# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001145549-23-008306
**Filing Date:** 2023-2
**Character Count:** 199092
**Document Hash:** 9c589c663c398d403281a7ef1dc4c3d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008306.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008306

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000908406
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07822
- **FILM NUMBER:** 23653889

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

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

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

## Series and Classes Contracts Data

### SHORT DURATION FUND (Series ID: S000014385)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000039175 | C CLASS        | ACSKX           |
| C000039176 | R CLASS        | ACSPX           |
| C000039177 | INVESTOR CLASS | ACSNX           |
| C000039178 | R5 CLASS       | ACSUX           |
| C000039179 | A CLASS        | ACSQX           |
| C000189692 | I CLASS        | ASHHX           |
| C000194393 | R6 CLASS       | ASDDX           |
| C000224786 | G CLASS        | ASDOX           |

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**Short Duration Fund**

**December 31, 2022**

------

---

| |
|:---|
| **<u>Short Duration - Schedule of Investments</u>** |
| **DECEMBER 31, 2022 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| | **Shares/**<br>**Principal Amount ($)** | **Value ($)** |
| **CORPORATE BONDS — 36.9%** | | |
| **Aerospace and Defense — 0.2%** | | |
| Boeing Co., 1.43%, 2/4/24 | 2200000 | 2109201 |
| **Airlines — 0.6%** |  |  |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> | 3165385 | 3049537 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.50%, 6/20/27<sup>(1)</sup> | 1203973 | 1199641 |
| United Airlines Pass Through Trust, Series 2020-1, Class B, 4.875%, 7/15/27 | 3810000 | 3629080 |
|  |  | 7878258 |
| **Automobiles — 3.0%** |  |  |
| American Honda Finance Corp., 0.55%, 7/12/24 | 6000000 | 5605607 |
| Ford Motor Credit Co. LLC, 2.30%, 2/10/25 | 5500000 | 5030190 |
| Ford Motor Credit Co. LLC, 3.375%, 11/13/25 | 1000000 | 905783 |
| General Motors Financial Co., Inc., 3.70%, 5/9/23 | 5000000 | 4975964 |
| General Motors Financial Co., Inc., 1.05%, 3/8/24 | 5000000 | 4750281 |
| General Motors Financial Co., Inc., 1.20%, 10/15/24 | 5000000 | 4632156 |
| Hyundai Capital America, 1.00%, 9/17/24<sup>(1)</sup> | 7000000 | 6471801 |
| Mercedes-Benz Finance North America LLC, 5.375%, 11/26/25 | 2250000 | 2264682 |
| Toyota Motor Credit Corp., 2.50%, 3/22/24 | 2821000 | 2737370 |
| Toyota Motor Credit Corp., 3.95%, 6/30/25 | 3000000 | 2939742 |
|  |  | 40313576 |
| **Banks — 6.6%** |  |  |
| Australia & New Zealand Banking Group Ltd., 5.09%, 12/8/25 | 1523000 | 1530834 |
| Banco Santander SA, VRN, 1.72%, 9/14/27 | 3384000 | 2894700 |
| Bank of America Corp., VRN, 3.38%, 4/2/26 | 1630000 | 1558092 |
| Bank of America Corp., VRN, 1.32%, 6/19/26 | 1775000 | 1599955 |
| Bank of America Corp., VRN, 1.73%, 7/22/27 | 1356000 | 1189681 |
| Bank of America Corp., VRN, 4.95%, 7/22/28 | 3325000 | 3252846 |
| Bank of America Corp., VRN, 6.20%, 11/10/28 | 1870000 | 1934082 |
| Bank of Ireland Group PLC, VRN, 2.03%, 9/30/27<sup>(1)</sup> | 1270000 | 1073996 |
| Bank of Nova Scotia, 5.25%, 12/6/24 | 1284000 | 1287342 |
| BPCE SA, 4.625%, 7/11/24<sup>(1)</sup> | 4683000 | 4560279 |
| Canadian Imperial Bank of Commerce, 3.45%, 4/7/27 | 1565000 | 1473796 |
| Citigroup, Inc., VRN, 2.01%, 1/25/26 | 3036000 | 2815980 |
| Citigroup, Inc., VRN, 3.11%, 4/8/26 | 2700000 | 2558060 |
| Citigroup, Inc., VRN, 5.61%, 9/29/26 | 1580000 | 1588421 |
| Discover Bank, VRN, 4.68%, 8/9/28 | 5000000 | 4800035 |
| DNB Bank ASA, VRN, 2.97%, 3/28/25<sup>(1)</sup> | 3265000 | 3150823 |
| Fifth Third Bank NA, VRN, 5.85%, 10/27/25 | 3590000 | 3628827 |
| FNB Corp., 2.20%, 2/24/23 | 530000 | 527370 |
| HSBC Holdings PLC, VRN, 0.73%, 8/17/24 | 3045000 | 2934946 |
| HSBC Holdings PLC, VRN, 1.16%, 11/22/24 | 5262000 | 5013633 |
| JPMorgan Chase & Co., VRN, 1.56%, 12/10/25 | 1840000 | 1704845 |
| JPMorgan Chase & Co., VRN, 5.55%, 12/15/25 | 2030000 | 2031583 |
| JPMorgan Chase & Co., VRN, 1.04%, 2/4/27 | 2362000 | 2057166 |
| JPMorgan Chase & Co., VRN, 1.58%, 4/22/27 | 3260000 | 2868194 |
| JPMorgan Chase & Co., VRN, 1.47%, 9/22/27 | 1844000 | 1598821 |
| Lloyds Banking Group PLC, VRN, 4.72%, 8/11/26 | 2265000 | 2218385 |
| Manufacturers & Traders Trust Co., 5.40%, 11/21/25 | 2375000 | 2390016 |
| National Australia Bank Ltd., 5.13%, 11/22/24 | 4245000 | 4265253 |
| NatWest Group PLC, VRN, 5.52%, 9/30/28 | 2270000 | 2245893 |

---

------

---

| | | |
|:---|:---|:---|
| Nordea Bank Abp, 4.75%, 9/22/25<sup>(1)</sup> | 3075000 | 3058794 |
| Skandinaviska Enskilda Banken AB, 3.70%, 6/9/25<sup>(1)</sup> | 2322000 | 2245770 |
| Toronto-Dominion Bank, 4.11%, 6/8/27 | 2325000 | 2251210 |
| U.S. Bancorp, VRN, 5.73%, 10/21/26 | 4320000 | 4404670 |
| UniCredit SpA, VRN, 2.57%, 9/22/26<sup>(1)</sup> | 4455000 | 3949207 |
| Wells Fargo & Co., VRN, 4.54%, 8/15/26 | 871000 | 854412 |
|  |  | 87517917 |
| **Beverages — 0.2%** |  |  |
| Keurig Dr Pepper, Inc., 0.75%, 3/15/24 | 2744000 | 2606030 |
| **Biotechnology — 0.5%** |  |  |
| AbbVie, Inc., 2.60%, 11/21/24 | 5000000 | 4786897 |
| CSL Finance PLC, 3.85%, 4/27/27<sup>(1)</sup> | 2500000 | 2395479 |
|  |  | 7182376 |
| **Capital Markets — 2.1%** |  |  |
| Bank of New York Mellon Corp., VRN, 5.22%, 11/21/25 | 4095000 | 4108799 |
| Bank of New York Mellon Corp., VRN, 5.80%, 10/25/28 | 2160000 | 2237433 |
| Deutsche Bank AG, VRN, 4.30%, 5/24/28 | 4500000 | 4234121 |
| Goldman Sachs Group, Inc., VRN, 1.76%, 1/24/25 | 4845000 | 4639386 |
| Goldman Sachs Group, Inc., VRN, 1.95%, 10/21/27 | 1033000 | 904587 |
| Goldman Sachs Group, Inc., VRN, 2.64%, 2/24/28 | 1025000 | 914105 |
| Golub Capital BDC, Inc., 2.50%, 8/24/26 | 1181000 | 1004075 |
| Morgan Stanley, VRN, 0.79%, 5/30/25 | 1570000 | 1460450 |
| Morgan Stanley, VRN, 1.16%, 10/21/25 | 3118000 | 2872236 |
| Morgan Stanley, VRN, 2.63%, 2/18/26 | 2538000 | 2385166 |
| Owl Rock Capital Corp., 3.40%, 7/15/26 | 461000 | 403067 |
| Owl Rock Core Income Corp., 3.125%, 9/23/26 | 791000 | 674172 |
| State Street Corp., VRN, 5.75%, 11/4/26 | 720000 | 737806 |
| UBS Group AG, VRN, 1.49%, 8/10/27<sup>(1)</sup> | 1672000 | 1440573 |
|  |  | 28015976 |
| **Construction and Engineering — 0.3%** |  |  |
| Quanta Services, Inc., 0.95%, 10/1/24 | 4000000 | 3686265 |
| **Consumer Finance — 1.2%** |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.15%, 10/29/23 | 2002000 | 1926934 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.65%, 10/29/24 | 1891000 | 1745530 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.45%, 10/29/26 | 1289000 | 1128826 |
| American Express Co., 3.95%, 8/1/25 | 4730000 | 4638363 |
| BOC Aviation USA Corp., 1.625%, 4/29/24<sup>(1)</sup> | 3030000 | 2877530 |
| OneMain Finance Corp., 8.25%, 10/1/23 | 4005000 | 4042900 |
|  |  | 16360083 |
| **Containers and Packaging — 0.7%** |  |  |
| Amcor Flexibles North America, Inc., 4.00%, 5/17/25 | 1045000 | 1018191 |
| Graphic Packaging International LLC, 0.82%, 4/15/24<sup>(1)</sup> | 8500000 | 7959317 |
|  |  | 8977508 |
| **Diversified Financial Services — 0.1%** |  |  |
| Antares Holdings LP, 2.75%, 1/15/27<sup>(1)</sup> | 1091000 | 875334 |
| **Diversified Telecommunication Services — 0.6%** |  |  |
| AT&T, Inc., 7.30%, 8/15/26 | 2015000 | 2103087 |
| Level 3 Financing, Inc., 3.40%, 3/1/27<sup>(1)</sup> | 4040000 | 3420811 |
| Telecom Italia SpA, 5.30%, 5/30/24<sup>(1)</sup> | 3087000 | 2931106 |
|  |  | 8455004 |
| **Electric Utilities — 2.5%** |  |  |
| American Electric Power Co., Inc., 0.75%, 11/1/23 | 5000000 | 4815131 |
| American Electric Power Co., Inc., 2.03%, 3/15/24 | 5000000 | 4823258 |
| Black Hills Corp., 1.04%, 8/23/24 | 7000000 | 6532484 |
| Emera US Finance LP, 0.83%, 6/15/24 | 6000000 | 5602743 |

---

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| | | |
|:---|:---|:---|
| Entergy Louisiana LLC, 0.62%, 11/17/23 | 3023000 | 2911497 |
| NextEra Energy Capital Holdings, Inc., 4.26%, 9/1/24 | 3000000 | 2961236 |
| NextEra Energy Capital Holdings, Inc., 4.45%, 6/20/25 | 5280000 | 5219670 |
|  |  | 32866019 |
| **Electronic Equipment, Instruments and Components — 0.4%** |  |  |
| Teledyne Technologies, Inc., 0.95%, 4/1/24 | 5250000 | 4962138 |
| **Energy Equipment and Services — 0.3%** |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 1.23%, 12/15/23 | 4000000 | 3864849 |
| **Entertainment — 0.2%** |  |  |
| Warnermedia Holdings, Inc., 3.79%, 3/15/25<sup>(1)</sup> | 1215000 | 1161507 |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27<sup>(1)</sup> | 2017000 | 1819239 |
|  |  | 2980746 |
| **Equity Real Estate Investment Trusts (REITs) — 1.6%** |  |  |
| American Tower Corp., 3.65%, 3/15/27 | 889000 | 831633 |
| Brixmor Operating Partnership LP, 3.65%, 6/15/24 | 5200000 | 5043000 |
| EPR Properties, 4.75%, 12/15/26 | 680000 | 611883 |
| Sabra Health Care LP, 5.125%, 8/15/26 | 4200000 | 4001245 |
| SBA Tower Trust, 6.60%, 1/15/28 | 1676000 | 1683203 |
| VICI Properties LP, 4.375%, 5/15/25 | 7000000 | 6808396 |
| Welltower, Inc., 4.25%, 4/15/28 | 3155000 | 2962547 |
|  |  | 21941907 |
| **Food and Staples Retailing — 0.1%** |  |  |
| Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC, 3.50%, 2/15/23<sup>(1)</sup> | 1000000 | 995242 |
| **Food Products — 0.7%** |  |  |
| Conagra Brands, Inc., 4.60%, 11/1/25 | 3000000 | 2959187 |
| General Mills, Inc., 5.24%, 11/18/25 | 2872000 | 2880166 |
| Mondelez International Holdings Netherlands BV, 4.25%, 9/15/25<sup>(1)</sup> | 2476000 | 2443534 |
| Mondelez International, Inc., 2.125%, 3/17/24 | 904000 | 872194 |
|  |  | 9155081 |
| **Gas Utilities — 0.3%** |  |  |
| Atmos Energy Corp., 0.625%, 3/9/23 | 3750000 | 3722689 |
| **Health Care Equipment and Supplies — 0.7%** |  |  |
| GE HealthCare Technologies, Inc., 5.55%, 11/15/24<sup>(1)</sup> | 5000000 | 5021671 |
| Zimmer Biomet Holdings, Inc., 1.45%, 11/22/24 | 3920000 | 3647104 |
|  |  | 8668775 |
| **Health Care Providers and Services — 1.3%** |  |  |
| Centene Corp., 4.25%, 12/15/27 | 8370000 | 7868371 |
| HCA, Inc., 5.00%, 3/15/24 | 2800000 | 2785247 |
| Humana, Inc., 0.65%, 8/3/23 | 6725000 | 6553116 |
|  |  | 17206734 |
| **Hotels, Restaurants and Leisure — 0.5%** |  |  |
| Hyatt Hotels Corp., 1.30%, 10/1/23 | 5000000 | 4861740 |
| International Game Technology PLC, 6.50%, 2/15/25<sup>(1)</sup> | 2061000 | 2076911 |
|  |  | 6938651 |
| **Insurance — 1.0%** |  |  |
| Athene Global Funding, 2.51%, 3/8/24<sup>(1)</sup> | 3750000 | 3594809 |
| GA Global Funding Trust, 0.80%, 9/13/24<sup>(1)</sup> | 3200000 | 2926036 |
| Jackson National Life Global Funding, 1.75%, 1/12/25<sup>(1)</sup> | 2326000 | 2160518 |
| Met Tower Global Funding, 1.25%, 9/14/26<sup>(1)</sup> | 2741000 | 2389705 |
| SBL Holdings, Inc., 5.125%, 11/13/26<sup>(1)</sup> | 2687000 | 2357798 |
|  |  | 13428866 |
| **Internet and Direct Marketing Retail — 0.4%** |  |  |
| Amazon.com, Inc., 4.70%, 11/29/24 | 2190000 | 2193179 |
| Amazon.com, Inc., 4.60%, 12/1/25 | 2135000 | 2132142 |

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| | | |
|:---|:---|:---|
| Amazon.com, Inc., 4.55%, 12/1/27 | 1020000 | 1018469 |
|  |  | 5343790 |
| **IT Services — 0.2%** |  |  |
| Fidelity National Information Services, Inc., 1.15%, 3/1/26 | 2570000 | 2256464 |
| Global Payments, Inc., 3.75%, 6/1/23 | 689000 | 684725 |
|  |  | 2941189 |
| **Leisure Products — 0.3%** |  |  |
| Brunswick Corp., 0.85%, 8/18/24 | 4000000 | 3697989 |
| **Life Sciences Tools and Services — 1.4%** |  |  |
| Illumina, Inc., 0.55%, 3/23/23 | 5000000 | 4949196 |
| Illumina, Inc., 5.80%, 12/12/25 | 4200000 | 4233138 |
| PerkinElmer, Inc., 0.85%, 9/15/24 | 5000000 | 4636603 |
| Thermo Fisher Scientific, Inc., 1.22%, 10/18/24 | 5250000 | 4930745 |
|  |  | 18749682 |
| **Machinery — 1.4%** |  |  |
| Caterpillar Financial Services Corp., 3.40%, 5/13/25 | 5580000 | 5426193 |
| CNH Industrial Capital LLC, 3.95%, 5/23/25 | 4543000 | 4410956 |
| John Deere Capital Corp., 3.40%, 6/6/25 | 4660000 | 4525077 |
| Parker-Hannifin Corp., 3.65%, 6/15/24 | 5000000 | 4895084 |
|  |  | 19257310 |
| **Media — 0.5%** |  |  |
| Cox Communications, Inc., 3.15%, 8/15/24<sup>(1)</sup> | 3220000 | 3100812 |
| Univision Communications, Inc., 1.65%, 9/1/26 | 4387000 | 3765822 |
|  |  | 6866634 |
| **Metals and Mining — 0.1%** |  |  |
| Nucor Corp., 3.95%, 5/23/25 | 2016000 | 1974248 |
| **Multiline Retail — 0.4%** |  |  |
| 7-Eleven, Inc., 0.80%, 2/10/24<sup>(1)</sup> | 6000000 | 5712271 |
| **Multi-Utilities — 0.9%** |  |  |
| DTE Energy Co., 4.22%, 11/1/24 | 3006000 | 2956905 |
| Public Service Enterprise Group, Inc., 0.84%, 11/8/23 | 7000000 | 6741981 |
| Sempra Energy, 3.30%, 4/1/25 | 3006000 | 2885171 |
|  |  | 12584057 |
| **Oil, Gas and Consumable Fuels — 1.3%** |  |  |
| Enbridge, Inc., VRN, 4.78%, (SOFR plus 0.63%), 2/16/24 | 5500000 | 5472169 |
| Energy Transfer LP, 4.25%, 3/15/23 | 5552000 | 5538873 |
| Hess Corp., 3.50%, 7/15/24 | 1515000 | 1471779 |
| HF Sinclair Corp., 2.625%, 10/1/23 | 1350000 | 1322344 |
| Petroleos Mexicanos, 3.50%, 1/30/23 | 2050000 | 2044321 |
| SA Global Sukuk Ltd., 0.95%, 6/17/24<sup>(1)</sup> | 1140000 | 1073522 |
| Saudi Arabian Oil Co., 1.25%, 11/24/23<sup>(1)</sup> | 750000 | 722597 |
|  |  | 17645605 |
| **Paper and Forest Products — 0.4%** |  |  |
| Georgia-Pacific LLC, 0.625%, 5/15/24<sup>(1)</sup> | 5000000 | 4699087 |
| **Personal Products — 0.2%** |  |  |
| GSK Consumer Healthcare Capital U.K. PLC, 3.125%, 3/24/25 | 3236000 | 3080125 |
| **Pharmaceuticals — 1.1%** |  |  |
| Royalty Pharma PLC, 0.75%, 9/2/23 | 6220000 | 6027468 |
| Viatris, Inc., 1.65%, 6/22/25 | 5000000 | 4532921 |
| Zoetis, Inc., 5.40%, 11/14/25 | 4167000 | 4254792 |
|  |  | 14815181 |
| **Road and Rail — 0.7%** |  |  |
| DAE Funding LLC, 1.55%, 8/1/24<sup>(1)</sup> | 2618000 | 2434500 |
| DAE Funding LLC, 2.625%, 3/20/25<sup>(1)</sup> | 3925000 | 3677332 |

---

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| | | |
|:---|:---|:---|
| SMBC Aviation Capital Finance DAC, 4.125%, 7/15/23<sup>(1)</sup> | 2700000 | 2672087 |
|  |  | 8783919 |
| **Specialty Retail — 0.2%** |  |  |
| Lowe's Cos., Inc., 4.40%, 9/8/25 | 2487000 | 2452418 |
| **Thrifts and Mortgage Finance — 0.4%** |  |  |
| Nationwide Building Society, 4.85%, 7/27/27<sup>(1)</sup> | 5196000 | 5072254 |
| **Trading Companies and Distributors — 0.4%** |  |  |
| Air Lease Corp., 2.75%, 1/15/23 | 3745000 | 3740644 |
| Aircastle Ltd., 5.25%, 8/11/25<sup>(1)</sup> | 1695000 | 1631770 |
|  |  | 5372414 |
| **Transportation Infrastructure — 0.2%** |  |  |
| Adani Ports & Special Economic Zone Ltd., 3.375%, 7/24/24 | 2500000 | 2370537 |
| **Wireless Telecommunication Services — 0.7%** |  |  |
| Sprint LLC, 7.125%, 6/15/24 | 3975000 | 4061417 |
| Sprint LLC, 7.625%, 2/15/25 | 3455000 | 3574315 |
| T-Mobile USA, Inc., 4.75%, 2/1/28 | 2255000 | 2197481 |
|  |  | 9833213 |
| **TOTAL CORPORATE BONDS**<br>(Cost $513,475,714) |  | **491961148** |
| **U.S. TREASURY SECURITIES — 28.4%** |  |  |
| U.S. Treasury Notes, 2.50%, 8/15/23 | 10000000 | 9862016 |
| U.S. Treasury Notes, 3.00%, 6/30/24 | 35000000 | 34166016 |
| U.S. Treasury Notes, 1.125%, 1/15/25 | 40000000 | 37439062 |
| U.S. Treasury Notes, 1.50%, 2/15/25<sup>(2)</sup> | 55000000 | 51777344 |
| U.S. Treasury Notes, 1.75%, 3/15/25 | 10000000 | 9450781 |
| U.S. Treasury Notes, 2.875%, 6/15/25 | 25000000 | 24166016 |
| U.S. Treasury Notes, 2.75%, 6/30/25 | 80000000 | 77087500 |
| U.S. Treasury Notes, 3.50%, 9/15/25 | 53000000 | 51948281 |
| U.S. Treasury Notes, 3.00%, 9/30/25 | 55000000 | 53169531 |
| U.S. Treasury Notes, 4.00%, 12/15/25 | 30000000 | 29817628 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $386,347,528) |  | **378884175** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 7.5%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 5.3%** |  |  |
| Angel Oak Mortgage Trust, Series 2019-4, Class A3, SEQ, VRN, 3.30%, 7/26/49<sup>(1)</sup> | 112888 | 112183 |
| Angel Oak Mortgage Trust, Series 2019-6, Class A2, SEQ, VRN, 2.83%, 11/25/59<sup>(1)</sup> | 357930 | 340912 |
| Angel Oak Mortgage Trust, Series 2021-3, Class A3, VRN, 1.46%, 5/25/66<sup>(1)</sup> | 2971145 | 2343688 |
| Angel Oak Mortgage Trust LLC, Series 2019-1, Class B1, SEQ, VRN, 5.40%, 11/25/48<sup>(1)</sup> | 4700000 | 4351826 |
| Angel Oak Mortgage Trust LLC, Series 2019-1, Class M1, SEQ, VRN, 4.50%, 11/25/48<sup>(1)</sup> | 1971000 | 1909214 |
| Arroyo Mortgage Trust, Series 2021-1R, Class A2, VRN, 1.48%, 10/25/48<sup>(1)</sup> | 1306424 | 1043308 |
| Arroyo Mortgage Trust, Series 2021-1R, Class A3, VRN, 1.64%, 10/25/48<sup>(1)</sup> | 1034252 | 829317 |
| Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1, VRN, 6.80%, (1-year H15T1Y plus 2.25%), 2/25/36 | 140789 | 135014 |
| Bellemeade Re Ltd., Series 2017-1, Class B1, SEQ, VRN, 9.14%, (1-month LIBOR plus 4.75%), 10/25/27<sup>(1)</sup> | 782000 | 782748 |
| Bellemeade Re Ltd., Series 2018-1A, Class M2, VRN, 7.29%, (1-month LIBOR plus 2.90%), 4/25/28<sup>(1)</sup> | 2215859 | 2211952 |
| BRAVO Residential Funding Trust, Series 2021-NQM2, Class M1, VRN, 2.29%, 3/25/60<sup>(1)</sup> | 3475000 | 2840213 |
| BRAVO Residential Funding Trust, Series 2022-NQM3, Class A2, SEQ, VRN, 5.50%, 7/25/62<sup>(1)</sup> | 3795051 | 3693417 |
| Bunker Hill Loan Depositary Trust, Series 2019-2, Class A2, SEQ, 3.08%, 7/25/49<sup>(1)</sup> | 748424 | 693513 |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A5, VRN, 4.09%, 8/25/34 | 337338 | 323178 |
| Countrywide Home Loan Mortgage Pass-Through Trust, Series 2005-17, Class 1A11, 5.50%, 9/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 666 |
| Credit Suisse Mortgage Trust, Series 2020-AFC1, Class A3, VRN, 2.51%, 2/25/50<sup>(1)</sup> | 700954 | 645105 |
| Credit Suisse Mortgage Trust, Series 2021-NQM6, Class A3, SEQ, VRN, 1.59%, 7/25/66<sup>(1)</sup> | 3285511 | 2511805 |
| Deephaven Residential Mortgage Trust, Series 2021-3, Class A3, VRN, 1.55%, 8/25/66<sup>(1)</sup> | 3625575 | 2920170 |
| Flagstar Mortgage Trust, Series 2020-1INV, Class B4, VRN, 4.22%, 3/25/50<sup>(1)</sup> | 2225127 | 1748803 |
| GCAT Trust, Series 2021-CM2, Class A1, SEQ, VRN, 2.35%, 8/25/66<sup>(1)</sup> | 4688608 | 4246012 |

---

------

---

| | | |
|:---|:---|:---|
| GSR Mortgage Loan Trust, Series 2004-5, Class 3A3, VRN, 2.78%, 5/25/34 | 34678 | 32066 |
| GSR Mortgage Loan Trust, Series 2005-AR1, Class 3A1, VRN, 3.78%, 1/25/35 | 28469 | 26792 |
| Home RE Ltd., Series 2018-1, Class M2, VRN, 7.39%, (1-month LIBOR plus 3.00%), 10/25/28<sup>(1)</sup> | 3131925 | 3125300 |
| Home RE Ltd., Series 2020-1, Class M1C, VRN, 8.54%, (1-month LIBOR plus 4.15%), 10/25/30<sup>(1)</sup> | 709212 | 709558 |
| Home RE Ltd., Series 2022-1, Class M1A, VRN, 6.78%, (30-day average SOFR plus 2.85%), 10/25/34<sup>(1)</sup> | 1675000 | 1659089 |
| Imperial Fund Mortgage Trust, Series 2021-NQM1, Class A3, SEQ, VRN, 1.62%, 6/25/56<sup>(1)</sup> | 1356825 | 1081610 |
| JP Morgan Mortgage Trust, Series 2014-5, Class A1, VRN, 2.79%, 10/25/29<sup>(1)</sup> | 107981 | 101083 |
| JP Morgan Mortgage Trust, Series 2019-5, Class A15, VRN, 4.00%, 11/25/49<sup>(1)</sup> | 411632 | 382527 |
| JP Morgan Mortgage Trust, Series 2020-5, Class A15, VRN, 3.00%, 12/25/50<sup>(1)</sup> | 3239756 | 2689872 |
| JP Morgan Mortgage Trust, Series 2021-LTV2, Class A2, VRN, 2.77%, 5/25/52<sup>(1)</sup> | 5840366 | 4570993 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, VRN, 3.87%, 11/21/34 | 121406 | 109490 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A1, VRN, 3.05%, 2/25/35 | 130635 | 122170 |
| PRKCM Trust, Series 2021-AFC1, Class A3, SEQ, VRN, 2.07%, 8/25/56<sup>(1)</sup> | 6115562 | 4922270 |
| Radnor RE Ltd., Series 2021-2, Class M1A, VRN, 5.78%, (30-day average SOFR plus 1.85%), 11/25/31<sup>(1)</sup> | 3457487 | 3378162 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 2A1, VRN, 4.34%, 7/25/34 | 33480 | 32293 |
| Traingle Re Ltd., Series 2020-1, Class M2, VRN, 9.99%, (1-month LIBOR plus 5.60%), 10/25/30<sup>(1)</sup> | 1349540 | 1352480 |
| Traingle Re Ltd., Series 2021-1, Class M1C, VRN, 7.79%, (1-month LIBOR plus 3.40%), 8/25/33<sup>(1)</sup> | 806981 | 807028 |
| Traingle Re Ltd., Series 2021-1, Class M2, VRN, 8.29%, (1-month LIBOR plus 3.90%), 8/25/33<sup>(1)</sup> | 4000000 | 3990289 |
| Verus Securitization Trust, Series 2019-INV2, Class A1, VRN, 2.91%, 7/25/59<sup>(1)</sup> | 276029 | 267128 |
| Verus Securitization Trust, Series 2019-INV3, Class A3, SEQ, VRN, 3.10%, 11/25/59<sup>(1)</sup> | 4268011 | 4032122 |
| Verus Securitization Trust, Series 2020-1, Class A3, SEQ, 2.72%, 1/25/60<sup>(1)</sup> | 3244340 | 3058647 |
| Vista Point Securitization Trust, Series 2020-1, Class A2, SEQ, VRN, 2.77%, 3/25/65<sup>(1)</sup> | 918493 | 910037 |
|  |  | 71044050 |
| **U.S. Government Agency Collateralized Mortgage Obligations — 2.2%** |  |  |
| FHLMC, Series 2018-HRP1, Class M2, VRN, 6.04%, (1-month LIBOR plus 1.65%), 4/25/43<sup>(1)</sup> | 209930 | 209666 |
| FHLMC, Series 2021-HQA3, Class M1, VRN, 4.78%, (30-day average SOFR plus 0.85%), 9/25/41<sup>(1)</sup> | 6425798 | 6140339 |
| FHLMC, Series 2021-VOLT, Class M2, VRN, 7.54%, (1-month LIBOR plus 3.15%), 9/25/50<sup>(1)</sup> | 24518 | 24532 |
| FHLMC, Series 2022-DNA3, Class M1A, VRN, 5.93%, (30-day average SOFR plus 2.00%), 4/25/42<sup>(1)</sup> | 3823941 | 3806608 |
| FHLMC, Series 2022-DNA6, Class M1A, VRN, 6.08%, (30-day average SOFR plus 2.15%), 9/25/42<sup>(1)</sup> | 2979369 | 2982342 |
| FNMA, Series 2006-60, Class KF, VRN, 4.69%, (1-month LIBOR plus 0.30%), 7/25/36 | 338885 | 333134 |
| FNMA, Series 2009-33, Class FB, VRN, 5.21%, (1-month LIBOR plus 0.82%), 3/25/37 | 333727 | 334197 |
| FNMA, Series 2014-C01, Class M2, VRN, 8.79%, (1-month LIBOR plus 4.40%), 1/25/24 | 4571288 | 4694174 |
| FNMA, Series 2014-C02, Class 2M2, VRN, 6.99%, (1-month LIBOR plus 2.60%), 5/25/24 | 391921 | 391677 |
| FNMA, Series 2016-55, Class PI, IO, 4.00%, 8/25/46 | 10405282 | 1984520 |
| FNMA, Series 2017-7, Class AI, IO, 6.00%, 2/25/47 | 7326391 | 1377338 |
| FNMA, Series 2017-C07, Class 1EB2, VRN, 5.39%, (1-month LIBOR plus 1.00%), 5/25/30 | 1500960 | 1490892 |
| FNMA, Series 2021-INV1, Class 2M1, VRN, 6.44%, (30-day average SOFR plus 2.50%), 9/25/42<sup>(1)</sup> | 2235650 | 2225099 |
| FNMA, Series 2022-R03, Class 1M1, VRN, 6.03%, (30-day average SOFR plus 2.10%), 3/25/42<sup>(1)</sup> | 2164070 | 2150119 |
| FNMA, Series 413, Class C27, IO, 4.00%, 7/25/42 | 3493587 | 524350 |
|  |  | 28668987 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $107,402,567) |  | **99713037** |
| **COLLATERALIZED LOAN OBLIGATIONS — 7.3%** |  |  |
| AMMC CLO Ltd., Series 2015-16A, Class CR2, VRN, 5.96%, (3-month LIBOR plus 1.95%), 4/14/29<sup>(1)</sup> | 5300000 | 5140653 |
| AMMC CLO XIII Ltd., Series 2020-2, Class A3R2, VRN, 6.57%, (3-month LIBOR plus 2.25%), 7/24/29<sup>(1)</sup> | 7500000 | 7226315 |
| AMMC CLO XIV Ltd., Series 2014-14A, Class BL1R, VRN, 7.96%, (3-month LIBOR plus 3.60%), 7/25/29<sup>(1)</sup> | 2500000 | 2351942 |
| BDS Ltd., Series 2020-FL6, Class E, VRN, 7.17%, (30-day average SOFR plus 3.36%), 9/15/35<sup>(1)</sup> | 3186000 | 3037205 |
| BDS Ltd., Series 2021-FL7, Class C, VRN, 6.04%, (1-month LIBOR plus 1.70%), 6/16/36<sup>(1)</sup> | 4800000 | 4535328 |
| BXMT Ltd., Series 2020-FL2, Class D, VRN, 6.39%, (1-month SOFR plus 2.06%), 2/15/38<sup>(1)</sup> | 3995000 | 3811397 |
| Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class BRR, VRN, 6.85%, (3-month LIBOR plus 2.20%), 8/14/30<sup>(1)</sup> | 2150000 | 2060726 |
| Cerberus Loan Funding XXXVI LP, Series 2021-6A, Class A, VRN, 5.48%, (3-month LIBOR plus 1.40%), 11/22/33<sup>(1)</sup> | 1444714 | 1438562 |
| CIFC Funding Ltd., Series 2017-5A, Class B, VRN, 5.93%, (3-month LIBOR plus 1.85%), 11/16/30<sup>(1)</sup> | 3000000 | 2854116 |
| Eaton Vance CLO Ltd., Series 2015-1A, Class CR, VRN, 6.14%, (3-month LIBOR plus 1.90%), 1/20/30<sup>(1)</sup> | 5500000 | 5170841 |
| KVK CLO Ltd., Series 2013-1A, Class DR, VRN, 6.96%, (3-month LIBOR plus 2.95%), 1/14/28<sup>(1)</sup> | 4645000 | 4536255 |

---

------

---

| | | |
|:---|:---|:---|
| Marathon CLO Ltd., Series 2020-15A, Class A1S, VRN, 6.31%, (3-month LIBOR plus 1.70%), 11/15/31 | 1950000 | 1916072 |
| Palmer Square Loan Funding Ltd., Series 2020-1A, Class D, VRN, 9.53%, (3-month LIBOR plus 4.85%), 2/20/28<sup>(1)</sup> | 5500000 | 5273141 |
| Palmer Square Loan Funding Ltd., Series 2021-3A, Class B, VRN, 5.99%, (3-month LIBOR plus 1.75%), 7/20/29<sup>(1)</sup> | 5125000 | 4867625 |
| Palmer Square Loan Funding Ltd., Series 2022-2A, Class A2, VRN, 5.76%, (3-month SOFR plus 1.90%), 10/15/30<sup>(1)</sup> | 2350000 | 2292374 |
| PFP Ltd., Series 2021-8, Class D, VRN, 6.48%, (1-month LIBOR plus 2.15%), 8/9/37<sup>(1)</sup> | 3500000 | 3263926 |
| Ready Capital Mortgage Financing LLC, Series 2020-FL4, Class B, VRN, 8.24%, (1-month LIBOR plus 3.85%), 2/25/35<sup>(1)</sup> | 4250000 | 4233184 |
| Ready Capital Mortgage Financing LLC, Series 2021-FL6, Class B, VRN, 5.99%, (1-month LIBOR plus 1.60%), 7/25/36<sup>(1)</sup> | 8400000 | 8020503 |
| Ready Capital Mortgage Financing LLC, Series 2021-FL6, Class C, VRN, 6.29%, (1-month LIBOR plus 1.90%), 7/25/36<sup>(1)</sup> | 2000000 | 1903949 |
| TCP Waterman CLO LLC, Series 2017-1A, Class BR, VRN, 6.58%, (3-month LIBOR plus 1.90%), 8/20/33<sup>(1)</sup> | 8400000 | 7929599 |
| TICP CLO I-2 Ltd., Series 2018-IA, Class C, VRN, 7.37%, (3-month LIBOR plus 3.04%), 4/26/28<sup>(1)</sup> | 1500000 | 1446315 |
| TRTX Issuer Ltd., Series 2019-FL3, Class A, VRN, 5.59%, (1-month SOFR plus 1.26%), 10/15/34<sup>(1)</sup> | 791278 | 783563 |
| Vibrant CLO VII Ltd., Series 2017-7A, Class B, VRN, 6.64%, (3-month LIBOR plus 2.40%), 9/15/30<sup>(1)</sup> | 2000000 | 1907905 |
| Wellfleet CLO Ltd., Series 2015-1A, Class CR4, VRN, 6.34%, (3-month LIBOR plus 2.10%), 7/20/29<sup>(1)</sup> | 10000000 | 9683055 |
| Wellfleet CLO Ltd., Series 2022-1A, Class B1, VRN, 6.21%, (3-month SOFR plus 2.35%), 4/15/34<sup>(1)</sup> | 2125000 | 2025040 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $101,835,532) |  | **97709591** |
| **ASSET-BACKED SECURITIES — 7.0%** |  |  |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class B, 2.48%, 8/15/46<sup>(1)</sup> | 8725000 | 7163201 |
| Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I, SEQ, 4.19%, 6/5/49<sup>(1)</sup> | 2667060 | 2629012 |
| Blackbird Capital Aircraft, Series 2021-1A, Class B, 3.45%, 7/15/46<sup>(1)</sup> | 2346455 | 1773204 |
| Castlelake Aircraft Structured Trust, Series 2017-1R, Class A, SEQ, 2.74%, 8/15/41<sup>(1)</sup> | 2412405 | 2110933 |
| Clsec Holdings 22t LLC, Series 2021-1, Class C, 6.17%, 5/11/37<sup>(1)</sup> | 6232791 | 5046951 |
| Cologix Data Centers US Issuer LLC, Series 2022-LTV1, Class A2, SEQ, 3.30%, 12/26/51<sup>(1)</sup> | 1254000 | 1098625 |
| Diamond Issuer, Series 2021-1A, Class C, 3.79%, 11/20/51<sup>(1)</sup> | 8825000 | 6958135 |
| Domino's Pizza Master Issuer LLC, Series 2015-1A, Class A2II, SEQ, 4.47%, 10/25/45<sup>(1)</sup> | 2585000 | 2466594 |
| FirstKey Homes Trust, Series 2021-SFR1, Class F1, 3.24%, 8/17/38<sup>(1)</sup> | 1700000 | 1433065 |
| Flexential Issuer, Series 2021-1A, Class A2, SEQ, 3.25%, 11/27/51<sup>(1)</sup> | 5900000 | 5156736 |
| Global SC Finance VII Srl, Series 2021-2A, Class A, SEQ, 1.95%, 8/17/41<sup>(1)</sup> | 2696516 | 2340350 |
| Goodgreen Trust, Series 2018-1A, Class A, VRN, 3.93%, 10/15/53<sup>(1)</sup> | 365255 | 336587 |
| Hilton Grand Vacations Trust, Series 2018-AA, Class B, 3.70%, 2/25/32<sup>(1)</sup> | 621430 | 597821 |
| Lunar Aircarft Ltd., Series 2020-1A, Class A, SEQ, 3.38%, 2/15/45<sup>(1)</sup> | 6078997 | 4998102 |
| Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class B, 3.43%, 10/15/46<sup>(1)</sup> | 5625004 | 4323892 |
| MAPS Trust, Series 2021-1A, Class A, SEQ, 2.52%, 6/15/46<sup>(1)</sup> | 4104941 | 3413940 |
| MVW LLC, Series 2019-2A, Class B, 2.44%, 10/20/38<sup>(1)</sup> | 876686 | 821069 |
| Pioneer Aircraft Finance Ltd., Series 2019-1, Class A, SEQ, 3.97%, 6/15/44<sup>(1)</sup> | 2558840 | 2038977 |
| Progress Residential Trust, Series 2020-SFR1, Class C, 2.18%, 4/17/37<sup>(1)</sup> | 1250000 | 1134420 |
| Progress Residential Trust, Series 2020-SFR3, Class D, SEQ, 1.90%, 10/17/27<sup>(1)</sup> | 7550000 | 6626661 |
| Progress Residential Trust, Series 2021-SFR1, Class E, 2.11%, 4/17/38<sup>(1)</sup> | 2600000 | 2194614 |
| Progress Residential Trust, Series 2021-SFR8, Class E1, 2.38%, 10/17/38<sup>(1)</sup> | 2000000 | 1650039 |
| Sierra Timeshare Receivables Funding LLC, Series 2018-3A, Class C, 4.17%, 9/20/35<sup>(1)</sup> | 306284 | 296949 |
| Sierra Timeshare Receivables Funding LLC, Series 2019-2A, Class D, 4.54%, 5/20/36<sup>(1)</sup> | 193781 | 181819 |
| Sierra Timeshare Receivables Funding LLC, Series 2019-3A, Class D, 4.18%, 8/20/36<sup>(1)</sup> | 233150 | 218202 |
| Sierra Timeshare Receivables Funding LLC, Series 2021-8, Class D, 3.17%, 11/20/37<sup>(1)</sup> | 746519 | 678790 |
| Slam Ltd., Series 2021-1A, Class A, SEQ, 2.43%, 6/15/46<sup>(1)</sup> | 3004053 | 2491905 |
| Stack Infrastructure Issuer LLC, Series 2019-1A, Class A2, SEQ, 4.54%, 2/25/44<sup>(1)</sup> | 7713528 | 7530789 |
| Start II Ltd., Series 2019-1, Class A, SEQ, 4.09%, 3/15/44<sup>(1)</sup> | 3263072 | 2788733 |
| Start Ltd., Series 2018-1, Class A, SEQ, 4.09%, 5/15/43<sup>(1)</sup> | 6001615 | 4807729 |
| Stonepeak ABS, Series 2021-1A, Class AA, 2.30%, 2/28/33<sup>(1)</sup> | 2992660 | 2666108 |
| Tricon American Homes, Series 2020-SFR1, Class C, 2.25%, 7/17/38<sup>(1)</sup> | 4000000 | 3483509 |
| Tricon American Homes Trust, Series 2020-SFR2, Class C, 2.03%, 11/17/39<sup>(1)</sup> | 1800000 | 1490982 |
| VSE VOI Mortgage LLC, Series 2018-A, Class B, 3.72%, 2/20/36<sup>(1)</sup> | 197808 | 191175 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $109,323,043) |  | **93139618** |

---

------

---

| | | |
|:---|:---|:---|
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 2.1%** | | |
| BBCMS Mortgage Trust, Series 2019-BWAY, Class D, VRN, 6.48%, (1-month LIBOR plus 2.16%), 11/15/34<sup>(1)</sup> | 4370000 | 3775486 |
| Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class E, VRN, 6.47%, (1-month LIBOR plus 2.15%), 5/15/36<sup>(1)</sup> | 3703000 | 3586636 |
| DBWF Mortgage Trust, Series 2018-GLKS, Class A, VRN, 5.47%, (1-month LIBOR plus 1.03%), 12/19/30<sup>(1)</sup> | 4189000 | 4070420 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A, SEQ, 4.13%, 7/5/31<sup>(1)</sup> | 3575000 | 3353852 |
| One Market Plaza Trust, Series 2017-1MKT, Class B, 3.85%, 2/10/32<sup>(1)</sup> | 3533000 | 3360968 |
| One Market Plaza Trust, Series 2017-1MKT, Class E, 4.14%, 2/10/32<sup>(1)</sup> | 6380762 | 5684372 |
| SMRT, Series 2022-MINI, Class C, VRN, 5.89%, (1-month SOFR plus 1.55%), 1/15/39<sup>(1)</sup> | 4500000 | 4263278 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $30,028,993) |  | **28095012** |
| **BANK LOAN OBLIGATIONS**<sup>(3)</sup> **— 1.5%** |  |  |
| **Food and Staples Retailing — 0.4%** |  |  |
| United Natural Foods, Inc., Term Loan B, 7.69%, (1-month SOFR plus 3.25%), 10/22/25 | 5343585 | 5337948 |
| **Health Care Equipment and Supplies — 0.2%** |  |  |
| Avantor Funding, Inc., 2021 Term Loan B5, 6.63%, (1-month LIBOR plus 2.25%), 11/8/27 | 3238216 | 3228096 |
| **Pharmaceuticals — 0.9%** |  |  |
| Horizon Therapeutics USA Inc., 2021 Term Loan B2, 6.19%, (1-month LIBOR plus 1.75%), 3/15/28 | 5265727 | 5267149 |
| Jazz Financing Lux S.a.r.l., USD Term Loan, 7.88%, (1-month LIBOR plus 3.50%), 5/5/28 | 6974799 | 6924127 |
|  |  | 12191276 |
| **TOTAL BANK LOAN OBLIGATIONS**<br>(Cost $20,816,044) |  | **20757320** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<sup>†</sup> |  |  |
| **Adjustable-Rate U.S. Government Agency Mortgage-Backed Securities**<sup>†</sup> |  |  |
| FHLMC, VRN, 3.39%, (1-year H15T1Y plus 2.25%), 9/1/35 | 112399 | 114285 |
| FHLMC, VRN, 3.49%, (12-month LIBOR plus 1.87%), 7/1/36 | 15339 | 15507 |
| FHLMC, VRN, 3.77%, (12-month LIBOR plus 1.89%), 7/1/41 | 34277 | 34269 |
| FHLMC, VRN, 2.47%, (12-month LIBOR plus 1.65%), 12/1/42 | 59685 | 59610 |
| FNMA, VRN, 3.97%, (6-month LIBOR plus 1.57%), 6/1/35 | 32053 | 32163 |
| FNMA, VRN, 4.27%, (6-month LIBOR plus 1.57%), 6/1/35 | 84232 | 84595 |
|  |  | **340429** |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities**<sup>†</sup> |  |  |
| FNMA, 3.50%, 3/1/34 | 89249 | 85703 |
| **TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<br>(Cost $440,326) |  | **426132** |
| **SHORT-TERM INVESTMENTS — 9.0%** |  |  |
| **Money Market Funds**<sup>†</sup> |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | 340129 | 340129 |
| **Repurchase Agreements — 1.8%** |  |  |
| BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.375% - 0.50%, 9/15/24 - 5/31/27, valued at $3,285,061), in a joint trading account at 4.20%, dated 12/30/22, due 1/3/23 (Delivery value $3,225,712) |  | 3224207 |
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 2.875%, 5/15/32, valued at $20,205,222), at 4.26%, dated 12/30/22, due 1/3/23 (Delivery value $19,818,376) |  | 19809000 |
|  |  | 23033207 |
| **U.S. Treasury Bills**<sup>(4)</sup> **— 7.2%** |  |  |
| U.S. Treasury Bills, 4.75%, 11/2/23 | 65000000 | 62535936 |
| U.S. Treasury Bills, 4.64%, 11/30/23 | 35000000 | 33559920 |
|  |  | 96095856 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $119,451,133) |  | **119469192** |
| **TOTAL INVESTMENT SECURITIES—99.7%**<br>(Cost $1,389,120,880) |  | **1330155225** |
| **OTHER ASSETS AND LIABILITIES — 0.3%** |  | **4338344** |
| **TOTAL NET ASSETS — 100.0%** |  | $**1334493569** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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 | 1210 | March 2023 | $248144532 | $(850462) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)^** |
| U.S. Treasury 10-Year Notes | 137 | March 2023 | $15384672 | $230170 |
| U.S. Treasury 10-Year Ultra Notes | 73 | March 2023 | 8634531 | 163360 |
| U.S. Treasury 5-Year Notes | 1034 | March 2023 | 111599297 | 612129 |
| U.S. Treasury Long Bonds | 70 | March 2023 | 8774063 | 184413 |
| U.S. Treasury Ultra Bonds | 19 | March 2023 | 2551938 | 103261 |
|  |  |  | $146944501 | $1293333 |

---

^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> | |
| **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 | $30195000 | $(29625) | $(644725) | $(674350) |
| Markit CDX North America High Yield Index Series 39 | Buy | (5.00)% | 12/20/27 | $21950000 | 92407 | (257193) | (164786) |
|  |  |  |  |  | $62782 | $(901918) | $(839136) |

---

§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 Date** | **Notional**<br>**Amount** | **Premiums**<br>**Paid**<br>**(Received)** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** | **Value** |
| CPURNSA | Receive | 2.90% | 10/11/23 | $6600000 | $395 | $(5781) | $(5386) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $9850000 | 403 | (14368) | (13965) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $9850000 | 402 | (14368) | (13966) |
|  |  |  |  |  | $1200 | $(34517) | $(33317) |

---

------

---

| | |
|:---|:---|
| **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 |
| FHLMC | Federal Home Loan Mortgage Corporation |
| FNMA | Federal National Mortgage Association |
| H15T1Y | Constant Maturity U.S. Treasury Note Yield Curve Rate Index |
| IO | Interest Only |
| 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. |

---

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

(1)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $413,232,435, which represented 31.0% of total net assets.

(2)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $6,132,319.

(3)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.

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

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS** 

**1. Investment Valuations**

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

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

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

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

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

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** | | | |
| Corporate Bonds |  | $491961148 |  |
| U.S. Treasury Securities |  | 378884175 |  |
| Collateralized Mortgage Obligations |  | 99713037 |  |
| Collateralized Loan Obligations |  | 97709591 |  |
| Asset-Backed Securities |  | 93139618 |  |
| Commercial Mortgage-Backed Securities |  | 28095012 |  |
| Bank Loan Obligations |  | 20757320 |  |
| U.S. Government Agency Mortgage-Backed Securities |  | 426132 |  |
| Short-Term Investments | $340129 | 119129063 |  |
|  | $340129 | $1329815096 |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $1293333 |  |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $850462 |  |  |
| Swap Agreements |  | $872453 |  |
|  | $850462 | $872453 |  |

---

*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 Investment Trust

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

- **a. Name of Series:** Short Duration Fund

- **b. EDGAR series identifier (if any):** S000014385

- **c. LEI of Series:** 3VTVXMH1JRM312VF5K71

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1340506666.10

**Total Liabilities:** $10689178.37

**Net Assets:** $1329817487.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 533.000000000000 | **1-Year:** 55664.000000000000 | **5-Year:** 61100.000000000000 | **10-Year:** 22370.000000000000 | **30-Year:** 40494.000000000000

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

- **3-Month:** 31.000000000000 | **1-Year:** 6513.000000000000 | **5-Year:** -10549.000000000000 | **10-Year:** 14074.000000000000 | **30-Year:** 6538.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039175 | -0.47%               | 0.59%                | 0.31%                |
| Class ID C000039176 | -0.43%               | 0.73%                | 0.25%                |
| Class ID C000039177 | -0.29%               | 0.67%                | 0.39%                |
| Class ID C000039178 | -0.27%               | 0.68%                | 0.31%                |
| Class ID C000039179 | -0.41%               | 0.75%                | 0.27%                |
| Class ID C000189692 | -0.28%               | 0.68%                | 0.30%                |
| Class ID C000194393 | -0.27%               | 0.69%                | 0.41%                |
| Class ID C000224786 | -0.34%               | 0.71%                | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5484362.93             | $-2105411.85                               |
| Month 2  | $-7583906.63             | $19372695.15                               |
| Month 3  | $441901.75               | $-208947.69                                |

**Designated Index Information**

- **Index Name:** BBG Government/Credit 1-3 Yr Index

- **Index Identifier:** LEH1-3YRGC

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMMC CDO                                                                  | AMMC CLO XIV Ltd 7.96                                                                     | CUSIP: 00175LAN2<br>LEI: 549300LU2QIHE9T9V444 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2351942.00   | 0.18%             | 2029-07-25      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| AMMC CDO                                                                  | AMMC CLO XIII Ltd 6.57                                                                    | CUSIP: 00176DAS8<br>LEI: 549300R4YQWFRASHVE93 | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7226315.25   | 0.54%             | 2029-07-24      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| AMMC CDO                                                                  | AMMC CLO 16 Ltd 5.96                                                                      | CUSIP: 00176JAX4<br>LEI: 549300I1YCI83LUUYL82 | Long             | ABS-CBDO         | CORP              | US        |   5300000 | PA      | $5140653.38   | 0.39%             | 2029-04-14      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                  | AT&T Inc 7.30 08/15/2026                                                                  | CUSIP: 00206RGJ5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2103086.53   | 0.16%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                           | American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3165385 | PA      | $3049536.66   | 0.23%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                | AbbVie Inc 2.60 11/21/2024                                                                | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4786896.80   | 0.36%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.15 10/29/2023                 | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2002000 | PA      | $1926933.69   | 0.14%             | 2023-10-29      | Fixed         | 1.15%                 | 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        |   1891000 | PA      | $1745530.46   | 0.13%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45 10/29/2026                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1289000 | PA      | $1128826.29   | 0.08%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                            | Air Lease Corp 2.75 01/15/2023                                                            | CUSIP: 00912XAX2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3740643.93   | 0.28%             | 2023-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                             | Aircastle Ltd 5.25 08/11/2025                                                             | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1631769.79   | 0.12%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.50 02/15/2023     | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995241.59    | 0.07%             | 2023-02-15      | Fixed         | 3.50%                 | 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        |   8725000 | PA      | $7163200.57   | 0.54%             | 2046-08-15      | Fixed         | 2.48%                 | 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        |   2190000 | PA      | $2193178.74   | 0.16%             | 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        |   2135000 | PA      | $2132142.15   | 0.16%             | 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        |   1020000 | PA      | $1018468.69   | 0.08%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bemis Co Inc                                                              | Amcor Flexibles North America Inc 4.00 05/17/2025                                         | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1018190.79   | 0.08%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                            | American Electric Power Co Inc 2.03 03/15/2024                                            | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4823257.75   | 0.36%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                            | American Electric Power Co Inc 0.75 11/01/2023                                            | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4815131.35   | 0.36%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                       | American Express Co 3.95 08/01/2025                                                       | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4638363.16   | 0.35%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                               | American Honda Finance Corp 0.55 07/12/2024                                               | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5605607.40   | 0.42%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                       | American Tower Corp 3.65 03/15/2027                                                       | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    889000 | PA      | $831632.67    | 0.06%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2019-4                                     | Angel Oak Mortgage Trust I LLC 2019-4 3.30                                                | CUSIP: 03463UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112888 | PA      | $112182.65    | 0.01%             | 2049-07-26      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2019-1                                     | Angel Oak Mortgage Trust I LLC 2019-1 4.50                                                | CUSIP: 03464MAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1971000 | PA      | $1909214.27   | 0.14%             | 2048-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2019-1                                     | Angel Oak Mortgage Trust I LLC 2019-1 5.40                                                | CUSIP: 03464MAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4351825.88   | 0.33%             | 2048-11-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-6                                           | Angel Oak Mortgage Trust 2019-6 2.83                                                      | CUSIP: 03464VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357930 | PA      | $340912.33    | 0.03%             | 2059-11-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-3                                           | Angel Oak Mortgage Trust 2021-3 1.46                                                      | CUSIP: 03465EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2971145 | PA      | $2343687.81   | 0.18%             | 2066-05-25      | Variable      | 1.46%                 | 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        |   1091000 | PA      | $875334.53    | 0.07%             | 2027-01-15      | Fixed         | 2.75%                 | 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        |   2667060 | PA      | $2629012.26   | 0.20%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                             | Arroyo Mortgage Trust 2021-1R 1.48                                                        | CUSIP: 042853AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1306424 | PA      | $1043307.92   | 0.08%             | 2048-10-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                             | Arroyo Mortgage Trust 2021-1R 1.64                                                        | CUSIP: 042853AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1034252 | PA      | $829316.94    | 0.06%             | 2048-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                     | Athene Global Funding 2.51 03/08/2024                                                     | CUSIP: 04685A3J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3594809.03   | 0.27%             | 2024-03-08      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                         | Atmos Energy Corp 0.63 03/09/2023                                                         | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3722688.75   | 0.28%             | 2023-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                     | Australia & New Zealand Banking Group Ltd/New York NY 5.09 12/08/2025                     | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1530833.46   | 0.12%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                       | AVANTOR INC 2021 TERM LOAN B5                                                             | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   3238216 | PA      | $3228096.60   | 0.24%             | 2027-11-06      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                            | BBCMS 2019-BWAY Mortgage Trust 6.48                                                       | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4370000 | PA      | $3775485.54   | 0.28%             | 2034-11-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                   | BDS 2020-FL6 Ltd 7.17                                                                     | CUSIP: 05492XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3186000 | PA      | $3037204.56   | 0.23%             | 2035-09-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                   | BDS 2021-FL10 Ltd 6.04                                                                    | CUSIP: 05493FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4800000 | PA      | $4535327.52   | 0.34%             | 2036-06-16      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA 4.63 07/11/2024                                                                   | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4683000 | PA      | $4560278.94   | 0.34%             | 2024-07-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 1.23 12/15/2023                   | CUSIP: 05724BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3864848.96   | 0.29%             | 2023-12-15      | Fixed         | 1.23%                 | 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        |   3384000 | PA      | $2894699.96   | 0.22%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                      | Bank of America Corp 1.32 06/19/2026                                                      | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1599954.81   | 0.12%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                      | Bank of America Corp 1.73 07/22/2027                                                      | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1189681.16   | 0.09%             | 2027-07-22      | Variable      | 1.73%                 | 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        |   1630000 | PA      | $1558092.35   | 0.12%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                      | Bank of America Corp 4.95 07/22/2028                                                      | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3252846.37   | 0.24%             | 2028-07-22      | Variable      | 4.95%                 | 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        |   1870000 | PA      | $1934082.04   | 0.15%             | 2028-11-10      | Variable      | 6.20%                 | 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        |   1270000 | PA      | $1073995.69   | 0.08%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                               | Bank of New York Mellon/The 5.22 11/21/2025                                               | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4108799.37   | 0.31%             | 2025-11-21      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                          | Bank of New York Mellon Corp/The 5.80 10/25/2028                                          | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2237433.15   | 0.17%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                   | Bank of Nova Scotia/The 5.25 12/06/2024                                                   | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1284000 | PA      | $1287341.88   | 0.10%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2006-1                                             | Bear Stearns ARM Trust 2006-1 6.80                                                        | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140789 | PA      | $135013.60    | 0.01%             | 2036-02-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2017-1 Ltd                                                  | Bellemeade Re 2017-1 Ltd 9.14                                                             | CUSIP: 078767AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    782000 | PA      | $782748.30    | 0.06%             | 2027-10-25      | Variable      | 9.14%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2018-1 Ltd                                                  | Bellemeade Re 2018-1 Ltd 7.29                                                             | CUSIP: 078768AE8<br>LEI: 549300O2GEH6GH9NO762 | Long             | ABS-MBS          | CORP              | BM        |   2215858 | PA      | $2211952.38   | 0.17%             | 2028-04-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                          | Black Hills Corp 1.04 08/23/2024                                                          | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6532484.35   | 0.49%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                                | Blackbird Capital Aircraft 3.45                                                           | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2346455 | PA      | $1773204.20   | 0.13%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                             | Boeing Co/The 1.43 02/04/2024                                                             | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2109200.61   | 0.16%             | 2024-02-04      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2021-NQM2                                 | BRAVO Residential Funding Trust 2021-NQM2 2.29                                            | CUSIP: 10569EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3475000 | PA      | $2840213.06   | 0.21%             | 2060-03-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                 | BRAVO Residential Funding Trust 2022-NQM3 5.50                                            | CUSIP: 10569JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3795051 | PA      | $3693417.13   | 0.28%             | 2062-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                          | Brixmor Operating Partnership LP 3.65 06/15/2024                                          | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5042999.94   | 0.38%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                         | Brunswick Corp/DE 0.85 08/18/2024                                                         | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3697989.52   | 0.28%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust 2019-2                                  | Bunker Hill Loan Depositary Trust 2019-2 3.08                                             | CUSIP: 12061RAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748424 | PA      | $693512.62    | 0.05%             | 2049-07-25      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                                  | BXMT 2020-FL2 LTD 6.39                                                                    | CUSIP: 12434LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3995000 | PA      | $3811397.39   | 0.29%             | 2038-02-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                          | CIFC Funding 2017-V Ltd 5.93                                                              | CUSIP: 12551MAE9<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2854115.70   | 0.21%             | 2030-11-16      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Clsec Holdings 22t LLC                                                    | Clsec Holdings 22t LLC 6.17                                                               | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6232791 | PA      | $5046950.61   | 0.38%             | 2037-05-11      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                | CNH Industrial Capital LLC 3.95 05/23/2025                                                | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   4543000 | PA      | $4410955.75   | 0.33%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-AFC1 Trust                                                      | CSMC 2020-AFC1 Trust 2.51                                                                 | CUSIP: 12597MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700954 | PA      | $645104.55    | 0.05%             | 2050-02-25      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4                     | Credit Suisse Mortgage Capital Certificates 2019-ICE4 6.47                                | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3703000 | PA      | $3586635.82   | 0.27%             | 2036-05-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                           | CSL Finance PLC 3.85 04/27/2027                                                           | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2395479.65   | 0.18%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM6                                                            | CSMC 2021-NQM6 1.59                                                                       | CUSIP: 12662KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3285511 | PA      | $2511804.78   | 0.19%             | 2066-07-25      | Variable      | 1.58%                 | 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        |       779 | PA      | $666.46       | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce 3.45 04/07/2027                                        | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1565000 | PA      | $1473796.29   | 0.11%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                      | Sabra Health Care LP 5.13 08/15/2026                                                      | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4001245.54   | 0.30%             | 2026-08-15      | Fixed         | 5.12%                 | 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        |   2150000 | PA      | $2060725.98   | 0.15%             | 2030-08-14      | Variable      | 6.85%                 | 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        |   2412405 | PA      | $2110932.95   | 0.16%             | 2041-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                       | Caterpillar Financial Services Corp 3.40 05/13/2025                                       | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5426193.16   | 0.41%             | 2025-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                              | Centene Corp 4.25 12/15/2027                                                              | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   8370000 | PA      | $7868370.92   | 0.59%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cerberus Onshore CLO LLC                                                  | Cerberus Loan Funding XXXVI LP 5.48                                                       | CUSIP: 15674UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1444714 | PA      | $1438562.13   | 0.11%             | 2033-11-22      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc 3.11 04/08/2026                                                             | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2558060.33   | 0.19%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc 5.61 09/29/2026                                                             | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1588420.56   | 0.12%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                             | Citigroup Mortgage Loan Trust Inc 4.09                                                    | CUSIP: 17307GLC0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    337338 | PA      | $323177.89    | 0.02%             | 2034-08-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc 2.01 01/25/2026                                                             | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $2815980.41   | 0.21%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers US Issuer LLC                                        | Cologix Data Centers US Issuer LLC 3.30                                                   | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1254000 | PA      | $1098624.63   | 0.08%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                        | Conagra Brands Inc 4.60 11/01/2025                                                        | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2959186.74   | 0.22%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R09                              | Connecticut Avenue Securities Trust 2022-R09 6.44                                         | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2235650 | PA      | $2225098.62   | 0.17%             | 2042-09-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                              | Connecticut Avenue Securities Trust 2022-R03 6.03                                         | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2164070 | PA      | $2150119.07   | 0.16%             | 2042-03-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                    | Cox Communications Inc 3.15 08/15/2024                                                    | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3100812.63   | 0.23%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DBWF 2018-GLKS Mortgage Trust                                             | DBWF 2018-GLKS Mortgage Trust 5.47                                                        | CUSIP: 23307GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4189000 | PA      | $4070419.88   | 0.31%             | 2030-12-19      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                             | DTE Energy Co 4.22 11/01/2024                                                             | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3006000 | PA      | $2956905.08   | 0.22%             | 2024-11-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                           | DAE Funding LLC 2.63 03/20/2025                                                           | CUSIP: 23371DAF1<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | AE        |   3925000 | PA      | $3677332.50   | 0.28%             | 2025-03-20      | Fixed         | 2.62%                 | 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        |   2618000 | PA      | $2434500.09   | 0.18%             | 2024-08-01      | Fixed         | 1.55%                 | 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        |   3625575 | PA      | $2920170.45   | 0.22%             | 2066-08-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                   | John Deere Capital Corp 3.40 06/06/2025                                                   | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4525077.44   | 0.34%             | 2025-06-06      | Fixed         | 3.40%                 | 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        |   4500000 | PA      | $4234120.47   | 0.32%             | 2028-05-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer                                                            | Diamond Issuer 3.79                                                                       | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8825000 | PA      | $6958134.79   | 0.52%             | 2051-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                             | Discover Bank 4.68 08/09/2028                                                             | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4800034.55   | 0.36%             | 2028-08-09      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA 2.97 03/28/2025                                                              | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   3265000 | PA      | $3150823.34   | 0.24%             | 2025-03-28      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                          | Domino's Pizza Master Issuer LLC 4.47                                                     | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2585000 | PA      | $2466594.08   | 0.19%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                            | EPR Properties 4.75 12/15/2026                                                            | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    680000 | PA      | $611883.09    | 0.05%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Management                                                    | Eaton Vance Clo 2015-1 Ltd 6.14                                                           | CUSIP: 27830KAY0<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5170840.95   | 0.39%             | 2030-01-20      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                       | Emera US Finance LP 0.83 06/15/2024                                                       | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5602743.12   | 0.42%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                              | Enbridge Inc 3.43 02/16/2024                                                              | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5472169.12   | 0.41%             | 2024-02-16      | Variable      | 3.43%                 | 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        |   5552000 | PA      | $5538872.74   | 0.42%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                     | Entergy Louisiana LLC 0.62 11/17/2023                                                     | CUSIP: 29364WBF4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   3023000 | PA      | $2911496.86   | 0.22%             | 2023-11-17      | Fixed         | 0.62%                 | 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        |    530000 | PA      | $527370.13    | 0.04%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                             | Fannie Mae Connecticut Avenue Securities 8.79                                             | CUSIP: 30711XAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   4571288 | PA      | $4694174.22   | 0.35%             | 2024-01-25      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                             | Fannie Mae Connecticut Avenue Securities 6.99                                             | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    391921 | PA      | $391677.03    | 0.03%             | 2024-05-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                             | Fannie Mae Connecticut Avenue Securities 5.39                                             | CUSIP: 30711XVK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1500960 | PA      | $1490891.94   | 0.11%             | 2030-05-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                 | Freddie Mac Non Gold Pool 3.39                                                            | CUSIP: 3128QLQ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    112399 | PA      | $114285.05    | 0.01%             | 2035-09-01      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                 | Freddie Mac Non Gold Pool 3.77                                                            | CUSIP: 31300L3K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     34277 | PA      | $34269.17     | 0.00%             | 2041-07-01      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                 | Freddie Mac Non Gold Pool 3.49                                                            | CUSIP: 31300LWG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15339 | PA      | $15506.79     | 0.00%             | 2036-07-01      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                 | Freddie Mac Non Gold Pool 2.47                                                            | CUSIP: 31326FDH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     59685 | PA      | $59609.76     | 0.00%             | 2042-12-01      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                         | Fannie Mae REMICS 4.00                                                                    | CUSIP: 3136ATJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10405282 | PA      | $1984520.45   | 0.15%             | 2046-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                         | Fannie Mae REMICS 6.00                                                                    | CUSIP: 3136AVGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7326391 | PA      | $1377338.01   | 0.10%             | 2047-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STACR Trust 2018-HRP1                                                     | STACR Trust 2018-HRP1 6.04                                                                | CUSIP: 3137G0VC0<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |    209930 | PA      | $209665.90    | 0.02%             | 2043-04-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                         | Fannie Mae REMICS 4.69                                                                    | CUSIP: 31395NSC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    338885 | PA      | $333134.59    | 0.03%             | 2036-07-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                 | Fannie Mae Interest Strip 4.00                                                            | CUSIP: 31395QSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3493587 | PA      | $524349.83    | 0.04%             | 2042-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                         | Fannie Mae REMICS 5.21                                                                    | CUSIP: 31397NXK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    333727 | PA      | $334197.31    | 0.03%             | 2037-03-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.25                                                                      | CUSIP: 31407GYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84232 | PA      | $84595.18     | 0.01%             | 2035-06-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                       | Quanta Services Inc 0.95 10/01/2024                                                       | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3686265.32   | 0.28%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Radnor RE 2021-2 Ltd                                                      | Radnor RE 2021-2 Ltd 5.78                                                                 | CUSIP: 75049GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3457487 | PA      | $3378162.01   | 0.25%             | 2031-11-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Ready Capital Corp                                                        | Ready Capital Mortgage Financing 2020-FL4 LLC 8.24                                        | CUSIP: 75575JAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4250000 | PA      | $4233183.60   | 0.32%             | 2035-02-25      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| Ready Capital Corp                                                        | Ready Capital Mortgage Financing 2021-FL6 LLC 5.99                                        | CUSIP: 75575TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8400000 | PA      | $8020503.12   | 0.60%             | 2036-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ready Capital Corp                                                        | Ready Capital Mortgage Financing 2021-FL6 LLC 6.29                                        | CUSIP: 75575TAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1903949.20   | 0.14%             | 2036-07-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                        | Royalty Pharma PLC 0.75 09/02/2023                                                        | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   6220000 | PA      | $6027467.80   | 0.45%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                       | SA Global Sukuk Ltd 0.95 06/17/2024                                                       | CUSIP: 78397PAA9<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   1140000 | PA      | $1073522.04   | 0.08%             | 2024-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                | State Street Institutional US Government Money Market Fund                                | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    340129 | NS      | $340128.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Tower Trust                                                           | SBA Tower Trust 6.60 01/15/2028                                                           | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1683202.78   | 0.13%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                          | SBL Holdings Inc 5.13 11/13/2026                                                          | CUSIP: 78432MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2357798.08   | 0.18%             | 2026-11-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.31                                                                      | CUSIP: 31407GYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32053 | PA      | $32163.04     | 0.00%             | 2035-06-01      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140JN4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89249 | PA      | $85702.86     | 0.01%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                | Fidelity National Information Services Inc 1.15 03/01/2026                                | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2256463.70   | 0.17%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                       | Fifth Third Bank NA 5.85 10/27/2025                                                       | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3628826.53   | 0.27%             | 2025-10-27      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Stonepeak 2021-1 ABS                                                      | Stonepeak 2021-1 ABS 2.30                                                                 | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2992660 | PA      | $2666108.06   | 0.20%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                         | SMBC Aviation Capital Finance DAC 4.13 07/15/2023                                         | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   2700000 | PA      | $2672086.86   | 0.20%             | 2023-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                            | FirstKey Homes 2021-SFR1 Trust 3.24                                                       | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1433065.49   | 0.11%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1NV                                          | Flagstar Mortgage Trust 2020-1NV 4.22                                                     | CUSIP: 33851YBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2225127 | PA      | $1748803.24   | 0.13%             | 2050-03-25      | Variable      | 4.22%                 | 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        |   3004053 | PA      | $2491904.92   | 0.19%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                            | SMRT 2022-MINI 5.89                                                                       | CUSIP: 78457JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4263278.40   | 0.32%             | 2039-01-15      | Variable      | 5.89%                 | 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        |   5900000 | PA      | $5156735.70   | 0.39%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 3.38 11/13/2025                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $905782.84    | 0.07%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 2.30 02/10/2025                                                  | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5030190.00   | 0.38%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                   | Freddie Mac STACR REMIC Trust 2022-DNA6 6.08                                              | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2979369 | PA      | $2982341.61   | 0.22%             | 2042-09-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                      | Saudi Arabian Oil Co 1.25 11/24/2023                                                      | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    750000 | PA      | $722596.50    | 0.05%             | 2023-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                             | Sempra Energy 3.30 04/01/2025                                                             | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3006000 | PA      | $2885170.97   | 0.22%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                   | Freddie Mac STACR REMIC Trust 2021-HQA3 4.78                                              | CUSIP: 35564KJG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6425798 | PA      | $6140338.74   | 0.46%             | 2041-09-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                   | Freddie Mac STACR REMIC Trust 2022-DNA3 5.93                                              | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3823941 | PA      | $3806608.25   | 0.29%             | 2042-04-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-HQA4                                   | Freddie Mac STACR REMIC Trust 2020-HQA4 7.54                                              | CUSIP: 35565RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24518 | PA      | $24531.72     | 0.00%             | 2050-09-25      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                   | GA Global Funding Trust 0.80 09/13/2024                                                   | CUSIP: 36143L2C8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2926036.16   | 0.22%             | 2024-09-13      | Fixed         | 0.80%                 | 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        |   4688608 | PA      | $4246012.24   | 0.32%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2004-5                                            | GSR Mortgage Loan Trust 2004-5 2.78                                                       | CUSIP: 36228FW93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34678 | PA      | $32066.30     | 0.00%             | 2034-05-25      | Variable      | 2.78%                 | 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        |     28469 | PA      | $26791.85     | 0.00%             | 2035-01-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital UK PLC                                    | GSK Consumer Healthcare Capital UK PLC 3.13 03/24/2025                                    | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |   3236000 | PA      | $3080125.31   | 0.23%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                              | 7-Eleven Inc 0.80 02/10/2024                                                              | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5712271.02   | 0.43%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-2 Receivables Funding LLC                           | Sierra Timeshare 2019-2 Receivables Funding LLC 4.54                                      | CUSIP: 82652MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193781 | PA      | $181818.66    | 0.01%             | 2036-05-20      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                            | GE HealthCare Technologies Inc 5.55 11/15/2024                                            | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5021670.95   | 0.38%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                         | General Mills Inc 5.24 11/18/2025                                                         | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $2880166.39   | 0.22%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-3 Receivables Funding LLC                           | Sierra Timeshare 2019-3 Receivables Funding LLC 4.18                                      | CUSIP: 82652NAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233150 | PA      | $218201.81    | 0.02%             | 2036-08-20      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                           | Sierra Timeshare 2021-1 Receivables Funding LLC 3.17                                      | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746519 | PA      | $678790.40    | 0.05%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                           | General Motors Financial Co Inc 3.70 05/09/2023                                           | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4975964.45   | 0.37%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                           | General Motors Financial Co Inc 1.05 03/08/2024                                           | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4750280.80   | 0.36%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                           | General Motors Financial Co Inc 1.20 10/15/2024                                           | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4632155.55   | 0.35%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                       | Georgia-Pacific LLC 0.63 05/15/2024                                                       | CUSIP: 37331NAM3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4699086.65   | 0.35%             | 2024-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VII Srl                                                 | Global SC Finance VII Srl 1.95                                                            | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-MBS          | CORP              | US        |   2696516 | PA      | $2340349.82   | 0.18%             | 2041-08-17      | Fixed         | 1.95%                 | 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        |   1033000 | PA      | $904587.27    | 0.07%             | 2027-10-21      | Variable      | 1.95%                 | 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        |   4845000 | PA      | $4639385.95   | 0.35%             | 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        |   1025000 | PA      | $914105.35    | 0.07%             | 2028-02-24      | Variable      | 2.64%                 | 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        |   1181000 | PA      | $1004075.09   | 0.08%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                          | Goodgreen 2018-1 3.93                                                                     | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |    365255 | PA      | $336586.57    | 0.03%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                       | Graphic Packaging International LLC 0.82 04/15/2024                                       | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $7959316.79   | 0.60%             | 2024-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                          | HF Sinclair Corp 2.63 10/01/2023                                                          | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1322344.04   | 0.10%             | 2023-10-01      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2018-3 Receivables Funding LLC                           | Sierra Timeshare 2018-3 Receivables Funding LLC 4.17                                      | CUSIP: 82653GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306284 | PA      | $296949.20    | 0.02%             | 2035-09-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                          | Skandinaviska Enskilda Banken AB 3.70 06/09/2025                                          | CUSIP: 830505AX1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2322000 | PA      | $2245769.62   | 0.17%             | 2025-06-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lunar 2021-1 Structured Aircraft Portfolio Notes                          | Lunar 2021-1 Structured Aircraft Portfolio Notes 3.43                                     | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5625004 | PA      | $4323891.68   | 0.33%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                      | OneMain Finance Corp 8.25 10/01/2023                                                      | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $4042899.56   | 0.30%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                   | HCA Inc 5.00 03/15/2024                                                                   | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2785246.72   | 0.21%             | 2024-03-15      | Fixed         | 5.00%                 | 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        |   3045000 | PA      | $2934946.03   | 0.22%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                         | HSBC Holdings PLC 1.16 11/22/2024                                                         | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5262000 | PA      | $5013633.07   | 0.38%             | 2024-11-22      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                 | Hess Corp 3.50 07/15/2024                                                                 | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1471778.97   | 0.11%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                               | Sprint LLC 7.13 06/15/2024                                                                | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $4061416.50   | 0.31%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                               | Sprint LLC 7.63 02/15/2025                                                                | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3574314.97   | 0.27%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2018-A                                       | Hilton Grand Vacations Trust 2018-A 3.70                                                  | CUSIP: 43284BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621430 | PA      | $597821.30    | 0.04%             | 2032-02-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Home RE 2022-1 Ltd                                                        | Home RE 2022-1 Ltd 6.78                                                                   | CUSIP: 43730GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $1659089.34   | 0.12%             | 2034-10-25      | Variable      | 6.78%                 | 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        |   7713528 | PA      | $7530788.51   | 0.57%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Start Ltd/Bermuda                                                         | Start Ltd/Bermuda 4.09                                                                    | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-MBS          | CORP              | US        |   6001615 | PA      | $4807728.50   | 0.36%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Start II LTD                                                              | Start II LTD 4.09                                                                         | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   3263072 | PA      | $2788732.83   | 0.21%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                         | State Street Corp 5.75 11/04/2026                                                         | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    720000 | PA      | $737806.30    | 0.06%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Re 2018-1 Ltd                                                        | Home Re 2018-1 Ltd 7.39                                                                   | CUSIP: 43730MAB4<br>LEI: 254900E6IUAJSN9WD709 | Long             | ABS-MBS          | CORP              | BM        |   3131925 | PA      | $3125300.36   | 0.24%             | 2028-10-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Home RE 2020-1 Ltd                                                        | Home RE 2020-1 Ltd 8.54                                                                   | CUSIP: 43731WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    709212 | PA      | $709557.53    | 0.05%             | 2030-10-25      | Variable      | 8.54%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                            | Structured Adjustable Rate Mortgage Loan Trust 4.34                                       | CUSIP: 86359BWE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33480 | PA      | $32292.52     | 0.00%             | 2034-07-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| TCP Whitney Ltd                                                           | TCP Waterman Clo LLC 6.58                                                                 | CUSIP: 87240PAL5<br>LEI: 549300YFKQJL35BDIM44 | Long             | ABS-CBDO         | CORP              | US        |   8400000 | PA      | $7929599.16   | 0.60%             | 2033-08-20      | Variable      | 6.58%                 | 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        |   5279126 | PA      | $5280551.37   | 0.40%             | 2028-03-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                | Humana Inc 0.65 08/03/2023                                                                | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $6553115.93   | 0.49%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                              | TICP CLO I-2 LTD 7.37                                                                     | CUSIP: 87248VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1446314.70   | 0.11%             | 2028-04-26      | Variable      | 7.37%                 | 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        |   2255000 | PA      | $2197481.26   | 0.17%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                         | Hyatt Hotels Corp 1.30 10/01/2023                                                         | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4861739.65   | 0.37%             | 2023-10-01      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America 1.00 09/17/2024                                                   | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6471801.14   | 0.49%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance Issuer                                            | TRTX 2019-FL3 Issuer Ltd 5.59                                                             | CUSIP: 87276VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    791278 | PA      | $783562.72    | 0.06%             | 2034-10-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                                 | Telecom Italia SpA/Milano 5.30 05/30/2024                                                 | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |   3087000 | PA      | $2931106.50   | 0.22%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                              | Illumina Inc 0.55 03/23/2023                                                              | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4949195.55   | 0.37%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                              | Illumina Inc 5.80 12/12/2025                                                              | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4233138.50   | 0.32%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                 | Teledyne Technologies Inc 0.95 04/01/2024                                                 | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4962137.88   | 0.37%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                              | Thermo Fisher Scientific Inc 1.22 10/18/2024                                              | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4930744.88   | 0.37%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM1                                    | Imperial Fund Mortgage Trust 2021-NQM1 1.62                                               | CUSIP: 452764AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1356825 | PA      | $1081609.65   | 0.08%             | 2056-06-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                         | International Game Technology PLC 6.50 02/15/2025                                         | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |   2061000 | PA      | $2076910.92   | 0.16%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                 | Toronto-Dominion Bank/The 4.11 06/08/2027                                                 | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2325000 | PA      | $2251210.22   | 0.17%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                       | Global Payments Inc 3.75 06/01/2023                                                       | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    689000 | PA      | $684725.11    | 0.05%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                  | JP Morgan Mortgage Trust 2019-5 4.00                                                      | CUSIP: 46591FAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411632 | PA      | $382526.66    | 0.03%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2014-5                                           | JP Morgan Mortgage Trust 2014-5 2.79                                                      | CUSIP: 46643KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107981 | PA      | $101083.12    | 0.01%             | 2029-10-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                  | Toyota Motor Credit Corp 2.50 03/22/2024                                                  | CUSIP: 89236TJX4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2821000 | PA      | $2737369.79   | 0.21%             | 2024-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                  | Toyota Motor Credit Corp 3.95 06/30/2025                                                  | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2939741.91   | 0.22%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 1.04 02/04/2027                                                       | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2362000 | PA      | $2057165.88   | 0.15%             | 2027-02-04      | Variable      | 1.04%                 | 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        |   3260000 | PA      | $2868194.26   | 0.22%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Traingle Re 2021-1 Ltd                                                    | Traingle Re 2021-1 Ltd 7.79                                                               | CUSIP: 89600FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    806981 | PA      | $807027.69    | 0.06%             | 2033-08-25      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Traingle Re 2021-1 Ltd                                                    | Traingle Re 2021-1 Ltd 8.29                                                               | CUSIP: 89600FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3990288.80   | 0.30%             | 2033-08-25      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Traingle Re 2020-1 Ltd                                                    | Traingle Re 2020-1 Ltd 9.99                                                               | CUSIP: 89600MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1349540 | PA      | $1352479.74   | 0.10%             | 2030-10-25      | Variable      | 9.99%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2020-SFR1                                           | Tricon American Homes 2020-SFR1 2.25                                                      | CUSIP: 89613GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3483509.20   | 0.26%             | 2038-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 1.47 09/22/2027                                                       | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1598820.87   | 0.12%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 1.56 12/10/2025                                                       | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1704845.14   | 0.13%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2020-SFR2 Trust                                     | Tricon American Homes 2020-SFR2 Trust 2.03                                                | CUSIP: 89613JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1490981.76   | 0.11%             | 2039-11-17      | Fixed         | 2.03%                 | 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        |   1672000 | PA      | $1440573.35   | 0.11%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 5.55 12/15/2025                                                       | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2031583.28   | 0.15%             | 2025-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON 4.13                      | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3575000 | PA      | $3353851.93   | 0.25%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA 2.57 09/22/2026                                                             | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   4455000 | PA      | $3949207.14   | 0.30%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class B Pass Through Trust                         | United Airlines 2020-1 Class B Pass Through Trust 4.88 07/15/2027                         | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3629079.86   | 0.27%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-5                                           | JP Morgan Mortgage Trust 2020-5 3.00                                                      | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3239756 | PA      | $2689872.25   | 0.20%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-LTV2                                      | J.P. Morgan Mortgage Trust 2021-LTV2 2.77                                                 | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5840366 | PA      | $4570993.04   | 0.34%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                  | UNITED NATURAL FOODS INC INITIAL TERM LOAN                                                | CUSIP: N/A<br>LEI: 549300GKGW6WPZ282D40       | Long             | LON              | CORP              | US        |   5343585 | PA      | $5337947.94   | 0.40%             | 2025-10-22      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp 5.73 10/21/2026                                                                | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4404669.97   | 0.33%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                      | Jackson National Life Global Funding 1.75 01/12/2025                                      | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $2160517.68   | 0.16%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KVK CLO 2013-1 Ltd                                                        | KVK CLO 2013-1 Ltd 6.96                                                                   | CUSIP: 482739AJ8<br>LEI: 5493007VGL59COTLZY21 | Long             | ABS-CBDO         | CORP              | US        |   4645000 | PA      | $4536254.98   | 0.34%             | 2028-01-14      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Bill 0.00 11/02/2023                                               | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $62535936.45  | 4.70%             | 2023-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Bill 0.00 11/30/2023                                               | CUSIP: 912796ZD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $33559920.10  | 2.52%             | 2023-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                      | Keurig Dr Pepper Inc 0.75 03/15/2024                                                      | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2606029.59   | 0.20%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                     | Level 3 Financing Inc 3.40 03/01/2027                                                     | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $3420811.18   | 0.26%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 3.00 09/30/2025                                          | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $53169531.25  | 4.00%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 2.50 08/15/2023                                          | CUSIP: 912828VS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9862015.60   | 0.74%             | 2023-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                  | Lloyds Banking Group PLC 4.72 08/11/2026                                                  | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2265000 | PA      | $2218385.01   | 0.17%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                            | Lowe's Cos Inc 4.40 09/08/2025                                                            | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2487000 | PA      | $2452417.69   | 0.18%             | 2025-09-08      | Fixed         | 4.40%                 | 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        |  80000000 | PA      | $77087500.00  | 5.80%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 1.13 01/15/2025                                          | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $37439062.40  | 2.82%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LTD                                                 | LUNAR AIRCRAFT 2020-1 LTD 3.38                                                            | CUSIP: 55037LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6078997 | PA      | $4998102.31   | 0.38%             | 2045-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                          | Manufacturers & Traders Trust Co 5.40 11/21/2025                                          | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2390015.75   | 0.18%             | 2025-11-21      | Fixed         | 5.40%                 | 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        |  55000000 | PA      | $51777343.75  | 3.89%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond - When Issued 1.63 03/15/2025                            | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9450781.20   | 0.71%             | 2025-03-15      | Fixed         | 1.62%                 | 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        |   4104941 | PA      | $3413940.29   | 0.26%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MVW 2019-2 LLC                                                            | MVW 2019-2 LLC 2.44                                                                       | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    876686 | PA      | $821069.44    | 0.06%             | 2038-10-20      | Fixed         | 2.44%                 | 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        |  25000000 | PA      | $24166015.50  | 1.82%             | 2025-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 3.00 06/30/2024                                          | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34166015.80  | 2.57%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                            | Warnermedia Holdings Inc 3.76 03/15/2027                                                  | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2017000 | PA      | $1819239.12   | 0.14%             | 2027-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                            | Warnermedia Holdings Inc 3.79 03/15/2025                                                  | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1161507.26   | 0.09%             | 2025-03-15      | Fixed         | 3.79%                 | 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        |  53000000 | PA      | $51948281.25  | 3.91%             | 2025-09-15      | Fixed         | 3.50%                 | 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        |  25000000 | PA      | $24848023.50  | 1.87%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd                                                          | Marathon CLO 2020-15 Ltd 6.31                                                             | CUSIP: 56579UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1916072.15   | 0.14%             | 2031-11-15      | Variable      | 6.31%                 | 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        |    121406 | PA      | $109489.80    | 0.01%             | 2034-11-21      | Variable      | 3.87%                 | 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        |   4387000 | PA      | $3765821.86   | 0.28%             | 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        |    197808 | PA      | $191175.23    | 0.01%             | 2036-02-20      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                         | Verus Securitization Trust 2020-1 2.72                                                    | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3244340 | PA      | $3058647.34   | 0.23%             | 2060-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                   | Mercedes-Benz Finance North America LLC 5.38 11/26/2025                                   | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2264681.95   | 0.17%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                  | Met Tower Global Funding 1.25 09/14/2026                                                  | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   2741000 | PA      | $2389705.33   | 0.18%             | 2026-09-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV2                                      | Verus Securitization Trust 2019-INV2 2.91                                                 | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276029 | PA      | $267127.78    | 0.02%             | 2059-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV3                                      | Verus Securitization Trust 2019-INV3 3.10                                                 | CUSIP: 92537MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4268011 | PA      | $4032122.15   | 0.30%             | 2059-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 3.05                           | CUSIP: 59020USH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130635 | PA      | $122170.07    | 0.01%             | 2035-02-25      | Variable      | 3.05%                 | 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        |   1203973 | PA      | $1199641.31   | 0.09%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                               | Viatris Inc 1.65 06/22/2025                                                               | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4532920.70   | 0.34%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                                           | Vibrant Clo VII Ltd 6.64                                                                  | CUSIP: 92558BAE8<br>LEI: 5493007DQ2IM8HOLV582 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1907905.40   | 0.14%             | 2030-09-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                | Mondelez International Inc 2.13 03/17/2024                                                | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    904000 | PA      | $872194.41    | 0.07%             | 2024-03-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                            | Mondelez International Holdings Netherlands BV 4.25 09/15/2025                            | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   2476000 | PA      | $2443533.95   | 0.18%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP 4.38 05/15/2025                                                        | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6808395.65   | 0.51%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-1                                   | Vista Point Securitization Trust 2020-1 2.77                                              | CUSIP: 92838WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    918493 | PA      | $910036.70    | 0.07%             | 2065-03-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 0.79 05/30/2025                                                            | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1460449.62   | 0.11%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 1.16 10/21/2025                                                            | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3118000 | PA      | $2872236.00   | 0.22%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                                         | Wellfleet CLO 2015-1 Ltd 6.34                                                             | CUSIP: 949496BN2<br>LEI: 254900DLL625KV2D0Z30 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9683055.00   | 0.73%             | 2029-07-20      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                                         | Wellfleet CLO 2022-1 Ltd 6.21                                                             | CUSIP: 94950TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2125000 | PA      | $2025039.58   | 0.15%             | 2034-04-15      | Variable      | 6.21%                 | 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        |    871000 | PA      | $854411.42    | 0.06%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                             | Welltower Inc 4.25 04/15/2028                                                             | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2962547.08   | 0.22%             | 2028-04-15      | Fixed         | 4.25%                 | 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        |   3920000 | PA      | $3647104.26   | 0.27%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                | Zoetis Inc 5.40 11/14/2025                                                                | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   4167000 | PA      | $4254792.27   | 0.32%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 2.63 02/18/2026                                                            | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $2385165.62   | 0.18%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                      | National Australia Bank Ltd/New York 5.13 11/22/2024                                      | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4265253.23   | 0.32%             | 2024-11-22      | Fixed         | 5.13%                 | 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        |       -70 | NC      | $184413.17    | 0.01%             |  |  |  | No            |                  1 | 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        |       -19 | NC      | $103260.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society 4.85 07/27/2027                                               | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5196000 | PA      | $5072253.83   | 0.38%             | 2027-07-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                         | NatWest Group PLC 5.52 09/30/2028                                                         | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2270000 | PA      | $2245893.21   | 0.17%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                       | NextEra Energy Capital Holdings Inc 4.26 09/01/2024                                       | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2961236.19   | 0.22%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                       | NextEra Energy Capital Holdings Inc 4.45 06/20/2025                                       | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $5219669.40   | 0.39%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | 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        |      -137 | NC      | $230170.36    | 0.02%             |  |  |  | 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        |       -73 | NC      | $163359.76    | 0.01%             |  |  |  | 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        |     -1064 | NC      | $623790.51    | 0.05%             |  |  |  | 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        |      1142 | NC      | $-845405.30   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp 4.75 09/22/2025                                                           | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3075000 | PA      | $3058794.04   | 0.23%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp                                                     | BOC Aviation USA Corp 1.63 04/29/2024                                                     | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2877529.49   | 0.22%             | 2024-04-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal/Chicago IL 4.20 01/03/2023                               | Bank of Montreal/Chicago IL 4.20 01/03/2023                                               | CUSIP: RPE14KBG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |   3224207 | PA      | $3224206.85   | 0.24%             | 2023-01-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp 4.26 01/03/2023                                | Fixed Income Clearing Corp 4.26 01/03/2023                                                | CUSIP: RPE94M3S6<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  19809000 | PA      | $19809000.00  | 1.49%             | 2023-01-03      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                | Nucor Corp 3.95 05/23/2025                                                                | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $1974247.63   | 0.15%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                          | One Market Plaza Trust 2017-1MKT 3.85                                                     | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3533000 | PA      | $3360968.34   | 0.25%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                   | JAZZ FINANCING LUX SARL USD TERM LOAN                                                     | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |   6974799 | PA      | $6924126.78   | 0.52%             | 2028-05-05      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd                                   | Adani Ports & Special Economic Zone Ltd 3.38 07/24/2024                                   | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |   2500000 | PA      | $2370537.48   | 0.18%             | 2024-07-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                          | One Market Plaza Trust 2017-1MKT 4.14                                                     | CUSIP: 68245HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6380762 | PA      | $5684372.02   | 0.43%             | 2032-02-10      | Fixed         | 4.14%                 | 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        |    791000 | PA      | $674171.66    | 0.05%             | 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        |    461000 | PA      | $403066.98    | 0.03%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PRKCM 2021-AFC1 Trust                                                     | PRKCM 2021-AFC1 Trust 2.07                                                                | CUSIP: 69357TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6115562 | PA      | $4922270.14   | 0.37%             | 2056-08-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PFP III Ltd                                                               | PFP 2021-8 Ltd 6.48                                                                       | CUSIP: 69357XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3263926.05   | 0.25%             | 2037-08-09      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                            | Palmer Square Loan Funding 2020-1 Ltd 9.53                                                | CUSIP: 69701DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5273141.50   | 0.40%             | 2028-02-20      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                            | Palmer Square Loan Funding 2022-2 Ltd 5.76                                                | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2350000 | PA      | $2292374.48   | 0.17%             | 2030-10-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                            | Palmer Square Loan Funding 2021-3 Ltd 5.99                                                | CUSIP: 69702BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5125000 | PA      | $4867625.06   | 0.37%             | 2029-07-20      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                      | Parker-Hannifin Corp 3.65 06/15/2024                                                      | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4895084.05   | 0.37%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                           | PerkinElmer Inc 0.85 09/15/2024                                                           | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4636603.50   | 0.35%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 3.50 01/30/2023                                                       | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2050000 | PA      | $2044321.50   | 0.15%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Aircraft Finance Ltd                                              | Pioneer Aircraft Finance Ltd 3.97                                                         | CUSIP: 72353PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2558840 | PA      | $2038976.99   | 0.15%             | 2044-06-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2020-SFR1 Trust                                      | Progress Residential 2020-SFR1 Trust 2.18                                                 | CUSIP: 74331CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1134419.88   | 0.09%             | 2037-04-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR1                                            | Progress Residential 2021-SFR1 2.11                                                       | CUSIP: 74331FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2194614.24   | 0.17%             | 2038-04-17      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2020-SFR3 Trust                                      | Progress Residential 2020-SFR3 Trust 1.90                                                 | CUSIP: 74333AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7550000 | PA      | $6626661.43   | 0.50%             | 2027-10-17      | Fixed         | 1.90%                 | 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        |   2000000 | PA      | $1650039.40   | 0.12%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                       | Public Service Enterprise Group Inc 0.84 11/08/2023                                       | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6741981.47   | 0.51%             | 2023-11-08      | Fixed         | 0.84%                 | 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        |  21950000 | OU      | $-128202.71   | -0.01%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                    | ZC 2.97 10/14/23                                                                          | CUSIP: SL335RP87<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   9850000 | OU      | $-13965.53    | -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        |   9850000 | OU      | $-13965.53    | -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        |  30195000 | OU      | $-624024.97   | -0.05%            | 2027-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                    | ZC 2.90 10/11/23                                                                          | CUSIP: SLZ40AHV0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   6600000 | OU      | $-5385.73     | -0.00%            | 2023-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer