | 1368422 |
| U.S. Treasury Bonds, 3.125%, 11/15/41 | 1000000 | 917344 |
| U.S. Treasury Bonds, 3.00%, 5/15/42 | 1400000 | 1252727 |
| U.S. Treasury Bonds, 3.25%, 5/15/42 | 2900000 | 2691562 |
| U.S. Treasury Bonds, 3.375%, 8/15/42 | 4300000 | 4066523 |
| U.S. Treasury Bonds, 2.75%, 11/15/42 | 1400000 | 1197328 |
| U.S. Treasury Bonds, 4.00%, 11/15/42 | 1700000 | 1757109 |
| U.S. Treasury Bonds, 2.875%, 5/15/43 | 1300000 | 1132600 |
| U.S. Treasury Bonds, 3.75%, 11/15/43 | 600000 | 597516 |
| U.S. Treasury Bonds, 3.125%, 8/15/44 | 500000 | 450742 |
| U.S. Treasury Bonds, 3.00%, 11/15/44 | 600000 | 529359 |
| U.S. Treasury Bonds, 2.50%, 2/15/45 | 1500000 | 1210781 |
| U.S. Treasury Bonds, 2.875%, 5/15/49 | 500000 | 431836 |
| U.S. Treasury Bonds, 2.25%, 8/15/49 | 700000 | 530701 |
| U.S. Treasury Bonds, 2.375%, 11/15/49 | 2000000 | 1556484 |
| U.S. Treasury Bonds, 2.375%, 5/15/51 | 900000 | 697184 |
| U.S. Treasury Bonds, 2.00%, 8/15/51 | 700000 | 496521 |
| U.S. Treasury Bonds, 2.875%, 5/15/52 | 1500000 | 1293047 |
| U.S. Treasury Bonds, 3.00%, 8/15/52 | 1000000 | 885078 |
| U.S. Treasury Bonds, 4.00%, 11/15/52 | 3000000 | 3208594 |
| U.S. Treasury Notes, 1.50%, 2/15/25<sup>(4)</sup> | 1500000 | 1421836 |
| U.S. Treasury Notes, 2.875%, 6/15/25<sup>(4)</sup> | 500000 | 487109 |
| U.S. Treasury Notes, 2.75%, 6/30/25 | 2400000 | 2330672 |
| U.S. Treasury Notes, 0.25%, 8/31/25 | 4000000 | 3639219 |

---

------

---

| | | |
|:---|:---|:---|
| U.S. Treasury Notes, 3.50%, 9/15/25 | 2000000 | 1977851 |
| U.S. Treasury Notes, 4.50%, 11/15/25 | 6500000 | 6597500 |
| U.S. Treasury Notes, 4.00%, 12/15/25 | 5000000 | 5016468 |
| U.S. Treasury Notes, 2.625%, 12/31/25 | 200000 | 193391 |
| U.S. Treasury Notes, 3.875%, 1/15/26 | 1200000 | 1200000 |
| U.S. Treasury Notes, 1.625%, 10/31/26 | 100000 | 92672 |
| U.S. Treasury Notes, 1.75%, 12/31/26 | 700000 | 650945 |
| U.S. Treasury Notes, 3.875%, 11/30/27 | 7500000 | 7586719 |
| U.S. Treasury Notes, 3.50%, 1/31/28 | 2400000 | 2389500 |
| U.S. Treasury Notes, 1.125%, 2/29/28 | 1000000 | 885547 |
| U.S. Treasury Notes, 1.25%, 3/31/28 | 1700000 | 1512469 |
| U.S. Treasury Notes, 1.25%, 4/30/28 | 3600000 | 3198094 |
| U.S. Treasury Notes, 1.875%, 2/28/29 | 1500000 | 1360254 |
| U.S. Treasury Notes, 2.875%, 4/30/29 | 700000 | 671973 |
| U.S. Treasury Notes, 3.875%, 9/30/29 | 1400000 | 1424172 |
| U.S. Treasury Notes, 3.875%, 11/30/29 | 2400000 | 2443500 |
| U.S. Treasury Notes, 3.875%, 12/31/29 | 1000000 | 1019219 |
| U.S. Treasury Notes, 3.50%, 1/31/30 | 2200000 | 2192437 |
| U.S. Treasury Notes, 4.125%, 11/15/32 | 500000 | 526094 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $82,622,512) |  | **79169817** |
| **COLLATERALIZED LOAN OBLIGATIONS — 2.8%** |  |  |
| ABPCI Direct Lending Fund CLO IV Ltd., Series 2017-2A, Class BR, VRN, 6.71%, (3-month LIBOR plus 1.90%), 10/27/33<sup>(2)</sup> | 600000 | 573254 |
| AIMCO CLO Ltd., Series 2019-10A, Class BR, VRN, 6.42%, (3-month LIBOR plus 1.60%), 7/22/32<sup>(2)</sup> | 740000 | 723473 |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2020-FL1, Class AS, VRN, 6.00%, (1-month SOFR plus 1.51%), 2/15/35<sup>(2)</sup> | 567000 | 556781 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2019-FL2, Class A, VRN, 5.79%, (1-month SOFR plus 1.31%), 9/15/34<sup>(2)</sup> | 269841 | 269836 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL2, Class A, VRN, 5.55%, (1-month LIBOR plus 1.10%), 5/15/36<sup>(2)</sup> | 545000 | 535979 |
| ARES LII CLO Ltd., Series 2019-52A, Class BR, VRN, 6.47%, (3-month LIBOR plus 1.65%), 4/22/31<sup>(2)</sup> | 550000 | 539634 |
| Ares XL CLO Ltd., Series 2016-40A, Class BRR, VRN, 6.59%, (3-month LIBOR plus 1.80%), 1/15/29<sup>(2)</sup> | 500000 | 483364 |
| BDS Ltd., Series 2021-FL7, Class C, VRN, 6.17%, (1-month LIBOR plus 1.70%), 6/16/36<sup>(2)</sup> | 1125000 | 1063270 |
| BDS Ltd., Series 2021-FL8, Class A, VRN, 5.39%, (1-month LIBOR plus 0.92%), 1/18/36<sup>(2)</sup> | 789123 | 772940 |
| BDS Ltd., Series 2021-FL8, Class C, VRN, 6.02%, (1-month LIBOR plus 1.55%), 1/18/36<sup>(2)</sup> | 500000 | 470681 |
| BDS Ltd., Series 2021-FL8, Class D, VRN, 6.37%, (1-month LIBOR plus 1.90%), 1/18/36<sup>(2)</sup> | 400000 | 377407 |
| Bean Creek CLO Ltd., Series 2015-1A, Class AR, VRN, 5.83%, (3-month LIBOR plus 1.02%), 4/20/31<sup>(2)</sup> | 575000 | 565592 |
| BXMT Ltd., Series 2020-FL2, Class C, VRN, 6.25%, (1-month SOFR plus 1.76%), 2/15/38<sup>(2)</sup> | 1090000 | 1053430 |
| Canyon Capital CLO Ltd., Series 2017-1A, Class BR, VRN, 6.39%, (3-month LIBOR plus 1.60%), 7/15/30<sup>(2)</sup> | 350000 | 344305 |
| Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class BRR, VRN, 6.85%, (3-month LIBOR plus 2.20%), 8/14/30<sup>(2)</sup> | 450000 | 435366 |
| Carlyle Global Market Strategies CLO Ltd., Series 2019-2A, Class A2R, VRN, 6.44%, (3-month LIBOR plus 1.65%), 7/15/32<sup>(2)</sup> | 825000 | 800647 |
| CarVal CLO III Ltd., Series 2019-2A, Class BR, VRN, 6.41%, (3-month LIBOR plus 1.60%), 7/20/32<sup>(2)</sup> | 500000 | 485534 |
| Cedar Funding X CLO Ltd., Series 2019-10A, Class BR, VRN, 6.41%, (3-month LIBOR plus 1.60%), 10/20/32<sup>(2)</sup> | 450000 | 439419 |
| Cerberus Loan Funding XXXIII LP, Series 2021-3A, Class A, VRN, 6.35%, (3-month LIBOR plus 1.56%), 7/23/33<sup>(2)</sup> | 800000 | 772763 |
| Cerberus Loan Funding XXXIX LP, Series 2022-3A, Class A, VRN, 7.03%, (3-month SOFR plus 2.40%), 1/20/33<sup>(2)</sup> | 700000 | 696499 |
| Cerberus Loan Funding XXXVI LP, Series 2021-6A, Class A, VRN, 6.19%, (3-month LIBOR plus 1.40%), 11/22/33<sup>(2)</sup> | 214854 | 213688 |
| CFIP CLO Ltd., Series 2014-1A, Class AR, VRN, 6.14%, (3-month LIBOR plus 1.32%), 7/13/29<sup>(2)</sup> | 360015 | 359433 |
| FS Rialto Issuer LLC, Series 2022-FL6, Class A, SEQ, VRN, 7.07%, (1-month SOFR plus 2.58%), 8/17/37<sup>(2)</sup> | 566000 | 566702 |
| Goldentree Loan Opportunities XI Ltd., Series 2015-11A, Class BR2, VRN, 6.14%, (3-month LIBOR plus 1.35%), 1/18/31<sup>(2)</sup> | 200000 | 198071 |
| KKR CLO Ltd., Series 2018, Class BR, VRN, 6.39%, (3-month LIBOR plus 1.60%), 7/18/30<sup>(2)</sup> | 575000 | 563914 |
| KKR CLO Ltd., Series 2022A, Class A, VRN, 5.96%, (3-month LIBOR plus 1.15%), 7/20/31<sup>(2)</sup> | 450000 | 447020 |
| KKR CLO Ltd., Series 2030A, Class BR, VRN, 6.39%, (3-month LIBOR plus 1.60%), 10/17/31<sup>(2)</sup> | 725000 | 710564 |
| KREF Ltd., Series 2021-FL2, Class B, VRN, 6.11%, (1-month LIBOR plus 1.65%), 2/15/39<sup>(2)</sup> | 800000 | 767181 |

---

------

---

| | | |
|:---|:---|:---|
| Madison Park Funding XXXVII Ltd., Series 2019-37A, Class BR, VRN, 6.44%, (3-month LIBOR plus 1.65%), 7/15/33<sup>(2)</sup> | 1075000 | 1056119 |
| MF1 Ltd., Series 2021-FL7, Class AS, VRN, 5.92%, (1-month LIBOR plus 1.45%), 10/16/36<sup>(2)</sup> | 1075000 | 1028633 |
| Octagon Investment Partners XV Ltd., Series 2013-1A, Class BRR, VRN, 6.30%, (3-month LIBOR plus 1.50%), 7/19/30<sup>(2)</sup> | 800000 | 771915 |
| Palmer Square Loan Funding Ltd., Series 2021-3A, Class A2, VRN, 6.21%, (3-month LIBOR plus 1.40%), 7/20/29<sup>(2)</sup> | 400000 | 390483 |
| Palmer Square Loan Funding Ltd., Series 2022-2A, Class A2, VRN, 6.56%, (3-month SOFR plus 1.90%), 10/15/30<sup>(2)</sup> | 550000 | 535503 |
| Parallel Ltd., Series 2019-1A, Class BR, VRN, 6.61%, (3-month LIBOR plus 1.80%), 7/20/32<sup>(2)</sup> | 825000 | 792754 |
| PFP Ltd., Series 2021-8, Class C, VRN, 6.25%, (1-month LIBOR plus 1.80%), 8/9/37<sup>(2)</sup> | 807000 | 761492 |
| Sound Point CLO XXII Ltd., Series 2019-1A, Class BR, VRN, 6.51%, (3-month LIBOR plus 1.70%), 1/20/32<sup>(2)</sup> | 750000 | 722817 |
| TCW CLO Ltd., Series 2018-1A, Class BR, VRN, 6.47%, (3-month LIBOR plus 1.65%), 4/25/31<sup>(2)</sup> | 725000 | 702840 |
| THL Credit Wind River CLO Ltd., Series 2013-2A, Class BR2, VRN, 6.36%, (3-month LIBOR plus 1.57%), 10/18/30<sup>(2)</sup> | 525000 | 517291 |
| TSTAT Ltd., Series 2022-1A, Class B, VRN, 7.91%, (3-month SOFR plus 3.27%), 7/20/31<sup>(2)</sup> | 500000 | 493997 |
| Wellfleet CLO Ltd., Series 2022-1A, Class B1, VRN, 7.01%, (3-month SOFR plus 2.35%), 4/15/34<sup>(2)</sup> | 400000 | 388759 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $24,533,519) |  | **23949350** |
| **ASSET-BACKED SECURITIES — 2.6%** |  |  |
| Aaset Trust, Series 2021-2A, Class A, SEQ, 2.80%, 1/15/47<sup>(2)</sup> | 1363411 | 1150390 |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2, SEQ, 1.94%, 8/15/46<sup>(2)</sup> | 450000 | 400119 |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class B, 2.48%, 8/15/46<sup>(2)</sup> | 642000 | 552164 |
| Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I, SEQ, 4.19%, 6/5/49<sup>(2)</sup> | 601920 | 589517 |
| Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2II, SEQ, 4.72%, 6/5/49<sup>(2)</sup> | 878130 | 830918 |
| Blackbird Capital Aircraft, Series 2021-1A, Class A, SEQ, 2.44%, 7/15/46<sup>(2)</sup> | 758231 | 644566 |
| Castlelake Aircraft Structured Trust, Series 2017-1R, Class A, SEQ, 2.74%, 8/15/41<sup>(2)</sup> | 532057 | 488854 |
| Clsec Holdings 22t LLC, Series 2021-1, Class B, 3.46%, 5/11/37<sup>(2)</sup> | 1487261 | 1293366 |
| Credit Acceptance Auto Loan Trust, Series 2022-3A, Class B, 7.52%, 12/15/32<sup>(2)</sup> | 350000 | 365908 |
| DI Issuer LLC, Series 2021-1A, Class A2, SEQ, 3.72%, 9/15/51<sup>(2)</sup> | 1876085 | 1682784 |
| Edgeconnex Data Centers Issuer LLC, Series 2022-1, Class A2, SEQ, 4.25%, 3/25/52<sup>(2)</sup> | 940890 | 871939 |
| FirstKey Homes Trust, Series 2021-SFR1, Class D, 2.19%, 8/17/38<sup>(2)</sup> | 950000 | 819001 |
| FirstKey Homes Trust, Series 2021-SFR1, Class E1, 2.39%, 8/17/38<sup>(2)</sup> | 1100000 | 943898 |
| Flexential Issuer, Series 2021-1A, Class A2, SEQ, 3.25%, 11/27/51<sup>(2)</sup> | 1150000 | 1043116 |
| Goodgreen Trust, Series 2018-1A, Class A, VRN, 3.93%, 10/15/53<sup>(2)</sup> | 334700 | 314215 |
| Goodgreen Trust, Series 2020-1A, Class A, SEQ, 2.63%, 4/15/55<sup>(2)</sup> | 624484 | 528652 |
| Goodgreen Trust, Series 2021-1A, Class A, SEQ, 2.66%, 10/15/56<sup>(2)</sup> | 436183 | 363297 |
| J.G. Wentworth XL LLC, Series 2017-3A, Class B, 5.43%, 2/15/69<sup>(2)</sup> | 87517 | 80593 |
| J.G. Wentworth XLII LLC, Series 2018-2A, Class B, 4.70%, 10/15/77<sup>(2)</sup> | 539168 | 485041 |
| J.G. Wentworth XXXIX LLC, Series 2017-2A, Class B, 5.09%, 9/17/74<sup>(2)</sup> | 161387 | 150980 |
| J.G. Wentworth XXXVIII LLC, Series 2017-1A, Class B, 5.43%, 8/15/62<sup>(2)</sup> | 195780 | 188979 |
| Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, SEQ, 2.64%, 10/15/46<sup>(2)</sup> | 1107927 | 905341 |
| MAPS Trust, Series 2021-1A, Class A, SEQ, 2.52%, 6/15/46<sup>(2)</sup> | 1334124 | 1143985 |
| Navigator Aircraft ABS Ltd., Series 2021-1, Class A, SEQ, 2.77%, 11/15/46<sup>(2)</sup> | 1103571 | 939985 |
| New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1, SEQ, 1.91%, 10/20/61<sup>(2)</sup> | 940000 | 820087 |
| New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class B1, 2.41%, 10/20/61<sup>(2)</sup> | 1925000 | 1612678 |
| Progress Residential Trust, Series 2021-SFR3, Class C, 2.09%, 5/17/26<sup>(2)</sup> | 500000 | 438031 |
| Progress Residential Trust, Series 2021-SFR8, Class E1, 2.38%, 10/17/38<sup>(2)</sup> | 450000 | 386309 |
| Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class C, 1.79%, 11/20/37<sup>(2)</sup> | 218973 | 201876 |
| Slam Ltd., Series 2021-1A, Class A, SEQ, 2.43%, 6/15/46<sup>(2)</sup> | 593759 | 513966 |
| Stack Infrastructure Issuer LLC, Series 2019-1A, Class A2, SEQ, 4.54%, 2/25/44<sup>(2)</sup> | 795570 | 778470 |
| Stack Infrastructure Issuer LLC, Series 2021-1A, Class A2, SEQ, 1.88%, 3/26/46<sup>(2)</sup> | 593000 | 527460 |
| VSE VOI Mortgage LLC, Series 2018-A, Class B, 3.72%, 2/20/36<sup>(2)</sup> | 178095 | 172468 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $25,142,682) |  | **22228953** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 1.2%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 1.1%** |  |  |
| ABN Amro Mortgage Corp., Series 2003-4, Class A4, 5.50%, 3/25/33 | 3195 | 2897 |
| Adjustable Rate Mortgage Trust, Series 2004-4, Class 4A1, VRN, 3.96%, 3/25/35 | 71611 | 70606 |
| Banc of America Mortgage Trust, Series 2004-E, Class 2A6, SEQ, VRN, 3.59%, 6/25/34 | 54174 | 51753 |

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------

---

| | | |
|:---|:---|:---|
| Bellemeade Re Ltd., Series 2019-3A, Class B1, VRN, 7.01%, (1-month LIBOR plus 2.50%), 7/25/29<sup>(2)</sup> | 400000 | 397186 |
| Bellemeade Re Ltd., Series 2019-3A, Class M1C, VRN, 6.46%, (1-month LIBOR plus 1.95%), 7/25/29<sup>(2)</sup> | 360000 | 358471 |
| CHNGE Mortgage Trust, Series 2022-1, Class A1, SEQ, VRN, 3.01%, 1/25/67<sup>(2)</sup> | 698696 | 640619 |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A5, VRN, 4.26%, 8/25/34 | 163843 | 157803 |
| Countrywide Home Loan Mortgage Pass-Through Trust, Series 2005-17, Class 1A11, 5.50%, 9/25/35 | 1054 | 919 |
| Credit Suisse Mortgage Trust, Series 2021-NQM2, Class A2, SEQ, VRN, 1.38%, 2/25/66<sup>(2)</sup> | 285332 | 245286 |
| Credit Suisse Mortgage Trust, Series 2021-RPL3, Class A1, SEQ, VRN, 2.00%, 1/25/60<sup>(2)</sup> | 385912 | 340701 |
| Credit Suisse Mortgage Trust, Series 2022-NQM2, Class A3, SEQ, VRN, 4.00%, 2/25/67<sup>(2)</sup> | 600000 | 461468 |
| Deephaven Residential Mortgage Trust, Series 2020-2, Class M1, VRN, 4.11%, 5/25/65<sup>(2)</sup> | 525000 | 485630 |
| Deephaven Residential Mortgage Trust, Series 2021-3, Class A3, VRN, 1.55%, 8/25/66<sup>(2)</sup> | 279708 | 239053 |
| Eagle RE Ltd., Series 2021-1, Class M1C, VRN, 7.01%, (30-day average SOFR plus 2.70%), 10/25/33<sup>(2)</sup> | 525000 | 524779 |
| First Horizon Alternative Mortgage Securities Trust, Series 2004-AA4, Class A1, VRN, 4.01%, 10/25/34 | 66349 | 65461 |
| GCAT Trust, Series 2021-CM2, Class A1, SEQ, VRN, 2.35%, 8/25/66<sup>(2)</sup> | 1069921 | 982353 |
| GCAT Trust, Series 2021-NQM1, Class A3, SEQ, VRN, 1.15%, 1/25/66<sup>(2)</sup> | 232215 | 197070 |
| GSR Mortgage Loan Trust, Series 2004-5, Class 3A3, VRN, 2.82%, 5/25/34 | 34472 | 32104 |
| GSR Mortgage Loan Trust, Series 2004-7, Class 3A1, VRN, 3.15%, 6/25/34 | 16615 | 14879 |
| GSR Mortgage Loan Trust, Series 2005-AR1, Class 3A1, VRN, 3.78%, 1/25/35 | 47206 | 44632 |
| Home RE Ltd., Series 2021-1, Class M1B, VRN, 6.06%, (1-month LIBOR plus 1.55%), 7/25/33<sup>(2)</sup> | 210655 | 210322 |
| Home RE Ltd., Series 2022-1, Class M1A, VRN, 7.16%, (30-day average SOFR plus 2.85%), 10/25/34<sup>(2)</sup> | 425000 | 425278 |
| JP Morgan Mortgage Trust, Series 2017-1, Class A2, VRN, 3.45%, 1/25/47<sup>(2)</sup> | 125790 | 112421 |
| JP Morgan Mortgage Trust, Series 2020-3, Class A15, VRN, 3.50%, 8/25/50<sup>(2)</sup> | 181262 | 162845 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, VRN, 3.87%, 11/21/34 | 66403 | 60221 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 2A, VRN, 3.70%, 11/25/35 | 26178 | 24875 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A1, VRN, 4.08%, 2/25/35 | 65028 | 61142 |
| MFA Trust, Series 2021-INV2, Class A3, SEQ, VRN, 2.26%, 11/25/56<sup>(2)</sup> | 733088 | 624803 |
| NewRez Warehouse Securitization Trust, Series 2021-1, Class A, VRN, 5.26%, (1-month LIBOR plus 0.75%), 5/25/55<sup>(2)</sup> | 750000 | 741311 |
| PRMI Securitization Trust, Series 2021-1, Class A5, VRN, 2.50%, 4/25/51<sup>(2)</sup> | 847045 | 681566 |
| Sofi Mortgage Trust, Series 2016-1A, Class 1A4, SEQ, VRN, 3.00%, 11/25/46<sup>(2)</sup> | 38757 | 35573 |
| Starwood Mortgage Residential Trust, Series 2020-2, Class B1E, VRN, 3.00%, 4/25/60<sup>(2)</sup> | 446000 | 396270 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 2A1, VRN, 5.23%, 7/25/34 | 24529 | 23779 |
| Verus Securitization Trust, Series 2021-R2, Class A2, VRN, 1.12%, 2/25/64<sup>(2)</sup> | 226901 | 202236 |
| Verus Securitization Trust, Series 2021-R2, Class A3, VRN, 1.23%, 2/25/64<sup>(2)</sup> | 259468 | 230828 |
|  |  | 9307140 |
| **U.S. Government Agency Collateralized Mortgage Obligations — 0.1%** |  |  |
| FHLMC, Series 2020-DNA5, Class M2, VRN, 7.11%, (30-day average SOFR plus 2.80%), 10/25/50<sup>(2)</sup> | 287641 | 290404 |
| FNMA, Series 2013-C01, Class M2, VRN, 9.76%, (1-month LIBOR plus 5.25%), 10/25/23 | 442198 | 454342 |
| FNMA, Series 2014-C02, Class 2M2, VRN, 7.11%, (1-month LIBOR plus 2.60%), 5/25/24 | 120187 | 121736 |
| FNMA, Series 2014-C04, Class 1M2, VRN, 9.41%, (1-month LIBOR plus 4.90%), 11/25/24 | 148570 | 154449 |
| FNMA, Series 2017-C03, Class 1M2C, VRN, 7.51%, (1-month LIBOR plus 3.00%), 10/25/29 | 110000 | 111135 |
|  |  | 1132066 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $11,361,110) |  | **10439206** |
| **MUNICIPAL SECURITIES — 0.7%** |  |  |
| Bay Area Toll Authority Rev., 6.92%, 4/1/40  | 295000 | 359639 |
| California State University Rev., 2.98%, 11/1/51  | 500000 | 375973 |
| Foothill-Eastern Transportation Corridor Agency Rev., 4.09%, 1/15/49  | 275000 | 228830 |
| Golden State Tobacco Securitization Corp. Rev., 2.75%, 6/1/34  | 660000 | 558844 |
| Houston GO, 3.96%, 3/1/47  | 120000 | 110195 |
| Metropolitan Transportation Authority Rev., 6.69%, 11/15/40  | 105000 | 113902 |
| Metropolitan Transportation Authority Rev., 6.81%, 11/15/40  | 60000 | 66356 |
| Metropolitan Water Reclamation District of Greater Chicago GO, 5.72%, 12/1/38  | 650000 | 719220 |
| Michigan Strategic Fund Rev., (Flint Water Advocacy Fund), 3.23%, 9/1/47  | 570000 | 460286 |
| Missouri Highway & Transportation Commission Rev., 5.45%, 5/1/33  | 130000 | 138305 |
| New Jersey Turnpike Authority Rev., 7.41%, 1/1/40  | 200000 | 261759 |
| New Jersey Turnpike Authority Rev., 7.10%, 1/1/41  | 95000 | 120999 |

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| | | |
|:---|:---|:---|
| New York City GO, 6.27%, 12/1/37  | 95000 | 108794 |
| Ohio Turnpike & Infrastructure Commission Rev., 3.22%, 2/15/48  | 330000 | 249648 |
| Ohio Water Development Authority Water Pollution Control Loan Fund Rev., 4.88%, 12/1/34  | 110000 | 112605 |
| Port Authority of New York & New Jersey Rev., 4.93%, 10/1/51  | 50000 | 51111 |
| Regents of the University of California Medical Center Pooled Rev., 3.26%, 5/15/60  | 245000 | 179307 |
| Rutgers The State University of New Jersey Rev., 5.67%, 5/1/40  | 300000 | 322342 |
| Sacramento Municipal Utility District Rev., 6.16%, 5/15/36  | 210000 | 237711 |
| San Francisco Public Utilities Commission Water Rev., 6.00%, 11/1/40  | 105000 | 117318 |
| Santa Clara Valley Transportation Authority Rev., 5.88%, 4/1/32  | 120000 | 126638 |
| State of California GO, 4.60%, 4/1/38  | 355000 | 350906 |
| State of California GO, 7.55%, 4/1/39  | 100000 | 133438 |
| State of California GO, 7.30%, 10/1/39  | 160000 | 204270 |
| State of California GO, 7.60%, 11/1/40  | 80000 | 108681 |
| State of Washington GO, 5.14%, 8/1/40  | 20000 | 21278 |
| University of California Rev., 3.07%, 5/15/51  | 330000 | 239928 |
| **TOTAL MUNICIPAL SECURITIES**<br>(Cost $6,495,442) |  | **6078283** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 0.7%** |  |  |
| BX Commercial Mortgage Trust, Series 2020-VIV2, Class C, VRN, 3.54%, 3/9/44<sup>(2)</sup> | 537839 | 452769 |
| BX Commercial Mortgage Trust, Series 2020-VIVA, Class D, VRN, 3.55%, 3/11/44<sup>(2)</sup> | 775000 | 623295 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class F, VRN, 6.86%, (1-month LIBOR plus 2.40%), 9/15/36<sup>(2)</sup> | 1200000 | 1138589 |
| ELP Commercial Mortgage Trust, Series 2021-ELP, Class E, VRN, 6.58%, (1-month LIBOR plus 2.12%), 11/15/38<sup>(2)</sup> | 1497000 | 1439056 |
| MHP Trust, Series 2022-MHIL, Class D, VRN, 6.09%, (1-month SOFR plus 1.61%), 1/15/27<sup>(2)</sup> | 436275 | 415488 |
| OPG Trust, Series 2021-PORT, Class E, VRN, 5.99%, (1-month LIBOR plus 1.53%), 10/15/36<sup>(2)</sup> | 980770 | 931543 |
| WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A, VRN, 7.27%, (1-month SOFR plus 2.79%), 11/15/27<sup>(2)</sup> | 794000 | 795695 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $6,234,342) |  | **5796435** |
| **EXCHANGE-TRADED FUNDS — 0.4%** |  |  |
| SPDR S&P 500 ETF Trust<br>(Cost $3,086,740) | 7786 | **3164853** |
| **U.S. GOVERNMENT AGENCY SECURITIES — 0.3%** |  |  |
| FNMA, 0.75%, 10/8/27 | 2000000 | 1752581 |
| FNMA, 6.625%, 11/15/30 | 400000 | 480711 |
| Tennessee Valley Authority, 1.50%, 9/15/31 | 300000 | 245556 |
| **TOTAL U.S. GOVERNMENT AGENCY SECURITIES**<br>(Cost $2,768,288) |  | **2478848** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 0.1%** |  |  |
| **Chile**<sup>†</sup> |  |  |
| Chile Government International Bond, 3.625%, 10/30/42 | 100000 | 80542 |
| **Mexico — 0.1%** |  |  |
| Mexico Government International Bond, 4.15%, 3/28/27 | 600000 | 593970 |
| **Peru**<sup>†</sup> |  |  |
| Peruvian Government International Bond, 5.625%, 11/18/50 | 170000 | 173162 |
| **Philippines**<sup>†</sup> |  |  |
| Philippine Government International Bond, 6.375%, 10/23/34 | 150000 | 171000 |
| **Poland**<sup>†</sup> |  |  |
| Republic of Poland Government International Bond, 3.00%, 3/17/23 | 140000 | 139750 |
| **Uruguay**<sup>†</sup> |  |  |
| Uruguay Government International Bond, 4.125%, 11/20/45 | 120000 | 113503 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $1,307,391) |  | **1271927** |
| **BANK LOAN OBLIGATIONS**<sup>(5)</sup> **—** <sup>†</sup>**%** |  |  |
| **Pharmaceuticals**<sup>†</sup> |  |  |
| Horizon Therapeutics USA Inc., 2021 Term Loan B2, 6.31%, (1-month LIBOR plus 1.75%), 3/15/28<br>(Cost $495,630) | 495180 | **496032** |

---

------

---

| | |
|:---|:---|
| **SHORT-TERM INVESTMENTS — 2.3%** | |
| **Money Market Funds — 2.3%** | |
| State Street Institutional U.S. Government Money Market Fund, Premier Class<br>(Cost $19,661,080) | **19661080** |
| **TOTAL INVESTMENT SECURITIES—100.9%**<br>(Cost $809,483,607) | **871959146** |
| **OTHER ASSETS AND LIABILITIES — (0.9)%** | **(7902372)** |
| **TOTAL NET ASSETS — 100.0%** | $**864056774** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| EUR | 94483 | USD | 101067 | JPMorgan Chase Bank N.A. | 3/31/23 | $2024 |
| EUR | 66725 | USD | 71405 | JPMorgan Chase Bank N.A. | 3/31/23 | 1399 |
| EUR | 184607 | USD | 197438 | JPMorgan Chase Bank N.A. | 3/31/23 | 3987 |
| EUR | 70040 | USD | 76269 | JPMorgan Chase Bank N.A. | 3/31/23 | 153 |
| USD | 3089414 | EUR | 2885189 | JPMorgan Chase Bank N.A. | 3/31/23 | (58624) |
| USD | 150904 | EUR | 142524 | JPMorgan Chase Bank N.A. | 3/31/23 | (4605) |
| USD | 250222 | EUR | 231977 | JPMorgan Chase Bank N.A. | 3/31/23 | (2890) |
| USD | 97894 | EUR | 89910 | JPMorgan Chase Bank N.A. | 3/31/23 | (207) |
| USD | 132425 | EUR | 121204 | JPMorgan Chase Bank N.A. | 3/31/23 | 178 |
|  |  |  |  |  |  | $(58585) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)^** |
| U.S. Treasury 2-Year Notes | 16 | March 2023 | $3290375 | $(4656) |
| U.S. Treasury 5-Year Notes | 142 | March 2023 | 15512390 | 16301 |
| U.S. Treasury 10-Year Notes | 99 | March 2023 | 11337047 | (103541) |
| U.S. Treasury 10-Year Ultra Notes | 78 | March 2023 | 9453844 | (7027) |
| U.S. Treasury Long Bonds | 3 | March 2023 | 389625 | (475) |
| U.S. Treasury Ultra Bonds | 29 | March 2023 | 4110750 | (13275) |
|  |  |  | $44094031 | $(112673) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> |
| **Reference Entity** | **Type** | **Fixed<br>Rate<br>Received<br>(Paid)<br>Quarterly** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value^** |
| Markit CDX North America High Yield Index Series 38 | Buy | (5.00)% | 6/20/27 | $3064050 | $(2794) | $(134431) | $(137225) |
| Markit CDX North America High Yield Index Series 39 | Buy | (5.00)% | 12/20/27 | $3220000 | 13730 | (119418) | (105688) |
| Markit CDX North America Investment Grade Index Series 39 | Buy | (1.00)% | 12/20/27 | $26400000 | (298502) | (59600) | (358102) |
|  |  |  |  |  | $(287566) | $(313449) | $(601015) |

---

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

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

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** |
| **Floating**<br>**Rate Index** | **Pay/Receive**<br>**Floating Rate**<br>**Index at**<br>**Termination** | **Fixed<br>Rate** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value** |
| CPURNSA | Receive | 2.90% | 10/11/23 | $1450000 | $347 | $(3748) | $(3401) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $2150000 | 351 | (6910) | (6559) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $2150000 | 351 | (6910) | (6559) |
|  |  |  |  |  | $1049 | $(17568) | $(16519) |

---

---

| | |
|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| CDX | Credit Derivatives Indexes |
| CPURNSA | U.S. Consumer Price Index Urban Consumers Not Seasonally Adjusted Index |
| EUR | Euro |
| FHLMC | Federal Home Loan Mortgage Corporation |
| FNMA | Federal National Mortgage Association |
| GNMA | Government National Mortgage Association |
| GO | General Obligation |
| H15T1Y | Constant Maturity U.S. Treasury Note Yield Curve Rate Index |
| LIBOR | London Interbank Offered Rate |
| SEQ | Sequential Payer |
| SOFR | Secured Overnight Financing Rate |
| USD | United States Dollar |
| VRN | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security's offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. |

---

(1)Non-income producing.

(2)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $71,815,467, which represented 8.3% of total net assets.

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

(4)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward commitments, forward foreign currency exchange contracts, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $1,757,600.

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

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS**

**1. Investment Valuations**

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

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

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

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

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

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

**2. Fair Value Measurements**

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

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

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

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

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

------

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

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | | | |
| **Investment Securities** | | | |
| Common Stocks | $512552106 | $7886338 |  |
| U.S. Government Agency Mortgage-Backed Securities |  | 94777751 |  |
| Corporate Bonds |  | 82008167 |  |
| U.S. Treasury Securities |  | 79169817 |  |
| Collateralized Loan Obligations |  | 23949350 |  |
| Asset-Backed Securities |  | 22228953 |  |
| Collateralized Mortgage Obligations |  | 10439206 |  |
| Municipal Securities |  | 6078283 |  |
| Commercial Mortgage-Backed Securities |  | 5796435 |  |
| Exchange-Traded Funds | 3164853 |  |  |
| U.S. Government Agency Securities |  | 2478848 |  |
| Sovereign Governments and Agencies |  | 1271927 |  |
| Bank Loan Obligations |  | 496032 |  |
| Short-Term Investments | 19661080 |  |  |
|  | $535378039 | $336581107 |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $16301 |  |  |
| Forward Foreign Currency Exchange Contracts |  | $7741 |  |
|  | $16301 | $7741 |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $128974 |  |  |
| Swap Agreements |  | $617534 |  |
| Forward Foreign Currency Exchange Contracts |  | 66326 |  |
|  | $128974 | $683860 |  |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Century 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:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $874211840.07

**Total Liabilities:** $10287073.33

**Net Assets:** $863924766.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9.000000000000 | **1-Year:** 1122.000000000000 | **5-Year:** 5105.000000000000 | **10-Year:** 45894.000000000000 | **30-Year:** 82733.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** -2.000000000000 | **5-Year:** -1725.000000000000 | **10-Year:** 4178.000000000000 | **30-Year:** 1783.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017045 | 5.32%                | -3.86%               | 4.96%                |
| Class ID C000017047 | 5.38%                | -3.86%               | 5.02%                |
| Class ID C000189734 | 5.38%                | -3.92%               | 5.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4577254.73             | $47827753.29                               |
| Month 2  | $-2176353.46             | $-32394159.09                              |
| Month 3  | $-3626625.47             | $43551420.08                               |

**Designated Index Information**

- **Index Name:** Balanced Composite Index

- **Index Identifier:** ACBLNC_S24

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE BANK N.A                                                         | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2023.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2889.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-206.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $178.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-4604.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-58624.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $152.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $3987.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1399.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.97 10/14/23                                                                                | CUSIP: SL335RP87<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   2150000 | OU      | $-6558.77     | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.97 10/14/23                                                                                | CUSIP: SL335RPH7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   2150000 | OU      | $-6558.77     | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.HY.38 06/27                                                                       | CUSIP: SPKC06BZ5<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   3064050 | OU      | $-118925.77   | -0.01%            | 2027-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.90 10/11/23                                                                                | CUSIP: SLZ40AHV0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   1450000 | OU      | $-3401.29     | -0.00%            | 2023-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.HY.39 12/27                                                                       | CUSIP: SPKK09R19<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   3220000 | OU      | $-86457.48    | -0.01%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.IG.39 12/27                                                                       | CUSIP: SPP809NO5<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  26400000 | OU      | $-326568.53   | -0.04%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                                            | Deckers Outdoor Corp                                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      6235 | NS      | $2665337.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                                      | Ecolab Inc                                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     14316 | NS      | $2216546.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                                     | CDW Corp/DE                                                                                     | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27126 | NS      | $5317509.78   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                       | Aptiv PLC 3.10 12/01/2051                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    145000 | PA      | $94172.39     | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                          | Arbor Realty Commercial Real Estate Notes 2019-FL2 Ltd 5.79                                     | CUSIP: 03880VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    269841 | PA      | $269836.28    | 0.03%             | 2034-09-15      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                          | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd 6.00                                   | CUSIP: 03880WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    567000 | PA      | $556781.02    | 0.06%             | 2035-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                          | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd 5.55                                     | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    545000 | PA      | $535978.72    | 0.06%             | 2036-05-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                        | ARES LII CLO Ltd 6.47                                                                           | CUSIP: 04009AAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $539633.93    | 0.06%             | 2031-04-22      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                        | Ares XL CLO Ltd 6.59                                                                            | CUSIP: 04016GBH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $483363.65    | 0.06%             | 2029-01-15      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                             | Ashtead Capital Inc 5.55 05/30/2033                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200890.18    | 0.02%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                             | Ashtead Capital Inc 5.50 08/11/2032                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    304000 | PA      | $305274.08    | 0.04%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding 1.99 08/19/2028                                                           | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    181000 | PA      | $151082.95    | 0.02%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                         | BDS 2021-FL10 Ltd 6.17                                                                          | CUSIP: 05493FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1125000 | PA      | $1063270.35   | 0.12%             | 2036-06-16      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                         | BDS 2021-FL8 5.39                                                                               | CUSIP: 05493JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    789123 | PA      | $772939.97    | 0.09%             | 2036-01-18      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                         | BDS 2021-FL8 6.02                                                                               | CUSIP: 05493JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $470680.65    | 0.05%             | 2036-01-18      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                         | BDS 2021-FL8 6.37                                                                               | CUSIP: 05493JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $377407.44    | 0.04%             | 2036-01-18      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 5.98 01/18/2027                                                                         | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    349000 | PA      | $353575.83    | 0.04%             | 2027-01-18      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV2                                          | BX Commercial Mortgage Trust 2020-VIV2 3.54                                                     | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537839 | PA      | $452769.01    | 0.05%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                                          | BX Commercial Mortgage Trust 2021-VOLT 6.86                                                     | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1138589.40   | 0.13%             | 2036-09-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co                                                     | Baltimore Gas and Electric Co 2.25 06/15/2031                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    237000 | PA      | $199401.25    | 0.02%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage 2004-E Trust                                           | Banc of America Mortgage 2004-E Trust 3.59                                                      | CUSIP: 05949AHA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54174 | PA      | $51753.45     | 0.01%             | 2034-06-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.55 02/04/2028                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46573.85     | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 5.02 07/22/2033                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    248000 | PA      | $248068.76    | 0.03%             | 2033-07-22      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                                   | DI Issuer LLC 3.72                                                                              | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1876085 | PA      | $1682784.24   | 0.19%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | Fox Corp 5.48 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    283000 | PA      | $275037.93    | 0.03%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc 4.40 11/06/2042                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    515000 | PA      | $476294.51    | 0.06%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | Aircastle Ltd 5.25 08/11/2025                                                                   | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    221000 | PA      | $216114.10    | 0.03%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA 3.75 01/15/2030                                                                     | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    440000 | PA      | $399078.17    | 0.05%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc 3.95 08/08/2052                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    335000 | PA      | $301306.95    | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                       | Applebee's Funding LLC / IHOP Funding LLC 4.19                                                  | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601920 | PA      | $589516.78    | 0.07%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                       | Applebee's Funding LLC / IHOP Funding LLC 4.72                                                  | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878130 | PA      | $830918.22    | 0.10%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA 1.72 09/14/2027                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $351460.08    | 0.04%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA 4.18 03/24/2028                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $190670.67    | 0.02%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 3.42 12/20/2028                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    532000 | PA      | $497859.38    | 0.06%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.88 10/22/2030                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    701000 | PA      | $615168.18    | 0.07%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.48 09/21/2036                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    345000 | PA      | $269514.16    | 0.03%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 3.38 04/02/2026                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387035.28    | 0.04%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 4.57 04/27/2033                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193448.31    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 6.20 11/10/2028                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    113000 | PA      | $119238.22    | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 5.08 01/20/2027                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502033.92    | 0.06%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | Bank of Ireland Group PLC 2.03 09/30/2027                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    129000 | PA      | $112853.92    | 0.01%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp/The 4.71 02/01/2034                                                | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187354.64    | 0.02%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                             | Bank of New Zealand 4.85 02/07/2028                                                             | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    570000 | PA      | $574060.11    | 0.07%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The 4.85 02/01/2030                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $345911.06    | 0.04%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America Inc 3.06 06/17/2041                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199660.73    | 0.02%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co 2.55 11/13/2050                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    337000 | PA      | $229991.15    | 0.03%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co 2.95 03/15/2032                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    427000 | PA      | $387195.27    | 0.04%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                           | Carlyle Global Market Strategies CLO 2013-1 Ltd 6.85                                            | CUSIP: 14310BAW1<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $435365.55    | 0.05%             | 2030-08-14      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CarVal CLO                                                                      | CarVal CLO III Ltd 6.41                                                                         | CUSIP: 14686WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $485533.95    | 0.06%             | 2032-07-20      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2017-1R                                    | Castlelake Aircraft Structured Trust 2017-1R 2.74                                               | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532057 | PA      | $488854.23    | 0.06%             | 2041-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                               | Cedar Funding X CLO Ltd 6.41                                                                    | CUSIP: 15033XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $439419.47    | 0.05%             | 2032-10-20      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 4.63 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    244000 | PA      | $232114.76    | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 3.38 02/15/2030                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    399000 | PA      | $351383.34    | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 2.45 07/15/2028                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    560000 | PA      | $485799.13    | 0.06%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC 4.45 10/01/2032                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371162.37    | 0.04%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cerberus Onshore CLO LLC                                                        | Cerberus Loan Funding XXXIII LP 6.35                                                            | CUSIP: 15674PAA5<br>LEI: 54930000UKAI7FBHXD27 | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $772763.28    | 0.09%             | 2033-07-23      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond 3.63 10/30/2042                                             | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    100000 | PA      | $80542.30     | 0.01%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                                     | CHNGE Mortgage Trust 2022-1 3.01                                                                | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698696 | PA      | $640618.94    | 0.07%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.67 07/24/2028                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94784.59     | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.52 10/27/2028                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    514000 | PA      | $481866.57    | 0.06%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 6.50 11/15/2035                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $238749.66    | 0.03%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 3.75 04/01/2040                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    405000 | PA      | $358249.33    | 0.04%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 2.94 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    285000 | PA      | $194952.96    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | Commonwealth Edison Co 5.30 02/01/2053                                                          | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    254000 | PA      | $271137.28    | 0.03%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | Continental Resources Inc/OK 2.27 11/15/2026                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    310000 | PA      | $275687.58    | 0.03%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA 5.30 07/12/2028                                                              | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $331971.22    | 0.04%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust 2022-3                                        | Credit Acceptance Auto Loan Trust 2022-3 7.52                                                   | CUSIP: 22534QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $365907.78    | 0.04%             | 2032-12-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | Crown Castle Inc 4.15 07/01/2050                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    158000 | PA      | $131688.22    | 0.02%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                   | DR Horton Inc 2.50 10/15/2024                                                                   | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    310000 | PA      | $298270.04    | 0.03%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE Funding LLC 1.55 08/01/2024                                                                 | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | AE        |    195000 | PA      | $184205.80    | 0.02%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | Danaher Corp 2.80 12/10/2051                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    320000 | PA      | $230157.19    | 0.03%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 6.00                                                                           | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3299147 | PA      | $3418983.80   | 0.40%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.76                                                                  | CUSIP: 31347AMD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     85523 | PA      | $86323.98     | 0.01%             | 2046-08-01      | Variable      | 3.76%                 | 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      | $480710.55    | 0.06%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | Federal National Mortgage Association 0.75 10/08/2027                                           | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1752581.44   | 0.20%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141436 | PA      | $143465.73    | 0.02%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138EJMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    229568 | PA      | $221792.77    | 0.03%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.93                                                                            | CUSIP: 3138ELNS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58637 | PA      | $59935.41     | 0.01%             | 2038-03-01      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    684307 | PA      | $661142.39    | 0.08%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.31                                                                            | CUSIP: 31407GYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26564 | PA      | $26673.13     | 0.00%             | 2035-06-01      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.17                                                                            | CUSIP: 31407GYJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30616 | PA      | $30808.36     | 0.00%             | 2035-06-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.20                                                                            | CUSIP: 3140FPBT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     83710 | PA      | $83079.57     | 0.01%             | 2047-05-01      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.18                                                                            | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104537 | PA      | $100938.80    | 0.01%             | 2047-03-01      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.12                                                                            | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     56987 | PA      | $54988.90     | 0.01%             | 2047-04-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140JN4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    101854 | PA      | $99524.26     | 0.01%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    150881 | PA      | $140185.24    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140M2KG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1393397 | PA      | $1254927.51   | 0.15%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140M83L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1346298 | PA      | $1181781.96   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2480181 | PA      | $2282493.26   | 0.26%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    720392 | PA      | $702253.46    | 0.08%             | 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        |    866404 | PA      | $861046.77    | 0.10%             | 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        |   1044963 | PA      | $1054716.37   | 0.12%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140QDDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1166629 | PA      | $1033417.35   | 0.12%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1837198 | PA      | $1745216.12   | 0.20%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2040972 | PA      | $1976071.70   | 0.23%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2138148 | PA      | $2013035.82   | 0.23%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1172545 | PA      | $1073042.75   | 0.12%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140QNN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1424352 | PA      | $1258534.17   | 0.15%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1571440 | PA      | $1554493.49   | 0.18%             | 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        |   3544793 | PA      | $3568973.66   | 0.41%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    934469 | PA      | $852715.97    | 0.10%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1149512 | PA      | $1009629.51   | 0.12%             | 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        |   3071187 | PA      | $2603652.98   | 0.30%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1534315 | PA      | $1495849.32   | 0.17%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2006505 | PA      | $1969403.03   | 0.23%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 3.85 11/15/2042                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    220000 | PA      | $188367.34    | 0.02%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | Galaxy Pipeline Assets Bidco Ltd 2.94 09/30/2040                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |    869877 | PA      | $713110.59    | 0.08%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc 2.75 06/20/2025                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    780000 | PA      | $736348.26    | 0.09%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc 2.40 10/15/2028                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    315000 | PA      | $270089.50    | 0.03%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | Georgia-Pacific LLC 2.10 04/30/2027                                                             | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    370000 | PA      | $337479.95    | 0.04%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.76 01/24/2025                                                     | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    580000 | PA      | $558505.76    | 0.06%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 2.64 02/24/2028                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    710000 | PA      | $651333.82    | 0.08%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                                 | Goodgreen 2020-1 Trust 2.63                                                                     | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624484 | PA      | $528651.88    | 0.06%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2021-1 Trust                                                          | Goodgreen 2021-1 Trust 2.66                                                                     | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436183 | PA      | $363297.49    | 0.04%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                                | Goodgreen 2018-1 3.93                                                                           | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |    334700 | PA      | $314214.57    | 0.04%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc 2.38 07/15/2031                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $191076.49    | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 2.80 05/24/2032                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $230666.37    | 0.03%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 0.73 08/17/2024                                                               | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $311462.47    | 0.04%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Home RE 2021-1 Ltd                                                              | Home RE 2021-1 Ltd 6.06                                                                         | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    210655 | PA      | $210321.57    | 0.02%             | 2033-07-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Home RE 2022-1 Ltd                                                              | Home RE 2022-1 Ltd 7.16                                                                         | CUSIP: 43730GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $425277.74    | 0.05%             | 2034-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc                                                    | HORIZON THERAPEUTICS USA INC 2021 TERM LOAN B                                                   | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |    495180 | PA      | $496031.71    | 0.06%             | 2028-03-15      | Variable      | 6.20%                 | 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      | $110194.61    | 0.01%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc 2.15 02/03/2032                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    484000 | PA      | $393278.24    | 0.05%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | Huntington National Bank/The 5.65 01/10/2030                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244725.77    | 0.03%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp 3.20 08/12/2061                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    443000 | PA      | $300307.77    | 0.03%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JG Wentworth XLII LLC                                                           | JG Wentworth XLII LLC 4.70                                                                      | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539168 | PA      | $485040.74    | 0.06%             | 2077-10-15      | Fixed         | 4.70%                 | 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        |    181262 | PA      | $162844.83    | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XXXVIII LLC                                                      | J.G. Wentworth XXXVIII LLC 5.43                                                                 | CUSIP: 46620JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195780 | PA      | $188978.92    | 0.02%             | 2062-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XXXIX LLC                                                        | J.G. Wentworth XXXIX LLC 5.09                                                                   | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161387 | PA      | $150980.35    | 0.02%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XL LLC                                                           | J.G. Wentworth XL LLC 5.43                                                                      | CUSIP: 46621RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87517 | PA      | $80592.93     | 0.01%             | 2069-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.52 04/22/2031                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    793000 | PA      | $678412.02    | 0.08%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 1.58 04/22/2027                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    315000 | PA      | $283227.95    | 0.03%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.07 06/01/2029                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    642000 | PA      | $556710.33    | 0.06%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.95 02/24/2028                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    770000 | PA      | $714924.60    | 0.08%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 4.91 07/25/2033                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393830.95    | 0.05%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017-1                                                 | JP Morgan Mortgage Trust 2017-1 3.45                                                            | CUSIP: 46648CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125790 | PA      | $112420.94    | 0.01%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO 30 Ltd 6.39                                                                             | CUSIP: 48250EAS4<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | US        |    725000 | PA      | $710563.51    | 0.08%             | 2031-10-17      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO 18 Ltd 6.39                                                                             | CUSIP: 48251JAN3<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | US        |    575000 | PA      | $563913.83    | 0.07%             | 2030-07-18      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO Ltd 22 5.96                                                                             | CUSIP: 48252WAA1<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $447020.24    | 0.05%             | 2031-07-20      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| KREF                                                                            | KREF 2021-FL2 Ltd 6.11                                                                          | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $767180.80    | 0.09%             | 2039-02-15      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | Kaiser Foundation Hospitals 3.00 06/01/2051                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    260000 | PA      | $193675.77    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper Inc 4.05 04/15/2032                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166007.02    | 0.02%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KeyBank NA/Cleveland OH 5.00 01/26/2033                                                         | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235781.79    | 0.03%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | Kinder Morgan Energy Partners LP 6.50 09/01/2039                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268424.00    | 0.03%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co 5.00 06/04/2042                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    379000 | PA      | $365354.90    | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co 3.88 05/15/2027                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292451.09    | 0.03%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                               | Lam Research Corp 2.88 06/15/2050                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    230000 | PA      | $166217.75    | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp 5.25 01/15/2033                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    191000 | PA      | $203952.45    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc 2.63 04/01/2031                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    690000 | PA      | $593660.03    | 0.07%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV2 Trust                                                             | MFA 2021-INV2 Trust 2.26                                                                        | CUSIP: 552732AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    733088 | PA      | $624803.20    | 0.07%             | 2056-11-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL                                                                   | MHP 2022-MHIL 6.09                                                                              | CUSIP: 55293DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436275 | PA      | $415488.08    | 0.05%             | 2027-01-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 2.65 08/15/2030                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256084.12    | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                        | Madison Park Funding XXXVII Ltd 6.44                                                            | CUSIP: 55817EAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $1056119.13   | 0.12%             | 2033-07-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 3.76 03/15/2027                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    248000 | PA      | $232559.48    | 0.03%             | 2027-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 5.05 03/15/2042                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    208000 | PA      | $177837.84    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International Inc/MD 3.50 10/15/2032                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    212000 | PA      | $187475.63    | 0.02%             | 2032-10-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-13                                   | MASTR Adjustable Rate Mortgages Trust 2004-13 3.87                                              | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66403 | PA      | $60221.15     | 0.01%             | 2034-11-21      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                      | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 4.08                                 | CUSIP: 59020USH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65028 | PA      | $61141.92     | 0.01%             | 2035-02-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | MetLife Inc 5.25 01/15/2054                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260436.29    | 0.03%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | Metropolitan Transportation Authority 6.69% 11/15/2040                                          | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    105000 | PA      | $113901.73    | 0.01%             | 2040-11-15      | Fixed         | 6.69%                 | 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      | $460286.17    | 0.05%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MidAmerican Energy Co 4.40 10/15/2044                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    290000 | PA      | $271440.62    | 0.03%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 6.50 06/20/2027       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        19 | PA      | $18.75        | 0.00%             | 2027-06-20      | Fixed         | 6.50%                 | 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      | $138305.35    | 0.02%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International Inc 2.63 03/17/2027                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    310000 | PA      | $288690.81    | 0.03%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 5.12 02/01/2029                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119375.80    | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | National Retail Properties Inc 4.80 10/15/2048                                                  | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239639.56    | 0.03%             | 2048-10-15      | Fixed         | 4.80%                 | 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        |   1925000 | PA      | $1612678.38   | 0.19%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                             | New Jersey Turnpike Authority 7.41% 01/01/2040                                                  | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    200000 | PA      | $261759.00    | 0.03%             | 2040-01-01      | Fixed         | 7.41%                 | 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      | $120999.34    | 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      | $108793.54    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co 3.10 03/15/2032                                              | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    283000 | PA      | $256459.87    | 0.03%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                               | Ooredoo International Finance Ltd 2.63 04/08/2031                                               | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $484007.70    | 0.06%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM Inc 6.00 05/20/2053                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     92000 | PA      | $105663.07    | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp 3.13 07/01/2050                                                      | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150887.65    | 0.02%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 06/15/2025                                                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $487109.38    | 0.06%             | 2025-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.50 09/15/2025                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1977851.56   | 0.23%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.88 09/30/2029                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1424171.87   | 0.16%             | 2029-09-30      | Fixed         | 3.88%                 | 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        |   1000000 | PA      | $1052187.50   | 0.12%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.38 11/15/2025                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6597500.00   | 0.76%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                             | Block Financial LLC 3.88 08/15/2030                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $410190.49    | 0.05%             | 2030-08-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings Inc                                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1157 | NS      | $2816253.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BXMT Ltd                                                                        | BXMT 2020-FL2 LTD 6.25                                                                          | CUSIP: 12434LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1090000 | PA      | $1053430.39   | 0.12%             | 2038-02-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2020-2                                     | Deephaven Residential Mortgage Trust 2020-2 4.11                                                | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $485630.36    | 0.06%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-3                                     | Deephaven Residential Mortgage Trust 2021-3 1.55                                                | CUSIP: 24381VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279708 | PA      | $239053.19    | 0.03%             | 2066-08-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp 4.85 10/11/2029                                                         | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154426.67    | 0.02%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp 4.75 01/20/2028                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    623000 | PA      | $636482.28    | 0.07%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp 8.10 07/15/2036                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $130071.92    | 0.02%             | 2036-07-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG 4.30 05/24/2028                                                                | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $195528.63    | 0.02%             | 2028-05-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY 5.37 09/09/2027                                                    | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    294000 | PA      | $301524.83    | 0.03%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy Inc 0.00 03/15/2033                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    320000 | PA      | $340879.69    | 0.04%             | 2033-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                       | Dick's Sporting Goods Inc 3.15 01/15/2032                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    495000 | PA      | $405449.66    | 0.05%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc 4.90 08/01/2041                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253607.03    | 0.03%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc 4.85 08/15/2052                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207224.15    | 0.02%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp 2.55 06/15/2031                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152857.16    | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp 5.00 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220212.02    | 0.03%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC 2.55 04/15/2031                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    154000 | PA      | $133186.00    | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC 4.15 12/01/2044                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    335000 | PA      | $298310.07    | 0.03%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC 2.00 08/15/2031                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    440000 | PA      | $361976.74    | 0.04%             | 2031-08-15      | Floating      | 2.00%                 | 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        |    160000 | PA      | $141602.93    | 0.02%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health Inc 5.13 02/15/2053                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160010.21    | 0.02%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc 3.40 08/01/2051                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $97106.14     | 0.01%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 3.60 02/01/2023                                                              | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160000.00    | 0.02%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 4.90 03/15/2035                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $254709.31    | 0.03%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 5.75 02/15/2033                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    312000 | PA      | $321027.72    | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 4.25 03/15/2023                                                              | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369720.95    | 0.04%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 3.75 05/15/2030                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367007.57    | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | Entergy Arkansas LLC 2.65 06/15/2051                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    180000 | PA      | $119448.63    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC 4.85 03/15/2044                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    460000 | PA      | $438828.16    | 0.05%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC 3.30 02/15/2053                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $159781.92    | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | Equinix Inc 2.90 11/18/2026                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    565000 | PA      | $526415.47    | 0.06%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities Inc 2.70 04/15/2030                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    380000 | PA      | $330224.93    | 0.04%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DMJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1738859 | PA      | $1590950.83   | 0.18%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DMWU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1135816 | PA      | $1046199.85   | 0.12%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 4.50                                                                           | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2504052 | PA      | $2484477.63   | 0.29%             | 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        |   2048975 | PA      | $1948496.01   | 0.23%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 4.00                                                                           | CUSIP: 3132DNHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    748113 | PA      | $728824.17    | 0.08%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    311587 | PA      | $295647.98    | 0.03%             | 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        |    749927 | PA      | $757282.61    | 0.09%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3132DPKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    487367 | PA      | $428905.44    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133AQXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1892539 | PA      | $1663626.05   | 0.19%             | 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        |   1238268 | PA      | $1201803.80   | 0.14%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    620594 | PA      | $567934.75    | 0.07%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    768981 | PA      | $722201.29    | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1225918 | PA      | $1129083.98   | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XHHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3139558 | PA      | $2864587.66   | 0.33%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    516351 | PA      | $499985.36    | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XHR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    543637 | PA      | $500694.48    | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                  | FirstKey Homes 2021-SFR1 Trust 2.39                                                             | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $943898.45    | 0.11%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co 4.13 02/01/2042                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    169000 | PA      | $154962.44    | 0.02%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1459772 | PA      | $1308403.52   | 0.15%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    869396 | PA      | $808544.90    | 0.09%             | 2050-06-20      | 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        |   1535684 | PA      | $1422809.22   | 0.16%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.50                                                                         | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1007452 | PA      | $961942.97    | 0.11%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP Capital LP / GLP Financing II Inc 5.38 04/15/2026                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $420077.70    | 0.05%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 7.00                                                                         | CUSIP: 36202CNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8037 | PA      | $8120.23      | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 36204DT66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151896 | PA      | $154223.21    | 0.02%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36213TFR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40740 | PA      | $43192.22     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | 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        |      5450 | PA      | $5533.39      | 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        |     16557 | PA      | $17365.03     | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2004-7                                                  | GSR Mortgage Loan Trust 2004-7 3.15                                                             | CUSIP: 36228F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16615 | PA      | $14879.42     | 0.00%             | 2034-06-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2004-5                                                  | GSR Mortgage Loan Trust 2004-5 2.82                                                             | CUSIP: 36228FW93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34472 | PA      | $32103.70     | 0.00%             | 2034-05-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 3.50                                                                          | CUSIP: 3622A2VT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1206513 | PA      | $1171469.64   | 0.14%             | 2046-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 3622ABQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2055528 | PA      | $1798748.13   | 0.21%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2005-AR1                                                | GSR Mortgage Loan Trust 2005-AR1 3.78                                                           | CUSIP: 36242DUN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47206 | PA      | $44632.47     | 0.01%             | 2035-01-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                               | GXO Logistics Inc 2.65 07/15/2031                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    335000 | PA      | $263515.95    | 0.03%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK Consumer Healthcare Capital US LLC 4.00 03/24/2052                                          | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $230383.03    | 0.03%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HealthCare Technologies Inc 5.65 11/15/2027                                                  | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    735000 | PA      | $761978.37    | 0.09%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | General Motors Co 5.15 04/01/2038                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    191000 | PA      | $173554.60    | 0.02%             | 2038-04-01      | Fixed         | 5.15%                 | 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        |    660000 | PA      | $558843.91    | 0.06%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities Ltd                                               | Goldentree Loan Opportunities XI Ltd 6.14                                                       | CUSIP: 38137HBW7<br>LEI: 549300ZH5R2TCUAYC824 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $198070.90    | 0.02%             | 2031-01-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 3.81 04/23/2029                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88831.41     | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.99 01/27/2032                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280371.52    | 0.03%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.95 10/21/2027                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    714000 | PA      | $639422.24    | 0.07%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                           | Golub Capital BDC Inc 2.50 08/24/2026                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    168000 | PA      | $147423.57    | 0.02%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 5.40 08/11/2033                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199918.25    | 0.02%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | Healthpeak Properties Inc 5.25 12/15/2032                                                       | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142881.48    | 0.02%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The 3.90 06/15/2047                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    710000 | PA      | $629278.02    | 0.07%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE Peet's NV 2.25 09/24/2031                                                                   | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $373569.63    | 0.04%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 04/30/2029                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $671972.66    | 0.08%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bean Creek CLO                                                                  | Bean Creek CLO Ltd 5.83                                                                         | CUSIP: 07378WAQ1<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | US        |    575000 | PA      | $565592.48    | 0.07%             | 2031-04-20      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2019-3 Ltd                                                        | Bellemeade Re 2019-3 Ltd 6.46                                                                   | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |    360000 | PA      | $358471.01    | 0.04%             | 2029-07-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2019-3 Ltd                                                        | Bellemeade Re 2019-3 Ltd 7.01                                                                   | CUSIP: 07877GAD1<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |    400000 | PA      | $397186.28    | 0.05%             | 2029-07-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIVA                                          | BX Commercial Mortgage Trust 2020-VIVA 3.55                                                     | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $623295.07    | 0.07%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc 4.95 06/01/2043                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    240000 | PA      | $218823.29    | 0.03%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc 5.15 03/15/2034                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161395.21    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CFIP CLO Ltd                                                                    | CFIP CLO 2014-1 Ltd 6.14                                                                        | CUSIP: 12528CAN1<br>LEI: 549300MKTOFNTIBVKV67 | Long             | ABS-CBDO         | CORP              | US        |    360015 | PA      | $359432.70    | 0.04%             | 2029-07-13      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Clsec Holdings 22t LLC                                                          | Clsec Holdings 22t LLC 3.46                                                                     | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487261 | PA      | $1293365.99   | 0.15%             | 2037-05-11      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX Corp 4.25 03/15/2029                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277727.60    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL3 Trust                                                            | CSMC 2021-RPL3 Trust 2.00                                                                       | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385912 | PA      | $340701.16    | 0.04%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2                                                                  | CSMC 2021-NQM2 1.38                                                                             | CUSIP: 12662EAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285332 | PA      | $245285.74    | 0.03%             | 2066-02-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM2 Trust                                                            | CSMC 2022-NQM2 Trust 4.00                                                                       | CUSIP: 12664VAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $461467.86    | 0.05%             | 2067-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp 4.78 03/25/2038                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153313.71    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp 5.05 03/25/2048                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209407.31    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | 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        |      1054 | PA      | $918.95       | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.55% 04/01/2039                                                            | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $133438.25    | 0.02%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.30% 10/01/2039                                                            | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $204269.81    | 0.02%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.60% 11/01/2040                                                            | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $108680.94    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 4.60% 04/01/2038                                                            | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $350905.68    | 0.04%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIV                                                           | California State University 2.98% 11/01/2051                                                    | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $375973.50    | 0.04%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                          | Canyon Capital CLO 2017-1 Ltd 6.39                                                              | CUSIP: 13876GAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $344305.33    | 0.04%             | 2030-07-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1238885 | PA      | $1107228.65   | 0.13%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 5.50                                                                         | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1287328 | PA      | $1310136.56   | 0.15%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC 2.63 09/23/2031                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    440000 | PA      | $367661.07    | 0.04%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM Inc 5.40 05/20/2033                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    105000 | PA      | $112918.36    | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RUTGERS THE STATE UNIV                                                          | Rutgers The State University of New Jersey 5.67% 05/01/2040                                     | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    300000 | PA      | $322342.08    | 0.04%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA Global Sukuk Ltd 2.69 06/17/2031                                                             | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $886525.00    | 0.10%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Slam 2021-1 Ltd                                                                 | Slam 2021-1 Ltd 2.43                                                                            | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593759 | PA      | $513966.28    | 0.06%             | 2046-06-15      | Fixed         | 2.43%                 | 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        |     38757 | PA      | $35573.27     | 0.00%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | Sabine Pass Liquefaction LLC 5.63 03/01/2025                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    520000 | PA      | $524842.70    | 0.06%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                           | Sacramento Municipal Utility District 6.16% 05/15/2036                                          | CUSIP: 786005PN2<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    210000 | PA      | $237710.99    | 0.03%             | 2036-05-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Safehold Operating Partnership LP                                               | Safehold Operating Partnership LP 2.85 01/15/2032                                               | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    338000 | PA      | $266452.50    | 0.03%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                      | Schlumberger Investment SA 2.65 06/26/2030                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    340000 | PA      | $302685.42    | 0.04%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                            | South32 Treasury Ltd 4.35 04/14/2032                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    340000 | PA      | $306576.63    | 0.04%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp 5.95 04/01/2030                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    464000 | PA      | $498473.56    | 0.06%             | 2030-04-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TCW ClO 2017-1 LLC                                                              | TCW CLO 2018-1 Ltd 6.47                                                                         | CUSIP: 87240UAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    725000 | PA      | $702840.01    | 0.08%             | 2031-04-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 3.38 04/15/2029                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    590000 | PA      | $538584.98    | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 Ltd                                                                | TSTAT 2022-1 Ltd 7.91                                                                           | CUSIP: 872899AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $493996.55    | 0.06%             | 2031-07-20      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | Telefonica Emisiones SA 4.90 03/06/2048                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    285000 | PA      | $242003.20    | 0.03%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                      | Tennessee Valley Authority 1.50 09/15/2031                                                      | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    300000 | PA      | $245556.08    | 0.03%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | Time Warner Cable LLC 4.50 09/15/2042                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $350638.24    | 0.04%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 2.00 09/10/2031                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $228718.29    | 0.03%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 2.45 01/12/2032                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $243377.15    | 0.03%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 4.46 06/08/2032                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $160063.27    | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp 4.63 01/12/2028                                                        | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    731000 | PA      | $738773.87    | 0.09%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp 4.12 06/06/2028                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    148000 | PA      | $144841.91    | 0.02%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp 5.12 01/26/2034                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238336.63    | 0.03%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG 1.49 08/10/2027                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    634000 | PA      | $558561.44    | 0.06%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co 3.90 04/01/2052                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    238000 | PA      | $205557.24    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp 3.55 08/15/2039                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394308.55    | 0.05%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond 4.15 03/28/2027                                            | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $593970.23    | 0.07%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.00 08/15/2051                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $496521.49    | 0.06%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.00 11/15/2041                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1368421.88   | 0.16%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.25 11/15/2042                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1757109.38   | 0.20%             | 2042-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.63 12/31/2025                                                | CUSIP: 9128285T3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $193390.62    | 0.02%             | 2025-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 06/30/2025                                                | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2330671.87   | 0.27%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.63 10/31/2026                                                | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $92671.88     | 0.01%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.75 12/31/2026                                                | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $650945.32    | 0.08%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 0.25 08/31/2025                                                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3639218.76   | 0.42%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.13 02/29/2028                                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $885546.88    | 0.10%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.25 03/31/2028                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1512468.75   | 0.18%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.25 04/30/2028                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3198093.77   | 0.37%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.88 02/28/2029                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1360253.91   | 0.16%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.00 12/15/2025                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5016467.60   | 0.58%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.88 01/15/2026                                                | CUSIP: 91282CGE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1200000.00   | 0.14%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.38 01/31/2030                                                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2192437.50   | 0.25%             | 2030-01-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp 4.13 11/16/2028                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    570000 | PA      | $559665.81    | 0.06%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc 5.35 02/15/2033                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    780000 | PA      | $831898.89    | 0.10%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc 5.88 02/15/2053                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $286641.46    | 0.03%             | 2053-02-15      | Fixed         | 5.88%                 | 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      | $179306.61    | 0.02%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services Inc 2.65 10/15/2030                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    330000 | PA      | $278485.27    | 0.03%             | 2030-10-15      | Fixed         | 2.65%                 | 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        |    330000 | PA      | $239928.48    | 0.03%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 4.61 04/25/2053                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159822.81    | 0.02%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 4.54 08/15/2026                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217942.07    | 0.03%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| WestRock Co                                                                     | WRKCo Inc 3.00 09/15/2024                                                                       | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    201000 | PA      | $193740.70    | 0.02%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                              | THL Credit Wind River 2013-2 CLO Ltd 6.36                                                       | CUSIP: 97314CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    525000 | PA      | $517290.85    | 0.06%             | 2030-10-18      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy Inc 4.60 06/01/2032                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134800.77    | 0.02%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy Inc 3.40 06/01/2030                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    330000 | PA      | $303622.91    | 0.04%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | Zimmer Biomet Holdings Inc 1.45 11/22/2024                                                      | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $849014.92    | 0.10%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | Zoetis Inc 5.60 11/16/2032                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    384000 | PA      | $413768.66    | 0.05%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                        | US LONG BOND(CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         3 | NC      | $-474.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                   | US 10YR NOTE (CBT)Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        99 | NC      | $-103541.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                                                   | BlackRock Inc                                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      7098 | NS      | $5388872.58   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     98674 | NS      | $7168666.10   | 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        |  18516596 | NS      | $18516595.64  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                                                   | Sempra Energy 3.25 06/15/2027                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170234.44    | 0.02%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | Shell International Finance BV 2.38 11/07/2029                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $286905.78    | 0.03%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                 | Sierra Timeshare 2021-1 Receivables Funding LLC 1.79                                            | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218973 | PA      | $201876.02    | 0.02%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                           | Delta Air Lines Inc / SkyMiles IP Ltd 4.75 10/20/2028                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $310015.73    | 0.04%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA 6.69 01/10/2034                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    431000 | PA      | $461171.00    | 0.05%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Lunar 2021-1 Structured Aircraft Portfolio Notes                                | Lunar 2021-1 Structured Aircraft Portfolio Notes 2.64                                           | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1107927 | PA      | $905340.64    | 0.10%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | Sonoco Products Co 2.25 02/01/2027                                                              | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    447000 | PA      | $404673.16    | 0.05%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO Ltd                                                             | SOUND POINT CLO XXII LTD 6.51                                                                   | CUSIP: 83611KAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $722817.00    | 0.08%             | 2032-01-20      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | Southern Co Gas Capital Corp 1.75 01/15/2031                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    370000 | PA      | $297899.60    | 0.03%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC 4.54                                                            | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795570 | PA      | $778470.17    | 0.09%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC 1.88                                                            | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593000 | PA      | $527459.68    | 0.06%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-2                                      | Starwood Mortgage Residential Trust 2020-2 3.00                                                 | CUSIP: 85573DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    446000 | PA      | $396269.53    | 0.05%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp 4.82 01/26/2034                                                               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236389.03    | 0.03%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                  | Structured Adjustable Rate Mortgage Loan Trust 5.23                                             | CUSIP: 86359BWE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24529 | PA      | $23779.06     | 0.00%             | 2034-07-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.38 11/15/2040                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $138445.31    | 0.02%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.38 05/15/2051                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $697183.60    | 0.08%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.25 05/15/2041                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $398974.61    | 0.05%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2052                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1293046.88   | 0.15%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 3.25 05/15/2042                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2691562.50   | 0.31%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond - When Issued 0.00 08/15/2052                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $885078.12    | 0.10%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.38 08/15/2042                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3309960.92   | 0.38%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.00 11/15/2052                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3208593.75   | 0.37%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 1.50 02/15/2025                                                | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1421835.93   | 0.16%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services Inc 1.65 09/01/2026                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    427000 | PA      | $376417.23    | 0.04%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VSE 2018-A Voi Mortgage LLC                                                     | VSE 2018-A Voi Mortgage LLC 3.72                                                                | CUSIP: 918286AB1<br>LEI: 549300E4XED7XGXU7L27 | Long             | ABS-MBS          | CORP              | US        |    178095 | PA      | $172468.02    | 0.02%             | 2036-02-20      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.27 01/15/2036                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    510000 | PA      | $478052.99    | 0.06%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.81 03/15/2039                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140409.80    | 0.02%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.33 09/21/2028                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    363000 | PA      | $358271.66    | 0.04%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                              | Verus Securitization Trust 2021-R2 1.12                                                         | CUSIP: 92538DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226901 | PA      | $202236.49    | 0.02%             | 2064-02-25      | Variable      | 1.12%                 | 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        |    259468 | PA      | $230828.34    | 0.03%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 4.38 03/15/2043                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $107188.58    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 4.95 01/15/2031                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161520.71    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | Viatris Inc 4.00 06/22/2050                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     91000 | PA      | $63173.94     | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WMRK 2022-WMRK                                                                  | WMRK 2022-WMRK A 6.29                                                                           | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    794000 | PA      | $795694.95    | 0.09%             | 2027-11-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC Energy Group Inc 1.38 10/15/2027                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    490000 | PA      | $427676.10    | 0.05%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | State of Washington 5.14% 08/01/2040                                                            | CUSIP: 93974CRE2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21277.76     | 0.00%             | 2040-08-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections Inc 3.20 06/01/2032                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $332139.20    | 0.04%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | Waste Management Inc 2.50 11/15/2050                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101077.85    | 0.01%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                                               | Wellfleet CLO 2022-1 Ltd 7.01                                                                   | CUSIP: 94950TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $388758.92    | 0.04%             | 2034-04-15      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 3.07 04/30/2041                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    605000 | PA      | $472257.32    | 0.05%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 3.35 03/02/2033                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    234000 | PA      | $206489.49    | 0.02%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| CME Ultra Long Term US Treasury                                                 | US ULTRA BOND CBT Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        29 | NC      | $-13275.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                             | US 10yr Ultra Fut Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        75 | NC      | $-6224.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                    | US 5YR NOTE (CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       142 | NC      | $16301.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                    | US 2YR NOTE (CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        30 | NC      | $-8261.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackbird Capital Aircraft                                                      | Blackbird Capital Aircraft 2.44                                                                 | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758231 | PA      | $644566.14    | 0.07%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 5.50                                                                         | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1673619 | PA      | $1703271.95   | 0.20%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                                  | MF1 2021-FL7 Ltd 5.92                                                                           | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $1028632.67   | 0.12%             | 2036-10-16      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 Trust                                                               | MAPS 2021-1 Trust 2.52                                                                          | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1334124 | PA      | $1143985.14   | 0.13%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3                       | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 3.70                                  | CUSIP: 59020UL45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26178 | PA      | $24874.61     | 0.00%             | 2035-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | Metropolitan Transportation Authority 6.81% 11/15/2040                                          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     60000 | PA      | $66355.97     | 0.01%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology Inc 6.75 11/01/2029                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266815.20    | 0.03%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.70 01/22/2031                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $286564.16    | 0.03%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.48 09/16/2036                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    156000 | PA      | $121034.88    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 1.16 10/21/2025                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    699000 | PA      | $651601.94    | 0.08%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.51 10/20/2032                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $235568.60    | 0.03%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.63 02/18/2026                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    999000 | PA      | $949528.61    | 0.11%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | Utah Acquisition Sub Inc 3.95 06/15/2026                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    840000 | PA      | $801321.43    | 0.09%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS Ltd                                                      | Navigator Aircraft ABS Ltd 2.77                                                                 | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1103571 | PA      | $939984.67    | 0.11%             | 2046-11-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix Inc 5.88 11/15/2028                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171588.26    | 0.02%             | 2028-11-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | New Economy Assets Phase 1 Sponsor LLC 1.91                                                     | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $820087.30    | 0.09%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitization                                                 | NewRez Warehouse Securitization 2021-A 0.86                                                     | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $741310.50    | 0.09%             | 2055-05-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc 5.00 07/15/2032                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351124.09    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp 4.55 06/01/2053                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186884.46    | 0.02%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | Northern States Power Co/MN 3.20 04/01/2052                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $184551.53    | 0.02%             | 2052-04-01      | Fixed         | 3.20%                 | 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        |    245000 | PA      | $181278.40    | 0.02%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'Reilly Automotive Inc 4.70 06/15/2032                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    253000 | PA      | $252749.11    | 0.03%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OPG Trust 2021-PORT                                                             | OPG Trust 2021-PORT 5.99                                                                        | CUSIP: 67118AAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980770 | PA      | $931542.87    | 0.11%             | 2036-10-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Lt                                                  | Octagon Investment Partners XV Ltd 6.30                                                         | CUSIP: 67590EBJ2<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $771914.96    | 0.09%             | 2030-07-19      | Variable      | 6.30%                 | 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      | $249648.40    | 0.03%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund              | Ohio Water Development Authority Water Pollution Control Loan Fund 4.88% 12/01/2034             | CUSIP: 67766WQG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112605.46    | 0.01%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.90 05/15/2035                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $230240.72    | 0.03%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.85 07/15/2036                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    153000 | PA      | $132226.60    | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.60 04/01/2040                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    265000 | PA      | $210253.51    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp                                                       | OWL Rock Core Income Corp 3.13 09/23/2026                                                       | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    183000 | PA      | $159745.43    | 0.02%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | Owl Rock Capital Corp 3.40 07/15/2026                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65051.22     | 0.01%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO Energy Co 4.38 08/15/2052                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313168.61    | 0.04%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The 5.07 01/24/2034                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237228.99    | 0.03%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PFP III Ltd                                                                     | PFP 2021-8 Ltd 6.25                                                                             | CUSIP: 69357XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    807000 | PA      | $761491.49    | 0.09%             | 2037-08-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust 2021-1                                                | PRMI Securitization Trust 2021-1 2.50                                                           | CUSIP: 69359DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847045 | PA      | $681565.49    | 0.08%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co 4.20 06/01/2041                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $123012.07    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co 6.15 01/15/2033                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92599.74     | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp 3.30 03/15/2051                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $240711.02    | 0.03%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2022-2 Ltd 6.56                                                      | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $535502.55    | 0.06%             | 2030-10-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2021-3 Ltd 6.21                                                      | CUSIP: 69702BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $390482.52    | 0.05%             | 2029-07-20      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Parallel CLO Ltd                                                                | Parallel 2019-1 Ltd 6.61                                                                        | CUSIP: 69916XAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    825000 | PA      | $792754.30    | 0.09%             | 2032-07-20      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 6.63 06/15/2035                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $39315.24     | 0.00%             | 2035-06-15      | Fixed         | 6.62%                 | 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      | $239066.47    | 0.03%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc 3.90 07/18/2032                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    131000 | PA      | $128067.91    | 0.01%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond 5.63 11/18/2050                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    170000 | PA      | $173161.87    | 0.02%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond 6.38 10/23/2034                                        | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    150000 | PA      | $171000.00    | 0.02%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond 3.00 03/17/2023                                | CUSIP: 731011AT9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    140000 | PA      | $139749.54    | 0.02%             | 2023-03-17      | Fixed         | 3.00%                 | 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      | $51110.84     | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                            | Progress Residential 2021-SFR8 Trust 2.38                                                       | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $386308.80    | 0.04%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                                  | Progress Residential 2021-SFR3 2.09                                                             | CUSIP: 74333VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $438030.90    | 0.05%             | 2026-05-17      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado 1.88 06/15/2031                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    312000 | PA      | $257820.61    | 0.03%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services Inc 2.35 01/15/2032                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    465000 | PA      | $372492.57    | 0.04%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp 3.25 01/15/2031                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    278000 | PA      | $251002.30    | 0.03%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | Republic Services Inc 2.30 03/01/2030                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    358000 | PA      | $310743.50    | 0.04%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                           | Uruguay Government International Bond 4.13 11/20/2045                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    120000 | PA      | $113502.75    | 0.01%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | Roche Holdings Inc 2.61 12/13/2051                                                              | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    440000 | PA      | $310500.00    | 0.04%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada 6.00 11/01/2027                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $491465.09    | 0.06%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue              | City of San Francisco CA Public Utilities Commission Water Revenue 6.00% 11/01/2040             | CUSIP: 79765RSV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $117317.97    | 0.01%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                     | Santa Clara Valley Transportation Authority 5.88% 04/01/2032                                    | CUSIP: 80168NEP0<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126637.87    | 0.01%             | 2032-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 4.75 02/01/2028                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    599000 | PA      | $594025.66    | 0.07%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 4.38 04/15/2040                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126798.77    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | 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        |    170000 | PA      | $172764.20    | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp 5.85 10/21/2033                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    155000 | PA      | $166604.19    | 0.02%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp 4.84 02/01/2034                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194081.09    | 0.02%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 5.00 05/15/2037                                                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $233289.06    | 0.03%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.63 02/15/2040                                                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1472275.39   | 0.17%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.38 05/15/2041                                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1535707.03   | 0.18%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.75 08/15/2041                                                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $302027.34    | 0.03%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.13 11/15/2041                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $917343.75    | 0.11%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 05/15/2042                                                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1252726.57   | 0.15%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 11/15/2042                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1197328.13   | 0.14%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2043                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1132599.61   | 0.13%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.75 11/15/2043                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $597515.63    | 0.07%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.13 08/15/2044                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $450742.19    | 0.05%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 11/15/2044                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $529359.37    | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.50 02/15/2045                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1210781.25   | 0.14%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2049                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $431835.94    | 0.05%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.25 08/15/2049                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $530701.17    | 0.06%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.38 11/15/2049                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1556484.38   | 0.18%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 3.88 11/30/2029                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2443500.00   | 0.28%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.88 11/30/2027                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7586718.75   | 0.88%             | 2027-11-30      | Fixed         | 3.88%                 | 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        |   1000000 | PA      | $1019218.75   | 0.12%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     41752 | NS      | $6168858.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                       | Adobe Inc                                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3782 | NS      | $1400625.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                                      | Advanced Micro Devices Inc                                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     50778 | NS      | $3815966.70   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                                        | Agilent Technologies Inc                                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     38975 | NS      | $5927318.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                                      | Airbnb Inc                                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     12641 | NS      | $1404541.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | Air Products and Chemicals Inc                                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     11206 | NS      | $3591635.06   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    210634 | NS      | $20819064.56  | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc                                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    125504 | NS      | $12943227.52  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     17653 | NS      | $3088039.29   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                        | Ameriprise Financial Inc                                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     12674 | NS      | $4437420.88   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc                                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     15277 | NS      | $3855914.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices Inc                                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     35242 | NS      | $6042945.74   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                                                      | Cigna Corp                                                                                      | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27440 | NS      | $8689424.80   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     60697 | NS      | $5354689.34   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                                      | Cadence Design Systems Inc                                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     13627 | NS      | $2491424.41   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                      | Chipotle Mexican Grill Inc                                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $1407654.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc/Delaware                                                      | Cisco Systems Inc                                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    203420 | NS      | $9900451.40   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                                                     | Cognex Corp                                                                                     | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     22152 | NS      | $1212600.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                            | Colgate-Palmolive Co                                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     30218 | NS      | $2252147.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                  | ConocoPhillips                                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    105716 | NS      | $12883608.92  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                           | Costco Wholesale Corp                                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6826 | NS      | $3489041.64   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                                     | Cummins Inc                                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     18730 | NS      | $4673884.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                      | Deere & Co                                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5823 | NS      | $2462197.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | Walt Disney Co/The                                                                              | CUSIP: 254687106<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | EC               | CORP              | US        |     39067 | NS      | $4238378.83   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                                       | Edwards Lifesciences Corp                                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     52193 | NS      | $4003203.10   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                                             | Electronic Arts Inc                                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     17904 | NS      | $2303886.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     28806 | NS      | $9338041.02   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                                     | Honeywell International Inc                                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     23622 | NS      | $4924714.56   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc                                                                                      | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5779 | NS      | $2957114.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange Inc                                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     25530 | NS      | $2745751.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     58879 | NS      | $8240704.84   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                                       | Keysight Technologies Inc                                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     28793 | NS      | $5164024.55   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                   | Kroger Co/The                                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     80094 | NS      | $3574595.22   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | Estee Lauder Cos Inc/The                                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3445 | NS      | $954540.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                          | Liberty Media Corp-Liberty Formula One                                                          | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20109 | NS      | $1423717.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      6130 | NS      | $2109639.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos Inc                                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     25851 | NS      | $4521598.41   | 0.52%             |  |  |  | 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        |   1144484 | NS      | $1144483.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    156076 | NS      | $22520206.04  | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                           | Applied Materials Inc                                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     53398 | NS      | $5953343.02   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                                       | Ball Corp                                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     52283 | NS      | $3044961.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     51623 | NS      | $1831584.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 1.75 06/15/2030                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    370000 | PA      | $306870.10    | 0.04%             | 2030-06-15      | Fixed         | 1.75%                 | 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        |    125000 | PA      | $141856.35    | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust 2021-ELP                                          | ELP Commercial Mortgage Trust 2021-ELP 6.58                                                     | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1497000 | PA      | $1439055.92   | 0.17%             | 2038-11-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                             | Eagle Materials Inc 2.50 07/01/2031                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    310000 | PA      | $253557.24    | 0.03%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eagle RE 2021-1 Ltd                                                             | Eagle RE 2021-1 Ltd 7.01                                                                        | CUSIP: 26983BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $524779.45    | 0.06%             | 2033-10-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer                                                  | EdgeConneX Data Centers Issuer LLC 4.25                                                         | CUSIP: 28000XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940890 | PA      | $871938.95    | 0.10%             | 2052-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                         | Essential Properties LP 2.95 07/15/2031                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    316000 | PA      | $240401.51    | 0.03%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp 4.45 04/15/2046                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135778.12    | 0.02%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                     | FNB Corp/PA 2.20 02/24/2023                                                                     | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458994.52    | 0.05%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FS RIALTO                                                                       | FS Rialto 2022-FL6 Issuer LLC 7.07                                                              | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    566000 | PA      | $566702.24    | 0.07%             | 2037-08-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 9.76                                                   | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    442198 | PA      | $454341.92    | 0.05%             | 2023-10-25      | Variable      | 9.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 7.11                                                   | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    120186 | PA      | $121736.39    | 0.01%             | 2024-05-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 9.41                                                   | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    148570 | PA      | $154448.74    | 0.02%             | 2024-11-25      | Variable      | 9.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 4.20                                                                  | CUSIP: 3128NGEX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     59615 | PA      | $60935.31     | 0.01%             | 2036-10-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.87                                                                  | CUSIP: 3128QLQ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     55895 | PA      | $56996.50     | 0.01%             | 2035-09-01      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 4.09                                                                  | CUSIP: 31300L3K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29847 | PA      | $29964.42     | 0.00%             | 2041-07-01      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.54                                                                  | CUSIP: 31326JXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     32457 | PA      | $32874.05     | 0.00%             | 2045-06-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3132D9JB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1483404 | PA      | $1335988.31   | 0.15%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133AUTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1010343 | PA      | $900604.60    | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1402188 | PA      | $1329245.20   | 0.15%             | 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        |   2085169 | PA      | $1842002.15   | 0.21%             | 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        |    798202 | PA      | $728062.97    | 0.08%             | 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        |   1711186 | PA      | $1444907.25   | 0.17%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 4.00                                                                           | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1605442 | PA      | $1552901.30   | 0.18%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140QDU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2291157 | PA      | $2106791.24   | 0.24%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XHX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1210776 | PA      | $1104708.13   | 0.13%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2368381 | PA      | $2083322.66   | 0.24%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XJAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    471752 | PA      | $429414.39    | 0.05%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    485985 | PA      | $444747.51    | 0.05%             | 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        |    622050 | PA      | $549239.01    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1013121 | PA      | $899952.79    | 0.10%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1177364 | PA      | $1060405.24   | 0.12%             | 2042-06-01      | 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        |   1748635 | PA      | $1779565.95   | 0.21%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust 2004-AA4                    | First Horizon Alternative Mortgage Securities Trust 2004-AA4 4.01                               | CUSIP: 32051GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66349 | PA      | $65461.19     | 0.01%             | 2034-10-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                  | FirstKey Homes 2021-SFR1 Trust 2.19                                                             | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $819001.37    | 0.09%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                                        | Flexential Issuer 2021-1 3.25                                                                   | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1043115.67   | 0.12%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co 2.45 02/03/2032                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    231000 | PA      | $199432.69    | 0.02%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 Trust                                                            | GCAT 2021-NQM1 Trust 1.15                                                                       | CUSIP: 36167TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232215 | PA      | $197070.01    | 0.02%             | 2066-01-25      | Variable      | 1.15%                 | 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        |    264460 | PA      | $256410.47    | 0.03%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    569225 | PA      | $527191.65    | 0.06%             | 2050-04-20      | Fixed         | 3.00%                 | 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        |    580493 | PA      | $538131.96    | 0.06%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.00                                                                         | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4702721 | PA      | $4097232.42   | 0.47%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                                                            | Generac Holdings Inc                                                                            | CUSIP: 368736104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6580 | NS      | $793548.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp                                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     13702 | NS      | $6347588.52   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                                      | Masco Corp                                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     49812 | NS      | $2649998.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard Inc                                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     18330 | NS      | $6793098.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International Inc                                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     69206 | NS      | $4528840.64   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     94281 | NS      | $9176369.73   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                        | NIKE Inc                                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     18664 | NS      | $2376487.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp                                                                           | CUSIP: 655844108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13273 | NS      | $3262636.13   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA Corp                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     44074 | NS      | $8610737.38   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                            | Parker-Hannifin Corp                                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      6524 | NS      | $2126824.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co/The                                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     42082 | NS      | $5991635.16   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                                     | Target Corp                                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     13523 | NS      | $2327849.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                       | Tesla Inc                                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     25606 | NS      | $4435471.32   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific Inc                                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      9948 | NS      | $5673642.84   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                               | Tractor Supply Co                                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      8742 | NS      | $1993088.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                           | Travelers Cos Inc/The                                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     20883 | NS      | $3991158.96   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                           | Uber Technologies Inc                                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     40816 | NS      | $1262438.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp                                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      8527 | NS      | $1741128.13   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                                       | United Parcel Service Inc                                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     25592 | NS      | $4740406.16   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     19746 | NS      | $9857005.74   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    164535 | NS      | $6839719.95   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                      | Vertex Pharmaceuticals Inc                                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      9439 | NS      | $3049740.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                        | Visa Inc                                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     44394 | NS      | $10219942.74  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                                                 | Vital Farms Inc                                                                                 | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     25270 | NS      | $444246.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                                     | Workday Inc                                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      6793 | NS      | $1232453.99   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                                                    | Xylem Inc/NY                                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     24995 | NS      | $2599729.95   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                                      | Zoetis Inc                                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     26445 | NS      | $4376383.05   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                 | ASML Holding NV                                                                                 | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      5844 | NS      | $3866668.81   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                | Novo Nordisk A/S                                                                                | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     29046 | NS      | $4019669.17   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                   | Accenture PLC                                                                                   | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     20417 | NS      | $5697363.85   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                  | Eaton Corp PLC                                                                                  | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     25350 | NS      | $4112023.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                                                             | GLOBALFOUNDRIES Inc                                                                             | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |     22030 | NS      | $1305938.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                              | Johnson Controls International plc                                                              | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     96657 | NS      | $6724427.49   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                       | Linde PLC                                                                                       | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |     22032 | NS      | $7291270.08   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                   | Medtronic PLC                                                                                   | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      9368 | NS      | $784007.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                       | Aptiv PLC                                                                                       | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     39891 | NS      | $4511273.19   | 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        |      3195 | PA      | $2896.50      | 0.00%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO                                                   | ABPCI Direct Lending Fund CLO IV Ltd 6.71                                                       | CUSIP: 00085UAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $573254.46    | 0.07%             | 2033-10-27      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP Texas Inc 2.10 07/01/2030                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    370000 | PA      | $309491.90    | 0.04%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.50 05/15/2035                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    357000 | PA      | $339689.30    | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.55 03/09/2049                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    213000 | PA      | $189106.63    | 0.02%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.90 08/15/2037                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    386000 | PA      | $374843.55    | 0.04%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                                              | Aaset 2021-2 Trust 2.80                                                                         | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1363411 | PA      | $1150389.61   | 0.13%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc 3.20 11/21/2029                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    770000 | PA      | $716409.36    | 0.08%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust 2004-4                                           | Adjustable Rate Mortgage Trust 2004-4 3.96                                                      | CUSIP: 007036DP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71611 | PA      | $70606.29     | 0.01%             | 2035-03-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.65 10/29/2024                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    162000 | PA      | $151612.22    | 0.02%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Aimco CDO                                                                       | AIMCO CLO 10 Ltd 6.42                                                                           | CUSIP: 00901AAL1<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |    740000 | PA      | $723472.84    | 0.08%             | 2032-07-22      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA 4.00 01/15/2031                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    160000 | PA      | $146137.17    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities Inc 4.50 07/30/2029                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39346.54     | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities Inc 4.00 02/01/2050                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    290000 | PA      | $237659.21    | 0.03%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                 | Aligned Data Centers Issuer LLC 1.94                                                            | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $400118.58    | 0.05%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                 | Aligned Data Centers Issuer LLC 2.48                                                            | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642000 | PA      | $552164.49    | 0.06%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 3.60 04/13/2032                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    785000 | PA      | $747221.79    | 0.09%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.70 11/29/2024                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326653.15    | 0.04%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.60 12/01/2025                                                                  | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328029.51    | 0.04%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.55 12/01/2027                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162103.40    | 0.02%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | Ameren Corp 3.50 01/15/2031                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    430000 | PA      | $394448.44    | 0.05%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co 3.85 09/01/2032                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    177000 | PA      | $170173.28    | 0.02%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co 5.90 12/01/2052                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     94000 | PA      | $109506.01    | 0.01%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp 3.95 03/15/2029                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $334483.79    | 0.04%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp 4.45 06/01/2032                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    480000 | PA      | $478866.31    | 0.06%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc 4.05 08/18/2029                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    820000 | PA      | $792805.78    | 0.09%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.90 02/01/2046                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $488631.02    | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | Anheuser-Busch InBev Worldwide Inc 4.75 01/23/2029                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    630000 | PA      | $640424.60    | 0.07%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                             | Antares Holdings LP 2.75 01/15/2027                                                             | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    256000 | PA      | $210822.14    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc 3.25 08/08/2029                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    580000 | PA      | $551181.08    | 0.06%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC 2.28 11/24/2027                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    267000 | PA      | $239481.08    | 0.03%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International Inc 1.92 02/01/2027                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $230296.83    | 0.03%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International Inc 2.54 02/01/2032                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    720000 | PA      | $590500.18    | 0.07%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | Bay Area Toll Authority 6.92% 04/01/2040                                                        | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    295000 | PA      | $359639.28    | 0.04%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA 5.13 01/13/2029                                                                  | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    330000 | PA      | $332944.07    | 0.04%             | 2029-01-13      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                               | British Airways 2021-1 Class A Pass Through Trust 2.90 09/15/2036                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     94466 | PA      | $77972.63     | 0.01%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc 4.00 04/15/2029                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    273000 | PA      | $256163.96    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc 4.93 05/15/2037                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    295000 | PA      | $271084.78    | 0.03%             | 2037-05-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                  | Burlington Northern Santa Fe LLC 4.15 04/01/2045                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $274646.24    | 0.03%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                  | Burlington Northern Santa Fe LLC 3.30 09/15/2051                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $157621.19    | 0.02%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp 5.47 02/01/2029                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    157000 | PA      | $158078.69    | 0.02%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                                  | CARLYLE US CLO 2019-2 LTD 6.44                                                                  | CUSIP: 14316EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    825000 | PA      | $800646.91    | 0.09%             | 2032-07-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | Cenovus Energy Inc 2.65 01/15/2032                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $233343.57    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CenterPoint Energy Inc 2.65 06/01/2031                                                          | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    285000 | PA      | $244115.86    | 0.03%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding LP                                                        | Cerberus Loan Funding XXXIX LP 7.03                                                             | CUSIP: 15673VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $696499.23    | 0.08%             | 2033-01-20      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Cerberus Onshore CLO LLC                                                        | Cerberus Loan Funding XXXVI LP 6.19                                                             | CUSIP: 15674UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214854 | PA      | $213688.33    | 0.02%             | 2033-11-22      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital 5.13 07/01/2049 | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $194963.03    | 0.02%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                      | Metropolitan Water Reclamation District of Greater Chicago 5.72% 12/01/2038                     | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    650000 | PA      | $719220.06    | 0.08%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 0.00 02/24/2028                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    481000 | PA      | $447371.94    | 0.05%             | 2028-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.79 03/17/2033                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99744.91     | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust Inc 4.26                                                          | CUSIP: 17307GLC0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    163843 | PA      | $157802.75    | 0.02%             | 2034-08-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.06 01/25/2033                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    630000 | PA      | $540137.67    | 0.06%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                   | Clorox Co/The 4.60 05/01/2032                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    684000 | PA      | $685386.16    | 0.08%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 5.65 06/15/2035                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    257000 | PA      | $280511.74    | 0.03%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA 3.25 11/18/2049                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    230000 | PA      | $180754.82    | 0.02%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 7.51                                                   | CUSIP: 30711XJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $111134.41    | 0.01%             | 2029-10-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.55                                                                  | CUSIP: 31300LWG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15170 | PA      | $15399.91     | 0.00%             | 2036-07-01      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 2.99                                                                  | CUSIP: 31300M5W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66121 | PA      | $66470.28     | 0.01%             | 2044-01-01      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.43                                                                  | CUSIP: 31300MCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     64651 | PA      | $65778.12     | 0.01%             | 2037-04-01      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.09                                                                  | CUSIP: 31326MFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    147585 | PA      | $143977.32    | 0.02%             | 2047-09-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1189033 | PA      | $1083037.02   | 0.13%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.00                                                                           | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1982242 | PA      | $1673418.38   | 0.19%             | 2051-08-01      | Fixed         | 2.00%                 | 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      | $228829.59    | 0.03%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA5                                         | Freddie Mac STACR REMIC Trust 2020-DNA5 7.11                                                    | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287641 | PA      | $290403.98    | 0.03%             | 2050-10-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-CM2 Trust                                                             | GCAT 2021-CM2 Trust 2.35                                                                        | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1069921 | PA      | $982352.99    | 0.11%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1890288 | PA      | $1688351.12   | 0.20%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co Inc                                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     48956 | NS      | $5258363.96   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    150330 | NS      | $37253277.30  | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                                              | NextEra Energy Inc                                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128237 | NS      | $9570327.31   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     50221 | NS      | $8588795.42   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                    | Prologis Inc                                                                                    | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91382 | NS      | $11813864.96  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial Inc                                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     38065 | NS      | $3994541.10   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp                                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    321073 | NS      | $7558058.42   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                                      | ResMed Inc                                                                                      | CUSIP: 761152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5108 | NS      | $1166513.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                  | S&P Global Inc                                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      9201 | NS      | $3449822.94   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                                         | SBA Communications Corp                                                                         | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10341 | NS      | $3076757.73   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                          | SPDR S&P 500 ETF Trust                                                                          | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      7786 | NS      | $3164853.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| salesforce.com Inc                                                              | Salesforce Inc                                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     19960 | NS      | $3352681.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                                                | Schlumberger Ltd                                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    227387 | NS      | $12956511.26  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                  | ServiceNow Inc                                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3182 | NS      | $1448223.66   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp                                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     76105 | NS      | $5895093.30   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX Cos Inc/The                                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     67981 | NS      | $5564924.66   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer